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[--[65.84.65.76]--]
OBEROIRLTY
Oberoi Realty Limited

1756.75 -65.15 (-3.58%)

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Historical option data for OBEROIRLTY

24 Jan 2025 04:10 PM IST
OBEROIRLTY 30JAN2025 1780 CE
Delta: 0.36
Vega: 0.84
Theta: -1.82
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
24 Jan 1756.75 12.8 -34.25 23.41 1,404 181 348
23 Jan 1821.90 45.3 20.55 14.23 1,711 -116 167
22 Jan 1763.15 24.75 -43.00 28.69 5,537 247 290
21 Jan 1858.05 67.75 -228.80 - 232 43 43
20 Jan 2002.90 296.55 0.00 - 0 0 0
17 Jan 1988.90 296.55 0.00 - 0 0 0
16 Jan 1964.90 296.55 0.00 - 0 0 0
15 Jan 2006.85 296.55 0.00 - 0 0 0
14 Jan 1975.25 296.55 - 0 0 0


For Oberoi Realty Limited - strike price 1780 expiring on 30JAN2025

Delta for 1780 CE is 0.36

Historical price for 1780 CE is as follows

On 24 Jan OBEROIRLTY was trading at 1756.75. The strike last trading price was 12.8, which was -34.25 lower than the previous day. The implied volatity was 23.41, the open interest changed by 181 which increased total open position to 348


On 23 Jan OBEROIRLTY was trading at 1821.90. The strike last trading price was 45.3, which was 20.55 higher than the previous day. The implied volatity was 14.23, the open interest changed by -116 which decreased total open position to 167


On 22 Jan OBEROIRLTY was trading at 1763.15. The strike last trading price was 24.75, which was -43.00 lower than the previous day. The implied volatity was 28.69, the open interest changed by 247 which increased total open position to 290


On 21 Jan OBEROIRLTY was trading at 1858.05. The strike last trading price was 67.75, which was -228.80 lower than the previous day. The implied volatity was -, the open interest changed by 43 which increased total open position to 43


On 20 Jan OBEROIRLTY was trading at 2002.90. The strike last trading price was 296.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 17 Jan OBEROIRLTY was trading at 1988.90. The strike last trading price was 296.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 16 Jan OBEROIRLTY was trading at 1964.90. The strike last trading price was 296.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 15 Jan OBEROIRLTY was trading at 2006.85. The strike last trading price was 296.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 14 Jan OBEROIRLTY was trading at 1975.25. The strike last trading price was 296.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


OBEROIRLTY 30JAN2025 1780 PE
Delta: -0.57
Vega: 0.89
Theta: -2.90
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
24 Jan 1756.75 49.65 28.75 43.24 1,342 -43 299
23 Jan 1821.90 21.2 -26.15 39.40 1,310 58 343
22 Jan 1763.15 47.35 23.95 39.73 3,950 -13 295
21 Jan 1858.05 23.4 17.85 46.17 2,405 256 309
20 Jan 2002.90 5.55 -6.20 51.07 60 30 51
17 Jan 1988.90 11.75 -1.75 51.31 19 4 21
16 Jan 1964.90 13.5 4.60 50.38 22 5 19
15 Jan 2006.85 8.9 -3.20 47.61 9 -2 16
14 Jan 1975.25 12.1 48.28 36 18 18


For Oberoi Realty Limited - strike price 1780 expiring on 30JAN2025

Delta for 1780 PE is -0.57

Historical price for 1780 PE is as follows

On 24 Jan OBEROIRLTY was trading at 1756.75. The strike last trading price was 49.65, which was 28.75 higher than the previous day. The implied volatity was 43.24, the open interest changed by -43 which decreased total open position to 299


On 23 Jan OBEROIRLTY was trading at 1821.90. The strike last trading price was 21.2, which was -26.15 lower than the previous day. The implied volatity was 39.40, the open interest changed by 58 which increased total open position to 343


On 22 Jan OBEROIRLTY was trading at 1763.15. The strike last trading price was 47.35, which was 23.95 higher than the previous day. The implied volatity was 39.73, the open interest changed by -13 which decreased total open position to 295


On 21 Jan OBEROIRLTY was trading at 1858.05. The strike last trading price was 23.4, which was 17.85 higher than the previous day. The implied volatity was 46.17, the open interest changed by 256 which increased total open position to 309


On 20 Jan OBEROIRLTY was trading at 2002.90. The strike last trading price was 5.55, which was -6.20 lower than the previous day. The implied volatity was 51.07, the open interest changed by 30 which increased total open position to 51


On 17 Jan OBEROIRLTY was trading at 1988.90. The strike last trading price was 11.75, which was -1.75 lower than the previous day. The implied volatity was 51.31, the open interest changed by 4 which increased total open position to 21


On 16 Jan OBEROIRLTY was trading at 1964.90. The strike last trading price was 13.5, which was 4.60 higher than the previous day. The implied volatity was 50.38, the open interest changed by 5 which increased total open position to 19


On 15 Jan OBEROIRLTY was trading at 2006.85. The strike last trading price was 8.9, which was -3.20 lower than the previous day. The implied volatity was 47.61, the open interest changed by -2 which decreased total open position to 16


On 14 Jan OBEROIRLTY was trading at 1975.25. The strike last trading price was 12.1, which was lower than the previous day. The implied volatity was 48.28, the open interest changed by 18 which increased total open position to 18