RELIANCE
Reliance Industries Ltd
Historical option data for RELIANCE
21 Sep 2025 04:12 PM IST
| RELIANCE 30SEP2025 1330 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.86
Vega: 0.54
Theta: -1.11
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 1407.40 | 87.4 | -2.75 | 32.61 | 32 | 8 | 155 | |||||||||
| 14 Sept | 1395.00 | 71.2 | 8.05 | - | 62 | -4 | 193 | |||||||||
| 17 Aug | 1373.80 | 101.75 | 0 | - | 0 | 0 | 0 | |||||||||
For Reliance Industries Ltd - strike price 1330 expiring on 30SEP2025
Delta for 1330 CE is 0.86
Historical price for 1330 CE is as follows
On 21 Sept RELIANCE was trading at 1407.40. The strike last trading price was 87.4, which was -2.75 lower than the previous day. The implied volatity was 32.61, the open interest changed by 8 which increased total open position to 155
On 14 Sept RELIANCE was trading at 1395.00. The strike last trading price was 71.2, which was 8.05 higher than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 193
On 17 Aug RELIANCE was trading at 1373.80. The strike last trading price was 101.75, 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 1330 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.04
Vega: 0.22
Theta: -0.18
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1407.40 | 0.85 | -0.15 | 20.11 | 849 | 68 | 1,250 |
| 14 Sept | 1395.00 | 2.6 | -1.25 | 18.42 | 2,080 | -151 | 1,531 |
| 17 Aug | 1373.80 | 28.05 | 0 | 3.49 | 0 | 0 | 0 |
For Reliance Industries Ltd - strike price 1330 expiring on 30SEP2025
Delta for 1330 PE is -0.04
Historical price for 1330 PE is as follows
On 21 Sept RELIANCE was trading at 1407.40. The strike last trading price was 0.85, which was -0.15 lower than the previous day. The implied volatity was 20.11, the open interest changed by 68 which increased total open position to 1250
On 14 Sept RELIANCE was trading at 1395.00. The strike last trading price was 2.6, which was -1.25 lower than the previous day. The implied volatity was 18.42, the open interest changed by -151 which decreased total open position to 1531
On 17 Aug RELIANCE was trading at 1373.80. The strike last trading price was 28.05, which was 0 lower than the previous day. The implied volatity was 3.49, the open interest changed by 0 which decreased total open position to 0
