RELIANCE
Reliance Industries Ltd
Historical option data for RELIANCE
21 Sep 2025 04:12 PM IST
| RELIANCE 30SEP2025 1180 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 1407.40 | 235 | -3.2 | - | 7 | -4 | 1,175 | |||||||||
| 14 Sept | 1395.00 | 218 | 8 | - | 7 | 0 | 1,180 | |||||||||
For Reliance Industries Ltd - strike price 1180 expiring on 30SEP2025
Delta for 1180 CE is -
Historical price for 1180 CE is as follows
On 21 Sept RELIANCE was trading at 1407.40. The strike last trading price was 235, which was -3.2 lower than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 1175
On 14 Sept RELIANCE was trading at 1395.00. The strike last trading price was 218, which was 8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1180
| RELIANCE 30SEP2025 1180 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.01
Vega: 0.05
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 | 0.1 | 43.07 | 18 | -7 | 325 |
| 14 Sept | 1395.00 | 0.2 | -0.15 | 31.49 | 36 | -3 | 338 |
For Reliance Industries Ltd - strike price 1180 expiring on 30SEP2025
Delta for 1180 PE is -0.01
Historical price for 1180 PE is as follows
On 21 Sept RELIANCE was trading at 1407.40. The strike last trading price was 0.25, which was 0.1 higher than the previous day. The implied volatity was 43.07, the open interest changed by -7 which decreased total open position to 325
On 14 Sept RELIANCE was trading at 1395.00. The strike last trading price was 0.2, which was -0.15 lower than the previous day. The implied volatity was 31.49, the open interest changed by -3 which decreased total open position to 338
