RELIANCE
Reliance Industries Ltd
Historical option data for RELIANCE
21 Sep 2025 04:12 PM IST
| RELIANCE 30SEP2025 1490 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.06
Vega: 0.29
Theta: -0.28
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 1407.40 | 1.2 | -0.25 | 19.64 | 2,044 | 106 | 1,076 | |||||||||
| 14 Sept | 1395.00 | 1.4 | 0.05 | 17.50 | 700 | 40 | 883 | |||||||||
| 17 Aug | 1373.80 | 27.7 | 0 | 5.31 | 0 | 0 | 0 | |||||||||
For Reliance Industries Ltd - strike price 1490 expiring on 30SEP2025
Delta for 1490 CE is 0.06
Historical price for 1490 CE is as follows
On 21 Sept RELIANCE was trading at 1407.40. The strike last trading price was 1.2, which was -0.25 lower than the previous day. The implied volatity was 19.64, the open interest changed by 106 which increased total open position to 1076
On 14 Sept RELIANCE was trading at 1395.00. The strike last trading price was 1.4, which was 0.05 higher than the previous day. The implied volatity was 17.50, the open interest changed by 40 which increased total open position to 883
On 17 Aug RELIANCE was trading at 1373.80. The strike last trading price was 27.7, which was 0 lower than the previous day. The implied volatity was 5.31, the open interest changed by 0 which decreased total open position to 0
| RELIANCE 30SEP2025 1490 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.93
Vega: 0.34
Theta: 0.05
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1407.40 | 79.6 | 6.5 | 21.18 | 25 | -1 | 118 |
| 14 Sept | 1395.00 | 92.3 | -7.9 | 23.71 | 5 | 1 | 136 |
| 17 Aug | 1373.80 | 112.4 | 0 | - | 0 | 0 | 0 |
For Reliance Industries Ltd - strike price 1490 expiring on 30SEP2025
Delta for 1490 PE is -0.93
Historical price for 1490 PE is as follows
On 21 Sept RELIANCE was trading at 1407.40. The strike last trading price was 79.6, which was 6.5 higher than the previous day. The implied volatity was 21.18, the open interest changed by -1 which decreased total open position to 118
On 14 Sept RELIANCE was trading at 1395.00. The strike last trading price was 92.3, which was -7.9 lower than the previous day. The implied volatity was 23.71, the open interest changed by 1 which increased total open position to 136
On 17 Aug RELIANCE was trading at 1373.80. The strike last trading price was 112.4, 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
