RELIANCE
Reliance Industries Ltd
Historical option data for RELIANCE
24 Dec 2025 04:11 PM IST
| RELIANCE 27-JAN-2026 1550 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.65
Vega: 1.76
Theta: -0.64
Gamma: 0.01
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Dec | 1558.20 | 41.3 | -8.2 | 14.32 | 1,061 | 306 | 1,005 | |||||||||
| 23 Dec | 1570.70 | 49.3 | -2.8 | 15.32 | 444 | 55 | 689 | |||||||||
| 22 Dec | 1575.40 | 52.9 | 5.6 | 13.67 | 277 | 15 | 636 | |||||||||
| 19 Dec | 1565.10 | 47.7 | 11.6 | 14.55 | 899 | 169 | 623 | |||||||||
| 18 Dec | 1544.40 | 36.15 | -1.05 | 15.10 | 475 | 74 | 456 | |||||||||
| 17 Dec | 1544.40 | 37.95 | 1.35 | 15.24 | 195 | 35 | 380 | |||||||||
| 16 Dec | 1542.30 | 37.3 | -6.25 | 15.83 | 278 | 156 | 343 | |||||||||
| 15 Dec | 1556.20 | 44.55 | 0.55 | 14.34 | 166 | 33 | 187 | |||||||||
| 12 Dec | 1556.50 | 42.8 | 3.5 | 13.48 | 165 | -7 | 156 | |||||||||
| 11 Dec | 1545.00 | 39.6 | 3.35 | 14.91 | 135 | 14 | 161 | |||||||||
| 10 Dec | 1536.90 | 35 | 0.85 | 14.94 | 63 | 3 | 148 | |||||||||
| 9 Dec | 1529.40 | 34.6 | -6.35 | 14.77 | 74 | 32 | 145 | |||||||||
| 8 Dec | 1543.00 | 40.4 | -2.7 | 15.29 | 69 | 12 | 112 | |||||||||
| 5 Dec | 1540.60 | 43.2 | 4.45 | 14.59 | 68 | 4 | 100 | |||||||||
| 4 Dec | 1535.60 | 36.35 | -5.95 | 15.80 | 84 | 5 | 94 | |||||||||
| 3 Dec | 1538.80 | 42.3 | -5.7 | 15.09 | 47 | 21 | 89 | |||||||||
|
|
||||||||||||||||
| 2 Dec | 1546.30 | 49.3 | -14.3 | 15.54 | 74 | 60 | 67 | |||||||||
| 1 Dec | 1566.10 | 63.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 28 Nov | 1567.50 | 63.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Nov | 1563.40 | 63.6 | 0 | 15.59 | 2 | 1 | 8 | |||||||||
| 26 Nov | 1569.90 | 63.6 | -0.65 | 14.26 | 7 | 5 | 5 | |||||||||
For Reliance Industries Ltd - strike price 1550 expiring on 27JAN2026
Delta for 1550 CE is 0.65
Historical price for 1550 CE is as follows
On 24 Dec RELIANCE was trading at 1558.20. The strike last trading price was 41.3, which was -8.2 lower than the previous day. The implied volatity was 14.32, the open interest changed by 306 which increased total open position to 1005
On 23 Dec RELIANCE was trading at 1570.70. The strike last trading price was 49.3, which was -2.8 lower than the previous day. The implied volatity was 15.32, the open interest changed by 55 which increased total open position to 689
On 22 Dec RELIANCE was trading at 1575.40. The strike last trading price was 52.9, which was 5.6 higher than the previous day. The implied volatity was 13.67, the open interest changed by 15 which increased total open position to 636
On 19 Dec RELIANCE was trading at 1565.10. The strike last trading price was 47.7, which was 11.6 higher than the previous day. The implied volatity was 14.55, the open interest changed by 169 which increased total open position to 623
On 18 Dec RELIANCE was trading at 1544.40. The strike last trading price was 36.15, which was -1.05 lower than the previous day. The implied volatity was 15.10, the open interest changed by 74 which increased total open position to 456
On 17 Dec RELIANCE was trading at 1544.40. The strike last trading price was 37.95, which was 1.35 higher than the previous day. The implied volatity was 15.24, the open interest changed by 35 which increased total open position to 380
On 16 Dec RELIANCE was trading at 1542.30. The strike last trading price was 37.3, which was -6.25 lower than the previous day. The implied volatity was 15.83, the open interest changed by 156 which increased total open position to 343
On 15 Dec RELIANCE was trading at 1556.20. The strike last trading price was 44.55, which was 0.55 higher than the previous day. The implied volatity was 14.34, the open interest changed by 33 which increased total open position to 187
On 12 Dec RELIANCE was trading at 1556.50. The strike last trading price was 42.8, which was 3.5 higher than the previous day. The implied volatity was 13.48, the open interest changed by -7 which decreased total open position to 156
On 11 Dec RELIANCE was trading at 1545.00. The strike last trading price was 39.6, which was 3.35 higher than the previous day. The implied volatity was 14.91, the open interest changed by 14 which increased total open position to 161
On 10 Dec RELIANCE was trading at 1536.90. The strike last trading price was 35, which was 0.85 higher than the previous day. The implied volatity was 14.94, the open interest changed by 3 which increased total open position to 148
On 9 Dec RELIANCE was trading at 1529.40. The strike last trading price was 34.6, which was -6.35 lower than the previous day. The implied volatity was 14.77, the open interest changed by 32 which increased total open position to 145
On 8 Dec RELIANCE was trading at 1543.00. The strike last trading price was 40.4, which was -2.7 lower than the previous day. The implied volatity was 15.29, the open interest changed by 12 which increased total open position to 112
On 5 Dec RELIANCE was trading at 1540.60. The strike last trading price was 43.2, which was 4.45 higher than the previous day. The implied volatity was 14.59, the open interest changed by 4 which increased total open position to 100
On 4 Dec RELIANCE was trading at 1535.60. The strike last trading price was 36.35, which was -5.95 lower than the previous day. The implied volatity was 15.80, the open interest changed by 5 which increased total open position to 94
On 3 Dec RELIANCE was trading at 1538.80. The strike last trading price was 42.3, which was -5.7 lower than the previous day. The implied volatity was 15.09, the open interest changed by 21 which increased total open position to 89
On 2 Dec RELIANCE was trading at 1546.30. The strike last trading price was 49.3, which was -14.3 lower than the previous day. The implied volatity was 15.54, the open interest changed by 60 which increased total open position to 67
On 1 Dec RELIANCE was trading at 1566.10. The strike last trading price was 63.6, 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 28 Nov RELIANCE was trading at 1567.50. The strike last trading price was 63.6, 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 27 Nov RELIANCE was trading at 1563.40. The strike last trading price was 63.6, which was 0 lower than the previous day. The implied volatity was 15.59, the open interest changed by 1 which increased total open position to 8
On 26 Nov RELIANCE was trading at 1569.90. The strike last trading price was 63.6, which was -0.65 lower than the previous day. The implied volatity was 14.26, the open interest changed by 5 which increased total open position to 5
| RELIANCE 27JAN2026 1550 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.36
Vega: 1.78
Theta: -0.27
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Dec | 1558.20 | 19.6 | 3.1 | 16.23 | 1,145 | 35 | 842 |
| 23 Dec | 1570.70 | 16.55 | 0.55 | 15.92 | 755 | -59 | 808 |
| 22 Dec | 1575.40 | 15.7 | -3.4 | 16.70 | 659 | 116 | 856 |
| 19 Dec | 1565.10 | 18.85 | -8.25 | 15.91 | 964 | 215 | 738 |
| 18 Dec | 1544.40 | 27.1 | -1.05 | 15.77 | 117 | 54 | 524 |
| 17 Dec | 1544.40 | 28.15 | -1.45 | 16.52 | 67 | 9 | 470 |
| 16 Dec | 1542.30 | 30.3 | 6.2 | 16.52 | 117 | 3 | 456 |
| 15 Dec | 1556.20 | 23.5 | -1.05 | 16.38 | 133 | 60 | 453 |
| 12 Dec | 1556.50 | 24.85 | -5.35 | 16.23 | 114 | 10 | 394 |
| 11 Dec | 1545.00 | 30 | -4.95 | 16.39 | 91 | 9 | 383 |
| 10 Dec | 1536.90 | 35.85 | -3.2 | 17.01 | 40 | 0 | 371 |
| 9 Dec | 1529.40 | 39.05 | 5.65 | 18.13 | 96 | 30 | 371 |
| 8 Dec | 1543.00 | 34.2 | 1.45 | 17.42 | 259 | 188 | 341 |
| 5 Dec | 1540.60 | 32.75 | -6.3 | 17.42 | 56 | 20 | 151 |
| 4 Dec | 1535.60 | 44.95 | 10.45 | 18.78 | 52 | 23 | 129 |
| 3 Dec | 1538.80 | 34 | 3.3 | 16.78 | 33 | 13 | 105 |
| 2 Dec | 1546.30 | 29.85 | 6.55 | 16.59 | 66 | 40 | 91 |
| 1 Dec | 1566.10 | 23.3 | -2.4 | 16.56 | 31 | 5 | 51 |
| 28 Nov | 1567.50 | 25.4 | -2.1 | 17.61 | 51 | 14 | 47 |
| 27 Nov | 1563.40 | 27.5 | -1.75 | 17.82 | 27 | 19 | 29 |
| 26 Nov | 1569.90 | 29.25 | -29.1 | 19.17 | 10 | 4 | 4 |
For Reliance Industries Ltd - strike price 1550 expiring on 27JAN2026
Delta for 1550 PE is -0.36
Historical price for 1550 PE is as follows
On 24 Dec RELIANCE was trading at 1558.20. The strike last trading price was 19.6, which was 3.1 higher than the previous day. The implied volatity was 16.23, the open interest changed by 35 which increased total open position to 842
On 23 Dec RELIANCE was trading at 1570.70. The strike last trading price was 16.55, which was 0.55 higher than the previous day. The implied volatity was 15.92, the open interest changed by -59 which decreased total open position to 808
On 22 Dec RELIANCE was trading at 1575.40. The strike last trading price was 15.7, which was -3.4 lower than the previous day. The implied volatity was 16.70, the open interest changed by 116 which increased total open position to 856
On 19 Dec RELIANCE was trading at 1565.10. The strike last trading price was 18.85, which was -8.25 lower than the previous day. The implied volatity was 15.91, the open interest changed by 215 which increased total open position to 738
On 18 Dec RELIANCE was trading at 1544.40. The strike last trading price was 27.1, which was -1.05 lower than the previous day. The implied volatity was 15.77, the open interest changed by 54 which increased total open position to 524
On 17 Dec RELIANCE was trading at 1544.40. The strike last trading price was 28.15, which was -1.45 lower than the previous day. The implied volatity was 16.52, the open interest changed by 9 which increased total open position to 470
On 16 Dec RELIANCE was trading at 1542.30. The strike last trading price was 30.3, which was 6.2 higher than the previous day. The implied volatity was 16.52, the open interest changed by 3 which increased total open position to 456
On 15 Dec RELIANCE was trading at 1556.20. The strike last trading price was 23.5, which was -1.05 lower than the previous day. The implied volatity was 16.38, the open interest changed by 60 which increased total open position to 453
On 12 Dec RELIANCE was trading at 1556.50. The strike last trading price was 24.85, which was -5.35 lower than the previous day. The implied volatity was 16.23, the open interest changed by 10 which increased total open position to 394
On 11 Dec RELIANCE was trading at 1545.00. The strike last trading price was 30, which was -4.95 lower than the previous day. The implied volatity was 16.39, the open interest changed by 9 which increased total open position to 383
On 10 Dec RELIANCE was trading at 1536.90. The strike last trading price was 35.85, which was -3.2 lower than the previous day. The implied volatity was 17.01, the open interest changed by 0 which decreased total open position to 371
On 9 Dec RELIANCE was trading at 1529.40. The strike last trading price was 39.05, which was 5.65 higher than the previous day. The implied volatity was 18.13, the open interest changed by 30 which increased total open position to 371
On 8 Dec RELIANCE was trading at 1543.00. The strike last trading price was 34.2, which was 1.45 higher than the previous day. The implied volatity was 17.42, the open interest changed by 188 which increased total open position to 341
On 5 Dec RELIANCE was trading at 1540.60. The strike last trading price was 32.75, which was -6.3 lower than the previous day. The implied volatity was 17.42, the open interest changed by 20 which increased total open position to 151
On 4 Dec RELIANCE was trading at 1535.60. The strike last trading price was 44.95, which was 10.45 higher than the previous day. The implied volatity was 18.78, the open interest changed by 23 which increased total open position to 129
On 3 Dec RELIANCE was trading at 1538.80. The strike last trading price was 34, which was 3.3 higher than the previous day. The implied volatity was 16.78, the open interest changed by 13 which increased total open position to 105
On 2 Dec RELIANCE was trading at 1546.30. The strike last trading price was 29.85, which was 6.55 higher than the previous day. The implied volatity was 16.59, the open interest changed by 40 which increased total open position to 91
On 1 Dec RELIANCE was trading at 1566.10. The strike last trading price was 23.3, which was -2.4 lower than the previous day. The implied volatity was 16.56, the open interest changed by 5 which increased total open position to 51
On 28 Nov RELIANCE was trading at 1567.50. The strike last trading price was 25.4, which was -2.1 lower than the previous day. The implied volatity was 17.61, the open interest changed by 14 which increased total open position to 47
On 27 Nov RELIANCE was trading at 1563.40. The strike last trading price was 27.5, which was -1.75 lower than the previous day. The implied volatity was 17.82, the open interest changed by 19 which increased total open position to 29
On 26 Nov RELIANCE was trading at 1569.90. The strike last trading price was 29.25, which was -29.1 lower than the previous day. The implied volatity was 19.17, the open interest changed by 4 which increased total open position to 4































































































































































































































