RELIANCE
Reliance Industries Ltd
Historical option data for RELIANCE
21 Sep 2025 04:12 PM IST
| RELIANCE 30SEP2025 1400 CE | ||||||||||||||||
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Delta: 0.63
Vega: 0.92
Theta: -0.89
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 1407.40 | 21.7 | -5.1 | 15.52 | 17,312 | -1,079 | 12,011 | |||||||||
| 14 Sept | 1395.00 | 18.75 | 2.9 | 14.41 | 38,137 | 870 | 24,226 | |||||||||
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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 0.63
Historical price for 1400 CE is as follows
On 21 Sept RELIANCE was trading at 1407.40. The strike last trading price was 21.7, which was -5.1 lower than the previous day. The implied volatity was 15.52, the open interest changed by -1079 which decreased total open position to 12011
On 14 Sept RELIANCE was trading at 1395.00. The strike last trading price was 18.75, which was 2.9 higher than the previous day. The implied volatity was 14.41, the open interest changed by 870 which increased total open position to 24226
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: -0.37
Vega: 0.92
Theta: -0.47
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1407.40 | 9.15 | 0.8 | 14.72 | 15,023 | -693 | 6,457 |
| 14 Sept | 1395.00 | 19.9 | -6.05 | 16.87 | 7,704 | 64 | 10,120 |
| 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 -0.37
Historical price for 1400 PE is as follows
On 21 Sept RELIANCE was trading at 1407.40. The strike last trading price was 9.15, which was 0.8 higher than the previous day. The implied volatity was 14.72, the open interest changed by -693 which decreased total open position to 6457
On 14 Sept RELIANCE was trading at 1395.00. The strike last trading price was 19.9, which was -6.05 lower than the previous day. The implied volatity was 16.87, the open interest changed by 64 which increased total open position to 10120
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
