OBEROIRLTY
Oberoi Realty Limited
Historical option data for OBEROIRLTY
20 Dec 2024 04:10 PM IST
| OBEROIRLTY 26DEC2024 2220 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.72
Vega: 0.97
Theta: -2.09
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 2247.80 | 44 | -46.85 | 20.52 | 242 | -59 | 250 | |||
| 19 Dec | 2287.10 | 90.85 | -19.70 | 32.92 | 72 | -18 | 310 | |||
| 18 Dec | 2317.10 | 110.55 | -6.35 | 27.71 | 28 | -8 | 329 | |||
| 17 Dec | 2315.55 | 116.9 | 44.55 | 36.61 | 363 | -32 | 335 | |||
| 16 Dec | 2253.50 | 72.35 | 61.70 | 34.31 | 7,804 | 181 | 366 | |||
| 13 Dec | 2117.70 | 10.65 | -3.75 | 26.09 | 593 | 81 | 183 | |||
| 12 Dec | 2127.85 | 14.4 | -6.00 | 26.23 | 129 | 7 | 100 | |||
| 11 Dec | 2134.55 | 20.4 | -2.10 | 29.04 | 99 | -28 | 97 | |||
| 10 Dec | 2129.75 | 22.5 | -5.50 | 29.41 | 81 | -13 | 126 | |||
| 9 Dec | 2139.90 | 28 | -2.05 | 30.41 | 149 | 6 | 139 | |||
| 6 Dec | 2143.30 | 30.05 | 0.95 | 27.35 | 199 | 4 | 132 | |||
| 5 Dec | 2130.20 | 29.1 | -9.90 | 27.44 | 353 | -18 | 129 | |||
| 4 Dec | 2164.75 | 39 | 26.00 | 26.25 | 951 | 55 | 147 | |||
| 3 Dec | 2060.35 | 13 | -8.70 | 28.31 | 295 | 12 | 92 | |||
| 2 Dec | 2069.65 | 21.7 | 13.75 | 30.46 | 195 | 51 | 79 | |||
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| 29 Nov | 2007.35 | 7.95 | 28.28 | 33 | 27 | 27 | ||||
For Oberoi Realty Limited - strike price 2220 expiring on 26DEC2024
Delta for 2220 CE is 0.72
Historical price for 2220 CE is as follows
On 20 Dec OBEROIRLTY was trading at 2247.80. The strike last trading price was 44, which was -46.85 lower than the previous day. The implied volatity was 20.52, the open interest changed by -59 which decreased total open position to 250
On 19 Dec OBEROIRLTY was trading at 2287.10. The strike last trading price was 90.85, which was -19.70 lower than the previous day. The implied volatity was 32.92, the open interest changed by -18 which decreased total open position to 310
On 18 Dec OBEROIRLTY was trading at 2317.10. The strike last trading price was 110.55, which was -6.35 lower than the previous day. The implied volatity was 27.71, the open interest changed by -8 which decreased total open position to 329
On 17 Dec OBEROIRLTY was trading at 2315.55. The strike last trading price was 116.9, which was 44.55 higher than the previous day. The implied volatity was 36.61, the open interest changed by -32 which decreased total open position to 335
On 16 Dec OBEROIRLTY was trading at 2253.50. The strike last trading price was 72.35, which was 61.70 higher than the previous day. The implied volatity was 34.31, the open interest changed by 181 which increased total open position to 366
On 13 Dec OBEROIRLTY was trading at 2117.70. The strike last trading price was 10.65, which was -3.75 lower than the previous day. The implied volatity was 26.09, the open interest changed by 81 which increased total open position to 183
On 12 Dec OBEROIRLTY was trading at 2127.85. The strike last trading price was 14.4, which was -6.00 lower than the previous day. The implied volatity was 26.23, the open interest changed by 7 which increased total open position to 100
On 11 Dec OBEROIRLTY was trading at 2134.55. The strike last trading price was 20.4, which was -2.10 lower than the previous day. The implied volatity was 29.04, the open interest changed by -28 which decreased total open position to 97
On 10 Dec OBEROIRLTY was trading at 2129.75. The strike last trading price was 22.5, which was -5.50 lower than the previous day. The implied volatity was 29.41, the open interest changed by -13 which decreased total open position to 126
On 9 Dec OBEROIRLTY was trading at 2139.90. The strike last trading price was 28, which was -2.05 lower than the previous day. The implied volatity was 30.41, the open interest changed by 6 which increased total open position to 139
On 6 Dec OBEROIRLTY was trading at 2143.30. The strike last trading price was 30.05, which was 0.95 higher than the previous day. The implied volatity was 27.35, the open interest changed by 4 which increased total open position to 132
On 5 Dec OBEROIRLTY was trading at 2130.20. The strike last trading price was 29.1, which was -9.90 lower than the previous day. The implied volatity was 27.44, the open interest changed by -18 which decreased total open position to 129
On 4 Dec OBEROIRLTY was trading at 2164.75. The strike last trading price was 39, which was 26.00 higher than the previous day. The implied volatity was 26.25, the open interest changed by 55 which increased total open position to 147
On 3 Dec OBEROIRLTY was trading at 2060.35. The strike last trading price was 13, which was -8.70 lower than the previous day. The implied volatity was 28.31, the open interest changed by 12 which increased total open position to 92
On 2 Dec OBEROIRLTY was trading at 2069.65. The strike last trading price was 21.7, which was 13.75 higher than the previous day. The implied volatity was 30.46, the open interest changed by 51 which increased total open position to 79
On 29 Nov OBEROIRLTY was trading at 2007.35. The strike last trading price was 7.95, which was lower than the previous day. The implied volatity was 28.28, the open interest changed by 27 which increased total open position to 27
| OBEROIRLTY 26DEC2024 2220 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.33
Vega: 1.04
Theta: -2.20
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 2247.80 | 17.6 | 10.05 | 27.68 | 927 | -47 | 372 |
| 19 Dec | 2287.10 | 7.55 | -4.65 | 26.23 | 724 | -116 | 418 |
| 18 Dec | 2317.10 | 12.2 | -3.00 | 35.19 | 799 | 77 | 546 |
| 17 Dec | 2315.55 | 15.2 | -14.05 | 35.42 | 1,437 | 131 | 470 |
| 16 Dec | 2253.50 | 29.25 | -111.55 | 31.25 | 2,378 | 339 | 341 |
| 13 Dec | 2117.70 | 140.8 | 19.95 | 51.68 | 10 | 0 | 3 |
| 12 Dec | 2127.85 | 120.85 | 18.25 | 41.74 | 5 | 0 | 2 |
| 11 Dec | 2134.55 | 102.6 | 0.00 | 0.00 | 0 | 0 | 0 |
| 10 Dec | 2129.75 | 102.6 | 0.00 | 0.00 | 0 | 1 | 0 |
| 9 Dec | 2139.90 | 102.6 | -32.00 | 31.99 | 1 | 0 | 1 |
| 6 Dec | 2143.30 | 134.6 | 0.00 | 0.00 | 0 | 0 | 0 |
| 5 Dec | 2130.20 | 134.6 | 0.00 | 0.00 | 0 | 1 | 0 |
| 4 Dec | 2164.75 | 134.6 | -141.30 | 53.36 | 1 | 0 | 0 |
| 3 Dec | 2060.35 | 275.9 | 0.00 | - | 0 | 0 | 0 |
| 2 Dec | 2069.65 | 275.9 | 0.00 | - | 0 | 0 | 0 |
| 29 Nov | 2007.35 | 275.9 | - | 0 | 0 | 0 | |
For Oberoi Realty Limited - strike price 2220 expiring on 26DEC2024
Delta for 2220 PE is -0.33
Historical price for 2220 PE is as follows
On 20 Dec OBEROIRLTY was trading at 2247.80. The strike last trading price was 17.6, which was 10.05 higher than the previous day. The implied volatity was 27.68, the open interest changed by -47 which decreased total open position to 372
On 19 Dec OBEROIRLTY was trading at 2287.10. The strike last trading price was 7.55, which was -4.65 lower than the previous day. The implied volatity was 26.23, the open interest changed by -116 which decreased total open position to 418
On 18 Dec OBEROIRLTY was trading at 2317.10. The strike last trading price was 12.2, which was -3.00 lower than the previous day. The implied volatity was 35.19, the open interest changed by 77 which increased total open position to 546
On 17 Dec OBEROIRLTY was trading at 2315.55. The strike last trading price was 15.2, which was -14.05 lower than the previous day. The implied volatity was 35.42, the open interest changed by 131 which increased total open position to 470
On 16 Dec OBEROIRLTY was trading at 2253.50. The strike last trading price was 29.25, which was -111.55 lower than the previous day. The implied volatity was 31.25, the open interest changed by 339 which increased total open position to 341
On 13 Dec OBEROIRLTY was trading at 2117.70. The strike last trading price was 140.8, which was 19.95 higher than the previous day. The implied volatity was 51.68, the open interest changed by 0 which decreased total open position to 3
On 12 Dec OBEROIRLTY was trading at 2127.85. The strike last trading price was 120.85, which was 18.25 higher than the previous day. The implied volatity was 41.74, the open interest changed by 0 which decreased total open position to 2
On 11 Dec OBEROIRLTY was trading at 2134.55. The strike last trading price was 102.6, 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 10 Dec OBEROIRLTY was trading at 2129.75. The strike last trading price was 102.6, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 9 Dec OBEROIRLTY was trading at 2139.90. The strike last trading price was 102.6, which was -32.00 lower than the previous day. The implied volatity was 31.99, the open interest changed by 0 which decreased total open position to 1
On 6 Dec OBEROIRLTY was trading at 2143.30. The strike last trading price was 134.6, 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 134.6, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 4 Dec OBEROIRLTY was trading at 2164.75. The strike last trading price was 134.6, which was -141.30 lower than the previous day. The implied volatity was 53.36, the open interest changed by 0 which decreased total open position to 0
On 3 Dec OBEROIRLTY was trading at 2060.35. The strike last trading price was 275.9, 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 2 Dec OBEROIRLTY was trading at 2069.65. The strike last trading price was 275.9, 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 29 Nov OBEROIRLTY was trading at 2007.35. The strike last trading price was 275.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
