RELIANCE
Reliance Industries Ltd
Historical option data for RELIANCE
17 Aug 2025 12:56 AM IST
| RELIANCE 30SEP2025 1400 CE | ||||||||||||||||
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Delta: 0.47
Vega: 1.96
Theta: -0.54
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 17 Aug | 1373.80 | 31.1 | -3 | 18.01 | 699 | 42 | 1,686 | |||||||||
For Reliance Industries Ltd - strike price 1400 expiring on 30SEP2025
Delta for 1400 CE is 0.47
Historical price for 1400 CE is as follows
On 17 Aug RELIANCE was trading at 1373.80. The strike last trading price was 31.1, which was -3 lower than the previous day. The implied volatity was 18.01, the open interest changed by 42 which increased total open position to 1686
| RELIANCE 30SEP2025 1400 PE | |||||||
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Delta: -0.52
Vega: 1.96
Theta: -0.23
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 17 Aug | 1373.80 | 46.05 | 4.25 | 20.95 | 157 | 60 | 1,448 |
For Reliance Industries Ltd - strike price 1400 expiring on 30SEP2025
Delta for 1400 PE is -0.52
Historical price for 1400 PE is as follows
On 17 Aug RELIANCE was trading at 1373.80. The strike last trading price was 46.05, which was 4.25 higher than the previous day. The implied volatity was 20.95, the open interest changed by 60 which increased total open position to 1448
