RELIANCE
Reliance Industries Ltd
Historical option data for RELIANCE
21 Sep 2025 04:12 PM IST
| RELIANCE 28OCT2025 1400 CE | ||||||||||||||||
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Delta: 0.62
Vega: 1.75
Theta: -0.61
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 1407.40 | 43.9 | -2.35 | 17.24 | 1,869 | 399 | 2,524 | |||||||||
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| 14 Sept | 1395.00 | 36.3 | 4.25 | 15.06 | 1,492 | 106 | 1,905 | |||||||||
| 17 Aug | 1373.80 | 43.95 | -2.95 | 17.44 | 61 | 15 | 240 | |||||||||
For Reliance Industries Ltd - strike price 1400 expiring on 28OCT2025
Delta for 1400 CE is 0.62
Historical price for 1400 CE is as follows
On 21 Sept RELIANCE was trading at 1407.40. The strike last trading price was 43.9, which was -2.35 lower than the previous day. The implied volatity was 17.24, the open interest changed by 399 which increased total open position to 2524
On 14 Sept RELIANCE was trading at 1395.00. The strike last trading price was 36.3, which was 4.25 higher than the previous day. The implied volatity was 15.06, the open interest changed by 106 which increased total open position to 1905
On 17 Aug RELIANCE was trading at 1373.80. The strike last trading price was 43.95, which was -2.95 lower than the previous day. The implied volatity was 17.44, the open interest changed by 15 which increased total open position to 240
| RELIANCE 28OCT2025 1400 PE | |||||||
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Delta: -0.38
Vega: 1.76
Theta: -0.26
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1407.40 | 23.2 | 3.2 | 18.26 | 761 | 170 | 1,892 |
| 14 Sept | 1395.00 | 29.6 | -5.3 | 18.06 | 365 | 3 | 1,266 |
| 17 Aug | 1373.80 | 52.15 | 5.15 | 21.18 | 25 | 14 | 47 |
For Reliance Industries Ltd - strike price 1400 expiring on 28OCT2025
Delta for 1400 PE is -0.38
Historical price for 1400 PE is as follows
On 21 Sept RELIANCE was trading at 1407.40. The strike last trading price was 23.2, which was 3.2 higher than the previous day. The implied volatity was 18.26, the open interest changed by 170 which increased total open position to 1892
On 14 Sept RELIANCE was trading at 1395.00. The strike last trading price was 29.6, which was -5.3 lower than the previous day. The implied volatity was 18.06, the open interest changed by 3 which increased total open position to 1266
On 17 Aug RELIANCE was trading at 1373.80. The strike last trading price was 52.15, which was 5.15 higher than the previous day. The implied volatity was 21.18, the open interest changed by 14 which increased total open position to 47
