Reliance Industries Ltd. Date Close Price Return
Reliance Industries Ltd. Date Close Price Return
Reliance Industries Ltd. Date Close Price Return
26-Oct-15
27-Oct-15
28-Oct-15
29-Oct-15
30-Oct-15
2-Nov-15
3-Nov-15
3-Nov-15
4-Nov-15
5-Nov-15
6-Nov-15
9-Nov-15
10-Nov-15
11-Nov-15
13-Nov-15
16-Nov-15
17-Nov-15
18-Nov-15
19-Nov-15
20-Nov-15
23-Nov-15
24-Nov-15
26-Nov-15
27-Nov-15
30-Nov-15
1-Dec-15
2-Dec-15
3-Dec-15
4-Dec-15
7-Dec-15
8-Dec-15
9-Dec-15
10-Dec-15
11-Dec-15
14-Dec-15
15-Dec-15
16-Dec-15
17-Dec-15
18-Dec-15
21-Dec-15
22-Dec-15
23-Dec-15
24-Dec-15
1011.382
1010
1008.62
1008.62
1007.243
1005.867
28-Dec-15
29-Dec-15
30-Dec-15
31-Dec-15
1-Jan-16
4-Jan-16
5-Jan-16
6-Jan-16
7-Jan-16
8-Jan-16
11-Jan-16
12-Jan-16
13-Jan-16
14-Jan-16
15-Jan-16
18-Jan-16
19-Jan-16
20-Jan-16
21-Jan-16
22-Jan-16
25-Jan-16
27-Jan-16
28-Jan-16
29-Jan-16
1-Feb-16
2-Feb-16
3-Feb-16
4-Feb-16
5-Feb-16
8-Feb-16
9-Feb-16
10-Feb-16
11-Feb-16
12-Feb-16
15-Feb-16
16-Feb-16
17-Feb-16
18-Feb-16
19-Feb-16
22-Feb-16
23-Feb-16
24-Feb-16
25-Feb-16
26-Feb-16
29-Feb-16
1,008.55
1,015.15
1,004.85
1,012.60
1,015.35
995.4
1,005.10
1,031.95
1,011.55
1,024.05
1,051.55
1,045.10
1,077.35
1,061.20
1,073.15
1,018.00
1,043.60
1,004.35
984.9
1,003.95
1,004.80
999.35
1,016.90
1,035.05
1,028.10
1,002.00
980.7
973.95
972.3
961.6
956.6
962.4
922.45
906.3
944.65
929.65
952.45
941.15
944.55
962.45
950.7
952.55
944.4
950.5
966.55
0.007614
0.006523
-0.010198
0.007683
0.002712
-0.019844
0.009698
0.026363
-0.019966
0.012282
0.0265
-0.006153
0.030392
-0.015104
0.011198
-0.052758
0.024836
-0.038336
-0.019556
0.019157
0.000846
-0.005439
0.017409
0.017691
-0.006737
-0.025714
-0.021487
-0.006907
-0.001696
-0.011066
-0.005213
0.006045
-0.042397
-0.017663
0.041444
-0.016006
0.024229
-0.011935
0.003606
0.018773
-0.012284
0.001944
-0.008593
0.006438
0.016745
1-Mar-16
2-Mar-16
3-Mar-16
4-Mar-16
8-Mar-16
9-Mar-16
10-Mar-16
11-Mar-16
14-Mar-16
15-Mar-16
16-Mar-16
17-Mar-16
18-Mar-16
21-Mar-16
22-Mar-16
23-Mar-16
28-Mar-16
29-Mar-16
30-Mar-16
31-Mar-16
1-Apr-16
4-Apr-16
5-Apr-16
6-Apr-16
7-Apr-16
8-Apr-16
11-Apr-16
12-Apr-16
13-Apr-16
18-Apr-16
20-Apr-16
21-Apr-16
22-Apr-16
25-Apr-16
26-Apr-16
27-Apr-16
28-Apr-16
29-Apr-16
2-May-16
3-May-16
4-May-16
5-May-16
6-May-16
9-May-16
10-May-16
982.25
1,001.20
1,012.55
1,006.50
1,027.15
1,041.95
1,012.00
1,015.65
1,018.55
1,020.40
1,021.75
1,015.55
1,025.20
1,036.20
1,048.50
1,029.35
1,020.50
1,035.40
1,044.90
1,045.25
1,033.65
1,035.15
1,028.10
1,031.45
1,037.95
1,037.85
1,039.85
1,047.15
1,065.45
1,061.75
1,038.30
1,040.90
1,038.75
1,016.15
1,016.80
1,019.70
997.35
982.55
986.3
976.05
977.5
975.05
969.15
982.95
981.35
0.016113
0.019109
0.011273
-0.005993
0.020309
0.014306
-0.029165
0.0036
0.002851
0.001815
0.001322
-0.006087
0.009457
0.010672
0.0118
-0.018433
-0.008635
0.014495
0.009133
0.000335
-0.01116
0.00145
-0.006834
0.003253
0.006282
-9.6E-005
0.001925
0.006996
0.017325
-0.003479
-0.022334
0.002501
-0.002068
-0.021997
0.000639
0.002848
-0.022162
-0.014951
0.003809
-0.010447
0.001484
-0.00251
-0.006069
0.014139
-0.001629
11-May-16
12-May-16
13-May-16
16-May-16
17-May-16
18-May-16
19-May-16
20-May-16
23-May-16
24-May-16
25-May-16
26-May-16
27-May-16
30-May-16
31-May-16
1-Jun-16
2-Jun-16
3-Jun-16
6-Jun-16
7-Jun-16
8-Jun-16
9-Jun-16
10-Jun-16
13-Jun-16
14-Jun-16
15-Jun-16
16-Jun-16
17-Jun-16
20-Jun-16
21-Jun-16
22-Jun-16
23-Jun-16
24-Jun-16
27-Jun-16
28-Jun-16
29-Jun-16
30-Jun-16
1-Jul-16
4-Jul-16
5-Jul-16
7-Jul-16
8-Jul-16
11-Jul-16
12-Jul-16
13-Jul-16
974.85
991.05
978
976.15
970.2
970.15
950.55
934.1
930
940.05
949.25
946.65
972.65
969.45
958.95
953.3
956
957.95
955.9
954.65
954.15
971.45
975.65
979.3
974.9
982.4
974.55
973.25
990.55
987.25
980.5
981.9
951.5
956.1
958.2
966.85
969.45
973.65
986.65
992.95
987.9
980.1
990.75
1,002.10
1,008.45
-0.006646
0.016481
-0.013255
-0.001893
-0.006114
-5.2E-005
-0.02041
-0.017457
-0.004399
0.010748
0.009739
-0.002743
0.027095
-0.003295
-0.01089
-0.005909
0.002828
0.002038
-0.002142
-0.001309
-0.000524
0.017969
0.004314
0.003734
-0.004503
0.007664
-0.008023
-0.001335
0.017619
-0.003337
-0.006861
0.001427
-0.03145
0.004823
0.002194
0.008987
0.002686
0.004323
0.013263
0.006365
-0.005099
-0.007927
0.010808
0.011391
0.006317
14-Jul-16
15-Jul-16
18-Jul-16
19-Jul-16
20-Jul-16
21-Jul-16
22-Jul-16
25-Jul-16
26-Jul-16
27-Jul-16
28-Jul-16
29-Jul-16
1-Aug-16
2-Aug-16
3-Aug-16
4-Aug-16
5-Aug-16
8-Aug-16
9-Aug-16
10-Aug-16
11-Aug-16
12-Aug-16
16-Aug-16
17-Aug-16
18-Aug-16
19-Aug-16
22-Aug-16
23-Aug-16
24-Aug-16
25-Aug-16
26-Aug-16
29-Aug-16
30-Aug-16
31-Aug-16
1-Sep-16
2-Sep-16
6-Sep-16
7-Sep-16
8-Sep-16
9-Sep-16
12-Sep-16
14-Sep-16
15-Sep-16
16-Sep-16
19-Sep-16
1,006.45
1,012.55
1,004.25
1,015.40
1,022.55
1,006.70
1,014.80
1,020.65
1,023.30
1,013.05
1,026.05
1,015.50
1,009.30
1,011.05
994.05
993.15
1,014.55
1,029.65
1,029.85
1,002.80
1,012.45
1,034.95
1,024.20
1,014.00
1,016.60
1,014.85
1,013.90
1,009.90
1,020.75
1,013.10
1,027.70
1,057.00
1,065.80
1,058.00
1,029.15
1,012.85
1,020.45
1,017.45
1,032.25
1,043.70
1,046.60
1,045.45
1,062.45
1,075.65
1,082.35
-0.001985
0.006043
-0.008231
0.011042
0.007017
-0.015622
0.008014
0.005748
0.002593
-0.010067
0.012751
-0.010335
-0.006124
0.001732
-0.016957
-0.000906
0.021319
0.014774
0.000194
-0.026617
0.009577
0.02198
-0.010441
-0.010009
0.002561
-0.001723
-0.000937
-0.003953
0.010686
-0.007523
0.014308
0.028111
0.008291
-0.007345
-0.027647
-0.015965
0.007476
-0.002944
0.014441
0.011031
0.002775
-0.001099
0.01613
0.012348
0.006209
20-Sep-16
21-Sep-16
22-Sep-16
23-Sep-16
26-Sep-16
27-Sep-16
28-Sep-16
29-Sep-16
30-Sep-16
3-Oct-16
4-Oct-16
5-Oct-16
6-Oct-16
7-Oct-16
10-Oct-16
13-Oct-16
14-Oct-16
17-Oct-16
18-Oct-16
19-Oct-16
20-Oct-16
21-Oct-16
24-Oct-16
25-Oct-16
26-Oct-16
27-Oct-16
28-Oct-16
30-Oct-16
1-Nov-16
2-Nov-16
3-Nov-16
4-Nov-16
7-Nov-16
8-Nov-16
9-Nov-16
10-Nov-16
1,074.10
1,071.35
1,087.65
1,102.95
1,109.35
1,110.45
1,089.70
1,072.55
1,082.10
1,090.40
1,095.20
1,089.30
1,111.10
1,109.95
1,095.95
1,057.70
1,078.20
1,060.15
1,079.30
1,086.90
1,088.50
1,064.40
1,063.55
1,059.90
1,054.15
1,048.50
1,053.50
1,051.20
1,048.30
1,024.05
1,025.45
1,005.80
1,001.95
1,002.85
1,005.55
1,010.00
-0.007652
-0.002564
0.0151
0.013969
0.005786
0.000991
-0.018863
-0.015863
0.008865
0.007641
0.004392
-0.005402
0.019815
-0.001036
-0.012693
-0.035525
0.019196
-0.016883
0.017902
0.007017
0.001471
-0.022389
-0.000799
-0.003438
-0.00544
-0.005374
0.004757
-0.002186
-0.002763
-0.023404
0.001366
-0.019348
-0.003835
0.000898
0.002689
0.004416
1015.538
35.53752
1012.765
32.76497
1010
30
1007.243
27.24257
1004.493
24.49268
Calculations
Variance
0.0139591
date of calculat 11/10/2016
Date of maturit 11/24/2016
total time perio
14
time period / cy
3.5
S0
1,010.00
u
1.0013679
d
0.998634
strike price of c
980
price by binomi 32.454868
p
0.7290864
1-p
0.2709136
call option tra
29.8
Treasury rate
0.06539
Reliance
Industries
Ltd
Industry :
Refineries
Date
11-Nov-15
13-Nov-15
16-Nov-15
17-Nov-15
18-Nov-15
19-Nov-15
20-Nov-15
23-Nov-15
24-Nov-15
26-Nov-15
27-Nov-15
30-Nov-15
1-Dec-15
2-Dec-15
3-Dec-15
4-Dec-15
7-Dec-15
8-Dec-15
9-Dec-15
10-Dec-15
11-Dec-15
14-Dec-15
15-Dec-15
16-Dec-15
17-Dec-15
18-Dec-15
21-Dec-15
22-Dec-15
23-Dec-15
24-Dec-15
28-Dec-15
29-Dec-15
30-Dec-15
31-Dec-15
1-Jan-16
4-Jan-16
5-Jan-16
6-Jan-16
7-Jan-16
8-Jan-16
Close Price
928.95
930.2
933.05
927.5
912.35
934.2
945.95
952.1
968
987.7
979.05
968
965.55
976.6
976.8
965.75
953.7
942.45
915.95
949.9
952.25
955.45
975.9
978
1,008.35
992.05
992.25
987.5
1,003.55
1,000.90
1,008.55
1,015.15
1,004.85
1,012.60
1,015.35
995.4
1,005.10
1,031.95
1,011.55
1,024.05
http://www.capitaline.com
11-Jan-16
12-Jan-16
13-Jan-16
14-Jan-16
15-Jan-16
18-Jan-16
19-Jan-16
20-Jan-16
21-Jan-16
22-Jan-16
25-Jan-16
27-Jan-16
28-Jan-16
29-Jan-16
1-Feb-16
2-Feb-16
3-Feb-16
4-Feb-16
5-Feb-16
8-Feb-16
9-Feb-16
10-Feb-16
11-Feb-16
12-Feb-16
15-Feb-16
16-Feb-16
17-Feb-16
18-Feb-16
19-Feb-16
22-Feb-16
23-Feb-16
24-Feb-16
25-Feb-16
26-Feb-16
29-Feb-16
1-Mar-16
2-Mar-16
3-Mar-16
4-Mar-16
8-Mar-16
9-Mar-16
10-Mar-16
11-Mar-16
14-Mar-16
15-Mar-16
1,051.55
1,045.10
1,077.35
1,061.20
1,073.15
1,018.00
1,043.60
1,004.35
984.9
1,003.95
1,004.80
999.35
1,016.90
1,035.05
1,028.10
1,002.00
980.7
973.95
972.3
961.6
956.6
962.4
922.45
906.3
944.65
929.65
952.45
941.15
944.55
962.45
950.7
952.55
944.4
950.5
966.55
982.25
1,001.20
1,012.55
1,006.50
1,027.15
1,041.95
1,012.00
1,015.65
1,018.55
1,020.40
16-Mar-16
17-Mar-16
18-Mar-16
21-Mar-16
22-Mar-16
23-Mar-16
28-Mar-16
29-Mar-16
30-Mar-16
31-Mar-16
1-Apr-16
4-Apr-16
5-Apr-16
6-Apr-16
7-Apr-16
8-Apr-16
11-Apr-16
12-Apr-16
13-Apr-16
18-Apr-16
20-Apr-16
21-Apr-16
22-Apr-16
25-Apr-16
26-Apr-16
27-Apr-16
28-Apr-16
29-Apr-16
2-May-16
3-May-16
4-May-16
5-May-16
6-May-16
9-May-16
10-May-16
11-May-16
12-May-16
13-May-16
16-May-16
17-May-16
18-May-16
19-May-16
20-May-16
23-May-16
24-May-16
1,021.75
1,015.55
1,025.20
1,036.20
1,048.50
1,029.35
1,020.50
1,035.40
1,044.90
1,045.25
1,033.65
1,035.15
1,028.10
1,031.45
1,037.95
1,037.85
1,039.85
1,047.15
1,065.45
1,061.75
1,038.30
1,040.90
1,038.75
1,016.15
1,016.80
1,019.70
997.35
982.55
986.3
976.05
977.5
975.05
969.15
982.95
981.35
974.85
991.05
978
976.15
970.2
970.15
950.55
934.1
930
940.05
25-May-16
26-May-16
27-May-16
30-May-16
31-May-16
1-Jun-16
2-Jun-16
3-Jun-16
6-Jun-16
7-Jun-16
8-Jun-16
9-Jun-16
10-Jun-16
13-Jun-16
14-Jun-16
15-Jun-16
16-Jun-16
17-Jun-16
20-Jun-16
21-Jun-16
22-Jun-16
23-Jun-16
24-Jun-16
27-Jun-16
28-Jun-16
29-Jun-16
30-Jun-16
1-Jul-16
4-Jul-16
5-Jul-16
7-Jul-16
8-Jul-16
11-Jul-16
12-Jul-16
13-Jul-16
14-Jul-16
15-Jul-16
18-Jul-16
19-Jul-16
20-Jul-16
21-Jul-16
22-Jul-16
25-Jul-16
26-Jul-16
27-Jul-16
949.25
946.65
972.65
969.45
958.95
953.3
956
957.95
955.9
954.65
954.15
971.45
975.65
979.3
974.9
982.4
974.55
973.25
990.55
987.25
980.5
981.9
951.5
956.1
958.2
966.85
969.45
973.65
986.65
992.95
987.9
980.1
990.75
1,002.10
1,008.45
1,006.45
1,012.55
1,004.25
1,015.40
1,022.55
1,006.70
1,014.80
1,020.65
1,023.30
1,013.05
28-Jul-16
29-Jul-16
1-Aug-16
2-Aug-16
3-Aug-16
4-Aug-16
5-Aug-16
8-Aug-16
9-Aug-16
10-Aug-16
11-Aug-16
12-Aug-16
16-Aug-16
17-Aug-16
18-Aug-16
19-Aug-16
22-Aug-16
23-Aug-16
24-Aug-16
25-Aug-16
26-Aug-16
29-Aug-16
30-Aug-16
31-Aug-16
1-Sep-16
2-Sep-16
6-Sep-16
7-Sep-16
8-Sep-16
9-Sep-16
12-Sep-16
14-Sep-16
15-Sep-16
16-Sep-16
19-Sep-16
20-Sep-16
21-Sep-16
22-Sep-16
23-Sep-16
26-Sep-16
27-Sep-16
28-Sep-16
29-Sep-16
30-Sep-16
3-Oct-16
1,026.05
1,015.50
1,009.30
1,011.05
994.05
993.15
1,014.55
1,029.65
1,029.85
1,002.80
1,012.45
1,034.95
1,024.20
1,014.00
1,016.60
1,014.85
1,013.90
1,009.90
1,020.75
1,013.10
1,027.70
1,057.00
1,065.80
1,058.00
1,029.15
1,012.85
1,020.45
1,017.45
1,032.25
1,043.70
1,046.60
1,045.45
1,062.45
1,075.65
1,082.35
1,074.10
1,071.35
1,087.65
1,102.95
1,109.35
1,110.45
1,089.70
1,072.55
1,082.10
1,090.40
4-Oct-16
5-Oct-16
6-Oct-16
7-Oct-16
10-Oct-16
13-Oct-16
14-Oct-16
17-Oct-16
18-Oct-16
19-Oct-16
20-Oct-16
21-Oct-16
24-Oct-16
25-Oct-16
26-Oct-16
27-Oct-16
28-Oct-16
30-Oct-16
1-Nov-16
2-Nov-16
3-Nov-16
4-Nov-16
7-Nov-16
8-Nov-16
9-Nov-16
10-Nov-16
1,095.20
1,089.30
1,111.10
1,109.95
1,095.95
1,057.70
1,078.20
1,060.15
1,079.30
1,086.90
1,088.50
1,064.40
1,063.55
1,059.90
1,054.15
1,048.50
1,053.50
1,051.20
1,048.30
1,024.05
1,025.45
1,005.80
1,001.95
1,002.85
1,005.55
1,010.00
9250
9300
9350
9400
9450
9500
9550
9600
9650
9700
9750
9800
9850
9900
9950
10000
10050
10100
10150
10200
10250
10300
10350
10400
10450
69
30.4
50.5
18
36.3
10.8
25.6
8
17.75
14.65
12.05
9.9
8.05
6.55
5.3
2.5
3.4
2.7
2.15
1.7
1.35
1.05
0.85
0.65
0.5
490.8
530.5
571.35
613.25
656.15
699.95
744.5
789.75
835.65
882.1
929
976.35
1024
1072
1120.25
1168.75
1217.4
1266.25
1315.2
1364.25
1413.4
1462.65
1511.95
1561.25
1610.65
8738.1
8738.1
8738.1
8738.1
8738.1
8738.1
8738.1
8738.1
8738.1
8738.1
8738.1
8738.1
8738.1
8738.1
8738.1
8738.1
8738.1
8738.1
8738.1
8738.1
8738.1
8738.1
8738.1
8738.1
8738.1
9228.9
9268.6
9309.45
9351.35
9394.25
9438.05
9482.6
9527.85
9573.75
9620.2
9667.1
9714.45
9762.1
9810.1
9858.35
9906.85
9955.5
10004.35
10053.3
10102.35
10151.5
10200.75
10250.05
10299.35
10348.75
9236.794
9247.75
9317.405
9334.461
9402.317
9426.372
9490.728
9522.683
9581.989
9628.445
9675.4
9722.806
9770.512
9818.567
9866.873
9913.629
9964.084
10012.94
10061.95
10111.05
10160.26
10209.51
10258.87
10308.22
10357.63
7.893971
-20.85039
7.955257
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8.066543
-11.67781
8.12783
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8.239116
8.244759
8.300402
8.356045
8.411688
8.467331
8.522974
6.778617
8.584261
8.589904
8.645547
8.70119
8.756833
8.762476
8.818119
8.873762
8.879405