OBEROIRLTY
Oberoi Realty Limited
Historical option data for OBEROIRLTY
24 Jan 2025 04:10 PM IST
OBEROIRLTY 30JAN2025 1780 CE | ||||||||||
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Delta: 0.36
Vega: 0.84
Theta: -1.82
Gamma: 0.01
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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 | |||
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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 | |||||||
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Delta: -0.57
Vega: 0.89
Theta: -2.90
Gamma: 0.00
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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