RELIANCE
Reliance Industries Ltd
Historical option data for RELIANCE
21 Sep 2025 04:12 PM IST
| RELIANCE 30SEP2025 1350 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.91
Vega: 0.41
Theta: -0.70
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 1407.40 | 63.8 | -6.1 | 19.80 | 224 | 15 | 754 | |||||||||
| 14 Sept | 1395.00 | 53.4 | 6.95 | 12.97 | 1,191 | -349 | 1,193 | |||||||||
| 17 Aug | 1373.80 | 58.65 | -3.7 | 18.05 | 43 | 22 | 85 | |||||||||
For Reliance Industries Ltd - strike price 1350 expiring on 30SEP2025
Delta for 1350 CE is 0.91
Historical price for 1350 CE is as follows
On 21 Sept RELIANCE was trading at 1407.40. The strike last trading price was 63.8, which was -6.1 lower than the previous day. The implied volatity was 19.80, the open interest changed by 15 which increased total open position to 754
On 14 Sept RELIANCE was trading at 1395.00. The strike last trading price was 53.4, which was 6.95 higher than the previous day. The implied volatity was 12.97, the open interest changed by -349 which decreased total open position to 1193
On 17 Aug RELIANCE was trading at 1373.80. The strike last trading price was 58.65, which was -3.7 lower than the previous day. The implied volatity was 18.05, the open interest changed by 22 which increased total open position to 85
| RELIANCE 30SEP2025 1350 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.07
Vega: 0.33
Theta: -0.24
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1407.40 | 1.4 | -0.15 | 17.81 | 2,804 | -37 | 3,093 |
| 14 Sept | 1395.00 | 4.55 | -2.3 | 17.32 | 5,201 | -172 | 3,796 |
| 17 Aug | 1373.80 | 23.45 | 3.1 | 20.87 | 148 | 68 | 337 |
For Reliance Industries Ltd - strike price 1350 expiring on 30SEP2025
Delta for 1350 PE is -0.07
Historical price for 1350 PE is as follows
On 21 Sept RELIANCE was trading at 1407.40. The strike last trading price was 1.4, which was -0.15 lower than the previous day. The implied volatity was 17.81, the open interest changed by -37 which decreased total open position to 3093
On 14 Sept RELIANCE was trading at 1395.00. The strike last trading price was 4.55, which was -2.3 lower than the previous day. The implied volatity was 17.32, the open interest changed by -172 which decreased total open position to 3796
On 17 Aug RELIANCE was trading at 1373.80. The strike last trading price was 23.45, which was 3.1 higher than the previous day. The implied volatity was 20.87, the open interest changed by 68 which increased total open position to 337
