RELIANCE
Reliance Industries Ltd
Historical option data for RELIANCE
21 Sep 2025 04:12 PM IST
| RELIANCE 30SEP2025 1160 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 1407.40 | 255 | -3 | - | 3 | -3 | 12 | |||||||||
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| 14 Sept | 1395.00 | 237.5 | 8.4 | - | 4 | 0 | 11 | |||||||||
For Reliance Industries Ltd - strike price 1160 expiring on 30SEP2025
Delta for 1160 CE is -
Historical price for 1160 CE is as follows
On 21 Sept RELIANCE was trading at 1407.40. The strike last trading price was 255, which was -3 lower than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 12
On 14 Sept RELIANCE was trading at 1395.00. The strike last trading price was 237.5, which was 8.4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11
| RELIANCE 30SEP2025 1160 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.00
Vega: 0.03
Theta: -0.06
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1407.40 | 0.15 | -0.1 | 43.93 | 7 | -1 | 117 |
| 14 Sept | 1395.00 | 0.35 | 0 | 36.68 | 14 | -12 | 121 |
For Reliance Industries Ltd - strike price 1160 expiring on 30SEP2025
Delta for 1160 PE is -0.00
Historical price for 1160 PE is as follows
On 21 Sept RELIANCE was trading at 1407.40. The strike last trading price was 0.15, which was -0.1 lower than the previous day. The implied volatity was 43.93, the open interest changed by -1 which decreased total open position to 117
On 14 Sept RELIANCE was trading at 1395.00. The strike last trading price was 0.35, which was 0 lower than the previous day. The implied volatity was 36.68, the open interest changed by -12 which decreased total open position to 121
