RELIANCE
Reliance Industries Ltd
Historical option data for RELIANCE
21 Sep 2025 04:12 PM IST
| RELIANCE 30SEP2025 1220 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 | 188 | -9.2 | - | 2 | 0 | 188 | |||||||||
| 14 Sept | 1395.00 | 143.05 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
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| 17 Aug | 1373.80 | 298.95 | 0 | - | 0 | 0 | 0 | |||||||||
For Reliance Industries Ltd - strike price 1220 expiring on 30SEP2025
Delta for 1220 CE is -
Historical price for 1220 CE is as follows
On 21 Sept RELIANCE was trading at 1407.40. The strike last trading price was 188, which was -9.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 188
On 14 Sept RELIANCE was trading at 1395.00. The strike last trading price was 143.05, 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 17 Aug RELIANCE was trading at 1373.80. The strike last trading price was 298.95, 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 1220 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 | 36.50 | 5 | 0 | 295 |
| 14 Sept | 1395.00 | 0.4 | -0.1 | 28.43 | 31 | -12 | 391 |
| 17 Aug | 1373.80 | 4.1 | 0 | 9.38 | 0 | 0 | 0 |
For Reliance Industries Ltd - strike price 1220 expiring on 30SEP2025
Delta for 1220 PE is -0.01
Historical price for 1220 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 36.50, the open interest changed by 0 which decreased total open position to 295
On 14 Sept RELIANCE was trading at 1395.00. The strike last trading price was 0.4, which was -0.1 lower than the previous day. The implied volatity was 28.43, the open interest changed by -12 which decreased total open position to 391
On 17 Aug RELIANCE was trading at 1373.80. The strike last trading price was 4.1, which was 0 lower than the previous day. The implied volatity was 9.38, the open interest changed by 0 which decreased total open position to 0
