[--[65.84.65.76]--]

RELIANCE

Reliance Industries Ltd
1565.1 +20.70 (1.34%)
L: 1551 H: 1574.2

Back to Option Chain


Historical option data for RELIANCE

19 Dec 2025 04:11 PM IST
RELIANCE 30-DEC-2025 1760 CE
Delta: 0.01
Vega: 0.05
Theta: -0.06
Gamma: 0.00
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
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
Delta: -0.93
Vega: 0.35
Theta: -0.24
Gamma: 0.00
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