RELIANCE
Reliance Industries Ltd
Historical option data for RELIANCE
21 Sep 2025 04:12 PM IST
| RELIANCE 30SEP2025 1420 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.42
Vega: 0.96
Theta: -0.83
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 1407.40 | 11.4 | -3.75 | 15.46 | 21,641 | 1,776 | 11,838 | |||||||||
| 14 Sept | 1395.00 | 10.65 | 1.6 | 14.68 | 11,306 | -93 | 8,058 | |||||||||
| 17 Aug | 1373.80 | 23.7 | -1.95 | 18.31 | 86 | 41 | 328 | |||||||||
For Reliance Industries Ltd - strike price 1420 expiring on 30SEP2025
Delta for 1420 CE is 0.42
Historical price for 1420 CE is as follows
On 21 Sept RELIANCE was trading at 1407.40. The strike last trading price was 11.4, which was -3.75 lower than the previous day. The implied volatity was 15.46, the open interest changed by 1776 which increased total open position to 11838
On 14 Sept RELIANCE was trading at 1395.00. The strike last trading price was 10.65, which was 1.6 higher than the previous day. The implied volatity was 14.68, the open interest changed by -93 which decreased total open position to 8058
On 17 Aug RELIANCE was trading at 1373.80. The strike last trading price was 23.7, which was -1.95 lower than the previous day. The implied volatity was 18.31, the open interest changed by 41 which increased total open position to 328
| RELIANCE 30SEP2025 1420 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.58
Vega: 0.95
Theta: -0.40
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1407.40 | 18.7 | 2.15 | 14.60 | 6,208 | -64 | 3,888 |
| 14 Sept | 1395.00 | 31.7 | -7.4 | 17.29 | 1,049 | 46 | 2,850 |
| 17 Aug | 1373.80 | 55.5 | 3.6 | 19.82 | 10 | 10 | 39 |
For Reliance Industries Ltd - strike price 1420 expiring on 30SEP2025
Delta for 1420 PE is -0.58
Historical price for 1420 PE is as follows
On 21 Sept RELIANCE was trading at 1407.40. The strike last trading price was 18.7, which was 2.15 higher than the previous day. The implied volatity was 14.60, the open interest changed by -64 which decreased total open position to 3888
On 14 Sept RELIANCE was trading at 1395.00. The strike last trading price was 31.7, which was -7.4 lower than the previous day. The implied volatity was 17.29, the open interest changed by 46 which increased total open position to 2850
On 17 Aug RELIANCE was trading at 1373.80. The strike last trading price was 55.5, which was 3.6 higher than the previous day. The implied volatity was 19.82, the open interest changed by 10 which increased total open position to 39
