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OBEROIRLTY
Oberoi Realty Limited

2247.8 -39.30 (-1.72%)

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Historical option data for OBEROIRLTY

20 Dec 2024 04:10 PM IST
OBEROIRLTY 26DEC2024 2380 CE
Delta: 0.11
Vega: 0.54
Theta: -1.61
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
20 Dec 2247.80 5.15 -6.20 34.11 1,187 27 265
19 Dec 2287.10 11.35 -8.70 30.72 590 -1 238
18 Dec 2317.10 20.05 -4.75 30.30 577 -31 241
17 Dec 2315.55 24.8 12.05 33.21 3,816 172 272
16 Dec 2253.50 12.75 4.75 34.34 1,141 95 100
13 Dec 2117.70 8 0.00 0.00 0 0 0
12 Dec 2127.85 8 0.00 0.00 0 0 0
11 Dec 2134.55 8 0.00 0.00 0 0 0
10 Dec 2129.75 8 0.00 0.00 0 0 0
9 Dec 2139.90 8 3.30 36.49 1 0 5
6 Dec 2143.30 4.7 -0.85 28.47 5 -2 5
5 Dec 2130.20 5.55 -16.25 29.92 11 7 7
4 Dec 2164.75 21.8 9.15 0 0 0


For Oberoi Realty Limited - strike price 2380 expiring on 26DEC2024

Delta for 2380 CE is 0.11

Historical price for 2380 CE is as follows

On 20 Dec OBEROIRLTY was trading at 2247.80. The strike last trading price was 5.15, which was -6.20 lower than the previous day. The implied volatity was 34.11, the open interest changed by 27 which increased total open position to 265


On 19 Dec OBEROIRLTY was trading at 2287.10. The strike last trading price was 11.35, which was -8.70 lower than the previous day. The implied volatity was 30.72, the open interest changed by -1 which decreased total open position to 238


On 18 Dec OBEROIRLTY was trading at 2317.10. The strike last trading price was 20.05, which was -4.75 lower than the previous day. The implied volatity was 30.30, the open interest changed by -31 which decreased total open position to 241


On 17 Dec OBEROIRLTY was trading at 2315.55. The strike last trading price was 24.8, which was 12.05 higher than the previous day. The implied volatity was 33.21, the open interest changed by 172 which increased total open position to 272


On 16 Dec OBEROIRLTY was trading at 2253.50. The strike last trading price was 12.75, which was 4.75 higher than the previous day. The implied volatity was 34.34, the open interest changed by 95 which increased total open position to 100


On 13 Dec OBEROIRLTY was trading at 2117.70. The strike last trading price was 8, 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 8, 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 8, 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 8, 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 8, which was 3.30 higher than the previous day. The implied volatity was 36.49, the open interest changed by 0 which decreased total open position to 5


On 6 Dec OBEROIRLTY was trading at 2143.30. The strike last trading price was 4.7, which was -0.85 lower than the previous day. The implied volatity was 28.47, the open interest changed by -2 which decreased total open position to 5


On 5 Dec OBEROIRLTY was trading at 2130.20. The strike last trading price was 5.55, which was -16.25 lower than the previous day. The implied volatity was 29.92, the open interest changed by 7 which increased total open position to 7


On 4 Dec OBEROIRLTY was trading at 2164.75. The strike last trading price was 21.8, which was lower than the previous day. The implied volatity was 9.15, the open interest changed by 0 which decreased total open position to 0


OBEROIRLTY 26DEC2024 2380 PE
Delta: -0.92
Vega: 0.43
Theta: -0.47
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
20 Dec 2247.80 129.2 40.00 29.94 20 -1 26
19 Dec 2287.10 89.2 -6.80 25.58 35 15 27
18 Dec 2317.10 96 13.70 46.68 7 1 13
17 Dec 2315.55 82.3 -39.70 31.95 33 7 12
16 Dec 2253.50 122 -286.55 18.45 6 3 3
13 Dec 2117.70 408.55 0.00 - 0 0 0
12 Dec 2127.85 408.55 0.00 - 0 0 0
11 Dec 2134.55 408.55 0.00 - 0 0 0
10 Dec 2129.75 408.55 0.00 - 0 0 0
9 Dec 2139.90 408.55 0.00 - 0 0 0
6 Dec 2143.30 408.55 0.00 - 0 0 0
5 Dec 2130.20 408.55 0.00 - 0 0 0
4 Dec 2164.75 408.55 - 0 0 0


For Oberoi Realty Limited - strike price 2380 expiring on 26DEC2024

Delta for 2380 PE is -0.92

Historical price for 2380 PE is as follows

On 20 Dec OBEROIRLTY was trading at 2247.80. The strike last trading price was 129.2, which was 40.00 higher than the previous day. The implied volatity was 29.94, the open interest changed by -1 which decreased total open position to 26


On 19 Dec OBEROIRLTY was trading at 2287.10. The strike last trading price was 89.2, which was -6.80 lower than the previous day. The implied volatity was 25.58, the open interest changed by 15 which increased total open position to 27


On 18 Dec OBEROIRLTY was trading at 2317.10. The strike last trading price was 96, which was 13.70 higher than the previous day. The implied volatity was 46.68, the open interest changed by 1 which increased total open position to 13


On 17 Dec OBEROIRLTY was trading at 2315.55. The strike last trading price was 82.3, which was -39.70 lower than the previous day. The implied volatity was 31.95, the open interest changed by 7 which increased total open position to 12


On 16 Dec OBEROIRLTY was trading at 2253.50. The strike last trading price was 122, which was -286.55 lower than the previous day. The implied volatity was 18.45, the open interest changed by 3 which increased total open position to 3


On 13 Dec OBEROIRLTY was trading at 2117.70. The strike last trading price was 408.55, 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 12 Dec OBEROIRLTY was trading at 2127.85. The strike last trading price was 408.55, 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 408.55, 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 408.55, 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 408.55, 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 408.55, 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 5 Dec OBEROIRLTY was trading at 2130.20. The strike last trading price was 408.55, 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 408.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0