RELIANCE
Reliance Industries Ltd
Historical option data for RELIANCE
21 Sep 2025 04:12 PM IST
| RELIANCE 30SEP2025 1530 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.02
Vega: 0.12
Theta: -0.13
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 1407.40 | 0.4 | -0.15 | 22.37 | 294 | 20 | 1,006 | |||||||||
| 14 Sept | 1395.00 | 0.65 | 0 | 20.28 | 128 | -47 | 1,036 | |||||||||
| 17 Aug | 1373.80 | 5 | 0.2 | 20.68 | 37 | 16 | 107 | |||||||||
For Reliance Industries Ltd - strike price 1530 expiring on 30SEP2025
Delta for 1530 CE is 0.02
Historical price for 1530 CE is as follows
On 21 Sept RELIANCE was trading at 1407.40. The strike last trading price was 0.4, which was -0.15 lower than the previous day. The implied volatity was 22.37, the open interest changed by 20 which increased total open position to 1006
On 14 Sept RELIANCE was trading at 1395.00. The strike last trading price was 0.65, which was 0 lower than the previous day. The implied volatity was 20.28, the open interest changed by -47 which decreased total open position to 1036
On 17 Aug RELIANCE was trading at 1373.80. The strike last trading price was 5, which was 0.2 higher than the previous day. The implied volatity was 20.68, the open interest changed by 16 which increased total open position to 107
| RELIANCE 30SEP2025 1530 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1407.40 | 154.85 | 0 | 0.00 | 0 | 0 | 0 |
| 14 Sept | 1395.00 | 154.85 | 0 | 0.00 | 0 | 0 | 0 |
| 17 Aug | 1373.80 | 142.85 | 0 | - | 0 | 0 | 0 |
For Reliance Industries Ltd - strike price 1530 expiring on 30SEP2025
Delta for 1530 PE is 0.00
Historical price for 1530 PE is as follows
On 21 Sept RELIANCE was trading at 1407.40. The strike last trading price was 154.85, 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 14 Sept RELIANCE was trading at 1395.00. The strike last trading price was 154.85, 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 142.85, 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
