RELIANCE
Reliance Industries Ltd
Historical option data for RELIANCE
21 Sep 2025 04:12 PM IST
| RELIANCE 30SEP2025 1620 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.01
Vega: 0.06
Theta: -0.10
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 1407.40 | 0.25 | -0.1 | 33.38 | 26 | 11 | 222 | |||||||||
| 14 Sept | 1395.00 | 0.35 | -0.1 | 28.37 | 2 | 0 | 210 | |||||||||
| 17 Aug | 1373.80 | 1.85 | -0.35 | 23.77 | 12 | -4 | 84 | |||||||||
For Reliance Industries Ltd - strike price 1620 expiring on 30SEP2025
Delta for 1620 CE is 0.01
Historical price for 1620 CE is as follows
On 21 Sept RELIANCE was trading at 1407.40. The strike last trading price was 0.25, which was -0.1 lower than the previous day. The implied volatity was 33.38, the open interest changed by 11 which increased total open position to 222
On 14 Sept RELIANCE was trading at 1395.00. The strike last trading price was 0.35, which was -0.1 lower than the previous day. The implied volatity was 28.37, the open interest changed by 0 which decreased total open position to 210
On 17 Aug RELIANCE was trading at 1373.80. The strike last trading price was 1.85, which was -0.35 lower than the previous day. The implied volatity was 23.77, the open interest changed by -4 which decreased total open position to 84
| RELIANCE 30SEP2025 1620 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.91
Vega: 0.41
Theta: -0.66
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1407.40 | 213 | 12 | 57.62 | 4 | 0 | 55 |
| 14 Sept | 1395.00 | 235.5 | 0 | 0.00 | 0 | 0 | 0 |
| 17 Aug | 1373.80 | 231 | 30 | 28.66 | 1 | 0 | 1 |
For Reliance Industries Ltd - strike price 1620 expiring on 30SEP2025
Delta for 1620 PE is -0.91
Historical price for 1620 PE is as follows
On 21 Sept RELIANCE was trading at 1407.40. The strike last trading price was 213, which was 12 higher than the previous day. The implied volatity was 57.62, the open interest changed by 0 which decreased total open position to 55
On 14 Sept RELIANCE was trading at 1395.00. The strike last trading price was 235.5, 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 231, which was 30 higher than the previous day. The implied volatity was 28.66, the open interest changed by 0 which decreased total open position to 1
