RELIANCE
Reliance Industries Ltd
Historical option data for RELIANCE
21 Sep 2025 04:12 PM IST
| RELIANCE 30SEP2025 1260 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 | 148 | -6.75 | - | 1 | 0 | 138 | |||||||||
| 14 Sept | 1395.00 | 128.25 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 17 Aug | 1373.80 | 262.6 | 0 | - | 0 | 0 | 0 | |||||||||
For Reliance Industries Ltd - strike price 1260 expiring on 30SEP2025
Delta for 1260 CE is -
Historical price for 1260 CE is as follows
On 21 Sept RELIANCE was trading at 1407.40. The strike last trading price was 148, which was -6.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 138
On 14 Sept RELIANCE was trading at 1395.00. The strike last trading price was 128.25, 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 262.6, 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 1260 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 | 0.05 | 30.81 | 139 | -26 | 758 |
| 14 Sept | 1395.00 | 0.6 | -0.15 | 24.04 | 493 | -266 | 1,107 |
| 17 Aug | 1373.80 | 5.3 | 0.65 | 22.10 | 120 | 44 | 260 |
For Reliance Industries Ltd - strike price 1260 expiring on 30SEP2025
Delta for 1260 PE is -0.01
Historical price for 1260 PE is as follows
On 21 Sept RELIANCE was trading at 1407.40. The strike last trading price was 0.4, which was 0.05 higher than the previous day. The implied volatity was 30.81, the open interest changed by -26 which decreased total open position to 758
On 14 Sept RELIANCE was trading at 1395.00. The strike last trading price was 0.6, which was -0.15 lower than the previous day. The implied volatity was 24.04, the open interest changed by -266 which decreased total open position to 1107
On 17 Aug RELIANCE was trading at 1373.80. The strike last trading price was 5.3, which was 0.65 higher than the previous day. The implied volatity was 22.10, the open interest changed by 44 which increased total open position to 260
