RELIANCE
Reliance Industries Ltd
Historical option data for RELIANCE
21 Nov 2024 04:12 PM IST
| RELIANCE 28NOV2024 1540 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 | 0.15 | -0.05 | - | 164 | -76 | 168 | |||
| 20 Nov | 1241.65 | 0.2 | 0.00 | - | 16 | -12 | 248 | |||
| 19 Nov | 1241.65 | 0.2 | -0.10 | - | 16 | -8 | 248 | |||
| 18 Nov | 1260.75 | 0.3 | -0.10 | - | 10 | 0 | 256 | |||
| 14 Nov | 1267.60 | 0.4 | 0.10 | 42.18 | 10 | -4 | 262 | |||
| 13 Nov | 1252.05 | 0.3 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Nov | 1274.25 | 0.3 | -0.25 | 37.59 | 18 | 2 | 276 | |||
| 11 Nov | 1272.70 | 0.55 | -0.25 | 38.86 | 44 | -4 | 276 | |||
| 8 Nov | 1283.75 | 0.8 | -0.05 | 36.66 | 2 | 0 | 280 | |||
| 7 Nov | 1305.65 | 0.85 | -0.05 | 32.70 | 6 | -2 | 280 | |||
| 6 Nov | 1325.35 | 0.9 | -0.20 | 29.41 | 44 | 0 | 300 | |||
| 5 Nov | 1305.30 | 1.1 | -0.05 | 32.12 | 68 | 32 | 300 | |||
| 4 Nov | 1302.15 | 1.15 | -0.35 | 32.80 | 126 | 10 | 268 | |||
| 1 Nov | 1338.65 | 1.5 | -0.15 | 27.21 | 16 | 8 | 258 | |||
| 31 Oct | 1332.05 | 1.65 | -0.10 | - | 26 | -2 | 250 | |||
| 30 Oct | 1343.90 | 1.75 | -0.75 | - | 80 | -18 | 252 | |||
| 29 Oct | 1340.00 | 2.5 | -0.10 | - | 6 | 0 | 268 | |||
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| 28 Oct | 1334.35 | 2.6 | - | 30 | 270 | 270 | ||||
For Reliance Industries Ltd - strike price 1540 expiring on 28NOV2024
Delta for 1540 CE is -
Historical price for 1540 CE is as follows
On 21 Nov RELIANCE was trading at 1223.00. The strike last trading price was 0.15, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by -38 which decreased total open position to 84
On 20 Nov RELIANCE was trading at 1241.65. The strike last trading price was 0.2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -6 which decreased total open position to 124
On 19 Nov RELIANCE was trading at 1241.65. The strike last trading price was 0.2, which was -0.10 lower than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 124
On 18 Nov RELIANCE was trading at 1260.75. The strike last trading price was 0.3, which was -0.10 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 128
On 14 Nov RELIANCE was trading at 1267.60. The strike last trading price was 0.4, which was 0.10 higher than the previous day. The implied volatity was 42.18, the open interest changed by -2 which decreased total open position to 131
On 13 Nov RELIANCE was trading at 1252.05. The strike last trading price was 0.3, 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 12 Nov RELIANCE was trading at 1274.25. The strike last trading price was 0.3, which was -0.25 lower than the previous day. The implied volatity was 37.59, the open interest changed by 1 which increased total open position to 138
On 11 Nov RELIANCE was trading at 1272.70. The strike last trading price was 0.55, which was -0.25 lower than the previous day. The implied volatity was 38.86, the open interest changed by -2 which decreased total open position to 138
On 8 Nov RELIANCE was trading at 1283.75. The strike last trading price was 0.8, which was -0.05 lower than the previous day. The implied volatity was 36.66, the open interest changed by 0 which decreased total open position to 140
On 7 Nov RELIANCE was trading at 1305.65. The strike last trading price was 0.85, which was -0.05 lower than the previous day. The implied volatity was 32.70, the open interest changed by -1 which decreased total open position to 140
On 6 Nov RELIANCE was trading at 1325.35. The strike last trading price was 0.9, which was -0.20 lower than the previous day. The implied volatity was 29.41, the open interest changed by 0 which decreased total open position to 150
On 5 Nov RELIANCE was trading at 1305.30. The strike last trading price was 1.1, which was -0.05 lower than the previous day. The implied volatity was 32.12, the open interest changed by 16 which increased total open position to 150
On 4 Nov RELIANCE was trading at 1302.15. The strike last trading price was 1.15, which was -0.35 lower than the previous day. The implied volatity was 32.80, the open interest changed by 5 which increased total open position to 134
On 1 Nov RELIANCE was trading at 1338.65. The strike last trading price was 1.5, which was -0.15 lower than the previous day. The implied volatity was 27.21, the open interest changed by 4 which increased total open position to 129
On 31 Oct RELIANCE was trading at 1332.05. The strike last trading price was 1.65, which was -0.10 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 1.75, 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 2.5, which was -0.10 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 2.6, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| RELIANCE 28NOV2024 1540 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 1223.00 | 152.2 | 0.00 | 0.00 | 0 | 0 | 0 |
| 20 Nov | 1241.65 | 152.2 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Nov | 1241.65 | 152.2 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Nov | 1260.75 | 152.2 | 0.00 | 0.00 | 0 | 0 | 0 |
| 14 Nov | 1267.60 | 152.2 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Nov | 1252.05 | 152.2 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Nov | 1274.25 | 152.2 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Nov | 1272.70 | 152.2 | 0.00 | 0.00 | 0 | 0 | 0 |
| 8 Nov | 1283.75 | 152.2 | 0.00 | 0.00 | 0 | 0 | 0 |
| 7 Nov | 1305.65 | 152.2 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Nov | 1325.35 | 152.2 | 0.00 | 0.00 | 0 | 0 | 0 |
| 5 Nov | 1305.30 | 152.2 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 1302.15 | 152.2 | 0.00 | - | 0 | 0 | 0 |
| 1 Nov | 1338.65 | 152.2 | 0.00 | - | 0 | 0 | 0 |
| 31 Oct | 1332.05 | 152.2 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 1343.90 | 152.2 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 1340.00 | 152.2 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 1334.35 | 152.2 | - | 0 | 0 | 0 | |
For Reliance Industries Ltd - strike price 1540 expiring on 28NOV2024
Delta for 1540 PE is 0.00
Historical price for 1540 PE is as follows
On 21 Nov RELIANCE was trading at 1223.00. The strike last trading price was 152.2, 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 20 Nov RELIANCE was trading at 1241.65. The strike last trading price was 152.2, 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 152.2, 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 18 Nov RELIANCE was trading at 1260.75. The strike last trading price was 152.2, 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 14 Nov RELIANCE was trading at 1267.60. The strike last trading price was 152.2, 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 152.2, 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 12 Nov RELIANCE was trading at 1274.25. The strike last trading price was 152.2, 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 11 Nov RELIANCE was trading at 1272.70. The strike last trading price was 152.2, 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 8 Nov RELIANCE was trading at 1283.75. The strike last trading price was 152.2, 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 7 Nov RELIANCE was trading at 1305.65. The strike last trading price was 152.2, 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 152.2, 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 152.2, 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 152.2, 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 1 Nov RELIANCE was trading at 1338.65. The strike last trading price was 152.2, 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 152.2, 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 152.2, 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 152.2, 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 152.2, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
