RELIANCE
Reliance Industries Ltd
Historical option data for RELIANCE
21 Sep 2025 04:12 PM IST
| RELIANCE 30SEP2025 1140 CE | ||||||||||||||||
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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 Sept | 1407.40 | 278 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
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| 14 Sept | 1395.00 | 234 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Reliance Industries Ltd - strike price 1140 expiring on 30SEP2025
Delta for 1140 CE is 0.00
Historical price for 1140 CE is as follows
On 21 Sept RELIANCE was trading at 1407.40. The strike last trading price was 278, which was 0 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 Sept RELIANCE was trading at 1395.00. The strike last trading price was 234, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
| RELIANCE 30SEP2025 1140 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.01
Vega: 0.04
Theta: -0.09
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1407.40 | 0.25 | 0 | 50.16 | 27 | -19 | 261 |
| 14 Sept | 1395.00 | 0.3 | 0 | 38.89 | 33 | -15 | 297 |
For Reliance Industries Ltd - strike price 1140 expiring on 30SEP2025
Delta for 1140 PE is -0.01
Historical price for 1140 PE is as follows
On 21 Sept RELIANCE was trading at 1407.40. The strike last trading price was 0.25, which was 0 lower than the previous day. The implied volatity was 50.16, the open interest changed by -19 which decreased total open position to 261
On 14 Sept RELIANCE was trading at 1395.00. The strike last trading price was 0.3, which was 0 lower than the previous day. The implied volatity was 38.89, the open interest changed by -15 which decreased total open position to 297
