RELIANCE
Reliance Industries Ltd
Historical option data for RELIANCE
21 Sep 2025 04:12 PM IST
| RELIANCE 30SEP2025 1640 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.01
Vega: 0.05
Theta: -0.08
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 1407.40 | 0.2 | -0.05 | 34.89 | 13 | -3 | 1,000 | |||||||||
| 14 Sept | 1395.00 | 0.35 | -0.05 | 30.43 | 38 | 2 | 1,023 | |||||||||
| 17 Aug | 1373.80 | 37.85 | 0 | 11.47 | 0 | 0 | 0 | |||||||||
For Reliance Industries Ltd - strike price 1640 expiring on 30SEP2025
Delta for 1640 CE is 0.01
Historical price for 1640 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 34.89, the open interest changed by -3 which decreased total open position to 1000
On 14 Sept RELIANCE was trading at 1395.00. The strike last trading price was 0.35, which was -0.05 lower than the previous day. The implied volatity was 30.43, the open interest changed by 2 which increased total open position to 1023
On 17 Aug RELIANCE was trading at 1373.80. The strike last trading price was 37.85, which was 0 lower than the previous day. The implied volatity was 11.47, the open interest changed by 0 which decreased total open position to 0
| RELIANCE 30SEP2025 1640 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 | 225 | 2.5 | - | 1 | -1 | 1,604 |
| 14 Sept | 1395.00 | 239.5 | -9.05 | 41.63 | 28 | 0 | 1,604 |
| 17 Aug | 1373.80 | 249 | 92.7 | 25.69 | 1 | 1 | 0 |
For Reliance Industries Ltd - strike price 1640 expiring on 30SEP2025
Delta for 1640 PE is -
Historical price for 1640 PE is as follows
On 21 Sept RELIANCE was trading at 1407.40. The strike last trading price was 225, which was 2.5 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 1604
On 14 Sept RELIANCE was trading at 1395.00. The strike last trading price was 239.5, which was -9.05 lower than the previous day. The implied volatity was 41.63, the open interest changed by 0 which decreased total open position to 1604
On 17 Aug RELIANCE was trading at 1373.80. The strike last trading price was 249, which was 92.7 higher than the previous day. The implied volatity was 25.69, the open interest changed by 1 which increased total open position to 0
