RELIANCE
Reliance Industries Ltd
Historical option data for RELIANCE
21 Sep 2025 04:12 PM IST
| RELIANCE 30SEP2025 1560 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.01
Vega: 0.09
Theta: -0.11
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 1407.40 | 0.3 | -0.05 | 25.75 | 117 | -44 | 693 | |||||||||
| 14 Sept | 1395.00 | 0.45 | -0.05 | 22.67 | 238 | -56 | 777 | |||||||||
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| 17 Aug | 1373.80 | 3.25 | 0.05 | 21.33 | 67 | -18 | 187 | |||||||||
For Reliance Industries Ltd - strike price 1560 expiring on 30SEP2025
Delta for 1560 CE is 0.01
Historical price for 1560 CE is as follows
On 21 Sept RELIANCE was trading at 1407.40. The strike last trading price was 0.3, which was -0.05 lower than the previous day. The implied volatity was 25.75, the open interest changed by -44 which decreased total open position to 693
On 14 Sept RELIANCE was trading at 1395.00. The strike last trading price was 0.45, which was -0.05 lower than the previous day. The implied volatity was 22.67, the open interest changed by -56 which decreased total open position to 777
On 17 Aug RELIANCE was trading at 1373.80. The strike last trading price was 3.25, which was 0.05 higher than the previous day. The implied volatity was 21.33, the open interest changed by -18 which decreased total open position to 187
| RELIANCE 30SEP2025 1560 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1407.40 | 143.45 | -1.05 | - | 4 | -1 | 326 |
| 14 Sept | 1395.00 | 178 | 0 | 0.00 | 0 | 0 | 0 |
| 17 Aug | 1373.80 | 103.4 | 0 | - | 0 | 0 | 0 |
For Reliance Industries Ltd - strike price 1560 expiring on 30SEP2025
Delta for 1560 PE is -
Historical price for 1560 PE is as follows
On 21 Sept RELIANCE was trading at 1407.40. The strike last trading price was 143.45, which was -1.05 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 326
On 14 Sept RELIANCE was trading at 1395.00. The strike last trading price was 178, 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 103.4, 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
