RELIANCE
Reliance Industries Ltd
Historical option data for RELIANCE
21 Sep 2025 04:12 PM IST
| RELIANCE 30SEP2025 1520 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.03
Vega: 0.16
Theta: -0.17
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 1407.40 | 0.6 | -0.05 | 22.14 | 700 | -87 | 1,290 | |||||||||
| 14 Sept | 1395.00 | 0.7 | -0.05 | 19.25 | 486 | -13 | 1,377 | |||||||||
| 17 Aug | 1373.80 | 5.45 | -0.15 | 20.12 | 29 | 8 | 108 | |||||||||
For Reliance Industries Ltd - strike price 1520 expiring on 30SEP2025
Delta for 1520 CE is 0.03
Historical price for 1520 CE is as follows
On 21 Sept RELIANCE was trading at 1407.40. The strike last trading price was 0.6, which was -0.05 lower than the previous day. The implied volatity was 22.14, the open interest changed by -87 which decreased total open position to 1290
On 14 Sept RELIANCE was trading at 1395.00. The strike last trading price was 0.7, which was -0.05 lower than the previous day. The implied volatity was 19.25, the open interest changed by -13 which decreased total open position to 1377
On 17 Aug RELIANCE was trading at 1373.80. The strike last trading price was 5.45, which was -0.15 lower than the previous day. The implied volatity was 20.12, the open interest changed by 8 which increased total open position to 108
| RELIANCE 30SEP2025 1520 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1407.40 | 105.5 | 1 | - | 60 | 46 | 278 |
| 14 Sept | 1395.00 | 120.4 | -13.6 | 25.60 | 41 | 38 | 269 |
| 17 Aug | 1373.80 | 134.1 | -0.9 | 21.12 | 1 | 1 | 1 |
For Reliance Industries Ltd - strike price 1520 expiring on 30SEP2025
Delta for 1520 PE is -
Historical price for 1520 PE is as follows
On 21 Sept RELIANCE was trading at 1407.40. The strike last trading price was 105.5, which was 1 higher than the previous day. The implied volatity was -, the open interest changed by 46 which increased total open position to 278
On 14 Sept RELIANCE was trading at 1395.00. The strike last trading price was 120.4, which was -13.6 lower than the previous day. The implied volatity was 25.60, the open interest changed by 38 which increased total open position to 269
On 17 Aug RELIANCE was trading at 1373.80. The strike last trading price was 134.1, which was -0.9 lower than the previous day. The implied volatity was 21.12, the open interest changed by 1 which increased total open position to 1
