RELIANCE
Reliance Industries Ltd
Historical option data for RELIANCE
21 Sep 2025 04:12 PM IST
| RELIANCE 30SEP2025 1460 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.13
Vega: 0.52
Theta: -0.46
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 1407.40 | 2.75 | -0.95 | 17.10 | 4,832 | 94 | 3,711 | |||||||||
| 14 Sept | 1395.00 | 3.1 | 0.3 | 15.87 | 2,300 | -178 | 3,435 | |||||||||
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| 17 Aug | 1373.80 | 13.15 | -0.9 | 18.84 | 82 | 28 | 247 | |||||||||
For Reliance Industries Ltd - strike price 1460 expiring on 30SEP2025
Delta for 1460 CE is 0.13
Historical price for 1460 CE is as follows
On 21 Sept RELIANCE was trading at 1407.40. The strike last trading price was 2.75, which was -0.95 lower than the previous day. The implied volatity was 17.10, the open interest changed by 94 which increased total open position to 3711
On 14 Sept RELIANCE was trading at 1395.00. The strike last trading price was 3.1, which was 0.3 higher than the previous day. The implied volatity was 15.87, the open interest changed by -178 which decreased total open position to 3435
On 17 Aug RELIANCE was trading at 1373.80. The strike last trading price was 13.15, which was -0.9 lower than the previous day. The implied volatity was 18.84, the open interest changed by 28 which increased total open position to 247
| RELIANCE 30SEP2025 1460 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.88
Vega: 0.49
Theta: -0.01
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1407.40 | 50.3 | 5.35 | 16.20 | 162 | 2 | 630 |
| 14 Sept | 1395.00 | 64.1 | -8.9 | 20.12 | 90 | -26 | 646 |
| 17 Aug | 1373.80 | 83.5 | 2.35 | 20.07 | 2 | 2 | 11 |
For Reliance Industries Ltd - strike price 1460 expiring on 30SEP2025
Delta for 1460 PE is -0.88
Historical price for 1460 PE is as follows
On 21 Sept RELIANCE was trading at 1407.40. The strike last trading price was 50.3, which was 5.35 higher than the previous day. The implied volatity was 16.20, the open interest changed by 2 which increased total open position to 630
On 14 Sept RELIANCE was trading at 1395.00. The strike last trading price was 64.1, which was -8.9 lower than the previous day. The implied volatity was 20.12, the open interest changed by -26 which decreased total open position to 646
On 17 Aug RELIANCE was trading at 1373.80. The strike last trading price was 83.5, which was 2.35 higher than the previous day. The implied volatity was 20.07, the open interest changed by 2 which increased total open position to 11
