RELIANCE
Reliance Industries Ltd
Historical option data for RELIANCE
05 Dec 2025 04:11 PM IST
| RELIANCE 30-DEC-2025 1550 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.55
Vega: 1.60
Theta: -0.65
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 5 Dec | 1540.60 | 24 | 2.35 | 13.24 | 15,749 | -155 | 6,199 | |||||||||
| 4 Dec | 1535.60 | 18.45 | -6.1 | 15.14 | 17,358 | 804 | 6,376 | |||||||||
| 3 Dec | 1538.80 | 24.65 | -4.95 | 14.61 | 8,233 | 1,017 | 5,571 | |||||||||
| 2 Dec | 1546.30 | 30.55 | -10.55 | 14.51 | 7,402 | 513 | 4,533 | |||||||||
| 1 Dec | 1566.10 | 41.8 | -1.5 | 14.22 | 1,741 | -222 | 4,020 | |||||||||
| 28 Nov | 1567.50 | 43.65 | 1.25 | 13.42 | 2,603 | -176 | 4,244 | |||||||||
| 27 Nov | 1563.40 | 43.05 | -2.25 | 14.09 | 3,756 | -351 | 4,433 | |||||||||
| 26 Nov | 1569.90 | 45.4 | 14.95 | 13.12 | 14,440 | -495 | 4,792 | |||||||||
| 25 Nov | 1539.70 | 31.8 | 1.9 | 15.53 | 15,776 | 1,339 | 5,300 | |||||||||
| 24 Nov | 1535.90 | 29.6 | -5.65 | 15.36 | 6,352 | 950 | 3,976 | |||||||||
| 21 Nov | 1546.60 | 35 | -4.3 | 14.77 | 8,350 | -655 | 3,014 | |||||||||
| 20 Nov | 1549.10 | 39.4 | 15.75 | 14.99 | 6,752 | 1,233 | 3,671 | |||||||||
| 19 Nov | 1518.90 | 23.6 | -2.35 | 14.68 | 1,302 | 370 | 2,470 | |||||||||
| 18 Nov | 1519.40 | 25.85 | -0.25 | 15.30 | 2,526 | 1,541 | 2,099 | |||||||||
| 17 Nov | 1518.30 | 25.8 | 0.35 | 15.45 | 576 | 76 | 552 | |||||||||
| 14 Nov | 1518.90 | 24.95 | 1.55 | 14.24 | 259 | 99 | 506 | |||||||||
| 13 Nov | 1510.90 | 23.5 | -1.45 | 14.57 | 327 | 20 | 445 | |||||||||
| 12 Nov | 1511.50 | 24.85 | 4.8 | 15.02 | 462 | 136 | 435 | |||||||||
| 11 Nov | 1493.40 | 20.4 | 1.35 | 16.01 | 143 | 50 | 306 | |||||||||
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| 10 Nov | 1489.30 | 19.35 | 2.2 | 15.90 | 218 | 114 | 256 | |||||||||
| 7 Nov | 1478.00 | 17.5 | -4.8 | 15.96 | 91 | 23 | 142 | |||||||||
| 6 Nov | 1496.10 | 22 | 5.55 | 15.49 | 122 | 52 | 119 | |||||||||
| 4 Nov | 1473.10 | 16.05 | -4.1 | 15.96 | 41 | -3 | 67 | |||||||||
| 3 Nov | 1484.70 | 20.35 | -3.1 | 15.36 | 28 | 7 | 69 | |||||||||
| 31 Oct | 1486.40 | 24 | 0.5 | - | 30 | 2 | 60 | |||||||||
| 30 Oct | 1488.50 | 23.5 | -5 | 15.64 | 22 | 11 | 58 | |||||||||
| 29 Oct | 1504.20 | 28.5 | -12.7 | 15.01 | 58 | 47 | 47 | |||||||||
For Reliance Industries Ltd - strike price 1550 expiring on 30DEC2025
Delta for 1550 CE is 0.55
Historical price for 1550 CE is as follows
On 5 Dec RELIANCE was trading at 1540.60. The strike last trading price was 24, which was 2.35 higher than the previous day. The implied volatity was 13.24, the open interest changed by -155 which decreased total open position to 6199
On 4 Dec RELIANCE was trading at 1535.60. The strike last trading price was 18.45, which was -6.1 lower than the previous day. The implied volatity was 15.14, the open interest changed by 804 which increased total open position to 6376
On 3 Dec RELIANCE was trading at 1538.80. The strike last trading price was 24.65, which was -4.95 lower than the previous day. The implied volatity was 14.61, the open interest changed by 1017 which increased total open position to 5571
On 2 Dec RELIANCE was trading at 1546.30. The strike last trading price was 30.55, which was -10.55 lower than the previous day. The implied volatity was 14.51, the open interest changed by 513 which increased total open position to 4533
On 1 Dec RELIANCE was trading at 1566.10. The strike last trading price was 41.8, which was -1.5 lower than the previous day. The implied volatity was 14.22, the open interest changed by -222 which decreased total open position to 4020
On 28 Nov RELIANCE was trading at 1567.50. The strike last trading price was 43.65, which was 1.25 higher than the previous day. The implied volatity was 13.42, the open interest changed by -176 which decreased total open position to 4244
On 27 Nov RELIANCE was trading at 1563.40. The strike last trading price was 43.05, which was -2.25 lower than the previous day. The implied volatity was 14.09, the open interest changed by -351 which decreased total open position to 4433
On 26 Nov RELIANCE was trading at 1569.90. The strike last trading price was 45.4, which was 14.95 higher than the previous day. The implied volatity was 13.12, the open interest changed by -495 which decreased total open position to 4792
On 25 Nov RELIANCE was trading at 1539.70. The strike last trading price was 31.8, which was 1.9 higher than the previous day. The implied volatity was 15.53, the open interest changed by 1339 which increased total open position to 5300
On 24 Nov RELIANCE was trading at 1535.90. The strike last trading price was 29.6, which was -5.65 lower than the previous day. The implied volatity was 15.36, the open interest changed by 950 which increased total open position to 3976
On 21 Nov RELIANCE was trading at 1546.60. The strike last trading price was 35, which was -4.3 lower than the previous day. The implied volatity was 14.77, the open interest changed by -655 which decreased total open position to 3014
On 20 Nov RELIANCE was trading at 1549.10. The strike last trading price was 39.4, which was 15.75 higher than the previous day. The implied volatity was 14.99, the open interest changed by 1233 which increased total open position to 3671
On 19 Nov RELIANCE was trading at 1518.90. The strike last trading price was 23.6, which was -2.35 lower than the previous day. The implied volatity was 14.68, the open interest changed by 370 which increased total open position to 2470
On 18 Nov RELIANCE was trading at 1519.40. The strike last trading price was 25.85, which was -0.25 lower than the previous day. The implied volatity was 15.30, the open interest changed by 1541 which increased total open position to 2099
On 17 Nov RELIANCE was trading at 1518.30. The strike last trading price was 25.8, which was 0.35 higher than the previous day. The implied volatity was 15.45, the open interest changed by 76 which increased total open position to 552
On 14 Nov RELIANCE was trading at 1518.90. The strike last trading price was 24.95, which was 1.55 higher than the previous day. The implied volatity was 14.24, the open interest changed by 99 which increased total open position to 506
On 13 Nov RELIANCE was trading at 1510.90. The strike last trading price was 23.5, which was -1.45 lower than the previous day. The implied volatity was 14.57, the open interest changed by 20 which increased total open position to 445
On 12 Nov RELIANCE was trading at 1511.50. The strike last trading price was 24.85, which was 4.8 higher than the previous day. The implied volatity was 15.02, the open interest changed by 136 which increased total open position to 435
On 11 Nov RELIANCE was trading at 1493.40. The strike last trading price was 20.4, which was 1.35 higher than the previous day. The implied volatity was 16.01, the open interest changed by 50 which increased total open position to 306
On 10 Nov RELIANCE was trading at 1489.30. The strike last trading price was 19.35, which was 2.2 higher than the previous day. The implied volatity was 15.90, the open interest changed by 114 which increased total open position to 256
On 7 Nov RELIANCE was trading at 1478.00. The strike last trading price was 17.5, which was -4.8 lower than the previous day. The implied volatity was 15.96, the open interest changed by 23 which increased total open position to 142
On 6 Nov RELIANCE was trading at 1496.10. The strike last trading price was 22, which was 5.55 higher than the previous day. The implied volatity was 15.49, the open interest changed by 52 which increased total open position to 119
On 4 Nov RELIANCE was trading at 1473.10. The strike last trading price was 16.05, which was -4.1 lower than the previous day. The implied volatity was 15.96, the open interest changed by -3 which decreased total open position to 67
On 3 Nov RELIANCE was trading at 1484.70. The strike last trading price was 20.35, which was -3.1 lower than the previous day. The implied volatity was 15.36, the open interest changed by 7 which increased total open position to 69
On 31 Oct RELIANCE was trading at 1486.40. The strike last trading price was 24, which was 0.5 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 60
On 30 Oct RELIANCE was trading at 1488.50. The strike last trading price was 23.5, which was -5 lower than the previous day. The implied volatity was 15.64, the open interest changed by 11 which increased total open position to 58
On 29 Oct RELIANCE was trading at 1504.20. The strike last trading price was 28.5, which was -12.7 lower than the previous day. The implied volatity was 15.01, the open interest changed by 47 which increased total open position to 47
| RELIANCE 30DEC2025 1550 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.46
Vega: 1.60
Theta: -0.30
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 5 Dec | 1540.60 | 22.7 | -6.1 | 15.66 | 3,759 | -147 | 3,819 |
| 4 Dec | 1535.60 | 37.6 | 12.05 | 18.55 | 8,924 | 193 | 3,961 |
| 3 Dec | 1538.80 | 25.3 | 2.95 | 15.31 | 4,727 | 153 | 3,768 |
| 2 Dec | 1546.30 | 21.4 | 5.9 | 15.52 | 7,043 | -521 | 3,618 |
| 1 Dec | 1566.10 | 15.55 | -0.95 | 15.80 | 3,596 | -131 | 4,143 |
| 28 Nov | 1567.50 | 15.95 | -2.15 | 16.03 | 5,205 | -113 | 4,273 |
| 27 Nov | 1563.40 | 18 | -0.2 | 16.25 | 5,239 | 186 | 4,380 |
| 26 Nov | 1569.90 | 18.15 | -13.55 | 17.11 | 9,610 | 1,346 | 4,193 |
| 25 Nov | 1539.70 | 31.5 | -0.45 | 17.82 | 9,390 | 949 | 2,837 |
| 24 Nov | 1535.90 | 31.8 | 2.9 | 16.57 | 3,060 | 319 | 1,888 |
| 21 Nov | 1546.60 | 29.6 | 0.4 | 17.17 | 3,385 | 515 | 1,568 |
| 20 Nov | 1549.10 | 29.05 | -14.85 | 18.02 | 2,054 | 696 | 1,031 |
| 19 Nov | 1518.90 | 43.75 | -0.4 | 17.89 | 345 | 180 | 335 |
| 18 Nov | 1519.40 | 44.1 | -0.6 | 18.23 | 164 | 77 | 154 |
| 17 Nov | 1518.30 | 45.15 | 1.1 | 18.12 | 50 | 28 | 76 |
| 14 Nov | 1518.90 | 44.2 | -4.35 | 17.46 | 17 | -1 | 47 |
| 13 Nov | 1510.90 | 48.55 | 2.4 | 17.84 | 27 | 11 | 48 |
| 12 Nov | 1511.50 | 47 | -41.05 | 16.97 | 59 | 36 | 36 |
| 11 Nov | 1493.40 | 88.05 | 0 | - | 0 | 0 | 0 |
| 10 Nov | 1489.30 | 88.05 | 0 | - | 0 | 0 | 0 |
| 7 Nov | 1478.00 | 88.05 | 0 | - | 0 | 0 | 0 |
| 6 Nov | 1496.10 | 88.05 | 0 | - | 0 | 0 | 0 |
| 4 Nov | 1473.10 | 88.05 | 0 | - | 0 | 0 | 0 |
| 3 Nov | 1484.70 | 88.05 | 0 | - | 0 | 0 | 0 |
| 31 Oct | 1486.40 | 88.05 | 0 | - | 0 | 0 | 0 |
| 30 Oct | 1488.50 | 88.05 | 0 | - | 0 | 0 | 0 |
| 29 Oct | 1504.20 | 88.05 | 0 | - | 0 | 0 | 0 |
For Reliance Industries Ltd - strike price 1550 expiring on 30DEC2025
Delta for 1550 PE is -0.46
Historical price for 1550 PE is as follows
On 5 Dec RELIANCE was trading at 1540.60. The strike last trading price was 22.7, which was -6.1 lower than the previous day. The implied volatity was 15.66, the open interest changed by -147 which decreased total open position to 3819
On 4 Dec RELIANCE was trading at 1535.60. The strike last trading price was 37.6, which was 12.05 higher than the previous day. The implied volatity was 18.55, the open interest changed by 193 which increased total open position to 3961
On 3 Dec RELIANCE was trading at 1538.80. The strike last trading price was 25.3, which was 2.95 higher than the previous day. The implied volatity was 15.31, the open interest changed by 153 which increased total open position to 3768
On 2 Dec RELIANCE was trading at 1546.30. The strike last trading price was 21.4, which was 5.9 higher than the previous day. The implied volatity was 15.52, the open interest changed by -521 which decreased total open position to 3618
On 1 Dec RELIANCE was trading at 1566.10. The strike last trading price was 15.55, which was -0.95 lower than the previous day. The implied volatity was 15.80, the open interest changed by -131 which decreased total open position to 4143
On 28 Nov RELIANCE was trading at 1567.50. The strike last trading price was 15.95, which was -2.15 lower than the previous day. The implied volatity was 16.03, the open interest changed by -113 which decreased total open position to 4273
On 27 Nov RELIANCE was trading at 1563.40. The strike last trading price was 18, which was -0.2 lower than the previous day. The implied volatity was 16.25, the open interest changed by 186 which increased total open position to 4380
On 26 Nov RELIANCE was trading at 1569.90. The strike last trading price was 18.15, which was -13.55 lower than the previous day. The implied volatity was 17.11, the open interest changed by 1346 which increased total open position to 4193
On 25 Nov RELIANCE was trading at 1539.70. The strike last trading price was 31.5, which was -0.45 lower than the previous day. The implied volatity was 17.82, the open interest changed by 949 which increased total open position to 2837
On 24 Nov RELIANCE was trading at 1535.90. The strike last trading price was 31.8, which was 2.9 higher than the previous day. The implied volatity was 16.57, the open interest changed by 319 which increased total open position to 1888
On 21 Nov RELIANCE was trading at 1546.60. The strike last trading price was 29.6, which was 0.4 higher than the previous day. The implied volatity was 17.17, the open interest changed by 515 which increased total open position to 1568
On 20 Nov RELIANCE was trading at 1549.10. The strike last trading price was 29.05, which was -14.85 lower than the previous day. The implied volatity was 18.02, the open interest changed by 696 which increased total open position to 1031
On 19 Nov RELIANCE was trading at 1518.90. The strike last trading price was 43.75, which was -0.4 lower than the previous day. The implied volatity was 17.89, the open interest changed by 180 which increased total open position to 335
On 18 Nov RELIANCE was trading at 1519.40. The strike last trading price was 44.1, which was -0.6 lower than the previous day. The implied volatity was 18.23, the open interest changed by 77 which increased total open position to 154
On 17 Nov RELIANCE was trading at 1518.30. The strike last trading price was 45.15, which was 1.1 higher than the previous day. The implied volatity was 18.12, the open interest changed by 28 which increased total open position to 76
On 14 Nov RELIANCE was trading at 1518.90. The strike last trading price was 44.2, which was -4.35 lower than the previous day. The implied volatity was 17.46, the open interest changed by -1 which decreased total open position to 47
On 13 Nov RELIANCE was trading at 1510.90. The strike last trading price was 48.55, which was 2.4 higher than the previous day. The implied volatity was 17.84, the open interest changed by 11 which increased total open position to 48
On 12 Nov RELIANCE was trading at 1511.50. The strike last trading price was 47, which was -41.05 lower than the previous day. The implied volatity was 16.97, the open interest changed by 36 which increased total open position to 36
On 11 Nov RELIANCE was trading at 1493.40. The strike last trading price was 88.05, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Nov RELIANCE was trading at 1489.30. The strike last trading price was 88.05, which was 0 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 1478.00. The strike last trading price was 88.05, which was 0 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 1496.10. The strike last trading price was 88.05, which was 0 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 1473.10. The strike last trading price was 88.05, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Nov RELIANCE was trading at 1484.70. The strike last trading price was 88.05, which was 0 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 1486.40. The strike last trading price was 88.05, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 30 Oct RELIANCE was trading at 1488.50. The strike last trading price was 88.05, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 29 Oct RELIANCE was trading at 1504.20. The strike last trading price was 88.05, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0































































































































































































































