RELIANCE
Reliance Industries Ltd
Historical option data for RELIANCE
21 Sep 2025 04:12 PM IST
| RELIANCE 30SEP2025 1440 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.25
Vega: 0.77
Theta: -0.66
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 1407.40 | 5.7 | -2.15 | 16.21 | 10,679 | 244 | 13,017 | |||||||||
| 14 Sept | 1395.00 | 5.55 | 0.65 | 14.93 | 4,184 | 67 | 9,307 | |||||||||
| 17 Aug | 1373.80 | 17.7 | -1.65 | 18.54 | 89 | 19 | 452 | |||||||||
For Reliance Industries Ltd - strike price 1440 expiring on 30SEP2025
Delta for 1440 CE is 0.25
Historical price for 1440 CE is as follows
On 21 Sept RELIANCE was trading at 1407.40. The strike last trading price was 5.7, which was -2.15 lower than the previous day. The implied volatity was 16.21, the open interest changed by 244 which increased total open position to 13017
On 14 Sept RELIANCE was trading at 1395.00. The strike last trading price was 5.55, which was 0.65 higher than the previous day. The implied volatity was 14.93, the open interest changed by 67 which increased total open position to 9307
On 17 Aug RELIANCE was trading at 1373.80. The strike last trading price was 17.7, which was -1.65 lower than the previous day. The implied volatity was 18.54, the open interest changed by 19 which increased total open position to 452
| RELIANCE 30SEP2025 1440 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.76
Vega: 0.75
Theta: -0.23
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1407.40 | 33.3 | 4.2 | 15.60 | 2,062 | -39 | 2,323 |
| 14 Sept | 1395.00 | 46.15 | -8.4 | 17.75 | 201 | -20 | 2,391 |
| 17 Aug | 1373.80 | 71.5 | 5.3 | 21.42 | 12 | 6 | 111 |
For Reliance Industries Ltd - strike price 1440 expiring on 30SEP2025
Delta for 1440 PE is -0.76
Historical price for 1440 PE is as follows
On 21 Sept RELIANCE was trading at 1407.40. The strike last trading price was 33.3, which was 4.2 higher than the previous day. The implied volatity was 15.60, the open interest changed by -39 which decreased total open position to 2323
On 14 Sept RELIANCE was trading at 1395.00. The strike last trading price was 46.15, which was -8.4 lower than the previous day. The implied volatity was 17.75, the open interest changed by -20 which decreased total open position to 2391
On 17 Aug RELIANCE was trading at 1373.80. The strike last trading price was 71.5, which was 5.3 higher than the previous day. The implied volatity was 21.42, the open interest changed by 6 which increased total open position to 111
