RELIANCE
Reliance Industries Ltd
Historical option data for RELIANCE
21 Sep 2025 04:12 PM IST
| RELIANCE 30SEP2025 1430 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.32
Vega: 0.88
Theta: -0.75
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 1407.40 | 7.95 | -2.85 | 15.63 | 8,181 | -89 | 9,162 | |||||||||
| 14 Sept | 1395.00 | 7.6 | 1 | 14.65 | 5,566 | 1,073 | 9,653 | |||||||||
| 17 Aug | 1373.80 | 20.25 | -3.25 | 18.27 | 67 | 52 | 98 | |||||||||
For Reliance Industries Ltd - strike price 1430 expiring on 30SEP2025
Delta for 1430 CE is 0.32
Historical price for 1430 CE is as follows
On 21 Sept RELIANCE was trading at 1407.40. The strike last trading price was 7.95, which was -2.85 lower than the previous day. The implied volatity was 15.63, the open interest changed by -89 which decreased total open position to 9162
On 14 Sept RELIANCE was trading at 1395.00. The strike last trading price was 7.6, which was 1 higher than the previous day. The implied volatity was 14.65, the open interest changed by 1073 which increased total open position to 9653
On 17 Aug RELIANCE was trading at 1373.80. The strike last trading price was 20.25, which was -3.25 lower than the previous day. The implied volatity was 18.27, the open interest changed by 52 which increased total open position to 98
| RELIANCE 30SEP2025 1430 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.68
Vega: 0.87
Theta: -0.33
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1407.40 | 25.55 | 3.35 | 15.06 | 3,233 | -109 | 1,725 |
| 14 Sept | 1395.00 | 38.5 | -8.1 | 17.40 | 184 | 4 | 1,673 |
| 17 Aug | 1373.80 | 62.6 | 4.2 | 20.20 | 4 | 2 | 14 |
For Reliance Industries Ltd - strike price 1430 expiring on 30SEP2025
Delta for 1430 PE is -0.68
Historical price for 1430 PE is as follows
On 21 Sept RELIANCE was trading at 1407.40. The strike last trading price was 25.55, which was 3.35 higher than the previous day. The implied volatity was 15.06, the open interest changed by -109 which decreased total open position to 1725
On 14 Sept RELIANCE was trading at 1395.00. The strike last trading price was 38.5, which was -8.1 lower than the previous day. The implied volatity was 17.40, the open interest changed by 4 which increased total open position to 1673
On 17 Aug RELIANCE was trading at 1373.80. The strike last trading price was 62.6, which was 4.2 higher than the previous day. The implied volatity was 20.20, the open interest changed by 2 which increased total open position to 14
