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[--[65.84.65.76]--]
RELIANCE
Reliance Industries Ltd

1205.3 -25.15 (-2.04%)

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Historical option data for RELIANCE

20 Dec 2024 04:12 PM IST
RELIANCE 26DEC2024 1500 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
20 Dec 1205.30 0.05 -0.05 - 1,970 -703 6,878
19 Dec 1230.45 0.1 0.00 - 1,193 -485 7,582
18 Dec 1253.25 0.1 -0.05 44.44 861 -342 8,067
17 Dec 1245.30 0.15 -0.05 45.39 1,511 -212 8,415
16 Dec 1268.30 0.2 0.00 40.31 1,277 -313 8,627
13 Dec 1272.85 0.2 -0.10 34.28 1,477 -157 8,943
12 Dec 1262.90 0.3 -0.05 36.65 1,493 -115 9,100
11 Dec 1278.20 0.35 -0.05 33.41 1,280 -63 9,241
10 Dec 1284.85 0.4 -0.05 31.87 1,840 -175 9,363
9 Dec 1295.15 0.45 -0.05 29.87 1,664 82 9,682
6 Dec 1311.55 0.5 -0.10 25.80 1,440 151 9,612
5 Dec 1322.05 0.6 0.05 24.59 2,338 -408 9,491
4 Dec 1308.95 0.55 -0.10 25.12 2,526 14 9,898
3 Dec 1323.30 0.65 0.05 23.17 2,998 189 9,977
2 Dec 1309.15 0.6 0.00 24.14 3,221 695 9,735
29 Nov 1292.20 0.6 -0.05 24.86 1,922 414 9,029
28 Nov 1270.80 0.65 -0.25 26.84 3,414 1,220 8,626
27 Nov 1293.20 0.9 -0.20 25.22 2,860 1,075 7,399
26 Nov 1295.70 1.1 -0.50 25.32 3,539 768 6,321
25 Nov 1287.00 1.6 0.20 27.13 3,190 1,223 5,550
22 Nov 1265.40 1.4 0.15 28.31 1,210 132 4,459
21 Nov 1223.00 1.25 -0.10 32.30 872 0 4,326
20 Nov 1241.65 1.35 0.00 29.83 1,357 103 4,324
19 Nov 1241.65 1.35 -0.25 29.83 1,357 101 4,324
18 Nov 1260.75 1.6 -0.40 27.80 1,315 445 4,223
14 Nov 1267.60 2 -0.05 26.53 1,885 959 3,780
13 Nov 1252.05 2.05 -0.40 27.86 856 65 2,817
12 Nov 1274.25 2.45 0.00 26.59 606 109 2,754
11 Nov 1272.70 2.45 -1.40 25.83 622 234 2,640
8 Nov 1283.75 3.85 -1.50 26.61 640 192 2,407
7 Nov 1305.65 5.35 -1.30 25.49 713 244 2,214
6 Nov 1325.35 6.65 -0.85 24.15 679 337 1,970
5 Nov 1305.30 7.5 -0.10 27.04 598 257 1,633
4 Nov 1302.15 7.6 -2.45 27.93 908 307 1,376
1 Nov 1338.65 10.05 -0.55 24.35 48 25 1,070
31 Oct 1332.05 10.6 -0.65 - 175 36 1,041
30 Oct 1343.90 11.25 -0.75 - 193 68 1,006
29 Oct 1340.00 12 0.60 - 131 41 937
28 Oct 1334.35 11.4 - 160 470 893


For Reliance Industries Ltd - strike price 1500 expiring on 26DEC2024

Delta for 1500 CE is -

Historical price for 1500 CE is as follows

On 20 Dec RELIANCE was trading at 1205.30. The strike last trading price was 0.05, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by -703 which decreased total open position to 6878


On 19 Dec RELIANCE was trading at 1230.45. The strike last trading price was 0.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -485 which decreased total open position to 7582


On 18 Dec RELIANCE was trading at 1253.25. The strike last trading price was 0.1, which was -0.05 lower than the previous day. The implied volatity was 44.44, the open interest changed by -342 which decreased total open position to 8067


On 17 Dec RELIANCE was trading at 1245.30. The strike last trading price was 0.15, which was -0.05 lower than the previous day. The implied volatity was 45.39, the open interest changed by -212 which decreased total open position to 8415


On 16 Dec RELIANCE was trading at 1268.30. The strike last trading price was 0.2, which was 0.00 lower than the previous day. The implied volatity was 40.31, the open interest changed by -313 which decreased total open position to 8627


On 13 Dec RELIANCE was trading at 1272.85. The strike last trading price was 0.2, which was -0.10 lower than the previous day. The implied volatity was 34.28, the open interest changed by -157 which decreased total open position to 8943


On 12 Dec RELIANCE was trading at 1262.90. The strike last trading price was 0.3, which was -0.05 lower than the previous day. The implied volatity was 36.65, the open interest changed by -115 which decreased total open position to 9100


On 11 Dec RELIANCE was trading at 1278.20. The strike last trading price was 0.35, which was -0.05 lower than the previous day. The implied volatity was 33.41, the open interest changed by -63 which decreased total open position to 9241


On 10 Dec RELIANCE was trading at 1284.85. The strike last trading price was 0.4, which was -0.05 lower than the previous day. The implied volatity was 31.87, the open interest changed by -175 which decreased total open position to 9363


On 9 Dec RELIANCE was trading at 1295.15. The strike last trading price was 0.45, which was -0.05 lower than the previous day. The implied volatity was 29.87, the open interest changed by 82 which increased total open position to 9682


On 6 Dec RELIANCE was trading at 1311.55. The strike last trading price was 0.5, which was -0.10 lower than the previous day. The implied volatity was 25.80, the open interest changed by 151 which increased total open position to 9612


On 5 Dec RELIANCE was trading at 1322.05. The strike last trading price was 0.6, which was 0.05 higher than the previous day. The implied volatity was 24.59, the open interest changed by -408 which decreased total open position to 9491


On 4 Dec RELIANCE was trading at 1308.95. The strike last trading price was 0.55, which was -0.10 lower than the previous day. The implied volatity was 25.12, the open interest changed by 14 which increased total open position to 9898


On 3 Dec RELIANCE was trading at 1323.30. The strike last trading price was 0.65, which was 0.05 higher than the previous day. The implied volatity was 23.17, the open interest changed by 189 which increased total open position to 9977


On 2 Dec RELIANCE was trading at 1309.15. The strike last trading price was 0.6, which was 0.00 lower than the previous day. The implied volatity was 24.14, the open interest changed by 695 which increased total open position to 9735


On 29 Nov RELIANCE was trading at 1292.20. The strike last trading price was 0.6, which was -0.05 lower than the previous day. The implied volatity was 24.86, the open interest changed by 414 which increased total open position to 9029


On 28 Nov RELIANCE was trading at 1270.80. The strike last trading price was 0.65, which was -0.25 lower than the previous day. The implied volatity was 26.84, the open interest changed by 1220 which increased total open position to 8626


On 27 Nov RELIANCE was trading at 1293.20. The strike last trading price was 0.9, which was -0.20 lower than the previous day. The implied volatity was 25.22, the open interest changed by 1075 which increased total open position to 7399


On 26 Nov RELIANCE was trading at 1295.70. The strike last trading price was 1.1, which was -0.50 lower than the previous day. The implied volatity was 25.32, the open interest changed by 768 which increased total open position to 6321


On 25 Nov RELIANCE was trading at 1287.00. The strike last trading price was 1.6, which was 0.20 higher than the previous day. The implied volatity was 27.13, the open interest changed by 1223 which increased total open position to 5550


On 22 Nov RELIANCE was trading at 1265.40. The strike last trading price was 1.4, which was 0.15 higher than the previous day. The implied volatity was 28.31, the open interest changed by 132 which increased total open position to 4459


On 21 Nov RELIANCE was trading at 1223.00. The strike last trading price was 1.25, which was -0.10 lower than the previous day. The implied volatity was 32.30, the open interest changed by 0 which decreased total open position to 4326


On 20 Nov RELIANCE was trading at 1241.65. The strike last trading price was 1.35, which was 0.00 lower than the previous day. The implied volatity was 29.83, the open interest changed by 103 which increased total open position to 4324


On 19 Nov RELIANCE was trading at 1241.65. The strike last trading price was 1.35, which was -0.25 lower than the previous day. The implied volatity was 29.83, the open interest changed by 101 which increased total open position to 4324


On 18 Nov RELIANCE was trading at 1260.75. The strike last trading price was 1.6, which was -0.40 lower than the previous day. The implied volatity was 27.80, the open interest changed by 445 which increased total open position to 4223


On 14 Nov RELIANCE was trading at 1267.60. The strike last trading price was 2, which was -0.05 lower than the previous day. The implied volatity was 26.53, the open interest changed by 959 which increased total open position to 3780


On 13 Nov RELIANCE was trading at 1252.05. The strike last trading price was 2.05, which was -0.40 lower than the previous day. The implied volatity was 27.86, the open interest changed by 65 which increased total open position to 2817


On 12 Nov RELIANCE was trading at 1274.25. The strike last trading price was 2.45, which was 0.00 lower than the previous day. The implied volatity was 26.59, the open interest changed by 109 which increased total open position to 2754


On 11 Nov RELIANCE was trading at 1272.70. The strike last trading price was 2.45, which was -1.40 lower than the previous day. The implied volatity was 25.83, the open interest changed by 234 which increased total open position to 2640


On 8 Nov RELIANCE was trading at 1283.75. The strike last trading price was 3.85, which was -1.50 lower than the previous day. The implied volatity was 26.61, the open interest changed by 192 which increased total open position to 2407


On 7 Nov RELIANCE was trading at 1305.65. The strike last trading price was 5.35, which was -1.30 lower than the previous day. The implied volatity was 25.49, the open interest changed by 244 which increased total open position to 2214


On 6 Nov RELIANCE was trading at 1325.35. The strike last trading price was 6.65, which was -0.85 lower than the previous day. The implied volatity was 24.15, the open interest changed by 337 which increased total open position to 1970


On 5 Nov RELIANCE was trading at 1305.30. The strike last trading price was 7.5, which was -0.10 lower than the previous day. The implied volatity was 27.04, the open interest changed by 257 which increased total open position to 1633


On 4 Nov RELIANCE was trading at 1302.15. The strike last trading price was 7.6, which was -2.45 lower than the previous day. The implied volatity was 27.93, the open interest changed by 307 which increased total open position to 1376


On 1 Nov RELIANCE was trading at 1338.65. The strike last trading price was 10.05, which was -0.55 lower than the previous day. The implied volatity was 24.35, the open interest changed by 25 which increased total open position to 1070


On 31 Oct RELIANCE was trading at 1332.05. The strike last trading price was 10.6, which was -0.65 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 11.25, which was -0.75 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 12, which was 0.60 higher 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 11.4, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


RELIANCE 26DEC2024 1500 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
20 Dec 1205.30 291.85 27.05 - 1,134 -559 6,784
19 Dec 1230.45 264.8 24.80 - 707 -682 7,344
18 Dec 1253.25 240 -9.00 - 120 -101 8,027
17 Dec 1245.30 249 22.50 - 194 -107 8,130
16 Dec 1268.30 226.5 7.10 - 162 -44 8,239
13 Dec 1272.85 219.4 -9.15 - 203 -76 8,283
12 Dec 1262.90 228.55 15.05 - 88 -5 8,357
11 Dec 1278.20 213.5 6.75 - 142 -90 8,361
10 Dec 1284.85 206.75 11.30 - 124 14 8,452
9 Dec 1295.15 195.45 15.45 - 74 32 8,437
6 Dec 1311.55 180 7.00 - 137 50 8,404
5 Dec 1322.05 173 -9.40 31.72 212 -14 8,346
4 Dec 1308.95 182.4 12.40 27.17 293 51 8,360
3 Dec 1323.30 170 -10.75 33.76 225 -1 8,309
2 Dec 1309.15 180.75 -16.80 26.92 175 6 8,311
29 Nov 1292.20 197.55 -16.95 20.00 435 71 8,305
28 Nov 1270.80 214.5 20.00 - 1,687 1,106 8,221
27 Nov 1293.20 194.5 -1.15 - 2,023 1,558 7,105
26 Nov 1295.70 195.65 -4.60 31.72 2,519 1,994 5,562
25 Nov 1287.00 200.25 -24.50 32.50 1,033 1,556 3,561
22 Nov 1265.40 224.75 -39.50 31.87 692 625 2,630
21 Nov 1223.00 264.25 18.95 - 701 244 2,002
20 Nov 1241.65 245.3 0.00 - 700 673 1,757
19 Nov 1241.65 245.3 19.55 - 700 672 1,757
18 Nov 1260.75 225.75 7.75 22.76 797 774 1,085
14 Nov 1267.60 218 -12.00 26.68 41 25 310
13 Nov 1252.05 230 25.00 20.52 60 -3 282
12 Nov 1274.25 205 -3.00 - 37 32 285
11 Nov 1272.70 208 2.00 - 14 1 253
8 Nov 1283.75 206 26.20 29.47 14 6 251
7 Nov 1305.65 179.8 13.50 25.06 4 3 244
6 Nov 1325.35 166.3 -31.70 29.52 19 14 241
5 Nov 1305.30 198 4.50 41.44 9 0 219
4 Nov 1302.15 193.5 33.55 33.01 31 10 214
1 Nov 1338.65 159.95 9.95 31.61 1 0 205
31 Oct 1332.05 150 10.00 - 7 1 203
30 Oct 1343.90 140 -81.20 - 3 1 201
29 Oct 1340.00 221.2 51.20 - 2 -1 201
28 Oct 1334.35 170 - 1 203 203


For Reliance Industries Ltd - strike price 1500 expiring on 26DEC2024

Delta for 1500 PE is -

Historical price for 1500 PE is as follows

On 20 Dec RELIANCE was trading at 1205.30. The strike last trading price was 291.85, which was 27.05 higher than the previous day. The implied volatity was -, the open interest changed by -559 which decreased total open position to 6784


On 19 Dec RELIANCE was trading at 1230.45. The strike last trading price was 264.8, which was 24.80 higher than the previous day. The implied volatity was -, the open interest changed by -682 which decreased total open position to 7344


On 18 Dec RELIANCE was trading at 1253.25. The strike last trading price was 240, which was -9.00 lower than the previous day. The implied volatity was -, the open interest changed by -101 which decreased total open position to 8027


On 17 Dec RELIANCE was trading at 1245.30. The strike last trading price was 249, which was 22.50 higher than the previous day. The implied volatity was -, the open interest changed by -107 which decreased total open position to 8130


On 16 Dec RELIANCE was trading at 1268.30. The strike last trading price was 226.5, which was 7.10 higher than the previous day. The implied volatity was -, the open interest changed by -44 which decreased total open position to 8239


On 13 Dec RELIANCE was trading at 1272.85. The strike last trading price was 219.4, which was -9.15 lower than the previous day. The implied volatity was -, the open interest changed by -76 which decreased total open position to 8283


On 12 Dec RELIANCE was trading at 1262.90. The strike last trading price was 228.55, which was 15.05 higher than the previous day. The implied volatity was -, the open interest changed by -5 which decreased total open position to 8357


On 11 Dec RELIANCE was trading at 1278.20. The strike last trading price was 213.5, which was 6.75 higher than the previous day. The implied volatity was -, the open interest changed by -90 which decreased total open position to 8361


On 10 Dec RELIANCE was trading at 1284.85. The strike last trading price was 206.75, which was 11.30 higher than the previous day. The implied volatity was -, the open interest changed by 14 which increased total open position to 8452


On 9 Dec RELIANCE was trading at 1295.15. The strike last trading price was 195.45, which was 15.45 higher than the previous day. The implied volatity was -, the open interest changed by 32 which increased total open position to 8437


On 6 Dec RELIANCE was trading at 1311.55. The strike last trading price was 180, which was 7.00 higher than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 8404


On 5 Dec RELIANCE was trading at 1322.05. The strike last trading price was 173, which was -9.40 lower than the previous day. The implied volatity was 31.72, the open interest changed by -14 which decreased total open position to 8346


On 4 Dec RELIANCE was trading at 1308.95. The strike last trading price was 182.4, which was 12.40 higher than the previous day. The implied volatity was 27.17, the open interest changed by 51 which increased total open position to 8360


On 3 Dec RELIANCE was trading at 1323.30. The strike last trading price was 170, which was -10.75 lower than the previous day. The implied volatity was 33.76, the open interest changed by -1 which decreased total open position to 8309


On 2 Dec RELIANCE was trading at 1309.15. The strike last trading price was 180.75, which was -16.80 lower than the previous day. The implied volatity was 26.92, the open interest changed by 6 which increased total open position to 8311


On 29 Nov RELIANCE was trading at 1292.20. The strike last trading price was 197.55, which was -16.95 lower than the previous day. The implied volatity was 20.00, the open interest changed by 71 which increased total open position to 8305


On 28 Nov RELIANCE was trading at 1270.80. The strike last trading price was 214.5, which was 20.00 higher than the previous day. The implied volatity was -, the open interest changed by 1106 which increased total open position to 8221


On 27 Nov RELIANCE was trading at 1293.20. The strike last trading price was 194.5, which was -1.15 lower than the previous day. The implied volatity was -, the open interest changed by 1558 which increased total open position to 7105


On 26 Nov RELIANCE was trading at 1295.70. The strike last trading price was 195.65, which was -4.60 lower than the previous day. The implied volatity was 31.72, the open interest changed by 1994 which increased total open position to 5562


On 25 Nov RELIANCE was trading at 1287.00. The strike last trading price was 200.25, which was -24.50 lower than the previous day. The implied volatity was 32.50, the open interest changed by 1556 which increased total open position to 3561


On 22 Nov RELIANCE was trading at 1265.40. The strike last trading price was 224.75, which was -39.50 lower than the previous day. The implied volatity was 31.87, the open interest changed by 625 which increased total open position to 2630


On 21 Nov RELIANCE was trading at 1223.00. The strike last trading price was 264.25, which was 18.95 higher than the previous day. The implied volatity was -, the open interest changed by 244 which increased total open position to 2002


On 20 Nov RELIANCE was trading at 1241.65. The strike last trading price was 245.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 673 which increased total open position to 1757


On 19 Nov RELIANCE was trading at 1241.65. The strike last trading price was 245.3, which was 19.55 higher than the previous day. The implied volatity was -, the open interest changed by 672 which increased total open position to 1757


On 18 Nov RELIANCE was trading at 1260.75. The strike last trading price was 225.75, which was 7.75 higher than the previous day. The implied volatity was 22.76, the open interest changed by 774 which increased total open position to 1085


On 14 Nov RELIANCE was trading at 1267.60. The strike last trading price was 218, which was -12.00 lower than the previous day. The implied volatity was 26.68, the open interest changed by 25 which increased total open position to 310


On 13 Nov RELIANCE was trading at 1252.05. The strike last trading price was 230, which was 25.00 higher than the previous day. The implied volatity was 20.52, the open interest changed by -3 which decreased total open position to 282


On 12 Nov RELIANCE was trading at 1274.25. The strike last trading price was 205, which was -3.00 lower than the previous day. The implied volatity was -, the open interest changed by 32 which increased total open position to 285


On 11 Nov RELIANCE was trading at 1272.70. The strike last trading price was 208, which was 2.00 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 253


On 8 Nov RELIANCE was trading at 1283.75. The strike last trading price was 206, which was 26.20 higher than the previous day. The implied volatity was 29.47, the open interest changed by 6 which increased total open position to 251


On 7 Nov RELIANCE was trading at 1305.65. The strike last trading price was 179.8, which was 13.50 higher than the previous day. The implied volatity was 25.06, the open interest changed by 3 which increased total open position to 244


On 6 Nov RELIANCE was trading at 1325.35. The strike last trading price was 166.3, which was -31.70 lower than the previous day. The implied volatity was 29.52, the open interest changed by 14 which increased total open position to 241


On 5 Nov RELIANCE was trading at 1305.30. The strike last trading price was 198, which was 4.50 higher than the previous day. The implied volatity was 41.44, the open interest changed by 0 which decreased total open position to 219


On 4 Nov RELIANCE was trading at 1302.15. The strike last trading price was 193.5, which was 33.55 higher than the previous day. The implied volatity was 33.01, the open interest changed by 10 which increased total open position to 214


On 1 Nov RELIANCE was trading at 1338.65. The strike last trading price was 159.95, which was 9.95 higher than the previous day. The implied volatity was 31.61, the open interest changed by 0 which decreased total open position to 205


On 31 Oct RELIANCE was trading at 1332.05. The strike last trading price was 150, which was 10.00 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 140, which was -81.20 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 221.2, which was 51.20 higher 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 170, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to