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

2315.8 -6.85 (-0.29%)

Back to Option Chain


Historical option data for OBEROIRLTY

27 Dec 2024 04:10 PM IST
OBEROIRLTY 30JAN2025 2240 CE
Delta: 0.72
Vega: 2.38
Theta: -1.36
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
27 Dec 2315.80 136.15 11.80 26.95 10 4 9
26 Dec 2322.65 124.35 -15.65 21.30 5 2 4
24 Dec 2290.50 140 0.00 0.00 0 0 0
23 Dec 2262.30 140 0.00 0.00 0 0 0
20 Dec 2247.80 140 0.00 0.00 0 0 0
19 Dec 2287.10 140 0.00 0.00 0 0 0
18 Dec 2317.10 140 16.30 25.59 1 0 2
17 Dec 2315.55 123.7 0.00 0.00 0 2 0
16 Dec 2253.50 123.7 47.90 32.36 3 2 2
11 Dec 2134.55 75.8 0.00 2.61 0 0 0
10 Dec 2129.75 75.8 0.00 2.60 0 0 0
9 Dec 2139.90 75.8 0.00 2.28 0 0 0
6 Dec 2143.30 75.8 2.04 0 0 0


For Oberoi Realty Limited - strike price 2240 expiring on 30JAN2025

Delta for 2240 CE is 0.72

Historical price for 2240 CE is as follows

On 27 Dec OBEROIRLTY was trading at 2315.80. The strike last trading price was 136.15, which was 11.80 higher than the previous day. The implied volatity was 26.95, the open interest changed by 4 which increased total open position to 9


On 26 Dec OBEROIRLTY was trading at 2322.65. The strike last trading price was 124.35, which was -15.65 lower than the previous day. The implied volatity was 21.30, the open interest changed by 2 which increased total open position to 4


On 24 Dec OBEROIRLTY was trading at 2290.50. The strike last trading price was 140, 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 23 Dec OBEROIRLTY was trading at 2262.30. The strike last trading price was 140, 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 20 Dec OBEROIRLTY was trading at 2247.80. The strike last trading price was 140, 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 19 Dec OBEROIRLTY was trading at 2287.10. The strike last trading price was 140, 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 18 Dec OBEROIRLTY was trading at 2317.10. The strike last trading price was 140, which was 16.30 higher than the previous day. The implied volatity was 25.59, the open interest changed by 0 which decreased total open position to 2


On 17 Dec OBEROIRLTY was trading at 2315.55. The strike last trading price was 123.7, 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 16 Dec OBEROIRLTY was trading at 2253.50. The strike last trading price was 123.7, which was 47.90 higher than the previous day. The implied volatity was 32.36, the open interest changed by 2 which increased total open position to 2


On 11 Dec OBEROIRLTY was trading at 2134.55. The strike last trading price was 75.8, which was 0.00 lower than the previous day. The implied volatity was 2.61, 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 75.8, which was 0.00 lower than the previous day. The implied volatity was 2.60, 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 75.8, which was 0.00 lower than the previous day. The implied volatity was 2.28, the open interest changed by 0 which decreased total open position to 0


On 6 Dec OBEROIRLTY was trading at 2143.30. The strike last trading price was 75.8, which was lower than the previous day. The implied volatity was 2.04, the open interest changed by 0 which decreased total open position to 0


OBEROIRLTY 30JAN2025 2240 PE
Delta: -0.30
Vega: 2.48
Theta: -0.95
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
27 Dec 2315.80 46 0.90 31.73 107 4 97
26 Dec 2322.65 45.1 -18.20 30.99 124 -7 97
24 Dec 2290.50 63.3 -20.10 32.83 243 97 105
23 Dec 2262.30 83.4 -16.60 36.54 18 6 9
20 Dec 2247.80 100 -208.70 39.12 8 2 2
19 Dec 2287.10 308.7 0.00 2.72 0 0 0
18 Dec 2317.10 308.7 0.00 3.50 0 0 0
17 Dec 2315.55 308.7 0.00 3.35 0 0 0
16 Dec 2253.50 308.7 0.00 1.47 0 0 0
11 Dec 2134.55 308.7 0.00 - 0 0 0
10 Dec 2129.75 308.7 0.00 - 0 0 0
9 Dec 2139.90 308.7 0.00 - 0 0 0
6 Dec 2143.30 308.7 - 0 0 0


For Oberoi Realty Limited - strike price 2240 expiring on 30JAN2025

Delta for 2240 PE is -0.30

Historical price for 2240 PE is as follows

On 27 Dec OBEROIRLTY was trading at 2315.80. The strike last trading price was 46, which was 0.90 higher than the previous day. The implied volatity was 31.73, the open interest changed by 4 which increased total open position to 97


On 26 Dec OBEROIRLTY was trading at 2322.65. The strike last trading price was 45.1, which was -18.20 lower than the previous day. The implied volatity was 30.99, the open interest changed by -7 which decreased total open position to 97


On 24 Dec OBEROIRLTY was trading at 2290.50. The strike last trading price was 63.3, which was -20.10 lower than the previous day. The implied volatity was 32.83, the open interest changed by 97 which increased total open position to 105


On 23 Dec OBEROIRLTY was trading at 2262.30. The strike last trading price was 83.4, which was -16.60 lower than the previous day. The implied volatity was 36.54, the open interest changed by 6 which increased total open position to 9


On 20 Dec OBEROIRLTY was trading at 2247.80. The strike last trading price was 100, which was -208.70 lower than the previous day. The implied volatity was 39.12, the open interest changed by 2 which increased total open position to 2


On 19 Dec OBEROIRLTY was trading at 2287.10. The strike last trading price was 308.7, which was 0.00 lower than the previous day. The implied volatity was 2.72, the open interest changed by 0 which decreased total open position to 0


On 18 Dec OBEROIRLTY was trading at 2317.10. The strike last trading price was 308.7, which was 0.00 lower than the previous day. The implied volatity was 3.50, the open interest changed by 0 which decreased total open position to 0


On 17 Dec OBEROIRLTY was trading at 2315.55. The strike last trading price was 308.7, which was 0.00 lower than the previous day. The implied volatity was 3.35, the open interest changed by 0 which decreased total open position to 0


On 16 Dec OBEROIRLTY was trading at 2253.50. The strike last trading price was 308.7, which was 0.00 lower than the previous day. The implied volatity was 1.47, the open interest changed by 0 which decreased total open position to 0


On 11 Dec OBEROIRLTY was trading at 2134.55. The strike last trading price was 308.7, 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 10 Dec OBEROIRLTY was trading at 2129.75. The strike last trading price was 308.7, 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 9 Dec OBEROIRLTY was trading at 2139.90. The strike last trading price was 308.7, 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 6 Dec OBEROIRLTY was trading at 2143.30. The strike last trading price was 308.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0