RELIANCE
Reliance Industries Ltd
Historical option data for RELIANCE
21 Sep 2025 04:12 PM IST
| RELIANCE 30SEP2025 1450 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.18
Vega: 0.65
Theta: -0.56
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 1407.40 | 4.05 | -1.45 | 16.77 | 6,095 | -29 | 7,819 | |||||||||
| 14 Sept | 1395.00 | 4.2 | 0.4 | 15.47 | 4,945 | -5 | 9,247 | |||||||||
| 17 Aug | 1373.80 | 15.2 | -1.3 | 18.64 | 195 | 65 | 588 | |||||||||
For Reliance Industries Ltd - strike price 1450 expiring on 30SEP2025
Delta for 1450 CE is 0.18
Historical price for 1450 CE is as follows
On 21 Sept RELIANCE was trading at 1407.40. The strike last trading price was 4.05, which was -1.45 lower than the previous day. The implied volatity was 16.77, the open interest changed by -29 which decreased total open position to 7819
On 14 Sept RELIANCE was trading at 1395.00. The strike last trading price was 4.2, which was 0.4 higher than the previous day. The implied volatity was 15.47, the open interest changed by -5 which decreased total open position to 9247
On 17 Aug RELIANCE was trading at 1373.80. The strike last trading price was 15.2, which was -1.3 lower than the previous day. The implied volatity was 18.64, the open interest changed by 65 which increased total open position to 588
| RELIANCE 30SEP2025 1450 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.83
Vega: 0.63
Theta: -0.13
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1407.40 | 41.7 | 4.85 | 16.16 | 368 | -30 | 1,467 |
| 14 Sept | 1395.00 | 54.85 | -8.8 | 18.76 | 251 | 75 | 1,315 |
| 17 Aug | 1373.80 | 79.45 | 2.45 | 22.00 | 56 | 54 | 52 |
For Reliance Industries Ltd - strike price 1450 expiring on 30SEP2025
Delta for 1450 PE is -0.83
Historical price for 1450 PE is as follows
On 21 Sept RELIANCE was trading at 1407.40. The strike last trading price was 41.7, which was 4.85 higher than the previous day. The implied volatity was 16.16, the open interest changed by -30 which decreased total open position to 1467
On 14 Sept RELIANCE was trading at 1395.00. The strike last trading price was 54.85, which was -8.8 lower than the previous day. The implied volatity was 18.76, the open interest changed by 75 which increased total open position to 1315
On 17 Aug RELIANCE was trading at 1373.80. The strike last trading price was 79.45, which was 2.45 higher than the previous day. The implied volatity was 22.00, the open interest changed by 54 which increased total open position to 52
