RELIANCE
Reliance Industries Ltd
Historical option data for RELIANCE
21 Sep 2025 04:12 PM IST
| RELIANCE 30SEP2025 1370 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.85
Vega: 0.56
Theta: -0.74
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 1407.40 | 44.8 | -6.25 | 16.63 | 401 | -64 | 1,982 | |||||||||
| 14 Sept | 1395.00 | 37.1 | 5.25 | 13.61 | 3,850 | -338 | 2,624 | |||||||||
| 17 Aug | 1373.80 | 46 | -4 | 17.86 | 21 | 11 | 34 | |||||||||
For Reliance Industries Ltd - strike price 1370 expiring on 30SEP2025
Delta for 1370 CE is 0.85
Historical price for 1370 CE is as follows
On 21 Sept RELIANCE was trading at 1407.40. The strike last trading price was 44.8, which was -6.25 lower than the previous day. The implied volatity was 16.63, the open interest changed by -64 which decreased total open position to 1982
On 14 Sept RELIANCE was trading at 1395.00. The strike last trading price was 37.1, which was 5.25 higher than the previous day. The implied volatity was 13.61, the open interest changed by -338 which decreased total open position to 2624
On 17 Aug RELIANCE was trading at 1373.80. The strike last trading price was 46, which was -4 lower than the previous day. The implied volatity was 17.86, the open interest changed by 11 which increased total open position to 34
| RELIANCE 30SEP2025 1370 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.13
Vega: 0.53
Theta: -0.33
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1407.40 | 2.65 | -0.05 | 15.85 | 4,087 | -107 | 2,920 |
| 14 Sept | 1395.00 | 8.4 | -3.8 | 16.76 | 4,839 | 48 | 3,316 |
| 17 Aug | 1373.80 | 30.75 | 4.3 | 20.58 | 212 | 129 | 132 |
For Reliance Industries Ltd - strike price 1370 expiring on 30SEP2025
Delta for 1370 PE is -0.13
Historical price for 1370 PE is as follows
On 21 Sept RELIANCE was trading at 1407.40. The strike last trading price was 2.65, which was -0.05 lower than the previous day. The implied volatity was 15.85, the open interest changed by -107 which decreased total open position to 2920
On 14 Sept RELIANCE was trading at 1395.00. The strike last trading price was 8.4, which was -3.8 lower than the previous day. The implied volatity was 16.76, the open interest changed by 48 which increased total open position to 3316
On 17 Aug RELIANCE was trading at 1373.80. The strike last trading price was 30.75, which was 4.3 higher than the previous day. The implied volatity was 20.58, the open interest changed by 129 which increased total open position to 132
