RELIANCE
Reliance Industries Ltd
Historical option data for RELIANCE
21 Sep 2025 04:12 PM IST
| RELIANCE 30SEP2025 1470 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.10
Vega: 0.42
Theta: -0.37
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 1407.40 | 1.95 | -0.6 | 17.70 | 2,636 | 68 | 2,801 | |||||||||
| 14 Sept | 1395.00 | 2.3 | 0.15 | 16.30 | 1,941 | 296 | 1,619 | |||||||||
| 17 Aug | 1373.80 | 33.5 | 0 | 4.32 | 0 | 0 | 0 | |||||||||
For Reliance Industries Ltd - strike price 1470 expiring on 30SEP2025
Delta for 1470 CE is 0.10
Historical price for 1470 CE is as follows
On 21 Sept RELIANCE was trading at 1407.40. The strike last trading price was 1.95, which was -0.6 lower than the previous day. The implied volatity was 17.70, the open interest changed by 68 which increased total open position to 2801
On 14 Sept RELIANCE was trading at 1395.00. The strike last trading price was 2.3, which was 0.15 higher than the previous day. The implied volatity was 16.30, the open interest changed by 296 which increased total open position to 1619
On 17 Aug RELIANCE was trading at 1373.80. The strike last trading price was 33.5, which was 0 lower than the previous day. The implied volatity was 4.32, the open interest changed by 0 which decreased total open position to 0
| RELIANCE 30SEP2025 1470 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.89
Vega: 0.46
Theta: -0.03
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1407.40 | 60.35 | 6.3 | 18.66 | 186 | -25 | 324 |
| 14 Sept | 1395.00 | 72.8 | -9.6 | 20.55 | 66 | 9 | 364 |
| 17 Aug | 1373.80 | 98.4 | 0 | - | 0 | 0 | 0 |
For Reliance Industries Ltd - strike price 1470 expiring on 30SEP2025
Delta for 1470 PE is -0.89
Historical price for 1470 PE is as follows
On 21 Sept RELIANCE was trading at 1407.40. The strike last trading price was 60.35, which was 6.3 higher than the previous day. The implied volatity was 18.66, the open interest changed by -25 which decreased total open position to 324
On 14 Sept RELIANCE was trading at 1395.00. The strike last trading price was 72.8, which was -9.6 lower than the previous day. The implied volatity was 20.55, the open interest changed by 9 which increased total open position to 364
On 17 Aug RELIANCE was trading at 1373.80. The strike last trading price was 98.4, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
