RELIANCE
Reliance Industries Ltd
Historical option data for RELIANCE
21 Sep 2025 04:12 PM IST
| RELIANCE 30SEP2025 1480 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.07
Vega: 0.34
Theta: -0.31
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 1407.40 | 1.45 | -0.4 | 18.47 | 3,499 | -306 | 3,687 | |||||||||
| 14 Sept | 1395.00 | 1.75 | 0.1 | 16.82 | 1,312 | -142 | 2,696 | |||||||||
| 17 Aug | 1373.80 | 9.6 | -0.9 | 19.10 | 211 | 124 | 400 | |||||||||
For Reliance Industries Ltd - strike price 1480 expiring on 30SEP2025
Delta for 1480 CE is 0.07
Historical price for 1480 CE is as follows
On 21 Sept RELIANCE was trading at 1407.40. The strike last trading price was 1.45, which was -0.4 lower than the previous day. The implied volatity was 18.47, the open interest changed by -306 which decreased total open position to 3687
On 14 Sept RELIANCE was trading at 1395.00. The strike last trading price was 1.75, which was 0.1 higher than the previous day. The implied volatity was 16.82, the open interest changed by -142 which decreased total open position to 2696
On 17 Aug RELIANCE was trading at 1373.80. The strike last trading price was 9.6, which was -0.9 lower than the previous day. The implied volatity was 19.10, the open interest changed by 124 which increased total open position to 400
| RELIANCE 30SEP2025 1480 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.98
Vega: 0.11
Theta: 0.33
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1407.40 | 68.15 | 4.9 | 12.88 | 102 | -27 | 877 |
| 14 Sept | 1395.00 | 82.5 | -8.7 | 22.10 | 187 | -24 | 918 |
| 17 Aug | 1373.80 | 97.55 | 0 | 0.00 | 0 | 0 | 0 |
For Reliance Industries Ltd - strike price 1480 expiring on 30SEP2025
Delta for 1480 PE is -0.98
Historical price for 1480 PE is as follows
On 21 Sept RELIANCE was trading at 1407.40. The strike last trading price was 68.15, which was 4.9 higher than the previous day. The implied volatity was 12.88, the open interest changed by -27 which decreased total open position to 877
On 14 Sept RELIANCE was trading at 1395.00. The strike last trading price was 82.5, which was -8.7 lower than the previous day. The implied volatity was 22.10, the open interest changed by -24 which decreased total open position to 918
On 17 Aug RELIANCE was trading at 1373.80. The strike last trading price was 97.55, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
