OBEROIRLTY
Oberoi Realty Limited
Historical option data for OBEROIRLTY
26 Dec 2024 04:10 PM IST
OBEROIRLTY 30JAN2025 2300 CE | ||||||||||
---|---|---|---|---|---|---|---|---|---|---|
Delta: 0.60
Vega: 2.78
Theta: -1.56
Gamma: 0.00
|
||||||||||
Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
26 Dec | 2322.65 | 109.75 | 13.05 | 30.49 | 1,750 | 122 | 1,246 | |||
24 Dec | 2290.50 | 96.7 | 8.65 | 31.95 | 2,827 | 63 | 1,125 | |||
23 Dec | 2262.30 | 88.05 | 8.00 | 32.20 | 1,553 | 532 | 1,058 | |||
20 Dec | 2247.80 | 80.05 | -20.20 | 30.33 | 1,557 | 420 | 527 | |||
19 Dec | 2287.10 | 100.25 | -14.55 | 29.19 | 101 | 5 | 106 | |||
|
||||||||||
18 Dec | 2317.10 | 114.8 | -0.70 | 28.51 | 45 | -3 | 100 | |||
17 Dec | 2315.55 | 115.5 | 31.65 | 29.18 | 289 | 61 | 102 | |||
16 Dec | 2253.50 | 83.85 | 34.15 | 29.38 | 71 | 42 | 42 | |||
11 Dec | 2134.55 | 49.7 | 0.00 | 4.41 | 0 | 0 | 0 | |||
10 Dec | 2129.75 | 49.7 | 0.00 | 4.39 | 0 | 0 | 0 | |||
9 Dec | 2139.90 | 49.7 | 0.00 | 4.06 | 0 | 0 | 0 | |||
6 Dec | 2143.30 | 49.7 | 3.65 | 0 | 0 | 0 |
For Oberoi Realty Limited - strike price 2300 expiring on 30JAN2025
Delta for 2300 CE is 0.60
Historical price for 2300 CE is as follows
On 26 Dec OBEROIRLTY was trading at 2322.65. The strike last trading price was 109.75, which was 13.05 higher than the previous day. The implied volatity was 30.49, the open interest changed by 122 which increased total open position to 1246
On 24 Dec OBEROIRLTY was trading at 2290.50. The strike last trading price was 96.7, which was 8.65 higher than the previous day. The implied volatity was 31.95, the open interest changed by 63 which increased total open position to 1125
On 23 Dec OBEROIRLTY was trading at 2262.30. The strike last trading price was 88.05, which was 8.00 higher than the previous day. The implied volatity was 32.20, the open interest changed by 532 which increased total open position to 1058
On 20 Dec OBEROIRLTY was trading at 2247.80. The strike last trading price was 80.05, which was -20.20 lower than the previous day. The implied volatity was 30.33, the open interest changed by 420 which increased total open position to 527
On 19 Dec OBEROIRLTY was trading at 2287.10. The strike last trading price was 100.25, which was -14.55 lower than the previous day. The implied volatity was 29.19, the open interest changed by 5 which increased total open position to 106
On 18 Dec OBEROIRLTY was trading at 2317.10. The strike last trading price was 114.8, which was -0.70 lower than the previous day. The implied volatity was 28.51, the open interest changed by -3 which decreased total open position to 100
On 17 Dec OBEROIRLTY was trading at 2315.55. The strike last trading price was 115.5, which was 31.65 higher than the previous day. The implied volatity was 29.18, the open interest changed by 61 which increased total open position to 102
On 16 Dec OBEROIRLTY was trading at 2253.50. The strike last trading price was 83.85, which was 34.15 higher than the previous day. The implied volatity was 29.38, the open interest changed by 42 which increased total open position to 42
On 11 Dec OBEROIRLTY was trading at 2134.55. The strike last trading price was 49.7, which was 0.00 lower than the previous day. The implied volatity was 4.41, 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 49.7, which was 0.00 lower than the previous day. The implied volatity was 4.39, 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 49.7, which was 0.00 lower than the previous day. The implied volatity was 4.06, 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 49.7, which was lower than the previous day. The implied volatity was 3.65, the open interest changed by 0 which decreased total open position to 0
OBEROIRLTY 30JAN2025 2300 PE | |||||||
---|---|---|---|---|---|---|---|
Delta: -0.41
Vega: 2.79
Theta: -0.99
Gamma: 0.00
|
|||||||
Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
26 Dec | 2322.65 | 70.4 | -20.20 | 31.78 | 633 | 143 | 321 |
24 Dec | 2290.50 | 90.6 | -25.25 | 32.69 | 519 | 121 | 176 |
23 Dec | 2262.30 | 115.85 | -18.15 | 37.54 | 24 | 4 | 54 |
20 Dec | 2247.80 | 134 | 38.00 | 40.19 | 68 | 15 | 50 |
19 Dec | 2287.10 | 96 | 6.00 | 34.15 | 16 | -1 | 35 |
18 Dec | 2317.10 | 90 | 0.00 | 35.56 | 24 | 15 | 35 |
17 Dec | 2315.55 | 90 | -211.65 | 34.64 | 35 | 18 | 18 |
16 Dec | 2253.50 | 301.65 | 0.00 | - | 0 | 0 | 0 |
11 Dec | 2134.55 | 301.65 | 0.00 | - | 0 | 0 | 0 |
10 Dec | 2129.75 | 301.65 | 0.00 | - | 0 | 0 | 0 |
9 Dec | 2139.90 | 301.65 | 0.00 | - | 0 | 0 | 0 |
6 Dec | 2143.30 | 301.65 | - | 0 | 0 | 0 |
For Oberoi Realty Limited - strike price 2300 expiring on 30JAN2025
Delta for 2300 PE is -0.41
Historical price for 2300 PE is as follows
On 26 Dec OBEROIRLTY was trading at 2322.65. The strike last trading price was 70.4, which was -20.20 lower than the previous day. The implied volatity was 31.78, the open interest changed by 143 which increased total open position to 321
On 24 Dec OBEROIRLTY was trading at 2290.50. The strike last trading price was 90.6, which was -25.25 lower than the previous day. The implied volatity was 32.69, the open interest changed by 121 which increased total open position to 176
On 23 Dec OBEROIRLTY was trading at 2262.30. The strike last trading price was 115.85, which was -18.15 lower than the previous day. The implied volatity was 37.54, the open interest changed by 4 which increased total open position to 54
On 20 Dec OBEROIRLTY was trading at 2247.80. The strike last trading price was 134, which was 38.00 higher than the previous day. The implied volatity was 40.19, the open interest changed by 15 which increased total open position to 50
On 19 Dec OBEROIRLTY was trading at 2287.10. The strike last trading price was 96, which was 6.00 higher than the previous day. The implied volatity was 34.15, the open interest changed by -1 which decreased total open position to 35
On 18 Dec OBEROIRLTY was trading at 2317.10. The strike last trading price was 90, which was 0.00 lower than the previous day. The implied volatity was 35.56, the open interest changed by 15 which increased total open position to 35
On 17 Dec OBEROIRLTY was trading at 2315.55. The strike last trading price was 90, which was -211.65 lower than the previous day. The implied volatity was 34.64, the open interest changed by 18 which increased total open position to 18
On 16 Dec OBEROIRLTY was trading at 2253.50. The strike last trading price was 301.65, 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 11 Dec OBEROIRLTY was trading at 2134.55. The strike last trading price was 301.65, 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 301.65, 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 301.65, 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 301.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0