RELIANCE
Reliance Industries Ltd
Historical option data for RELIANCE
21 Sep 2025 04:12 PM IST
| RELIANCE 30SEP2025 1380 CE | ||||||||||||||||
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Delta: 0.85
Vega: 0.57
Theta: -0.67
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 1407.40 | 36.15 | -6.2 | 13.54 | 1,997 | -198 | 3,166 | |||||||||
| 14 Sept | 1395.00 | 30.45 | 4.65 | 14.22 | 13,079 | -2,369 | 5,245 | |||||||||
| 17 Aug | 1373.80 | 40.9 | -3.2 | 18.07 | 300 | 64 | 281 | |||||||||
For Reliance Industries Ltd - strike price 1380 expiring on 30SEP2025
Delta for 1380 CE is 0.85
Historical price for 1380 CE is as follows
On 21 Sept RELIANCE was trading at 1407.40. The strike last trading price was 36.15, which was -6.2 lower than the previous day. The implied volatity was 13.54, the open interest changed by -198 which decreased total open position to 3166
On 14 Sept RELIANCE was trading at 1395.00. The strike last trading price was 30.45, which was 4.65 higher than the previous day. The implied volatity was 14.22, the open interest changed by -2369 which decreased total open position to 5245
On 17 Aug RELIANCE was trading at 1373.80. The strike last trading price was 40.9, which was -3.2 lower than the previous day. The implied volatity was 18.07, the open interest changed by 64 which increased total open position to 281
| RELIANCE 30SEP2025 1380 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.19
Vega: 0.67
Theta: -0.39
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1407.40 | 4 | 0.05 | 15.30 | 10,731 | -131 | 4,305 |
| 14 Sept | 1395.00 | 11.4 | -4.65 | 16.70 | 9,423 | -426 | 5,092 |
| 17 Aug | 1373.80 | 35.35 | 3.45 | 20.64 | 159 | 66 | 276 |
For Reliance Industries Ltd - strike price 1380 expiring on 30SEP2025
Delta for 1380 PE is -0.19
Historical price for 1380 PE is as follows
On 21 Sept RELIANCE was trading at 1407.40. The strike last trading price was 4, which was 0.05 higher than the previous day. The implied volatity was 15.30, the open interest changed by -131 which decreased total open position to 4305
On 14 Sept RELIANCE was trading at 1395.00. The strike last trading price was 11.4, which was -4.65 lower than the previous day. The implied volatity was 16.70, the open interest changed by -426 which decreased total open position to 5092
On 17 Aug RELIANCE was trading at 1373.80. The strike last trading price was 35.35, which was 3.45 higher than the previous day. The implied volatity was 20.64, the open interest changed by 66 which increased total open position to 276
