RELIANCE
Reliance Industries Ltd
Historical option data for RELIANCE
03 Dec 2024 04:12 PM IST
| RELIANCE 26DEC2024 1520 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.01
Vega: 0.12
Theta: -0.07
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 3 Dec | 1323.30 | 0.4 | 0.05 | 23.62 | 664 | 6 | 1,247 | |||
| 2 Dec | 1309.15 | 0.35 | 0.00 | 24.30 | 418 | 6 | 1,241 | |||
| 29 Nov | 1292.20 | 0.35 | -0.05 | 24.91 | 1,642 | 118 | 1,235 | |||
| 28 Nov | 1270.80 | 0.4 | -0.10 | 26.89 | 1,211 | 691 | 1,114 | |||
| 27 Nov | 1293.20 | 0.5 | -0.25 | 24.92 | 492 | 269 | 421 | |||
| 26 Nov | 1295.70 | 0.75 | -0.35 | 25.68 | 257 | 136 | 151 | |||
| 25 Nov | 1287.00 | 1.1 | -0.80 | 27.36 | 23 | 12 | 15 | |||
| 22 Nov | 1265.40 | 1.9 | 0.60 | 31.85 | 1 | 0 | 3 | |||
| 21 Nov | 1223.00 | 1.3 | 0.10 | 34.22 | 3 | 1 | 2 | |||
| 20 Nov | 1241.65 | 1.2 | 0.00 | 31.00 | 3 | 1 | 1 | |||
| 19 Nov | 1241.65 | 1.2 | -158.05 | 31.00 | 3 | 1 | 1 | |||
| 18 Nov | 1260.75 | 159.25 | 0.00 | 13.97 | 0 | 0 | 0 | |||
| 14 Nov | 1267.60 | 159.25 | 0.00 | 13.04 | 0 | 0 | 0 | |||
| 13 Nov | 1252.05 | 159.25 | 0.00 | 13.44 | 0 | 0 | 0 | |||
| 12 Nov | 1274.25 | 159.25 | 0.00 | 12.67 | 0 | 0 | 0 | |||
| 11 Nov | 1272.70 | 159.25 | 0.00 | 11.64 | 0 | 0 | 0 | |||
| 8 Nov | 1283.75 | 159.25 | 0.00 | 10.95 | 0 | 0 | 0 | |||
| 7 Nov | 1305.65 | 159.25 | 0.00 | 9.73 | 0 | 0 | 0 | |||
| 6 Nov | 1325.35 | 159.25 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Nov | 1305.30 | 159.25 | 0.00 | 10.06 | 0 | 0 | 0 | |||
|
|
||||||||||
| 4 Nov | 1302.15 | 159.25 | 0.00 | 10.06 | 0 | 0 | 0 | |||
| 1 Nov | 1338.65 | 159.25 | 0.00 | 7.68 | 0 | 0 | 0 | |||
| 31 Oct | 1332.05 | 159.25 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 1343.90 | 159.25 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 1340.00 | 159.25 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 1334.35 | 159.25 | - | 0 | 0 | 0 | ||||
For Reliance Industries Ltd - strike price 1520 expiring on 26DEC2024
Delta for 1520 CE is 0.01
Historical price for 1520 CE is as follows
On 3 Dec RELIANCE was trading at 1323.30. The strike last trading price was 0.4, which was 0.05 higher than the previous day. The implied volatity was 23.62, the open interest changed by 6 which increased total open position to 1247
On 2 Dec RELIANCE was trading at 1309.15. The strike last trading price was 0.35, which was 0.00 lower than the previous day. The implied volatity was 24.30, the open interest changed by 6 which increased total open position to 1241
On 29 Nov RELIANCE was trading at 1292.20. The strike last trading price was 0.35, which was -0.05 lower than the previous day. The implied volatity was 24.91, the open interest changed by 118 which increased total open position to 1235
On 28 Nov RELIANCE was trading at 1270.80. The strike last trading price was 0.4, which was -0.10 lower than the previous day. The implied volatity was 26.89, the open interest changed by 691 which increased total open position to 1114
On 27 Nov RELIANCE was trading at 1293.20. The strike last trading price was 0.5, which was -0.25 lower than the previous day. The implied volatity was 24.92, the open interest changed by 269 which increased total open position to 421
On 26 Nov RELIANCE was trading at 1295.70. The strike last trading price was 0.75, which was -0.35 lower than the previous day. The implied volatity was 25.68, the open interest changed by 136 which increased total open position to 151
On 25 Nov RELIANCE was trading at 1287.00. The strike last trading price was 1.1, which was -0.80 lower than the previous day. The implied volatity was 27.36, the open interest changed by 12 which increased total open position to 15
On 22 Nov RELIANCE was trading at 1265.40. The strike last trading price was 1.9, which was 0.60 higher than the previous day. The implied volatity was 31.85, the open interest changed by 0 which decreased total open position to 3
On 21 Nov RELIANCE was trading at 1223.00. The strike last trading price was 1.3, which was 0.10 higher than the previous day. The implied volatity was 34.22, the open interest changed by 1 which increased total open position to 2
On 20 Nov RELIANCE was trading at 1241.65. The strike last trading price was 1.2, which was 0.00 lower than the previous day. The implied volatity was 31.00, the open interest changed by 1 which increased total open position to 1
On 19 Nov RELIANCE was trading at 1241.65. The strike last trading price was 1.2, which was -158.05 lower than the previous day. The implied volatity was 31.00, the open interest changed by 1 which increased total open position to 1
On 18 Nov RELIANCE was trading at 1260.75. The strike last trading price was 159.25, which was 0.00 lower than the previous day. The implied volatity was 13.97, the open interest changed by 0 which decreased total open position to 0
On 14 Nov RELIANCE was trading at 1267.60. The strike last trading price was 159.25, which was 0.00 lower than the previous day. The implied volatity was 13.04, 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 159.25, which was 0.00 lower than the previous day. The implied volatity was 13.44, the open interest changed by 0 which decreased total open position to 0
On 12 Nov RELIANCE was trading at 1274.25. The strike last trading price was 159.25, which was 0.00 lower than the previous day. The implied volatity was 12.67, the open interest changed by 0 which decreased total open position to 0
On 11 Nov RELIANCE was trading at 1272.70. The strike last trading price was 159.25, which was 0.00 lower than the previous day. The implied volatity was 11.64, the open interest changed by 0 which decreased total open position to 0
On 8 Nov RELIANCE was trading at 1283.75. The strike last trading price was 159.25, which was 0.00 lower than the previous day. The implied volatity was 10.95, the open interest changed by 0 which decreased total open position to 0
On 7 Nov RELIANCE was trading at 1305.65. The strike last trading price was 159.25, which was 0.00 lower than the previous day. The implied volatity was 9.73, 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 159.25, 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 159.25, which was 0.00 lower than the previous day. The implied volatity was 10.06, the open interest changed by 0 which decreased total open position to 0
On 4 Nov RELIANCE was trading at 1302.15. The strike last trading price was 159.25, which was 0.00 lower than the previous day. The implied volatity was 10.06, the open interest changed by 0 which decreased total open position to 0
On 1 Nov RELIANCE was trading at 1338.65. The strike last trading price was 159.25, which was 0.00 lower than the previous day. The implied volatity was 7.68, the open interest changed by 0 which decreased total open position to 0
On 31 Oct RELIANCE was trading at 1332.05. The strike last trading price was 159.25, 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 30 Oct RELIANCE was trading at 1343.90. The strike last trading price was 159.25, 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 29 Oct RELIANCE was trading at 1340.00. The strike last trading price was 159.25, 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 159.25, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| RELIANCE 26DEC2024 1520 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.89
Vega: 0.61
Theta: -0.16
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 3 Dec | 1323.30 | 192 | -9.00 | 40.32 | 36 | -6 | 1,829 |
| 2 Dec | 1309.15 | 201 | -15.65 | 30.63 | 20 | 0 | 1,834 |
| 29 Nov | 1292.20 | 216.65 | -17.35 | - | 289 | 7 | 1,834 |
| 28 Nov | 1270.80 | 234 | 19.70 | - | 1,250 | 1,227 | 1,825 |
| 27 Nov | 1293.20 | 214.3 | -0.70 | - | 328 | 321 | 596 |
| 26 Nov | 1295.70 | 215 | -5.00 | 32.96 | 243 | 237 | 275 |
| 25 Nov | 1287.00 | 220 | -35.60 | 34.62 | 32 | 31 | 37 |
| 22 Nov | 1265.40 | 255.6 | -29.40 | 49.21 | 2 | 1 | 7 |
| 21 Nov | 1223.00 | 285 | 36.00 | 19.75 | 5 | 4 | 5 |
| 20 Nov | 1241.65 | 249 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Nov | 1241.65 | 249 | 0.00 | 0.00 | 0 | 1 | 0 |
| 18 Nov | 1260.75 | 249 | 100.45 | 35.22 | 1 | 0 | 0 |
| 14 Nov | 1267.60 | 148.55 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 1252.05 | 148.55 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 1274.25 | 148.55 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 1272.70 | 148.55 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 1283.75 | 148.55 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 1305.65 | 148.55 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 1325.35 | 148.55 | 0.00 | 0.00 | 0 | 0 | 0 |
| 5 Nov | 1305.30 | 148.55 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 1302.15 | 148.55 | 148.55 | - | 0 | 0 | 0 |
| 1 Nov | 1338.65 | 0 | 0.00 | - | 0 | 0 | 0 |
| 31 Oct | 1332.05 | 0 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 1343.90 | 0 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 1340.00 | 0 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 1334.35 | 0 | - | 0 | 0 | 0 | |
For Reliance Industries Ltd - strike price 1520 expiring on 26DEC2024
Delta for 1520 PE is -0.89
Historical price for 1520 PE is as follows
On 3 Dec RELIANCE was trading at 1323.30. The strike last trading price was 192, which was -9.00 lower than the previous day. The implied volatity was 40.32, the open interest changed by -6 which decreased total open position to 1829
On 2 Dec RELIANCE was trading at 1309.15. The strike last trading price was 201, which was -15.65 lower than the previous day. The implied volatity was 30.63, the open interest changed by 0 which decreased total open position to 1834
On 29 Nov RELIANCE was trading at 1292.20. The strike last trading price was 216.65, which was -17.35 lower than the previous day. The implied volatity was -, the open interest changed by 7 which increased total open position to 1834
On 28 Nov RELIANCE was trading at 1270.80. The strike last trading price was 234, which was 19.70 higher than the previous day. The implied volatity was -, the open interest changed by 1227 which increased total open position to 1825
On 27 Nov RELIANCE was trading at 1293.20. The strike last trading price was 214.3, which was -0.70 lower than the previous day. The implied volatity was -, the open interest changed by 321 which increased total open position to 596
On 26 Nov RELIANCE was trading at 1295.70. The strike last trading price was 215, which was -5.00 lower than the previous day. The implied volatity was 32.96, the open interest changed by 237 which increased total open position to 275
On 25 Nov RELIANCE was trading at 1287.00. The strike last trading price was 220, which was -35.60 lower than the previous day. The implied volatity was 34.62, the open interest changed by 31 which increased total open position to 37
On 22 Nov RELIANCE was trading at 1265.40. The strike last trading price was 255.6, which was -29.40 lower than the previous day. The implied volatity was 49.21, the open interest changed by 1 which increased total open position to 7
On 21 Nov RELIANCE was trading at 1223.00. The strike last trading price was 285, which was 36.00 higher than the previous day. The implied volatity was 19.75, the open interest changed by 4 which increased total open position to 5
On 20 Nov RELIANCE was trading at 1241.65. The strike last trading price was 249, 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 19 Nov RELIANCE was trading at 1241.65. The strike last trading price was 249, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 18 Nov RELIANCE was trading at 1260.75. The strike last trading price was 249, which was 100.45 higher than the previous day. The implied volatity was 35.22, the open interest changed by 0 which decreased total open position to 0
On 14 Nov RELIANCE was trading at 1267.60. The strike last trading price was 148.55, which was 0.00 lower than the previous day. The implied volatity was -, 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 148.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Nov RELIANCE was trading at 1274.25. The strike last trading price was 148.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Nov RELIANCE was trading at 1272.70. The strike last trading price was 148.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 8 Nov RELIANCE was trading at 1283.75. The strike last trading price was 148.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 Nov RELIANCE was trading at 1305.65. The strike last trading price was 148.55, which was 0.00 lower than the previous day. The implied volatity was -, 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 148.55, 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 148.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Nov RELIANCE was trading at 1302.15. The strike last trading price was 148.55, which was 148.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 1 Nov RELIANCE was trading at 1338.65. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 31 Oct RELIANCE was trading at 1332.05. The strike last trading price was 0, 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 30 Oct RELIANCE was trading at 1343.90. The strike last trading price was 0, 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 29 Oct RELIANCE was trading at 1340.00. The strike last trading price was 0, 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 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
