RELIANCE
Reliance Industries Ltd
Historical option data for RELIANCE
21 Sep 2025 04:12 PM IST
| RELIANCE 30SEP2025 1410 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.52
Vega: 0.97
Theta: -0.88
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 1407.40 | 15.95 | -4.45 | 15.41 | 15,548 | 793 | 5,243 | |||||||||
| 14 Sept | 1395.00 | 14.2 | 2.25 | 14.48 | 9,141 | -361 | 4,774 | |||||||||
| 17 Aug | 1373.80 | 26.8 | -3 | 17.95 | 24 | 3 | 36 | |||||||||
For Reliance Industries Ltd - strike price 1410 expiring on 30SEP2025
Delta for 1410 CE is 0.52
Historical price for 1410 CE is as follows
On 21 Sept RELIANCE was trading at 1407.40. The strike last trading price was 15.95, which was -4.45 lower than the previous day. The implied volatity was 15.41, the open interest changed by 793 which increased total open position to 5243
On 14 Sept RELIANCE was trading at 1395.00. The strike last trading price was 14.2, which was 2.25 higher than the previous day. The implied volatity was 14.48, the open interest changed by -361 which decreased total open position to 4774
On 17 Aug RELIANCE was trading at 1373.80. The strike last trading price was 26.8, which was -3 lower than the previous day. The implied volatity was 17.95, the open interest changed by 3 which increased total open position to 36
| RELIANCE 30SEP2025 1410 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.47
Vega: 0.97
Theta: -0.47
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1407.40 | 13.65 | 1.75 | 14.94 | 8,563 | -266 | 2,357 |
| 14 Sept | 1395.00 | 25.25 | -6.6 | 16.92 | 1,272 | -15 | 2,044 |
| 17 Aug | 1373.80 | 62.05 | 0 | - | 0 | 0 | 0 |
For Reliance Industries Ltd - strike price 1410 expiring on 30SEP2025
Delta for 1410 PE is -0.47
Historical price for 1410 PE is as follows
On 21 Sept RELIANCE was trading at 1407.40. The strike last trading price was 13.65, which was 1.75 higher than the previous day. The implied volatity was 14.94, the open interest changed by -266 which decreased total open position to 2357
On 14 Sept RELIANCE was trading at 1395.00. The strike last trading price was 25.25, which was -6.6 lower than the previous day. The implied volatity was 16.92, the open interest changed by -15 which decreased total open position to 2044
On 17 Aug RELIANCE was trading at 1373.80. The strike last trading price was 62.05, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
