RELIANCE
Reliance Industries Ltd
Historical option data for RELIANCE
21 Sep 2025 04:12 PM IST
| RELIANCE 30SEP2025 1250 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.94
Vega: 0.28
Theta: -0.89
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 1407.40 | 164 | 36.2 | 45.31 | 4 | 4 | 9 | |||||||||
| 14 Sept | 1395.00 | 127.8 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
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| 17 Aug | 1373.80 | 162.65 | 0 | - | 0 | 0 | 0 | |||||||||
For Reliance Industries Ltd - strike price 1250 expiring on 30SEP2025
Delta for 1250 CE is 0.94
Historical price for 1250 CE is as follows
On 21 Sept RELIANCE was trading at 1407.40. The strike last trading price was 164, which was 36.2 higher than the previous day. The implied volatity was 45.31, the open interest changed by 4 which increased total open position to 9
On 14 Sept RELIANCE was trading at 1395.00. The strike last trading price was 127.8, 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 162.65, 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 1250 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.01
Vega: 0.09
Theta: -0.12
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1407.40 | 0.4 | 0 | 32.62 | 149 | -53 | 1,128 |
| 14 Sept | 1395.00 | 0.5 | -0.15 | 24.86 | 417 | -197 | 1,225 |
| 17 Aug | 1373.80 | 4.15 | -0.7 | 21.95 | 157 | -5 | 38 |
For Reliance Industries Ltd - strike price 1250 expiring on 30SEP2025
Delta for 1250 PE is -0.01
Historical price for 1250 PE is as follows
On 21 Sept RELIANCE was trading at 1407.40. The strike last trading price was 0.4, which was 0 lower than the previous day. The implied volatity was 32.62, the open interest changed by -53 which decreased total open position to 1128
On 14 Sept RELIANCE was trading at 1395.00. The strike last trading price was 0.5, which was -0.15 lower than the previous day. The implied volatity was 24.86, the open interest changed by -197 which decreased total open position to 1225
On 17 Aug RELIANCE was trading at 1373.80. The strike last trading price was 4.15, which was -0.7 lower than the previous day. The implied volatity was 21.95, the open interest changed by -5 which decreased total open position to 38
