RELIANCE
Reliance Industries Ltd
Historical option data for RELIANCE
21 Nov 2024 04:12 PM IST
| RELIANCE 28NOV2024 1470 CE | ||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 1223.00 | 0.3 | -0.05 | - | 472 | -150 | 1,262 | |||
| 20 Nov | 1241.65 | 0.35 | 0.00 | 46.86 | 28 | -18 | 1,416 | |||
| 19 Nov | 1241.65 | 0.35 | -0.10 | 46.86 | 28 | -14 | 1,416 | |||
| 18 Nov | 1260.75 | 0.45 | -0.20 | 41.65 | 94 | -60 | 1,430 | |||
| 14 Nov | 1267.60 | 0.65 | -0.10 | 35.58 | 644 | 12 | 1,488 | |||
| 13 Nov | 1252.05 | 0.75 | 0.00 | 37.40 | 818 | -86 | 1,476 | |||
| 12 Nov | 1274.25 | 0.75 | 0.05 | 33.49 | 146 | 20 | 1,600 | |||
| 11 Nov | 1272.70 | 0.7 | -0.25 | 31.52 | 152 | 14 | 1,586 | |||
| 8 Nov | 1283.75 | 0.95 | -0.30 | 29.33 | 244 | -32 | 1,572 | |||
| 7 Nov | 1305.65 | 1.25 | -0.40 | 26.28 | 352 | 54 | 1,604 | |||
| 6 Nov | 1325.35 | 1.65 | -0.25 | 23.85 | 462 | -128 | 1,564 | |||
| 5 Nov | 1305.30 | 1.9 | -0.20 | 26.72 | 542 | 40 | 1,692 | |||
| 4 Nov | 1302.15 | 2.1 | -0.60 | 27.98 | 1,112 | -50 | 1,662 | |||
| 1 Nov | 1338.65 | 2.7 | -0.25 | 21.91 | 278 | 108 | 1,716 | |||
| 31 Oct | 1332.05 | 2.95 | -0.60 | - | 854 | 152 | 1,610 | |||
| 30 Oct | 1343.90 | 3.55 | -0.70 | - | 692 | 158 | 1,456 | |||
| 29 Oct | 1340.00 | 4.25 | -0.60 | - | 500 | 20 | 1,290 | |||
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| 28 Oct | 1334.35 | 4.85 | - | 400 | 655 | 1,270 | ||||
For Reliance Industries Ltd - strike price 1470 expiring on 28NOV2024
Delta for 1470 CE is -
Historical price for 1470 CE is as follows
On 21 Nov RELIANCE was trading at 1223.00. The strike last trading price was 0.3, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by -75 which decreased total open position to 631
On 20 Nov RELIANCE was trading at 1241.65. The strike last trading price was 0.35, which was 0.00 lower than the previous day. The implied volatity was 46.86, the open interest changed by -9 which decreased total open position to 708
On 19 Nov RELIANCE was trading at 1241.65. The strike last trading price was 0.35, which was -0.10 lower than the previous day. The implied volatity was 46.86, the open interest changed by -7 which decreased total open position to 708
On 18 Nov RELIANCE was trading at 1260.75. The strike last trading price was 0.45, which was -0.20 lower than the previous day. The implied volatity was 41.65, the open interest changed by -30 which decreased total open position to 715
On 14 Nov RELIANCE was trading at 1267.60. The strike last trading price was 0.65, which was -0.10 lower than the previous day. The implied volatity was 35.58, the open interest changed by 6 which increased total open position to 744
On 13 Nov RELIANCE was trading at 1252.05. The strike last trading price was 0.75, which was 0.00 lower than the previous day. The implied volatity was 37.40, the open interest changed by -43 which decreased total open position to 738
On 12 Nov RELIANCE was trading at 1274.25. The strike last trading price was 0.75, which was 0.05 higher than the previous day. The implied volatity was 33.49, the open interest changed by 10 which increased total open position to 800
On 11 Nov RELIANCE was trading at 1272.70. The strike last trading price was 0.7, which was -0.25 lower than the previous day. The implied volatity was 31.52, the open interest changed by 7 which increased total open position to 793
On 8 Nov RELIANCE was trading at 1283.75. The strike last trading price was 0.95, which was -0.30 lower than the previous day. The implied volatity was 29.33, the open interest changed by -16 which decreased total open position to 786
On 7 Nov RELIANCE was trading at 1305.65. The strike last trading price was 1.25, which was -0.40 lower than the previous day. The implied volatity was 26.28, the open interest changed by 27 which increased total open position to 802
On 6 Nov RELIANCE was trading at 1325.35. The strike last trading price was 1.65, which was -0.25 lower than the previous day. The implied volatity was 23.85, the open interest changed by -64 which decreased total open position to 782
On 5 Nov RELIANCE was trading at 1305.30. The strike last trading price was 1.9, which was -0.20 lower than the previous day. The implied volatity was 26.72, the open interest changed by 20 which increased total open position to 846
On 4 Nov RELIANCE was trading at 1302.15. The strike last trading price was 2.1, which was -0.60 lower than the previous day. The implied volatity was 27.98, the open interest changed by -25 which decreased total open position to 831
On 1 Nov RELIANCE was trading at 1338.65. The strike last trading price was 2.7, which was -0.25 lower than the previous day. The implied volatity was 21.91, the open interest changed by 54 which increased total open position to 858
On 31 Oct RELIANCE was trading at 1332.05. The strike last trading price was 2.95, which was -0.60 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct RELIANCE was trading at 1343.90. The strike last trading price was 3.55, which was -0.70 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct RELIANCE was trading at 1340.00. The strike last trading price was 4.25, which was -0.60 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct RELIANCE was trading at 1334.35. The strike last trading price was 4.85, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| RELIANCE 28NOV2024 1470 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 1223.00 | 247 | 60.30 | - | 20 | -6 | 544 |
| 20 Nov | 1241.65 | 186.7 | 0.00 | - | 6 | -4 | 552 |
| 19 Nov | 1241.65 | 186.7 | -15.30 | - | 6 | -2 | 552 |
| 18 Nov | 1260.75 | 202 | 28.00 | - | 2 | 0 | 556 |
| 14 Nov | 1267.60 | 174 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Nov | 1252.05 | 174 | 0.00 | 0.00 | 0 | -2 | 0 |
| 12 Nov | 1274.25 | 174 | -16.00 | - | 2 | 0 | 558 |
| 11 Nov | 1272.70 | 190 | 9.00 | 24.06 | 4 | 0 | 560 |
| 8 Nov | 1283.75 | 181 | 0.95 | - | 2 | 0 | 560 |
| 7 Nov | 1305.65 | 180.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Nov | 1325.35 | 180.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 5 Nov | 1305.30 | 180.05 | 0.00 | 0.00 | 0 | -2 | 0 |
| 4 Nov | 1302.15 | 180.05 | 51.05 | 51.07 | 2 | 0 | 562 |
| 1 Nov | 1338.65 | 129 | 0.00 | 0.00 | 0 | 136 | 0 |
| 31 Oct | 1332.05 | 129 | 11.00 | - | 180 | 134 | 560 |
| 30 Oct | 1343.90 | 118 | -6.75 | - | 124 | 106 | 424 |
| 29 Oct | 1340.00 | 124.75 | 0.00 | - | 0 | 318 | 0 |
| 28 Oct | 1334.35 | 124.75 | - | 48 | 182 | 316 | |
For Reliance Industries Ltd - strike price 1470 expiring on 28NOV2024
Delta for 1470 PE is -
Historical price for 1470 PE is as follows
On 21 Nov RELIANCE was trading at 1223.00. The strike last trading price was 247, which was 60.30 higher than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 272
On 20 Nov RELIANCE was trading at 1241.65. The strike last trading price was 186.7, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 276
On 19 Nov RELIANCE was trading at 1241.65. The strike last trading price was 186.7, which was -15.30 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 276
On 18 Nov RELIANCE was trading at 1260.75. The strike last trading price was 202, which was 28.00 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 278
On 14 Nov RELIANCE was trading at 1267.60. The strike last trading price was 174, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 13 Nov RELIANCE was trading at 1252.05. The strike last trading price was 174, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 12 Nov RELIANCE was trading at 1274.25. The strike last trading price was 174, which was -16.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 279
On 11 Nov RELIANCE was trading at 1272.70. The strike last trading price was 190, which was 9.00 higher than the previous day. The implied volatity was 24.06, the open interest changed by 0 which decreased total open position to 280
On 8 Nov RELIANCE was trading at 1283.75. The strike last trading price was 181, which was 0.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 280
On 7 Nov RELIANCE was trading at 1305.65. The strike last trading price was 180.05, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 6 Nov RELIANCE was trading at 1325.35. The strike last trading price was 180.05, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 5 Nov RELIANCE was trading at 1305.30. The strike last trading price was 180.05, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 4 Nov RELIANCE was trading at 1302.15. The strike last trading price was 180.05, which was 51.05 higher than the previous day. The implied volatity was 51.07, the open interest changed by 0 which decreased total open position to 281
On 1 Nov RELIANCE was trading at 1338.65. The strike last trading price was 129, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 68 which increased total open position to 0
On 31 Oct RELIANCE was trading at 1332.05. The strike last trading price was 129, which was 11.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct RELIANCE was trading at 1343.90. The strike last trading price was 118, which was -6.75 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct RELIANCE was trading at 1340.00. The strike last trading price was 124.75, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct RELIANCE was trading at 1334.35. The strike last trading price was 124.75, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
