RELIANCE
Reliance Industries Ltd
Historical option data for RELIANCE
21 Sep 2025 04:12 PM IST
| RELIANCE 30SEP2025 1280 CE | ||||||||||||||||
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 1407.40 | 137 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 14 Sept | 1395.00 | 110.5 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
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| 17 Aug | 1373.80 | 245 | 0 | - | 0 | 0 | 0 | |||||||||
For Reliance Industries Ltd - strike price 1280 expiring on 30SEP2025
Delta for 1280 CE is 0.00
Historical price for 1280 CE is as follows
On 21 Sept RELIANCE was trading at 1407.40. The strike last trading price was 137, 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 14 Sept RELIANCE was trading at 1395.00. The strike last trading price was 110.5, 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 245, 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 1280 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.02
Vega: 0.12
Theta: -0.14
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1407.40 | 0.5 | 0 | 28.05 | 252 | -81 | 911 |
| 14 Sept | 1395.00 | 0.85 | -0.2 | 22.27 | 987 | -243 | 1,347 |
| 17 Aug | 1373.80 | 7.65 | 1.05 | 21.81 | 121 | 83 | 163 |
For Reliance Industries Ltd - strike price 1280 expiring on 30SEP2025
Delta for 1280 PE is -0.02
Historical price for 1280 PE is as follows
On 21 Sept RELIANCE was trading at 1407.40. The strike last trading price was 0.5, which was 0 lower than the previous day. The implied volatity was 28.05, the open interest changed by -81 which decreased total open position to 911
On 14 Sept RELIANCE was trading at 1395.00. The strike last trading price was 0.85, which was -0.2 lower than the previous day. The implied volatity was 22.27, the open interest changed by -243 which decreased total open position to 1347
On 17 Aug RELIANCE was trading at 1373.80. The strike last trading price was 7.65, which was 1.05 higher than the previous day. The implied volatity was 21.81, the open interest changed by 83 which increased total open position to 163
