RELIANCE
Reliance Industries Ltd
Historical option data for RELIANCE
21 Sep 2025 04:12 PM IST
| RELIANCE 30SEP2025 1320 CE | ||||||||||||||||
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Delta: 0.89
Vega: 0.47
Theta: -1.01
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 1407.40 | 96 | -3 | 32.61 | 6 | -1 | 193 | |||||||||
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| 14 Sept | 1395.00 | 81.05 | 8.2 | - | 77 | -13 | 226 | |||||||||
| 17 Aug | 1373.80 | 211.15 | 0 | - | 0 | 0 | 0 | |||||||||
For Reliance Industries Ltd - strike price 1320 expiring on 30SEP2025
Delta for 1320 CE is 0.89
Historical price for 1320 CE is as follows
On 21 Sept RELIANCE was trading at 1407.40. The strike last trading price was 96, which was -3 lower than the previous day. The implied volatity was 32.61, the open interest changed by -1 which decreased total open position to 193
On 14 Sept RELIANCE was trading at 1395.00. The strike last trading price was 81.05, which was 8.2 higher than the previous day. The implied volatity was -, the open interest changed by -13 which decreased total open position to 226
On 17 Aug RELIANCE was trading at 1373.80. The strike last trading price was 211.15, 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 1320 PE | |||||||
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Delta: -0.04
Vega: 0.20
Theta: -0.18
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1407.40 | 0.8 | 0 | 21.92 | 1,080 | -64 | 1,560 |
| 14 Sept | 1395.00 | 2 | -0.9 | 19.06 | 1,743 | -243 | 2,000 |
| 17 Aug | 1373.80 | 14.65 | 1.85 | 21.04 | 119 | 89 | 318 |
For Reliance Industries Ltd - strike price 1320 expiring on 30SEP2025
Delta for 1320 PE is -0.04
Historical price for 1320 PE is as follows
On 21 Sept RELIANCE was trading at 1407.40. The strike last trading price was 0.8, which was 0 lower than the previous day. The implied volatity was 21.92, the open interest changed by -64 which decreased total open position to 1560
On 14 Sept RELIANCE was trading at 1395.00. The strike last trading price was 2, which was -0.9 lower than the previous day. The implied volatity was 19.06, the open interest changed by -243 which decreased total open position to 2000
On 17 Aug RELIANCE was trading at 1373.80. The strike last trading price was 14.65, which was 1.85 higher than the previous day. The implied volatity was 21.04, the open interest changed by 89 which increased total open position to 318
