RELIANCE
Reliance Industries Ltd
Historical option data for RELIANCE
21 Sep 2025 04:12 PM IST
| RELIANCE 30SEP2025 1500 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.04
Vega: 0.23
Theta: -0.23
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 1407.40 | 0.9 | -0.25 | 20.33 | 8,536 | -439 | 15,807 | |||||||||
| 14 Sept | 1395.00 | 1.15 | -0.1 | 18.24 | 5,305 | -697 | 14,769 | |||||||||
| 17 Aug | 1373.80 | 7.4 | -0.3 | 19.76 | 612 | 88 | 2,166 | |||||||||
For Reliance Industries Ltd - strike price 1500 expiring on 30SEP2025
Delta for 1500 CE is 0.04
Historical price for 1500 CE is as follows
On 21 Sept RELIANCE was trading at 1407.40. The strike last trading price was 0.9, which was -0.25 lower than the previous day. The implied volatity was 20.33, the open interest changed by -439 which decreased total open position to 15807
On 14 Sept RELIANCE was trading at 1395.00. The strike last trading price was 1.15, which was -0.1 lower than the previous day. The implied volatity was 18.24, the open interest changed by -697 which decreased total open position to 14769
On 17 Aug RELIANCE was trading at 1373.80. The strike last trading price was 7.4, which was -0.3 lower than the previous day. The implied volatity was 19.76, the open interest changed by 88 which increased total open position to 2166
| RELIANCE 30SEP2025 1500 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -1.00
Vega: 0.01
Theta: 0.40
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1407.40 | 87.9 | 5.45 | 11.87 | 72 | -19 | 3,920 |
| 14 Sept | 1395.00 | 101.55 | -9.35 | 24.33 | 184 | -63 | 4,401 |
| 17 Aug | 1373.80 | 120.65 | 6.65 | 23.95 | 52 | 9 | 479 |
For Reliance Industries Ltd - strike price 1500 expiring on 30SEP2025
Delta for 1500 PE is -1.00
Historical price for 1500 PE is as follows
On 21 Sept RELIANCE was trading at 1407.40. The strike last trading price was 87.9, which was 5.45 higher than the previous day. The implied volatity was 11.87, the open interest changed by -19 which decreased total open position to 3920
On 14 Sept RELIANCE was trading at 1395.00. The strike last trading price was 101.55, which was -9.35 lower than the previous day. The implied volatity was 24.33, the open interest changed by -63 which decreased total open position to 4401
On 17 Aug RELIANCE was trading at 1373.80. The strike last trading price was 120.65, which was 6.65 higher than the previous day. The implied volatity was 23.95, the open interest changed by 9 which increased total open position to 479
