RELIANCE
Reliance Industries Ltd
Historical option data for RELIANCE
21 Sep 2025 04:12 PM IST
| RELIANCE 30SEP2025 1360 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.89
Vega: 0.46
Theta: -0.70
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 1407.40 | 54.05 | -6.4 | 17.83 | 2,420 | -707 | 1,756 | |||||||||
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| 14 Sept | 1395.00 | 44.85 | 6 | 13.23 | 3,245 | -846 | 3,166 | |||||||||
| 17 Aug | 1373.80 | 52.1 | -4.65 | 17.95 | 339 | 213 | 234 | |||||||||
For Reliance Industries Ltd - strike price 1360 expiring on 30SEP2025
Delta for 1360 CE is 0.89
Historical price for 1360 CE is as follows
On 21 Sept RELIANCE was trading at 1407.40. The strike last trading price was 54.05, which was -6.4 lower than the previous day. The implied volatity was 17.83, the open interest changed by -707 which decreased total open position to 1756
On 14 Sept RELIANCE was trading at 1395.00. The strike last trading price was 44.85, which was 6 higher than the previous day. The implied volatity was 13.23, the open interest changed by -846 which decreased total open position to 3166
On 17 Aug RELIANCE was trading at 1373.80. The strike last trading price was 52.1, which was -4.65 lower than the previous day. The implied volatity was 17.95, the open interest changed by 213 which increased total open position to 234
| RELIANCE 30SEP2025 1360 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.09
Vega: 0.40
Theta: -0.26
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1407.40 | 1.7 | -0.25 | 16.31 | 3,573 | 118 | 4,113 |
| 14 Sept | 1395.00 | 6.1 | -3.05 | 16.89 | 6,244 | -418 | 4,546 |
| 17 Aug | 1373.80 | 26.7 | 2.45 | 20.60 | 60 | -4 | 172 |
For Reliance Industries Ltd - strike price 1360 expiring on 30SEP2025
Delta for 1360 PE is -0.09
Historical price for 1360 PE is as follows
On 21 Sept RELIANCE was trading at 1407.40. The strike last trading price was 1.7, which was -0.25 lower than the previous day. The implied volatity was 16.31, the open interest changed by 118 which increased total open position to 4113
On 14 Sept RELIANCE was trading at 1395.00. The strike last trading price was 6.1, which was -3.05 lower than the previous day. The implied volatity was 16.89, the open interest changed by -418 which decreased total open position to 4546
On 17 Aug RELIANCE was trading at 1373.80. The strike last trading price was 26.7, which was 2.45 higher than the previous day. The implied volatity was 20.60, the open interest changed by -4 which decreased total open position to 172
