OBEROIRLTY
Oberoi Realty Limited
Historical option data for OBEROIRLTY
27 Dec 2024 04:10 PM IST
| OBEROIRLTY 30JAN2025 2340 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.52
Vega: 2.82
Theta: -1.45
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 27 Dec | 2315.80 | 79 | -6.10 | 27.50 | 661 | 46 | 166 | |||
| 26 Dec | 2322.65 | 85.1 | 6.90 | 29.13 | 280 | 48 | 118 | |||
| 24 Dec | 2290.50 | 78.2 | 10.70 | 31.85 | 251 | 43 | 71 | |||
| 23 Dec | 2262.30 | 67.5 | -1.15 | 30.91 | 37 | -4 | 28 | |||
| 20 Dec | 2247.80 | 68.65 | -22.65 | 31.90 | 66 | 30 | 32 | |||
| 19 Dec | 2287.10 | 91.3 | 0.00 | 0.00 | 0 | -1 | 0 | |||
| 18 Dec | 2317.10 | 91.3 | -6.45 | 27.68 | 4 | -1 | 2 | |||
| 17 Dec | 2315.55 | 97.75 | 70.90 | 30.04 | 3 | 2 | 2 | |||
| 11 Dec | 2134.55 | 26.85 | -14.95 | 26.76 | 2 | 0 | 0 | |||
| 10 Dec | 2129.75 | 41.8 | 0.00 | 5.47 | 0 | 0 | 0 | |||
| 9 Dec | 2139.90 | 41.8 | 0.00 | 5.11 | 0 | 0 | 0 | |||
| 6 Dec | 2143.30 | 41.8 | 5.32 | 0 | 0 | 0 | ||||
For Oberoi Realty Limited - strike price 2340 expiring on 30JAN2025
Delta for 2340 CE is 0.52
Historical price for 2340 CE is as follows
On 27 Dec OBEROIRLTY was trading at 2315.80. The strike last trading price was 79, which was -6.10 lower than the previous day. The implied volatity was 27.50, the open interest changed by 46 which increased total open position to 166
On 26 Dec OBEROIRLTY was trading at 2322.65. The strike last trading price was 85.1, which was 6.90 higher than the previous day. The implied volatity was 29.13, the open interest changed by 48 which increased total open position to 118
On 24 Dec OBEROIRLTY was trading at 2290.50. The strike last trading price was 78.2, which was 10.70 higher than the previous day. The implied volatity was 31.85, the open interest changed by 43 which increased total open position to 71
On 23 Dec OBEROIRLTY was trading at 2262.30. The strike last trading price was 67.5, which was -1.15 lower than the previous day. The implied volatity was 30.91, the open interest changed by -4 which decreased total open position to 28
On 20 Dec OBEROIRLTY was trading at 2247.80. The strike last trading price was 68.65, which was -22.65 lower than the previous day. The implied volatity was 31.90, the open interest changed by 30 which increased total open position to 32
On 19 Dec OBEROIRLTY was trading at 2287.10. The strike last trading price was 91.3, 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 18 Dec OBEROIRLTY was trading at 2317.10. The strike last trading price was 91.3, which was -6.45 lower than the previous day. The implied volatity was 27.68, the open interest changed by -1 which decreased total open position to 2
On 17 Dec OBEROIRLTY was trading at 2315.55. The strike last trading price was 97.75, which was 70.90 higher than the previous day. The implied volatity was 30.04, 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 26.85, which was -14.95 lower than the previous day. The implied volatity was 26.76, 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 41.8, which was 0.00 lower than the previous day. The implied volatity was 5.47, 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 41.8, which was 0.00 lower than the previous day. The implied volatity was 5.11, 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 41.8, which was lower than the previous day. The implied volatity was 5.32, the open interest changed by 0 which decreased total open position to 0
| OBEROIRLTY 30JAN2025 2340 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.48
Vega: 2.82
Theta: -0.98
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 27 Dec | 2315.80 | 87.65 | 2.05 | 31.52 | 131 | 46 | 61 |
| 26 Dec | 2322.65 | 85.6 | -247.60 | 30.46 | 21 | 16 | 16 |
| 24 Dec | 2290.50 | 333.2 | 0.00 | - | 0 | 0 | 0 |
| 23 Dec | 2262.30 | 333.2 | 0.00 | - | 0 | 0 | 0 |
| 20 Dec | 2247.80 | 333.2 | 0.00 | - | 0 | 0 | 0 |
| 19 Dec | 2287.10 | 333.2 | 0.00 | - | 0 | 0 | 0 |
| 18 Dec | 2317.10 | 333.2 | 0.00 | 0.23 | 0 | 0 | 0 |
| 17 Dec | 2315.55 | 333.2 | 0.00 | 0.13 | 0 | 0 | 0 |
| 11 Dec | 2134.55 | 333.2 | 0.00 | - | 0 | 0 | 0 |
| 10 Dec | 2129.75 | 333.2 | 0.00 | - | 0 | 0 | 0 |
| 9 Dec | 2139.90 | 333.2 | 0.00 | - | 0 | 0 | 0 |
| 6 Dec | 2143.30 | 333.2 | - | 0 | 0 | 0 | |
For Oberoi Realty Limited - strike price 2340 expiring on 30JAN2025
Delta for 2340 PE is -0.48
Historical price for 2340 PE is as follows
On 27 Dec OBEROIRLTY was trading at 2315.80. The strike last trading price was 87.65, which was 2.05 higher than the previous day. The implied volatity was 31.52, the open interest changed by 46 which increased total open position to 61
On 26 Dec OBEROIRLTY was trading at 2322.65. The strike last trading price was 85.6, which was -247.60 lower than the previous day. The implied volatity was 30.46, the open interest changed by 16 which increased total open position to 16
On 24 Dec OBEROIRLTY was trading at 2290.50. The strike last trading price was 333.2, 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 23 Dec OBEROIRLTY was trading at 2262.30. The strike last trading price was 333.2, 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 20 Dec OBEROIRLTY was trading at 2247.80. The strike last trading price was 333.2, 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 19 Dec OBEROIRLTY was trading at 2287.10. The strike last trading price was 333.2, 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 18 Dec OBEROIRLTY was trading at 2317.10. The strike last trading price was 333.2, which was 0.00 lower than the previous day. The implied volatity was 0.23, 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 333.2, which was 0.00 lower than the previous day. The implied volatity was 0.13, 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 333.2, 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 333.2, 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 333.2, 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 333.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
