OBEROIRLTY
Oberoi Realty Limited
Historical option data for OBEROIRLTY
20 Dec 2024 04:10 PM IST
| OBEROIRLTY 26DEC2024 2320 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.21
Vega: 0.83
Theta: -2.02
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 2247.80 | 9.2 | -17.25 | 27.38 | 5,604 | 118 | 618 | |||
| 19 Dec | 2287.10 | 26.45 | -15.10 | 28.71 | 1,358 | -97 | 505 | |||
| 18 Dec | 2317.10 | 41.55 | -6.95 | 28.62 | 2,208 | 55 | 603 | |||
| 17 Dec | 2315.55 | 48.5 | 21.65 | 33.21 | 10,334 | -80 | 549 | |||
| 16 Dec | 2253.50 | 26.85 | 24.05 | 34.29 | 5,627 | 499 | 647 | |||
| 13 Dec | 2117.70 | 2.8 | -0.55 | 29.21 | 116 | -32 | 149 | |||
| 12 Dec | 2127.85 | 3.35 | -2.30 | 28.32 | 122 | -2 | 181 | |||
| 11 Dec | 2134.55 | 5.65 | -1.15 | 29.98 | 38 | -4 | 183 | |||
| 10 Dec | 2129.75 | 6.8 | -1.80 | 30.41 | 100 | -32 | 188 | |||
| 9 Dec | 2139.90 | 8.6 | -2.60 | 30.42 | 87 | 30 | 221 | |||
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| 6 Dec | 2143.30 | 11.2 | 0.00 | 29.14 | 87 | 0 | 191 | |||
| 5 Dec | 2130.20 | 11.2 | -5.25 | 29.32 | 404 | -6 | 191 | |||
| 4 Dec | 2164.75 | 16.45 | 11.80 | 28.65 | 1,536 | 148 | 193 | |||
| 3 Dec | 2060.35 | 4.65 | 29.99 | 85 | 46 | 46 | ||||
For Oberoi Realty Limited - strike price 2320 expiring on 26DEC2024
Delta for 2320 CE is 0.21
Historical price for 2320 CE is as follows
On 20 Dec OBEROIRLTY was trading at 2247.80. The strike last trading price was 9.2, which was -17.25 lower than the previous day. The implied volatity was 27.38, the open interest changed by 118 which increased total open position to 618
On 19 Dec OBEROIRLTY was trading at 2287.10. The strike last trading price was 26.45, which was -15.10 lower than the previous day. The implied volatity was 28.71, the open interest changed by -97 which decreased total open position to 505
On 18 Dec OBEROIRLTY was trading at 2317.10. The strike last trading price was 41.55, which was -6.95 lower than the previous day. The implied volatity was 28.62, the open interest changed by 55 which increased total open position to 603
On 17 Dec OBEROIRLTY was trading at 2315.55. The strike last trading price was 48.5, which was 21.65 higher than the previous day. The implied volatity was 33.21, the open interest changed by -80 which decreased total open position to 549
On 16 Dec OBEROIRLTY was trading at 2253.50. The strike last trading price was 26.85, which was 24.05 higher than the previous day. The implied volatity was 34.29, the open interest changed by 499 which increased total open position to 647
On 13 Dec OBEROIRLTY was trading at 2117.70. The strike last trading price was 2.8, which was -0.55 lower than the previous day. The implied volatity was 29.21, the open interest changed by -32 which decreased total open position to 149
On 12 Dec OBEROIRLTY was trading at 2127.85. The strike last trading price was 3.35, which was -2.30 lower than the previous day. The implied volatity was 28.32, the open interest changed by -2 which decreased total open position to 181
On 11 Dec OBEROIRLTY was trading at 2134.55. The strike last trading price was 5.65, which was -1.15 lower than the previous day. The implied volatity was 29.98, the open interest changed by -4 which decreased total open position to 183
On 10 Dec OBEROIRLTY was trading at 2129.75. The strike last trading price was 6.8, which was -1.80 lower than the previous day. The implied volatity was 30.41, the open interest changed by -32 which decreased total open position to 188
On 9 Dec OBEROIRLTY was trading at 2139.90. The strike last trading price was 8.6, which was -2.60 lower than the previous day. The implied volatity was 30.42, the open interest changed by 30 which increased total open position to 221
On 6 Dec OBEROIRLTY was trading at 2143.30. The strike last trading price was 11.2, which was 0.00 lower than the previous day. The implied volatity was 29.14, the open interest changed by 0 which decreased total open position to 191
On 5 Dec OBEROIRLTY was trading at 2130.20. The strike last trading price was 11.2, which was -5.25 lower than the previous day. The implied volatity was 29.32, the open interest changed by -6 which decreased total open position to 191
On 4 Dec OBEROIRLTY was trading at 2164.75. The strike last trading price was 16.45, which was 11.80 higher than the previous day. The implied volatity was 28.65, the open interest changed by 148 which increased total open position to 193
On 3 Dec OBEROIRLTY was trading at 2060.35. The strike last trading price was 4.65, which was lower than the previous day. The implied volatity was 29.99, the open interest changed by 46 which increased total open position to 46
| OBEROIRLTY 26DEC2024 2320 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.76
Vega: 0.91
Theta: -1.91
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 2247.80 | 79.2 | 36.95 | 31.76 | 1,212 | -68 | 169 |
| 19 Dec | 2287.10 | 42.25 | 3.15 | 23.37 | 609 | -50 | 236 |
| 18 Dec | 2317.10 | 39.1 | -7.30 | 30.25 | 897 | -45 | 287 |
| 17 Dec | 2315.55 | 46.4 | -38.45 | 32.25 | 2,959 | 323 | 339 |
| 16 Dec | 2253.50 | 84.85 | -110.15 | 32.13 | 21 | 15 | 15 |
| 13 Dec | 2117.70 | 195 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Dec | 2127.85 | 195 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Dec | 2134.55 | 195 | 0.00 | 0.00 | 0 | 0 | 0 |
| 10 Dec | 2129.75 | 195 | 0.00 | 0.00 | 0 | 0 | 0 |
| 9 Dec | 2139.90 | 195 | 0.00 | 0.00 | 0 | -1 | 0 |
| 6 Dec | 2143.30 | 195 | -10.00 | 44.71 | 1 | 0 | 1 |
| 5 Dec | 2130.20 | 205 | 0.00 | 0.00 | 0 | 0 | 0 |
| 4 Dec | 2164.75 | 205 | -15.00 | 56.63 | 2 | -1 | 0 |
| 3 Dec | 2060.35 | 220 | - | 1 | 0 | 0 | |
For Oberoi Realty Limited - strike price 2320 expiring on 26DEC2024
Delta for 2320 PE is -0.76
Historical price for 2320 PE is as follows
On 20 Dec OBEROIRLTY was trading at 2247.80. The strike last trading price was 79.2, which was 36.95 higher than the previous day. The implied volatity was 31.76, the open interest changed by -68 which decreased total open position to 169
On 19 Dec OBEROIRLTY was trading at 2287.10. The strike last trading price was 42.25, which was 3.15 higher than the previous day. The implied volatity was 23.37, the open interest changed by -50 which decreased total open position to 236
On 18 Dec OBEROIRLTY was trading at 2317.10. The strike last trading price was 39.1, which was -7.30 lower than the previous day. The implied volatity was 30.25, the open interest changed by -45 which decreased total open position to 287
On 17 Dec OBEROIRLTY was trading at 2315.55. The strike last trading price was 46.4, which was -38.45 lower than the previous day. The implied volatity was 32.25, the open interest changed by 323 which increased total open position to 339
On 16 Dec OBEROIRLTY was trading at 2253.50. The strike last trading price was 84.85, which was -110.15 lower than the previous day. The implied volatity was 32.13, the open interest changed by 15 which increased total open position to 15
On 13 Dec OBEROIRLTY was trading at 2117.70. The strike last trading price was 195, 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 12 Dec OBEROIRLTY was trading at 2127.85. The strike last trading price was 195, 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 11 Dec OBEROIRLTY was trading at 2134.55. The strike last trading price was 195, 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 195, 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 195, 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 6 Dec OBEROIRLTY was trading at 2143.30. The strike last trading price was 195, which was -10.00 lower than the previous day. The implied volatity was 44.71, the open interest changed by 0 which decreased total open position to 1
On 5 Dec OBEROIRLTY was trading at 2130.20. The strike last trading price was 205, 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 4 Dec OBEROIRLTY was trading at 2164.75. The strike last trading price was 205, which was -15.00 lower than the previous day. The implied volatity was 56.63, the open interest changed by -1 which decreased total open position to 0
On 3 Dec OBEROIRLTY was trading at 2060.35. The strike last trading price was 220, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
