RELIANCE
Reliance Industries Ltd
Historical option data for RELIANCE
21 Sep 2025 04:12 PM IST
| RELIANCE 30SEP2025 1200 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.96
Vega: 0.21
Theta: -0.85
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 1407.40 | 213.5 | -4.5 | 55.19 | 10 | -4 | 133 | |||||||||
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| 14 Sept | 1395.00 | 199.15 | 11.45 | - | 4 | -2 | 136 | |||||||||
| 17 Aug | 1373.80 | 317.55 | 0 | - | 0 | 0 | 0 | |||||||||
For Reliance Industries Ltd - strike price 1200 expiring on 30SEP2025
Delta for 1200 CE is 0.96
Historical price for 1200 CE is as follows
On 21 Sept RELIANCE was trading at 1407.40. The strike last trading price was 213.5, which was -4.5 lower than the previous day. The implied volatity was 55.19, the open interest changed by -4 which decreased total open position to 133
On 14 Sept RELIANCE was trading at 1395.00. The strike last trading price was 199.15, which was 11.45 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 136
On 17 Aug RELIANCE was trading at 1373.80. The strike last trading price was 317.55, 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
| RELIANCE 30SEP2025 1200 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.01
Vega: 0.06
Theta: -0.10
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1407.40 | 0.3 | 0 | 40.39 | 98 | -45 | 2,151 |
| 14 Sept | 1395.00 | 0.3 | -0.15 | 30.21 | 717 | -356 | 2,478 |
| 17 Aug | 1373.80 | 2.1 | 0.05 | 24.36 | 61 | 31 | 197 |
For Reliance Industries Ltd - strike price 1200 expiring on 30SEP2025
Delta for 1200 PE is -0.01
Historical price for 1200 PE is as follows
On 21 Sept RELIANCE was trading at 1407.40. The strike last trading price was 0.3, which was 0 lower than the previous day. The implied volatity was 40.39, the open interest changed by -45 which decreased total open position to 2151
On 14 Sept RELIANCE was trading at 1395.00. The strike last trading price was 0.3, which was -0.15 lower than the previous day. The implied volatity was 30.21, the open interest changed by -356 which decreased total open position to 2478
On 17 Aug RELIANCE was trading at 1373.80. The strike last trading price was 2.1, which was 0.05 higher than the previous day. The implied volatity was 24.36, the open interest changed by 31 which increased total open position to 197
