RELIANCE
Reliance Industries Ltd
Historical option data for RELIANCE
21 Nov 2024 04:12 PM IST
| RELIANCE 28NOV2024 1500 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 | 0.25 | -0.05 | - | 4,588 | -1,726 | 25,354 | |||
| 20 Nov | 1241.65 | 0.3 | 0.00 | 50.57 | 4,802 | -1,404 | 27,134 | |||
| 19 Nov | 1241.65 | 0.3 | -0.10 | 50.57 | 4,802 | -1,350 | 27,134 | |||
| 18 Nov | 1260.75 | 0.4 | -0.05 | 45.62 | 2,092 | -864 | 28,482 | |||
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| 14 Nov | 1267.60 | 0.45 | -0.10 | 37.72 | 3,538 | -1,226 | 29,350 | |||
| 13 Nov | 1252.05 | 0.55 | 0.05 | 39.63 | 6,964 | -2,762 | 30,588 | |||
| 12 Nov | 1274.25 | 0.5 | -0.10 | 35.30 | 6,430 | -2,128 | 33,550 | |||
| 11 Nov | 1272.70 | 0.6 | -0.25 | 34.52 | 6,052 | -736 | 35,688 | |||
| 8 Nov | 1283.75 | 0.85 | -0.15 | 32.40 | 11,270 | -26 | 36,436 | |||
| 7 Nov | 1305.65 | 1 | -0.20 | 28.91 | 8,354 | -122 | 36,506 | |||
| 6 Nov | 1325.35 | 1.2 | -0.20 | 26.13 | 12,562 | 2,288 | 36,634 | |||
| 5 Nov | 1305.30 | 1.4 | -0.10 | 28.82 | 7,444 | 1,238 | 34,160 | |||
| 4 Nov | 1302.15 | 1.5 | -0.30 | 29.77 | 15,646 | -258 | 32,824 | |||
| 1 Nov | 1338.65 | 1.8 | -0.40 | 23.61 | 5,280 | 1,018 | 33,152 | |||
| 31 Oct | 1332.05 | 2.2 | -0.45 | - | 10,196 | 3,106 | 32,086 | |||
| 30 Oct | 1343.90 | 2.65 | -0.55 | - | 9,984 | 2,698 | 28,980 | |||
| 29 Oct | 1340.00 | 3.2 | -0.70 | - | 8,448 | 1,582 | 26,286 | |||
| 28 Oct | 1334.35 | 3.9 | - | 9,508 | 13,151 | 24,690 | ||||
For Reliance Industries Ltd - strike price 1500 expiring on 28NOV2024
Delta for 1500 CE is -
Historical price for 1500 CE is as follows
On 21 Nov RELIANCE was trading at 1223.00. The strike last trading price was 0.25, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by -863 which decreased total open position to 12677
On 20 Nov RELIANCE was trading at 1241.65. The strike last trading price was 0.3, which was 0.00 lower than the previous day. The implied volatity was 50.57, the open interest changed by -702 which decreased total open position to 13567
On 19 Nov RELIANCE was trading at 1241.65. The strike last trading price was 0.3, which was -0.10 lower than the previous day. The implied volatity was 50.57, the open interest changed by -675 which decreased total open position to 13567
On 18 Nov RELIANCE was trading at 1260.75. The strike last trading price was 0.4, which was -0.05 lower than the previous day. The implied volatity was 45.62, the open interest changed by -432 which decreased total open position to 14241
On 14 Nov RELIANCE was trading at 1267.60. The strike last trading price was 0.45, which was -0.10 lower than the previous day. The implied volatity was 37.72, the open interest changed by -613 which decreased total open position to 14675
On 13 Nov RELIANCE was trading at 1252.05. The strike last trading price was 0.55, which was 0.05 higher than the previous day. The implied volatity was 39.63, the open interest changed by -1381 which decreased total open position to 15294
On 12 Nov RELIANCE was trading at 1274.25. The strike last trading price was 0.5, which was -0.10 lower than the previous day. The implied volatity was 35.30, the open interest changed by -1064 which decreased total open position to 16775
On 11 Nov RELIANCE was trading at 1272.70. The strike last trading price was 0.6, which was -0.25 lower than the previous day. The implied volatity was 34.52, the open interest changed by -368 which decreased total open position to 17844
On 8 Nov RELIANCE was trading at 1283.75. The strike last trading price was 0.85, which was -0.15 lower than the previous day. The implied volatity was 32.40, the open interest changed by -13 which decreased total open position to 18218
On 7 Nov RELIANCE was trading at 1305.65. The strike last trading price was 1, which was -0.20 lower than the previous day. The implied volatity was 28.91, the open interest changed by -61 which decreased total open position to 18253
On 6 Nov RELIANCE was trading at 1325.35. The strike last trading price was 1.2, which was -0.20 lower than the previous day. The implied volatity was 26.13, the open interest changed by 1144 which increased total open position to 18317
On 5 Nov RELIANCE was trading at 1305.30. The strike last trading price was 1.4, which was -0.10 lower than the previous day. The implied volatity was 28.82, the open interest changed by 619 which increased total open position to 17080
On 4 Nov RELIANCE was trading at 1302.15. The strike last trading price was 1.5, which was -0.30 lower than the previous day. The implied volatity was 29.77, the open interest changed by -129 which decreased total open position to 16412
On 1 Nov RELIANCE was trading at 1338.65. The strike last trading price was 1.8, which was -0.40 lower than the previous day. The implied volatity was 23.61, the open interest changed by 509 which increased total open position to 16576
On 31 Oct RELIANCE was trading at 1332.05. The strike last trading price was 2.2, which was -0.45 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 2.65, which was -0.55 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 3.2, 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 28 Oct RELIANCE was trading at 1334.35. The strike last trading price was 3.9, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| RELIANCE 28NOV2024 1500 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 1223.00 | 278 | 20.00 | - | 2,254 | -2,100 | 14,036 |
| 20 Nov | 1241.65 | 258 | 0.00 | - | 1,516 | -1,440 | 16,154 |
| 19 Nov | 1241.65 | 258 | 22.00 | - | 1,516 | -1,422 | 16,154 |
| 18 Nov | 1260.75 | 236 | 9.05 | - | 600 | -568 | 17,578 |
| 14 Nov | 1267.60 | 226.95 | -13.85 | - | 258 | -130 | 18,146 |
| 13 Nov | 1252.05 | 240.8 | 19.15 | - | 846 | -146 | 18,280 |
| 12 Nov | 1274.25 | 221.65 | 1.20 | - | 272 | -40 | 18,600 |
| 11 Nov | 1272.70 | 220.45 | 7.90 | 36.15 | 896 | 48 | 18,638 |
| 8 Nov | 1283.75 | 212.55 | 27.05 | 32.95 | 424 | 50 | 18,590 |
| 7 Nov | 1305.65 | 185.5 | 17.05 | - | 154 | 20 | 18,534 |
| 6 Nov | 1325.35 | 168.45 | -16.95 | 32.38 | 640 | 134 | 18,510 |
| 5 Nov | 1305.30 | 185.4 | -8.85 | 31.74 | 436 | 192 | 18,388 |
| 4 Nov | 1302.15 | 194.25 | 36.75 | 33.04 | 1,070 | 160 | 18,194 |
| 1 Nov | 1338.65 | 157.5 | -1.85 | 32.58 | 432 | 36 | 18,028 |
| 31 Oct | 1332.05 | 159.35 | 12.40 | - | 3,408 | 2,386 | 17,992 |
| 30 Oct | 1343.90 | 146.95 | -5.45 | - | 4,636 | 3,066 | 15,610 |
| 29 Oct | 1340.00 | 152.4 | -5.25 | - | 2,774 | 2,258 | 12,546 |
| 28 Oct | 1334.35 | 157.65 | - | 2,028 | 5,852 | 10,286 | |
For Reliance Industries Ltd - strike price 1500 expiring on 28NOV2024
Delta for 1500 PE is -
Historical price for 1500 PE is as follows
On 21 Nov RELIANCE was trading at 1223.00. The strike last trading price was 278, which was 20.00 higher than the previous day. The implied volatity was -, the open interest changed by -1050 which decreased total open position to 7018
On 20 Nov RELIANCE was trading at 1241.65. The strike last trading price was 258, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -720 which decreased total open position to 8077
On 19 Nov RELIANCE was trading at 1241.65. The strike last trading price was 258, which was 22.00 higher than the previous day. The implied volatity was -, the open interest changed by -711 which decreased total open position to 8077
On 18 Nov RELIANCE was trading at 1260.75. The strike last trading price was 236, which was 9.05 higher than the previous day. The implied volatity was -, the open interest changed by -284 which decreased total open position to 8789
On 14 Nov RELIANCE was trading at 1267.60. The strike last trading price was 226.95, which was -13.85 lower than the previous day. The implied volatity was -, the open interest changed by -65 which decreased total open position to 9073
On 13 Nov RELIANCE was trading at 1252.05. The strike last trading price was 240.8, which was 19.15 higher than the previous day. The implied volatity was -, the open interest changed by -73 which decreased total open position to 9140
On 12 Nov RELIANCE was trading at 1274.25. The strike last trading price was 221.65, which was 1.20 higher than the previous day. The implied volatity was -, the open interest changed by -20 which decreased total open position to 9300
On 11 Nov RELIANCE was trading at 1272.70. The strike last trading price was 220.45, which was 7.90 higher than the previous day. The implied volatity was 36.15, the open interest changed by 24 which increased total open position to 9319
On 8 Nov RELIANCE was trading at 1283.75. The strike last trading price was 212.55, which was 27.05 higher than the previous day. The implied volatity was 32.95, the open interest changed by 25 which increased total open position to 9295
On 7 Nov RELIANCE was trading at 1305.65. The strike last trading price was 185.5, which was 17.05 higher than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 9267
On 6 Nov RELIANCE was trading at 1325.35. The strike last trading price was 168.45, which was -16.95 lower than the previous day. The implied volatity was 32.38, the open interest changed by 67 which increased total open position to 9255
On 5 Nov RELIANCE was trading at 1305.30. The strike last trading price was 185.4, which was -8.85 lower than the previous day. The implied volatity was 31.74, the open interest changed by 96 which increased total open position to 9194
On 4 Nov RELIANCE was trading at 1302.15. The strike last trading price was 194.25, which was 36.75 higher than the previous day. The implied volatity was 33.04, the open interest changed by 80 which increased total open position to 9097
On 1 Nov RELIANCE was trading at 1338.65. The strike last trading price was 157.5, which was -1.85 lower than the previous day. The implied volatity was 32.58, the open interest changed by 18 which increased total open position to 9014
On 31 Oct RELIANCE was trading at 1332.05. The strike last trading price was 159.35, which was 12.40 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 146.95, which was -5.45 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 152.4, which was -5.25 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 157.65, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
