RELIANCE
Reliance Industries Ltd
Historical option data for RELIANCE
21 Sep 2025 04:12 PM IST
| RELIANCE 30SEP2025 1310 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.91
Vega: 0.41
Theta: -0.95
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 1407.40 | 105.25 | -5.65 | 33.55 | 8 | -2 | 168 | |||||||||
| 14 Sept | 1395.00 | 90.55 | 9.15 | - | 30 | -13 | 173 | |||||||||
| 17 Aug | 1373.80 | 115.7 | 0 | - | 0 | 0 | 0 | |||||||||
For Reliance Industries Ltd - strike price 1310 expiring on 30SEP2025
Delta for 1310 CE is 0.91
Historical price for 1310 CE is as follows
On 21 Sept RELIANCE was trading at 1407.40. The strike last trading price was 105.25, which was -5.65 lower than the previous day. The implied volatity was 33.55, the open interest changed by -2 which decreased total open position to 168
On 14 Sept RELIANCE was trading at 1395.00. The strike last trading price was 90.55, which was 9.15 higher than the previous day. The implied volatity was -, the open interest changed by -13 which decreased total open position to 173
On 17 Aug RELIANCE was trading at 1373.80. The strike last trading price was 115.7, 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 1310 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.03
Vega: 0.16
Theta: -0.16
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1407.40 | 0.65 | -0.05 | 23.08 | 329 | -94 | 838 |
| 14 Sept | 1395.00 | 1.6 | -0.6 | 19.86 | 996 | -118 | 959 |
| 17 Aug | 1373.80 | 12.7 | 1.7 | 21.35 | 80 | 15 | 146 |
For Reliance Industries Ltd - strike price 1310 expiring on 30SEP2025
Delta for 1310 PE is -0.03
Historical price for 1310 PE is as follows
On 21 Sept RELIANCE was trading at 1407.40. The strike last trading price was 0.65, which was -0.05 lower than the previous day. The implied volatity was 23.08, the open interest changed by -94 which decreased total open position to 838
On 14 Sept RELIANCE was trading at 1395.00. The strike last trading price was 1.6, which was -0.6 lower than the previous day. The implied volatity was 19.86, the open interest changed by -118 which decreased total open position to 959
On 17 Aug RELIANCE was trading at 1373.80. The strike last trading price was 12.7, which was 1.7 higher than the previous day. The implied volatity was 21.35, the open interest changed by 15 which increased total open position to 146
