RELIANCE
Reliance Industries Ltd
Historical option data for RELIANCE
21 Sep 2025 04:12 PM IST
| RELIANCE 30SEP2025 1340 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.93
Vega: 0.33
Theta: -0.65
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 1407.40 | 73.25 | -6.6 | 20.74 | 221 | 109 | 487 | |||||||||
| 14 Sept | 1395.00 | 61.9 | 7.1 | 10.44 | 218 | 11 | 507 | |||||||||
| 17 Aug | 1373.80 | 64.5 | -6.45 | 17.49 | 23 | 20 | 19 | |||||||||
For Reliance Industries Ltd - strike price 1340 expiring on 30SEP2025
Delta for 1340 CE is 0.93
Historical price for 1340 CE is as follows
On 21 Sept RELIANCE was trading at 1407.40. The strike last trading price was 73.25, which was -6.6 lower than the previous day. The implied volatity was 20.74, the open interest changed by 109 which increased total open position to 487
On 14 Sept RELIANCE was trading at 1395.00. The strike last trading price was 61.9, which was 7.1 higher than the previous day. The implied volatity was 10.44, the open interest changed by 11 which increased total open position to 507
On 17 Aug RELIANCE was trading at 1373.80. The strike last trading price was 64.5, which was -6.45 lower than the previous day. The implied volatity was 17.49, the open interest changed by 20 which increased total open position to 19
| RELIANCE 30SEP2025 1340 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.06
Vega: 0.27
Theta: -0.21
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1407.40 | 1.1 | -0.15 | 19.03 | 918 | -60 | 1,884 |
| 14 Sept | 1395.00 | 3.35 | -1.8 | 17.72 | 3,466 | -19 | 2,694 |
| 17 Aug | 1373.80 | 19.7 | 2.2 | 20.64 | 230 | 191 | 376 |
For Reliance Industries Ltd - strike price 1340 expiring on 30SEP2025
Delta for 1340 PE is -0.06
Historical price for 1340 PE is as follows
On 21 Sept RELIANCE was trading at 1407.40. The strike last trading price was 1.1, which was -0.15 lower than the previous day. The implied volatity was 19.03, the open interest changed by -60 which decreased total open position to 1884
On 14 Sept RELIANCE was trading at 1395.00. The strike last trading price was 3.35, which was -1.8 lower than the previous day. The implied volatity was 17.72, the open interest changed by -19 which decreased total open position to 2694
On 17 Aug RELIANCE was trading at 1373.80. The strike last trading price was 19.7, which was 2.2 higher than the previous day. The implied volatity was 20.64, the open interest changed by 191 which increased total open position to 376
