OBEROIRLTY
Oberoi Realty Limited
Historical option data for OBEROIRLTY
20 Dec 2024 04:10 PM IST
| OBEROIRLTY 26DEC2024 2240 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.59
Vega: 1.12
Theta: -2.31
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 2247.80 | 31.5 | -43.20 | 20.96 | 174 | -27 | 137 | |||
| 19 Dec | 2287.10 | 74.7 | -21.60 | 31.56 | 156 | -66 | 162 | |||
| 18 Dec | 2317.10 | 96.3 | -3.25 | 30.40 | 89 | 1 | 226 | |||
| 17 Dec | 2315.55 | 99.55 | 38.55 | 34.50 | 1,085 | -92 | 225 | |||
| 16 Dec | 2253.50 | 61 | 52.75 | 34.44 | 9,520 | 147 | 323 | |||
| 13 Dec | 2117.70 | 8.25 | -2.60 | 26.82 | 515 | 13 | 256 | |||
| 12 Dec | 2127.85 | 10.85 | -4.90 | 26.48 | 162 | -1 | 245 | |||
| 11 Dec | 2134.55 | 15.75 | -1.85 | 28.99 | 172 | -3 | 247 | |||
| 10 Dec | 2129.75 | 17.6 | -5.40 | 29.34 | 400 | 37 | 243 | |||
| 9 Dec | 2139.90 | 23 | -2.00 | 30.69 | 347 | 14 | 206 | |||
| 6 Dec | 2143.30 | 25 | 0.40 | 27.80 | 320 | 8 | 191 | |||
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| 5 Dec | 2130.20 | 24.6 | -8.05 | 28.06 | 431 | 15 | 181 | |||
| 4 Dec | 2164.75 | 32.65 | 20.30 | 26.59 | 978 | 143 | 167 | |||
| 3 Dec | 2060.35 | 12.35 | -55.25 | 30.09 | 73 | 24 | 24 | |||
| 2 Dec | 2069.65 | 67.6 | 7.10 | 0 | 0 | 0 | ||||
For Oberoi Realty Limited - strike price 2240 expiring on 26DEC2024
Delta for 2240 CE is 0.59
Historical price for 2240 CE is as follows
On 20 Dec OBEROIRLTY was trading at 2247.80. The strike last trading price was 31.5, which was -43.20 lower than the previous day. The implied volatity was 20.96, the open interest changed by -27 which decreased total open position to 137
On 19 Dec OBEROIRLTY was trading at 2287.10. The strike last trading price was 74.7, which was -21.60 lower than the previous day. The implied volatity was 31.56, the open interest changed by -66 which decreased total open position to 162
On 18 Dec OBEROIRLTY was trading at 2317.10. The strike last trading price was 96.3, which was -3.25 lower than the previous day. The implied volatity was 30.40, the open interest changed by 1 which increased total open position to 226
On 17 Dec OBEROIRLTY was trading at 2315.55. The strike last trading price was 99.55, which was 38.55 higher than the previous day. The implied volatity was 34.50, the open interest changed by -92 which decreased total open position to 225
On 16 Dec OBEROIRLTY was trading at 2253.50. The strike last trading price was 61, which was 52.75 higher than the previous day. The implied volatity was 34.44, the open interest changed by 147 which increased total open position to 323
On 13 Dec OBEROIRLTY was trading at 2117.70. The strike last trading price was 8.25, which was -2.60 lower than the previous day. The implied volatity was 26.82, the open interest changed by 13 which increased total open position to 256
On 12 Dec OBEROIRLTY was trading at 2127.85. The strike last trading price was 10.85, which was -4.90 lower than the previous day. The implied volatity was 26.48, the open interest changed by -1 which decreased total open position to 245
On 11 Dec OBEROIRLTY was trading at 2134.55. The strike last trading price was 15.75, which was -1.85 lower than the previous day. The implied volatity was 28.99, the open interest changed by -3 which decreased total open position to 247
On 10 Dec OBEROIRLTY was trading at 2129.75. The strike last trading price was 17.6, which was -5.40 lower than the previous day. The implied volatity was 29.34, the open interest changed by 37 which increased total open position to 243
On 9 Dec OBEROIRLTY was trading at 2139.90. The strike last trading price was 23, which was -2.00 lower than the previous day. The implied volatity was 30.69, the open interest changed by 14 which increased total open position to 206
On 6 Dec OBEROIRLTY was trading at 2143.30. The strike last trading price was 25, which was 0.40 higher than the previous day. The implied volatity was 27.80, the open interest changed by 8 which increased total open position to 191
On 5 Dec OBEROIRLTY was trading at 2130.20. The strike last trading price was 24.6, which was -8.05 lower than the previous day. The implied volatity was 28.06, the open interest changed by 15 which increased total open position to 181
On 4 Dec OBEROIRLTY was trading at 2164.75. The strike last trading price was 32.65, which was 20.30 higher than the previous day. The implied volatity was 26.59, the open interest changed by 143 which increased total open position to 167
On 3 Dec OBEROIRLTY was trading at 2060.35. The strike last trading price was 12.35, which was -55.25 lower than the previous day. The implied volatity was 30.09, the open interest changed by 24 which increased total open position to 24
On 2 Dec OBEROIRLTY was trading at 2069.65. The strike last trading price was 67.6, which was lower than the previous day. The implied volatity was 7.10, the open interest changed by 0 which decreased total open position to 0
| OBEROIRLTY 26DEC2024 2240 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.42
Vega: 1.13
Theta: -2.25
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 2247.80 | 24.35 | 13.35 | 26.76 | 1,483 | -78 | 218 |
| 19 Dec | 2287.10 | 11 | -3.70 | 25.44 | 735 | -154 | 293 |
| 18 Dec | 2317.10 | 14.7 | -4.35 | 33.35 | 791 | 6 | 447 |
| 17 Dec | 2315.55 | 19.05 | -18.85 | 34.52 | 2,188 | 141 | 441 |
| 16 Dec | 2253.50 | 37.9 | -84.00 | 31.55 | 2,669 | 296 | 304 |
| 13 Dec | 2117.70 | 121.9 | -15.65 | 24.12 | 19 | 4 | 8 |
| 12 Dec | 2127.85 | 137.55 | 7.45 | 43.42 | 4 | -1 | 4 |
| 11 Dec | 2134.55 | 130.1 | 0.00 | 0.00 | 0 | 0 | 0 |
| 10 Dec | 2129.75 | 130.1 | 0.00 | 0.00 | 0 | 0 | 0 |
| 9 Dec | 2139.90 | 130.1 | 0.00 | 0.00 | 0 | 2 | 0 |
| 6 Dec | 2143.30 | 130.1 | -0.80 | 40.61 | 2 | 0 | 3 |
| 5 Dec | 2130.20 | 130.9 | -183.10 | 37.69 | 4 | 2 | 2 |
| 4 Dec | 2164.75 | 314 | 0.00 | - | 0 | 0 | 0 |
| 3 Dec | 2060.35 | 314 | 0.00 | - | 0 | 0 | 0 |
| 2 Dec | 2069.65 | 314 | - | 0 | 0 | 0 | |
For Oberoi Realty Limited - strike price 2240 expiring on 26DEC2024
Delta for 2240 PE is -0.42
Historical price for 2240 PE is as follows
On 20 Dec OBEROIRLTY was trading at 2247.80. The strike last trading price was 24.35, which was 13.35 higher than the previous day. The implied volatity was 26.76, the open interest changed by -78 which decreased total open position to 218
On 19 Dec OBEROIRLTY was trading at 2287.10. The strike last trading price was 11, which was -3.70 lower than the previous day. The implied volatity was 25.44, the open interest changed by -154 which decreased total open position to 293
On 18 Dec OBEROIRLTY was trading at 2317.10. The strike last trading price was 14.7, which was -4.35 lower than the previous day. The implied volatity was 33.35, the open interest changed by 6 which increased total open position to 447
On 17 Dec OBEROIRLTY was trading at 2315.55. The strike last trading price was 19.05, which was -18.85 lower than the previous day. The implied volatity was 34.52, the open interest changed by 141 which increased total open position to 441
On 16 Dec OBEROIRLTY was trading at 2253.50. The strike last trading price was 37.9, which was -84.00 lower than the previous day. The implied volatity was 31.55, the open interest changed by 296 which increased total open position to 304
On 13 Dec OBEROIRLTY was trading at 2117.70. The strike last trading price was 121.9, which was -15.65 lower than the previous day. The implied volatity was 24.12, the open interest changed by 4 which increased total open position to 8
On 12 Dec OBEROIRLTY was trading at 2127.85. The strike last trading price was 137.55, which was 7.45 higher than the previous day. The implied volatity was 43.42, the open interest changed by -1 which decreased total open position to 4
On 11 Dec OBEROIRLTY was trading at 2134.55. The strike last trading price was 130.1, 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 130.1, 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 9 Dec OBEROIRLTY was trading at 2139.90. The strike last trading price was 130.1, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 6 Dec OBEROIRLTY was trading at 2143.30. The strike last trading price was 130.1, which was -0.80 lower than the previous day. The implied volatity was 40.61, the open interest changed by 0 which decreased total open position to 3
On 5 Dec OBEROIRLTY was trading at 2130.20. The strike last trading price was 130.9, which was -183.10 lower than the previous day. The implied volatity was 37.69, the open interest changed by 2 which increased total open position to 2
On 4 Dec OBEROIRLTY was trading at 2164.75. The strike last trading price was 314, 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 3 Dec OBEROIRLTY was trading at 2060.35. The strike last trading price was 314, 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 314, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
