RELIANCE
Reliance Industries Ltd
Historical option data for RELIANCE
19 Dec 2025 04:11 PM IST
| RELIANCE 30-DEC-2025 1760 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.01
Vega: 0.05
Theta: -0.06
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 19 Dec | 1565.10 | 0.15 | -0.05 | 26.34 | 151 | 0 | 281 | |||||||||
| 18 Dec | 1544.40 | 0.2 | 0 | 28.80 | 28 | -14 | 282 | |||||||||
| 17 Dec | 1544.40 | 0.2 | 0.05 | 27.41 | 48 | 27 | 297 | |||||||||
| 16 Dec | 1542.30 | 0.15 | -0.05 | 25.92 | 22 | 0 | 270 | |||||||||
| 15 Dec | 1556.20 | 0.2 | -0.05 | 24.04 | 24 | 1 | 269 | |||||||||
| 12 Dec | 1556.50 | 0.25 | -0.05 | 22.71 | 27 | -9 | 268 | |||||||||
| 11 Dec | 1545.00 | 0.35 | 0 | 24.27 | 100 | 16 | 276 | |||||||||
| 10 Dec | 1536.90 | 0.35 | 0.05 | 24.62 | 53 | 2 | 258 | |||||||||
| 9 Dec | 1529.40 | 0.3 | 0 | 23.63 | 46 | -3 | 250 | |||||||||
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| 8 Dec | 1543.00 | 0.3 | -0.05 | 22.29 | 126 | 2 | 253 | |||||||||
| 5 Dec | 1540.60 | 0.35 | 0 | 20.81 | 70 | 17 | 251 | |||||||||
| 4 Dec | 1535.60 | 0.3 | 0 | 20.75 | 57 | 3 | 234 | |||||||||
| 3 Dec | 1538.80 | 0.3 | -0.05 | 20.04 | 37 | 2 | 229 | |||||||||
| 2 Dec | 1546.30 | 0.35 | -0.1 | 19.18 | 99 | 3 | 227 | |||||||||
| 1 Dec | 1566.10 | 0.45 | -0.1 | 17.80 | 136 | 62 | 224 | |||||||||
| 28 Nov | 1567.50 | 0.55 | 0.05 | 17.18 | 204 | 37 | 162 | |||||||||
| 27 Nov | 1563.40 | 0.5 | -1.45 | 16.84 | 172 | 124 | 124 | |||||||||
For Reliance Industries Ltd - strike price 1760 expiring on 30DEC2025
Delta for 1760 CE is 0.01
Historical price for 1760 CE is as follows
On 19 Dec RELIANCE was trading at 1565.10. The strike last trading price was 0.15, which was -0.05 lower than the previous day. The implied volatity was 26.34, the open interest changed by 0 which decreased total open position to 281
On 18 Dec RELIANCE was trading at 1544.40. The strike last trading price was 0.2, which was 0 lower than the previous day. The implied volatity was 28.80, the open interest changed by -14 which decreased total open position to 282
On 17 Dec RELIANCE was trading at 1544.40. The strike last trading price was 0.2, which was 0.05 higher than the previous day. The implied volatity was 27.41, the open interest changed by 27 which increased total open position to 297
On 16 Dec RELIANCE was trading at 1542.30. The strike last trading price was 0.15, which was -0.05 lower than the previous day. The implied volatity was 25.92, the open interest changed by 0 which decreased total open position to 270
On 15 Dec RELIANCE was trading at 1556.20. The strike last trading price was 0.2, which was -0.05 lower than the previous day. The implied volatity was 24.04, the open interest changed by 1 which increased total open position to 269
On 12 Dec RELIANCE was trading at 1556.50. The strike last trading price was 0.25, which was -0.05 lower than the previous day. The implied volatity was 22.71, the open interest changed by -9 which decreased total open position to 268
On 11 Dec RELIANCE was trading at 1545.00. The strike last trading price was 0.35, which was 0 lower than the previous day. The implied volatity was 24.27, the open interest changed by 16 which increased total open position to 276
On 10 Dec RELIANCE was trading at 1536.90. The strike last trading price was 0.35, which was 0.05 higher than the previous day. The implied volatity was 24.62, the open interest changed by 2 which increased total open position to 258
On 9 Dec RELIANCE was trading at 1529.40. The strike last trading price was 0.3, which was 0 lower than the previous day. The implied volatity was 23.63, the open interest changed by -3 which decreased total open position to 250
On 8 Dec RELIANCE was trading at 1543.00. The strike last trading price was 0.3, which was -0.05 lower than the previous day. The implied volatity was 22.29, the open interest changed by 2 which increased total open position to 253
On 5 Dec RELIANCE was trading at 1540.60. The strike last trading price was 0.35, which was 0 lower than the previous day. The implied volatity was 20.81, the open interest changed by 17 which increased total open position to 251
On 4 Dec RELIANCE was trading at 1535.60. The strike last trading price was 0.3, which was 0 lower than the previous day. The implied volatity was 20.75, the open interest changed by 3 which increased total open position to 234
On 3 Dec RELIANCE was trading at 1538.80. The strike last trading price was 0.3, which was -0.05 lower than the previous day. The implied volatity was 20.04, the open interest changed by 2 which increased total open position to 229
On 2 Dec RELIANCE was trading at 1546.30. The strike last trading price was 0.35, which was -0.1 lower than the previous day. The implied volatity was 19.18, the open interest changed by 3 which increased total open position to 227
On 1 Dec RELIANCE was trading at 1566.10. The strike last trading price was 0.45, which was -0.1 lower than the previous day. The implied volatity was 17.80, the open interest changed by 62 which increased total open position to 224
On 28 Nov RELIANCE was trading at 1567.50. The strike last trading price was 0.55, which was 0.05 higher than the previous day. The implied volatity was 17.18, the open interest changed by 37 which increased total open position to 162
On 27 Nov RELIANCE was trading at 1563.40. The strike last trading price was 0.5, which was -1.45 lower than the previous day. The implied volatity was 16.84, the open interest changed by 124 which increased total open position to 124
| RELIANCE 30DEC2025 1760 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.93
Vega: 0.35
Theta: -0.24
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 19 Dec | 1565.10 | 193.15 | -18 | 42.98 | 9 | 0 | 13 |
| 18 Dec | 1544.40 | 211.15 | 1.7 | 31.69 | 24 | -18 | 16 |
| 17 Dec | 1544.40 | 209.45 | 8.5 | - | 0 | 0 | 34 |
| 16 Dec | 1542.30 | 209.45 | 8.5 | - | 3 | 0 | 36 |
| 15 Dec | 1556.20 | 200.95 | -6.4 | 41.83 | 30 | -27 | 39 |
| 12 Dec | 1556.50 | 207.35 | -163.95 | - | 0 | 0 | 66 |
| 11 Dec | 1545.00 | 207.35 | -163.95 | - | 66 | 59 | 59 |
| 10 Dec | 1536.90 | 371.3 | 0 | - | 0 | 0 | 0 |
| 9 Dec | 1529.40 | 371.3 | 0 | - | 0 | 0 | 0 |
| 8 Dec | 1543.00 | 371.3 | 0 | - | 0 | 0 | 0 |
| 5 Dec | 1540.60 | 371.3 | 0 | - | 0 | 0 | 0 |
| 4 Dec | 1535.60 | 371.3 | 0 | - | 0 | 0 | 0 |
| 3 Dec | 1538.80 | 371.3 | 0 | - | 0 | 0 | 0 |
| 2 Dec | 1546.30 | 371.3 | 0 | - | 0 | 0 | 0 |
| 1 Dec | 1566.10 | 371.3 | 0 | - | 0 | 0 | 0 |
| 28 Nov | 1567.50 | 371.3 | 0 | - | 0 | 0 | 0 |
| 27 Nov | 1563.40 | 371.3 | 0 | - | 0 | 0 | 0 |
For Reliance Industries Ltd - strike price 1760 expiring on 30DEC2025
Delta for 1760 PE is -0.93
Historical price for 1760 PE is as follows
On 19 Dec RELIANCE was trading at 1565.10. The strike last trading price was 193.15, which was -18 lower than the previous day. The implied volatity was 42.98, the open interest changed by 0 which decreased total open position to 13
On 18 Dec RELIANCE was trading at 1544.40. The strike last trading price was 211.15, which was 1.7 higher than the previous day. The implied volatity was 31.69, the open interest changed by -18 which decreased total open position to 16
On 17 Dec RELIANCE was trading at 1544.40. The strike last trading price was 209.45, which was 8.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 34
On 16 Dec RELIANCE was trading at 1542.30. The strike last trading price was 209.45, which was 8.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 36
On 15 Dec RELIANCE was trading at 1556.20. The strike last trading price was 200.95, which was -6.4 lower than the previous day. The implied volatity was 41.83, the open interest changed by -27 which decreased total open position to 39
On 12 Dec RELIANCE was trading at 1556.50. The strike last trading price was 207.35, which was -163.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 66
On 11 Dec RELIANCE was trading at 1545.00. The strike last trading price was 207.35, which was -163.95 lower than the previous day. The implied volatity was -, the open interest changed by 59 which increased total open position to 59
On 10 Dec RELIANCE was trading at 1536.90. The strike last trading price was 371.3, 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 9 Dec RELIANCE was trading at 1529.40. The strike last trading price was 371.3, 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 8 Dec RELIANCE was trading at 1543.00. The strike last trading price was 371.3, 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 5 Dec RELIANCE was trading at 1540.60. The strike last trading price was 371.3, 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 Dec RELIANCE was trading at 1535.60. The strike last trading price was 371.3, 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 Dec RELIANCE was trading at 1538.80. The strike last trading price was 371.3, 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 2 Dec RELIANCE was trading at 1546.30. The strike last trading price was 371.3, 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 1 Dec RELIANCE was trading at 1566.10. The strike last trading price was 371.3, 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 371.3, 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 371.3, 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































































































































































































































