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Related Pages for OBEROIRLTY
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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
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
OBEROIRLTY 26DEC2024 2400 CE
Delta: 0.08
Vega: 0.44
Theta: -1.33
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
20 Dec 2247.80 3.75 -5.40 34.87 3,976 -97 660
19 Dec 2287.10 9.15 -6.85 32.29 2,498 -132 870
18 Dec 2317.10 16 -3.90 31.37 2,563 -86 1,018
17 Dec 2315.55 19.9 8.75 33.75 14,073 336 1,101
16 Dec 2253.50 11.15 9.70 35.98 8,126 644 805
13 Dec 2117.70 1.45 -0.05 33.53 18 0 160
12 Dec 2127.85 1.5 -0.40 31.31 13 -2 160
11 Dec 2134.55 1.9 -0.75 31.12 22 -2 163
10 Dec 2129.75 2.65 -1.10 31.98 44 -11 166
9 Dec 2139.90 3.75 -1.10 32.36 167 51 176
6 Dec 2143.30 4.85 0.35 30.51 159 35 124
5 Dec 2130.20 4.5 -3.25 29.99 157 87 89
4 Dec 2164.75 7.75 30.11 2 1 1

For Oberoi Realty Limited - strike price 2400 expiring on 26DEC2024

Delta for 2400 CE is 0.08

Historical price for 2400 CE is as follows

On 20 Dec OBEROIRLTY was trading at 2247.80. The strike last trading price was 3.75, which was -5.40 lower than the previous day. The implied volatity was 34.87, the open interest changed by -97 which decreased total open position to 660


On 19 Dec OBEROIRLTY was trading at 2287.10. The strike last trading price was 9.15, which was -6.85 lower than the previous day. The implied volatity was 32.29, the open interest changed by -132 which decreased total open position to 870


On 18 Dec OBEROIRLTY was trading at 2317.10. The strike last trading price was 16, which was -3.90 lower than the previous day. The implied volatity was 31.37, the open interest changed by -86 which decreased total open position to 1018


On 17 Dec OBEROIRLTY was trading at 2315.55. The strike last trading price was 19.9, which was 8.75 higher than the previous day. The implied volatity was 33.75, the open interest changed by 336 which increased total open position to 1101


On 16 Dec OBEROIRLTY was trading at 2253.50. The strike last trading price was 11.15, which was 9.70 higher than the previous day. The implied volatity was 35.98, the open interest changed by 644 which increased total open position to 805


On 13 Dec OBEROIRLTY was trading at 2117.70. The strike last trading price was 1.45, which was -0.05 lower than the previous day. The implied volatity was 33.53, the open interest changed by 0 which decreased total open position to 160


On 12 Dec OBEROIRLTY was trading at 2127.85. The strike last trading price was 1.5, which was -0.40 lower than the previous day. The implied volatity was 31.31, the open interest changed by -2 which decreased total open position to 160


On 11 Dec OBEROIRLTY was trading at 2134.55. The strike last trading price was 1.9, which was -0.75 lower than the previous day. The implied volatity was 31.12, the open interest changed by -2 which decreased total open position to 163


On 10 Dec OBEROIRLTY was trading at 2129.75. The strike last trading price was 2.65, which was -1.10 lower than the previous day. The implied volatity was 31.98, the open interest changed by -11 which decreased total open position to 166


On 9 Dec OBEROIRLTY was trading at 2139.90. The strike last trading price was 3.75, which was -1.10 lower than the previous day. The implied volatity was 32.36, the open interest changed by 51 which increased total open position to 176


On 6 Dec OBEROIRLTY was trading at 2143.30. The strike last trading price was 4.85, which was 0.35 higher than the previous day. The implied volatity was 30.51, the open interest changed by 35 which increased total open position to 124


On 5 Dec OBEROIRLTY was trading at 2130.20. The strike last trading price was 4.5, which was -3.25 lower than the previous day. The implied volatity was 29.99, the open interest changed by 87 which increased total open position to 89


On 4 Dec OBEROIRLTY was trading at 2164.75. The strike last trading price was 7.75, which was lower than the previous day. The implied volatity was 30.11, the open interest changed by 1 which increased total open position to 1


OBEROIRLTY 26DEC2024 2400 PE
Delta: -0.83
Vega: 0.74
Theta: -2.56
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
20 Dec 2247.80 159.25 48.25 50.46 33 8 48
19 Dec 2287.10 111 17.70 31.85 21 -8 40
18 Dec 2317.10 93.3 -4.45 33.31 33 0 47
17 Dec 2315.55 97.75 -52.25 32.71 241 36 51
16 Dec 2253.50 150 -291.30 33.91 76 15 15
13 Dec 2117.70 441.3 0.00 - 0 0 0
12 Dec 2127.85 441.3 0.00 - 0 0 0
11 Dec 2134.55 441.3 0.00 - 0 0 0
10 Dec 2129.75 441.3 0.00 - 0 0 0
9 Dec 2139.90 441.3 0.00 - 0 0 0
6 Dec 2143.30 441.3 0.00 - 0 0 0
5 Dec 2130.20 441.3 0.00 - 0 0 0
4 Dec 2164.75 441.3 - 0 0 0

For Oberoi Realty Limited - strike price 2400 expiring on 26DEC2024

Delta for 2400 PE is -0.83

Historical price for 2400 PE is as follows

On 20 Dec OBEROIRLTY was trading at 2247.80. The strike last trading price was 159.25, which was 48.25 higher than the previous day. The implied volatity was 50.46, the open interest changed by 8 which increased total open position to 48


On 19 Dec OBEROIRLTY was trading at 2287.10. The strike last trading price was 111, which was 17.70 higher than the previous day. The implied volatity was 31.85, the open interest changed by -8 which decreased total open position to 40


On 18 Dec OBEROIRLTY was trading at 2317.10. The strike last trading price was 93.3, which was -4.45 lower than the previous day. The implied volatity was 33.31, the open interest changed by 0 which decreased total open position to 47


On 17 Dec OBEROIRLTY was trading at 2315.55. The strike last trading price was 97.75, which was -52.25 lower than the previous day. The implied volatity was 32.71, the open interest changed by 36 which increased total open position to 51


On 16 Dec OBEROIRLTY was trading at 2253.50. The strike last trading price was 150, which was -291.30 lower than the previous day. The implied volatity was 33.91, 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 441.3, 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 441.3, 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 441.3, 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 441.3, 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 441.3, 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 441.3, 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 441.3, 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 441.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0