RELIANCE
Reliance Industries Ltd
Historical option data for RELIANCE
21 Sep 2025 04:12 PM IST
| RELIANCE 30SEP2025 1300 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.95
Vega: 0.25
Theta: -0.67
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 1407.40 | 113 | -5.75 | 29.20 | 72 | -23 | 534 | |||||||||
| 14 Sept | 1395.00 | 100 | 8.9 | - | 307 | -114 | 589 | |||||||||
| 17 Aug | 1373.80 | 95 | -4.4 | 16.97 | 20 | 14 | 42 | |||||||||
For Reliance Industries Ltd - strike price 1300 expiring on 30SEP2025
Delta for 1300 CE is 0.95
Historical price for 1300 CE is as follows
On 21 Sept RELIANCE was trading at 1407.40. The strike last trading price was 113, which was -5.75 lower than the previous day. The implied volatity was 29.20, the open interest changed by -23 which decreased total open position to 534
On 14 Sept RELIANCE was trading at 1395.00. The strike last trading price was 100, which was 8.9 higher than the previous day. The implied volatity was -, the open interest changed by -114 which decreased total open position to 589
On 17 Aug RELIANCE was trading at 1373.80. The strike last trading price was 95, which was -4.4 lower than the previous day. The implied volatity was 16.97, the open interest changed by 14 which increased total open position to 42
| RELIANCE 30SEP2025 1300 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.03
Vega: 0.15
Theta: -0.16
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1407.40 | 0.6 | -0.05 | 25.00 | 1,348 | -112 | 3,336 |
| 14 Sept | 1395.00 | 1.35 | -0.35 | 20.86 | 3,239 | -214 | 4,339 |
| 17 Aug | 1373.80 | 10.95 | 1.6 | 21.63 | 495 | 218 | 1,076 |
For Reliance Industries Ltd - strike price 1300 expiring on 30SEP2025
Delta for 1300 PE is -0.03
Historical price for 1300 PE is as follows
On 21 Sept RELIANCE was trading at 1407.40. The strike last trading price was 0.6, which was -0.05 lower than the previous day. The implied volatity was 25.00, the open interest changed by -112 which decreased total open position to 3336
On 14 Sept RELIANCE was trading at 1395.00. The strike last trading price was 1.35, which was -0.35 lower than the previous day. The implied volatity was 20.86, the open interest changed by -214 which decreased total open position to 4339
On 17 Aug RELIANCE was trading at 1373.80. The strike last trading price was 10.95, which was 1.6 higher than the previous day. The implied volatity was 21.63, the open interest changed by 218 which increased total open position to 1076
