RELIANCE
Reliance Industries Ltd
Historical option data for RELIANCE
21 Sep 2025 04:12 PM IST
| RELIANCE 30SEP2025 1510 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.04
Vega: 0.20
Theta: -0.20
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 1407.40 | 0.75 | -0.2 | 21.38 | 599 | -65 | 812 | |||||||||
| 14 Sept | 1395.00 | 0.95 | 0 | 18.95 | 379 | 65 | 839 | |||||||||
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| 17 Aug | 1373.80 | 22.8 | 0 | 6.25 | 0 | 0 | 0 | |||||||||
For Reliance Industries Ltd - strike price 1510 expiring on 30SEP2025
Delta for 1510 CE is 0.04
Historical price for 1510 CE is as follows
On 21 Sept RELIANCE was trading at 1407.40. The strike last trading price was 0.75, which was -0.2 lower than the previous day. The implied volatity was 21.38, the open interest changed by -65 which decreased total open position to 812
On 14 Sept RELIANCE was trading at 1395.00. The strike last trading price was 0.95, which was 0 lower than the previous day. The implied volatity was 18.95, the open interest changed by 65 which increased total open position to 839
On 17 Aug RELIANCE was trading at 1373.80. The strike last trading price was 22.8, which was 0 lower than the previous day. The implied volatity was 6.25, the open interest changed by 0 which decreased total open position to 0
| RELIANCE 30SEP2025 1510 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.85
Vega: 0.58
Theta: -0.58
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1407.40 | 103 | 8.7 | 35.92 | 2 | -1 | 72 |
| 14 Sept | 1395.00 | 136.75 | 0 | 0.00 | 0 | 0 | 0 |
| 17 Aug | 1373.80 | 127.3 | 0 | - | 0 | 0 | 0 |
For Reliance Industries Ltd - strike price 1510 expiring on 30SEP2025
Delta for 1510 PE is -0.85
Historical price for 1510 PE is as follows
On 21 Sept RELIANCE was trading at 1407.40. The strike last trading price was 103, which was 8.7 higher than the previous day. The implied volatity was 35.92, the open interest changed by -1 which decreased total open position to 72
On 14 Sept RELIANCE was trading at 1395.00. The strike last trading price was 136.75, 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
On 17 Aug RELIANCE was trading at 1373.80. The strike last trading price was 127.3, 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
