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

2315.8 -6.85 (-0.29%)

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Historical option data for OBEROIRLTY

27 Dec 2024 04:10 PM IST
OBEROIRLTY 30JAN2025 2100 CE
Delta: 0.97
Vega: 0.54
Theta: -0.71
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
27 Dec 2315.80 242.45 -9.30 20.05 14 -1 126
26 Dec 2322.65 251.75 13.75 29.09 52 41 126
24 Dec 2290.50 238 36.00 37.55 17 8 85
23 Dec 2262.30 202 2.00 27.02 8 6 76
20 Dec 2247.80 200 -25.05 30.16 10 5 70
19 Dec 2287.10 225.05 -48.35 22.74 31 11 68
18 Dec 2317.10 273.4 0.00 0.00 0 -2 0
17 Dec 2315.55 273.4 79.55 38.15 4 -3 56
16 Dec 2253.50 193.85 108.85 23.79 25 -2 60
13 Dec 2117.70 85 -10.85 20.00 9 5 62
12 Dec 2127.85 95.85 -17.80 21.08 9 4 57
11 Dec 2134.55 113.65 -3.70 26.13 13 2 53
10 Dec 2129.75 117.35 3.10 26.99 5 1 49
9 Dec 2139.90 114.25 -3.00 24.66 1 0 48
6 Dec 2143.30 117.25 8.25 22.08 3 2 49
5 Dec 2130.20 109 -6.95 20.73 6 4 46
4 Dec 2164.75 115.95 6.55 15.15 73 42 42
29 Nov 2007.35 109.4 2.09 0 0 0


For Oberoi Realty Limited - strike price 2100 expiring on 30JAN2025

Delta for 2100 CE is 0.97

Historical price for 2100 CE is as follows

On 27 Dec OBEROIRLTY was trading at 2315.80. The strike last trading price was 242.45, which was -9.30 lower than the previous day. The implied volatity was 20.05, the open interest changed by -1 which decreased total open position to 126


On 26 Dec OBEROIRLTY was trading at 2322.65. The strike last trading price was 251.75, which was 13.75 higher than the previous day. The implied volatity was 29.09, the open interest changed by 41 which increased total open position to 126


On 24 Dec OBEROIRLTY was trading at 2290.50. The strike last trading price was 238, which was 36.00 higher than the previous day. The implied volatity was 37.55, the open interest changed by 8 which increased total open position to 85


On 23 Dec OBEROIRLTY was trading at 2262.30. The strike last trading price was 202, which was 2.00 higher than the previous day. The implied volatity was 27.02, the open interest changed by 6 which increased total open position to 76


On 20 Dec OBEROIRLTY was trading at 2247.80. The strike last trading price was 200, which was -25.05 lower than the previous day. The implied volatity was 30.16, the open interest changed by 5 which increased total open position to 70


On 19 Dec OBEROIRLTY was trading at 2287.10. The strike last trading price was 225.05, which was -48.35 lower than the previous day. The implied volatity was 22.74, the open interest changed by 11 which increased total open position to 68


On 18 Dec OBEROIRLTY was trading at 2317.10. The strike last trading price was 273.4, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -2 which decreased total open position to 0


On 17 Dec OBEROIRLTY was trading at 2315.55. The strike last trading price was 273.4, which was 79.55 higher than the previous day. The implied volatity was 38.15, the open interest changed by -3 which decreased total open position to 56


On 16 Dec OBEROIRLTY was trading at 2253.50. The strike last trading price was 193.85, which was 108.85 higher than the previous day. The implied volatity was 23.79, the open interest changed by -2 which decreased total open position to 60


On 13 Dec OBEROIRLTY was trading at 2117.70. The strike last trading price was 85, which was -10.85 lower than the previous day. The implied volatity was 20.00, the open interest changed by 5 which increased total open position to 62


On 12 Dec OBEROIRLTY was trading at 2127.85. The strike last trading price was 95.85, which was -17.80 lower than the previous day. The implied volatity was 21.08, the open interest changed by 4 which increased total open position to 57


On 11 Dec OBEROIRLTY was trading at 2134.55. The strike last trading price was 113.65, which was -3.70 lower than the previous day. The implied volatity was 26.13, the open interest changed by 2 which increased total open position to 53


On 10 Dec OBEROIRLTY was trading at 2129.75. The strike last trading price was 117.35, which was 3.10 higher than the previous day. The implied volatity was 26.99, the open interest changed by 1 which increased total open position to 49


On 9 Dec OBEROIRLTY was trading at 2139.90. The strike last trading price was 114.25, which was -3.00 lower than the previous day. The implied volatity was 24.66, the open interest changed by 0 which decreased total open position to 48


On 6 Dec OBEROIRLTY was trading at 2143.30. The strike last trading price was 117.25, which was 8.25 higher than the previous day. The implied volatity was 22.08, the open interest changed by 2 which increased total open position to 49


On 5 Dec OBEROIRLTY was trading at 2130.20. The strike last trading price was 109, which was -6.95 lower than the previous day. The implied volatity was 20.73, the open interest changed by 4 which increased total open position to 46


On 4 Dec OBEROIRLTY was trading at 2164.75. The strike last trading price was 115.95, which was 6.55 higher than the previous day. The implied volatity was 15.15, the open interest changed by 42 which increased total open position to 42


On 29 Nov OBEROIRLTY was trading at 2007.35. The strike last trading price was 109.4, which was lower than the previous day. The implied volatity was 2.09, the open interest changed by 0 which decreased total open position to 0


OBEROIRLTY 30JAN2025 2100 PE
Delta: -0.13
Vega: 1.47
Theta: -0.62
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
27 Dec 2315.80 15.25 -1.50 32.76 195 35 216
26 Dec 2322.65 16.75 -7.70 33.34 173 4 182
24 Dec 2290.50 24.45 -8.55 33.80 223 3 173
23 Dec 2262.30 33 -13.50 35.63 195 54 174
20 Dec 2247.80 46.5 17.20 38.98 147 29 122
19 Dec 2287.10 29.3 1.05 35.11 107 10 96
18 Dec 2317.10 28.25 2.25 36.53 183 1 87
17 Dec 2315.55 26 -13.00 34.68 86 15 85
16 Dec 2253.50 39 -60.40 34.68 56 14 71
13 Dec 2117.70 99.4 22.40 39.60 2 0 57
12 Dec 2127.85 77 -10.45 33.31 5 -1 56
11 Dec 2134.55 87.45 0.00 36.90 1 0 57
10 Dec 2129.75 87.45 0.00 0.00 0 3 0
9 Dec 2139.90 87.45 -9.85 37.31 6 3 57
6 Dec 2143.30 97.3 0.00 0.00 0 0 0
5 Dec 2130.20 97.3 0.00 0.00 0 54 0
4 Dec 2164.75 97.3 -66.50 42.57 74 51 51
29 Nov 2007.35 163.8 - 0 0 0


For Oberoi Realty Limited - strike price 2100 expiring on 30JAN2025

Delta for 2100 PE is -0.13

Historical price for 2100 PE is as follows

On 27 Dec OBEROIRLTY was trading at 2315.80. The strike last trading price was 15.25, which was -1.50 lower than the previous day. The implied volatity was 32.76, the open interest changed by 35 which increased total open position to 216


On 26 Dec OBEROIRLTY was trading at 2322.65. The strike last trading price was 16.75, which was -7.70 lower than the previous day. The implied volatity was 33.34, the open interest changed by 4 which increased total open position to 182


On 24 Dec OBEROIRLTY was trading at 2290.50. The strike last trading price was 24.45, which was -8.55 lower than the previous day. The implied volatity was 33.80, the open interest changed by 3 which increased total open position to 173


On 23 Dec OBEROIRLTY was trading at 2262.30. The strike last trading price was 33, which was -13.50 lower than the previous day. The implied volatity was 35.63, the open interest changed by 54 which increased total open position to 174


On 20 Dec OBEROIRLTY was trading at 2247.80. The strike last trading price was 46.5, which was 17.20 higher than the previous day. The implied volatity was 38.98, the open interest changed by 29 which increased total open position to 122


On 19 Dec OBEROIRLTY was trading at 2287.10. The strike last trading price was 29.3, which was 1.05 higher than the previous day. The implied volatity was 35.11, the open interest changed by 10 which increased total open position to 96


On 18 Dec OBEROIRLTY was trading at 2317.10. The strike last trading price was 28.25, which was 2.25 higher than the previous day. The implied volatity was 36.53, the open interest changed by 1 which increased total open position to 87


On 17 Dec OBEROIRLTY was trading at 2315.55. The strike last trading price was 26, which was -13.00 lower than the previous day. The implied volatity was 34.68, the open interest changed by 15 which increased total open position to 85


On 16 Dec OBEROIRLTY was trading at 2253.50. The strike last trading price was 39, which was -60.40 lower than the previous day. The implied volatity was 34.68, the open interest changed by 14 which increased total open position to 71


On 13 Dec OBEROIRLTY was trading at 2117.70. The strike last trading price was 99.4, which was 22.40 higher than the previous day. The implied volatity was 39.60, the open interest changed by 0 which decreased total open position to 57


On 12 Dec OBEROIRLTY was trading at 2127.85. The strike last trading price was 77, which was -10.45 lower than the previous day. The implied volatity was 33.31, the open interest changed by -1 which decreased total open position to 56


On 11 Dec OBEROIRLTY was trading at 2134.55. The strike last trading price was 87.45, which was 0.00 lower than the previous day. The implied volatity was 36.90, the open interest changed by 0 which decreased total open position to 57


On 10 Dec OBEROIRLTY was trading at 2129.75. The strike last trading price was 87.45, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0


On 9 Dec OBEROIRLTY was trading at 2139.90. The strike last trading price was 87.45, which was -9.85 lower than the previous day. The implied volatity was 37.31, the open interest changed by 3 which increased total open position to 57


On 6 Dec OBEROIRLTY was trading at 2143.30. The strike last trading price was 97.3, which was 0.00 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 5 Dec OBEROIRLTY was trading at 2130.20. The strike last trading price was 97.3, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 54 which increased total open position to 0


On 4 Dec OBEROIRLTY was trading at 2164.75. The strike last trading price was 97.3, which was -66.50 lower than the previous day. The implied volatity was 42.57, the open interest changed by 51 which increased total open position to 51


On 29 Nov OBEROIRLTY was trading at 2007.35. The strike last trading price was 163.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0