RELIANCE
Reliance Industries Ltd
Historical option data for RELIANCE
21 Sep 2025 04:12 PM IST
| RELIANCE 30SEP2025 1600 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.01
Vega: 0.06
Theta: -0.08
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 1407.40 | 0.2 | -0.05 | 29.75 | 809 | -341 | 2,244 | |||||||||
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| 14 Sept | 1395.00 | 0.45 | 0 | 27.16 | 588 | -280 | 3,827 | |||||||||
| 17 Aug | 1373.80 | 2.05 | -0.15 | 22.63 | 503 | -14 | 1,227 | |||||||||
For Reliance Industries Ltd - strike price 1600 expiring on 30SEP2025
Delta for 1600 CE is 0.01
Historical price for 1600 CE is as follows
On 21 Sept RELIANCE was trading at 1407.40. The strike last trading price was 0.2, which was -0.05 lower than the previous day. The implied volatity was 29.75, the open interest changed by -341 which decreased total open position to 2244
On 14 Sept RELIANCE was trading at 1395.00. The strike last trading price was 0.45, which was 0 lower than the previous day. The implied volatity was 27.16, the open interest changed by -280 which decreased total open position to 3827
On 17 Aug RELIANCE was trading at 1373.80. The strike last trading price was 2.05, which was -0.15 lower than the previous day. The implied volatity was 22.63, the open interest changed by -14 which decreased total open position to 1227
| RELIANCE 30SEP2025 1600 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1407.40 | 187.5 | 7.1 | - | 26 | -21 | 1,310 |
| 14 Sept | 1395.00 | 199 | -9 | 34.19 | 15 | -1 | 1,380 |
| 17 Aug | 1373.80 | 128.55 | 0 | - | 0 | 0 | 0 |
For Reliance Industries Ltd - strike price 1600 expiring on 30SEP2025
Delta for 1600 PE is -
Historical price for 1600 PE is as follows
On 21 Sept RELIANCE was trading at 1407.40. The strike last trading price was 187.5, which was 7.1 higher than the previous day. The implied volatity was -, the open interest changed by -21 which decreased total open position to 1310
On 14 Sept RELIANCE was trading at 1395.00. The strike last trading price was 199, which was -9 lower than the previous day. The implied volatity was 34.19, the open interest changed by -1 which decreased total open position to 1380
On 17 Aug RELIANCE was trading at 1373.80. The strike last trading price was 128.55, 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
