RELIANCE
Reliance Industries Ltd
Historical option data for RELIANCE
21 Sep 2025 04:12 PM IST
RELIANCE 30SEP2025 1270 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 | 146.2 | 0 | - | 0 | 0 | 0 | |||||||||
14 Sept | 1395.00 | 146.2 | 0 | - | 0 | 0 | 0 | |||||||||
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17 Aug | 1373.80 | 146.2 | 0 | - | 0 | 0 | 0 |
For Reliance Industries Ltd - strike price 1270 expiring on 30SEP2025
Delta for 1270 CE is -
Historical price for 1270 CE is as follows
On 21 Sept RELIANCE was trading at 1407.40. The strike last trading price was 146.2, 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
On 14 Sept RELIANCE was trading at 1395.00. The strike last trading price was 146.2, 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
On 17 Aug RELIANCE was trading at 1373.80. The strike last trading price was 146.2, 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 1270 PE | |||||||
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Delta: -0.01
Vega: 0.09
Theta: -0.11
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
21 Sept | 1407.40 | 0.35 | -0.15 | 28.15 | 66 | -17 | 365 |
14 Sept | 1395.00 | 0.6 | -0.3 | 22.51 | 283 | -73 | 539 |
17 Aug | 1373.80 | 13.1 | 0 | 6.79 | 0 | 0 | 0 |
For Reliance Industries Ltd - strike price 1270 expiring on 30SEP2025
Delta for 1270 PE is -0.01
Historical price for 1270 PE is as follows
On 21 Sept RELIANCE was trading at 1407.40. The strike last trading price was 0.35, which was -0.15 lower than the previous day. The implied volatity was 28.15, the open interest changed by -17 which decreased total open position to 365
On 14 Sept RELIANCE was trading at 1395.00. The strike last trading price was 0.6, which was -0.3 lower than the previous day. The implied volatity was 22.51, the open interest changed by -73 which decreased total open position to 539
On 17 Aug RELIANCE was trading at 1373.80. The strike last trading price was 13.1, which was 0 lower than the previous day. The implied volatity was 6.79, the open interest changed by 0 which decreased total open position to 0