OBEROIRLTY
Oberoi Realty Limited
Historical option data for OBEROIRLTY
20 Dec 2024 04:10 PM IST
| OBEROIRLTY 26DEC2024 2260 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.47
Vega: 1.15
Theta: -2.56
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 20 Dec | 2247.80 | 24.4 | -35.60 | 23.80 | 1,062 | -26 | 244 | |||
| 19 Dec | 2287.10 | 60 | -19.85 | 30.52 | 435 | -66 | 273 | |||
| 18 Dec | 2317.10 | 79.85 | -5.65 | 29.21 | 290 | -21 | 340 | |||
| 17 Dec | 2315.55 | 85.5 | 35.50 | 34.54 | 3,410 | -280 | 362 | |||
| 16 Dec | 2253.50 | 50 | 43.55 | 33.97 | 9,514 | 677 | 754 | |||
| 13 Dec | 2117.70 | 6.45 | -2.10 | 27.62 | 105 | -16 | 77 | |||
| 12 Dec | 2127.85 | 8.55 | -3.65 | 27.21 | 55 | 1 | 92 | |||
| 11 Dec | 2134.55 | 12.2 | -2.25 | 29.13 | 113 | 23 | 91 | |||
| 10 Dec | 2129.75 | 14.45 | -3.30 | 29.97 | 198 | 14 | 68 | |||
| 9 Dec | 2139.90 | 17.75 | -3.55 | 30.22 | 55 | 14 | 54 | |||
| 6 Dec | 2143.30 | 21.3 | 0.30 | 28.59 | 55 | -1 | 40 | |||
| 5 Dec | 2130.20 | 21 | -18.25 | 29.20 | 59 | 40 | 40 | |||
| 4 Dec | 2164.75 | 39.25 | 0.00 | 3.81 | 0 | 0 | 0 | |||
| 3 Dec | 2060.35 | 39.25 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 2 Dec | 2069.65 | 39.25 | 10.81 | 0 | 0 | 0 | ||||
For Oberoi Realty Limited - strike price 2260 expiring on 26DEC2024
Delta for 2260 CE is 0.47
Historical price for 2260 CE is as follows
On 20 Dec OBEROIRLTY was trading at 2247.80. The strike last trading price was 24.4, which was -35.60 lower than the previous day. The implied volatity was 23.80, the open interest changed by -26 which decreased total open position to 244
On 19 Dec OBEROIRLTY was trading at 2287.10. The strike last trading price was 60, which was -19.85 lower than the previous day. The implied volatity was 30.52, the open interest changed by -66 which decreased total open position to 273
On 18 Dec OBEROIRLTY was trading at 2317.10. The strike last trading price was 79.85, which was -5.65 lower than the previous day. The implied volatity was 29.21, the open interest changed by -21 which decreased total open position to 340
On 17 Dec OBEROIRLTY was trading at 2315.55. The strike last trading price was 85.5, which was 35.50 higher than the previous day. The implied volatity was 34.54, the open interest changed by -280 which decreased total open position to 362
On 16 Dec OBEROIRLTY was trading at 2253.50. The strike last trading price was 50, which was 43.55 higher than the previous day. The implied volatity was 33.97, the open interest changed by 677 which increased total open position to 754
On 13 Dec OBEROIRLTY was trading at 2117.70. The strike last trading price was 6.45, which was -2.10 lower than the previous day. The implied volatity was 27.62, the open interest changed by -16 which decreased total open position to 77
On 12 Dec OBEROIRLTY was trading at 2127.85. The strike last trading price was 8.55, which was -3.65 lower than the previous day. The implied volatity was 27.21, the open interest changed by 1 which increased total open position to 92
On 11 Dec OBEROIRLTY was trading at 2134.55. The strike last trading price was 12.2, which was -2.25 lower than the previous day. The implied volatity was 29.13, the open interest changed by 23 which increased total open position to 91
On 10 Dec OBEROIRLTY was trading at 2129.75. The strike last trading price was 14.45, which was -3.30 lower than the previous day. The implied volatity was 29.97, the open interest changed by 14 which increased total open position to 68
On 9 Dec OBEROIRLTY was trading at 2139.90. The strike last trading price was 17.75, which was -3.55 lower than the previous day. The implied volatity was 30.22, the open interest changed by 14 which increased total open position to 54
On 6 Dec OBEROIRLTY was trading at 2143.30. The strike last trading price was 21.3, which was 0.30 higher than the previous day. The implied volatity was 28.59, the open interest changed by -1 which decreased total open position to 40
On 5 Dec OBEROIRLTY was trading at 2130.20. The strike last trading price was 21, which was -18.25 lower than the previous day. The implied volatity was 29.20, the open interest changed by 40 which increased total open position to 40
On 4 Dec OBEROIRLTY was trading at 2164.75. The strike last trading price was 39.25, which was 0.00 lower than the previous day. The implied volatity was 3.81, 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 39.25, 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 2 Dec OBEROIRLTY was trading at 2069.65. The strike last trading price was 39.25, which was lower than the previous day. The implied volatity was 10.81, the open interest changed by 0 which decreased total open position to 0
| OBEROIRLTY 26DEC2024 2260 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.52
Vega: 1.15
Theta: -2.33
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 2247.80 | 35.35 | 19.50 | 27.86 | 2,003 | -102 | 286 |
| 19 Dec | 2287.10 | 15.85 | -4.65 | 24.73 | 1,915 | -600 | 388 |
| 18 Dec | 2317.10 | 20.5 | -3.55 | 33.84 | 743 | 81 | 988 |
| 17 Dec | 2315.55 | 24.05 | -22.95 | 33.84 | 3,679 | 653 | 913 |
| 16 Dec | 2253.50 | 47 | -101.55 | 31.23 | 2,605 | 254 | 256 |
| 13 Dec | 2117.70 | 148.55 | -1.70 | 34.24 | 5 | -2 | 1 |
| 12 Dec | 2127.85 | 150.25 | 11.25 | 41.84 | 2 | 0 | 1 |
| 11 Dec | 2134.55 | 139 | 0.00 | 0.00 | 0 | 0 | 0 |
| 10 Dec | 2129.75 | 139 | 0.00 | 0.00 | 0 | -1 | 0 |
| 9 Dec | 2139.90 | 139 | -19.75 | 36.66 | 1 | 0 | 2 |
| 6 Dec | 2143.30 | 158.75 | -148.60 | 48.68 | 2 | 0 | 0 |
| 5 Dec | 2130.20 | 307.35 | 0.00 | - | 0 | 0 | 0 |
| 4 Dec | 2164.75 | 307.35 | 0.00 | - | 0 | 0 | 0 |
| 3 Dec | 2060.35 | 307.35 | 0.00 | 0.00 | 0 | 0 | 0 |
| 2 Dec | 2069.65 | 307.35 | - | 0 | 0 | 0 | |
For Oberoi Realty Limited - strike price 2260 expiring on 26DEC2024
Delta for 2260 PE is -0.52
Historical price for 2260 PE is as follows
On 20 Dec OBEROIRLTY was trading at 2247.80. The strike last trading price was 35.35, which was 19.50 higher than the previous day. The implied volatity was 27.86, the open interest changed by -102 which decreased total open position to 286
On 19 Dec OBEROIRLTY was trading at 2287.10. The strike last trading price was 15.85, which was -4.65 lower than the previous day. The implied volatity was 24.73, the open interest changed by -600 which decreased total open position to 388
On 18 Dec OBEROIRLTY was trading at 2317.10. The strike last trading price was 20.5, which was -3.55 lower than the previous day. The implied volatity was 33.84, the open interest changed by 81 which increased total open position to 988
On 17 Dec OBEROIRLTY was trading at 2315.55. The strike last trading price was 24.05, which was -22.95 lower than the previous day. The implied volatity was 33.84, the open interest changed by 653 which increased total open position to 913
On 16 Dec OBEROIRLTY was trading at 2253.50. The strike last trading price was 47, which was -101.55 lower than the previous day. The implied volatity was 31.23, the open interest changed by 254 which increased total open position to 256
On 13 Dec OBEROIRLTY was trading at 2117.70. The strike last trading price was 148.55, which was -1.70 lower than the previous day. The implied volatity was 34.24, the open interest changed by -2 which decreased total open position to 1
On 12 Dec OBEROIRLTY was trading at 2127.85. The strike last trading price was 150.25, which was 11.25 higher than the previous day. The implied volatity was 41.84, the open interest changed by 0 which decreased total open position to 1
On 11 Dec OBEROIRLTY was trading at 2134.55. The strike last trading price was 139, 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 139, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 9 Dec OBEROIRLTY was trading at 2139.90. The strike last trading price was 139, which was -19.75 lower than the previous day. The implied volatity was 36.66, the open interest changed by 0 which decreased total open position to 2
On 6 Dec OBEROIRLTY was trading at 2143.30. The strike last trading price was 158.75, which was -148.60 lower than the previous day. The implied volatity was 48.68, 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 307.35, 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 4 Dec OBEROIRLTY was trading at 2164.75. The strike last trading price was 307.35, 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 307.35, 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 2 Dec OBEROIRLTY was trading at 2069.65. The strike last trading price was 307.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
