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

2315.8 -6.85 (-0.29%)

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Historical option data for OBEROIRLTY

27 Dec 2024 04:10 PM IST
OBEROIRLTY 30JAN2025 2300 CE
Delta: 0.60
Vega: 2.73
Theta: -1.44
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
27 Dec 2315.80 98.55 -11.20 26.97 1,682 162 1,410
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 27 Dec OBEROIRLTY was trading at 2315.80. The strike last trading price was 98.55, which was -11.20 lower than the previous day. The implied volatity was 26.97, the open interest changed by 162 which increased total open position to 1410


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: -0.40
Vega: 2.75
Theta: -0.99
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
27 Dec 2315.80 68.05 -2.35 31.29 1,095 226 546
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 -0.40

Historical price for 2300 PE is as follows

On 27 Dec OBEROIRLTY was trading at 2315.80. The strike last trading price was 68.05, which was -2.35 lower than the previous day. The implied volatity was 31.29, the open interest changed by 226 which increased total open position to 546


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