OBEROIRLTY
Oberoi Realty Limited
Historical option data for OBEROIRLTY
07 Jan 2025 04:10 PM IST
OBEROIRLTY 30JAN2025 2400 CE | ||||||||||
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Delta: 0.28
Vega: 1.93
Theta: -1.58
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
7 Jan | 2268.40 | 32.55 | 10.30 | 33.66 | 1,191 | -7 | 756 | |||
6 Jan | 2209.45 | 22.25 | -7.65 | 33.76 | 1,310 | 156 | 756 | |||
3 Jan | 2255.20 | 29.9 | -7.00 | 31.47 | 583 | 21 | 595 | |||
2 Jan | 2282.25 | 36.9 | -0.20 | 29.88 | 821 | 55 | 575 | |||
1 Jan | 2274.95 | 37.1 | -9.05 | 29.11 | 472 | 12 | 516 | |||
31 Dec | 2311.50 | 46.15 | 8.15 | 28.05 | 525 | 33 | 499 | |||
30 Dec | 2265.45 | 38 | -15.45 | 28.78 | 1,146 | -23 | 467 | |||
27 Dec | 2315.80 | 53.45 | -7.35 | 27.48 | 1,244 | 140 | 499 | |||
26 Dec | 2322.65 | 60.8 | 5.30 | 29.63 | 755 | 72 | 359 | |||
24 Dec | 2290.50 | 55.5 | 5.65 | 31.77 | 806 | 80 | 287 | |||
23 Dec | 2262.30 | 49.85 | 0.05 | 31.94 | 265 | 63 | 206 | |||
20 Dec | 2247.80 | 49.8 | -11.20 | 32.22 | 344 | 114 | 137 | |||
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19 Dec | 2287.10 | 61 | -9.00 | 30.26 | 28 | 15 | 23 | |||
18 Dec | 2317.10 | 70 | -2.75 | 29.23 | 1 | 0 | 8 | |||
17 Dec | 2315.55 | 72.75 | 30.31 | 11 | 7 | 7 |
For Oberoi Realty Limited - strike price 2400 expiring on 30JAN2025
Delta for 2400 CE is 0.28
Historical price for 2400 CE is as follows
On 7 Jan OBEROIRLTY was trading at 2268.40. The strike last trading price was 32.55, which was 10.30 higher than the previous day. The implied volatity was 33.66, the open interest changed by -7 which decreased total open position to 756
On 6 Jan OBEROIRLTY was trading at 2209.45. The strike last trading price was 22.25, which was -7.65 lower than the previous day. The implied volatity was 33.76, the open interest changed by 156 which increased total open position to 756
On 3 Jan OBEROIRLTY was trading at 2255.20. The strike last trading price was 29.9, which was -7.00 lower than the previous day. The implied volatity was 31.47, the open interest changed by 21 which increased total open position to 595
On 2 Jan OBEROIRLTY was trading at 2282.25. The strike last trading price was 36.9, which was -0.20 lower than the previous day. The implied volatity was 29.88, the open interest changed by 55 which increased total open position to 575
On 1 Jan OBEROIRLTY was trading at 2274.95. The strike last trading price was 37.1, which was -9.05 lower than the previous day. The implied volatity was 29.11, the open interest changed by 12 which increased total open position to 516
On 31 Dec OBEROIRLTY was trading at 2311.50. The strike last trading price was 46.15, which was 8.15 higher than the previous day. The implied volatity was 28.05, the open interest changed by 33 which increased total open position to 499
On 30 Dec OBEROIRLTY was trading at 2265.45. The strike last trading price was 38, which was -15.45 lower than the previous day. The implied volatity was 28.78, the open interest changed by -23 which decreased total open position to 467
On 27 Dec OBEROIRLTY was trading at 2315.80. The strike last trading price was 53.45, which was -7.35 lower than the previous day. The implied volatity was 27.48, the open interest changed by 140 which increased total open position to 499
On 26 Dec OBEROIRLTY was trading at 2322.65. The strike last trading price was 60.8, which was 5.30 higher than the previous day. The implied volatity was 29.63, the open interest changed by 72 which increased total open position to 359
On 24 Dec OBEROIRLTY was trading at 2290.50. The strike last trading price was 55.5, which was 5.65 higher than the previous day. The implied volatity was 31.77, the open interest changed by 80 which increased total open position to 287
On 23 Dec OBEROIRLTY was trading at 2262.30. The strike last trading price was 49.85, which was 0.05 higher than the previous day. The implied volatity was 31.94, the open interest changed by 63 which increased total open position to 206
On 20 Dec OBEROIRLTY was trading at 2247.80. The strike last trading price was 49.8, which was -11.20 lower than the previous day. The implied volatity was 32.22, the open interest changed by 114 which increased total open position to 137
On 19 Dec OBEROIRLTY was trading at 2287.10. The strike last trading price was 61, which was -9.00 lower than the previous day. The implied volatity was 30.26, the open interest changed by 15 which increased total open position to 23
On 18 Dec OBEROIRLTY was trading at 2317.10. The strike last trading price was 70, which was -2.75 lower than the previous day. The implied volatity was 29.23, the open interest changed by 0 which decreased total open position to 8
On 17 Dec OBEROIRLTY was trading at 2315.55. The strike last trading price was 72.75, which was lower than the previous day. The implied volatity was 30.31, the open interest changed by 7 which increased total open position to 7
OBEROIRLTY 30JAN2025 2400 PE | |||||||
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Delta: -0.69
Vega: 2.00
Theta: -1.14
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
7 Jan | 2268.40 | 159.4 | -61.20 | 37.19 | 3 | 1 | 56 |
6 Jan | 2209.45 | 220.6 | 63.60 | 50.47 | 8 | -2 | 55 |
3 Jan | 2255.20 | 157 | 19.30 | 28.85 | 5 | 1 | 57 |
2 Jan | 2282.25 | 137.7 | -1.35 | 30.01 | 11 | 0 | 56 |
1 Jan | 2274.95 | 139.05 | -0.70 | 30.81 | 4 | -2 | 56 |
31 Dec | 2311.50 | 139.75 | -13.40 | 38.13 | 1 | 0 | 58 |
30 Dec | 2265.45 | 153.15 | 29.75 | 35.12 | 15 | 6 | 58 |
27 Dec | 2315.80 | 123.4 | 3.45 | 32.27 | 11 | 4 | 51 |
26 Dec | 2322.65 | 119.95 | -19.00 | 30.72 | 16 | 10 | 47 |
24 Dec | 2290.50 | 138.95 | -61.05 | 29.09 | 53 | 7 | 38 |
23 Dec | 2262.30 | 200 | 0.00 | 0.00 | 0 | 11 | 0 |
20 Dec | 2247.80 | 200 | 42.30 | 41.83 | 12 | 10 | 30 |
19 Dec | 2287.10 | 157.7 | -276.05 | 36.02 | 20 | 19 | 19 |
18 Dec | 2317.10 | 433.75 | 0.00 | - | 0 | 0 | 0 |
17 Dec | 2315.55 | 433.75 | - | 0 | 0 | 0 |
For Oberoi Realty Limited - strike price 2400 expiring on 30JAN2025
Delta for 2400 PE is -0.69
Historical price for 2400 PE is as follows
On 7 Jan OBEROIRLTY was trading at 2268.40. The strike last trading price was 159.4, which was -61.20 lower than the previous day. The implied volatity was 37.19, the open interest changed by 1 which increased total open position to 56
On 6 Jan OBEROIRLTY was trading at 2209.45. The strike last trading price was 220.6, which was 63.60 higher than the previous day. The implied volatity was 50.47, the open interest changed by -2 which decreased total open position to 55
On 3 Jan OBEROIRLTY was trading at 2255.20. The strike last trading price was 157, which was 19.30 higher than the previous day. The implied volatity was 28.85, the open interest changed by 1 which increased total open position to 57
On 2 Jan OBEROIRLTY was trading at 2282.25. The strike last trading price was 137.7, which was -1.35 lower than the previous day. The implied volatity was 30.01, the open interest changed by 0 which decreased total open position to 56
On 1 Jan OBEROIRLTY was trading at 2274.95. The strike last trading price was 139.05, which was -0.70 lower than the previous day. The implied volatity was 30.81, the open interest changed by -2 which decreased total open position to 56
On 31 Dec OBEROIRLTY was trading at 2311.50. The strike last trading price was 139.75, which was -13.40 lower than the previous day. The implied volatity was 38.13, the open interest changed by 0 which decreased total open position to 58
On 30 Dec OBEROIRLTY was trading at 2265.45. The strike last trading price was 153.15, which was 29.75 higher than the previous day. The implied volatity was 35.12, the open interest changed by 6 which increased total open position to 58
On 27 Dec OBEROIRLTY was trading at 2315.80. The strike last trading price was 123.4, which was 3.45 higher than the previous day. The implied volatity was 32.27, the open interest changed by 4 which increased total open position to 51
On 26 Dec OBEROIRLTY was trading at 2322.65. The strike last trading price was 119.95, which was -19.00 lower than the previous day. The implied volatity was 30.72, the open interest changed by 10 which increased total open position to 47
On 24 Dec OBEROIRLTY was trading at 2290.50. The strike last trading price was 138.95, which was -61.05 lower than the previous day. The implied volatity was 29.09, the open interest changed by 7 which increased total open position to 38
On 23 Dec OBEROIRLTY was trading at 2262.30. The strike last trading price was 200, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 11 which increased total open position to 0
On 20 Dec OBEROIRLTY was trading at 2247.80. The strike last trading price was 200, which was 42.30 higher than the previous day. The implied volatity was 41.83, the open interest changed by 10 which increased total open position to 30
On 19 Dec OBEROIRLTY was trading at 2287.10. The strike last trading price was 157.7, which was -276.05 lower than the previous day. The implied volatity was 36.02, the open interest changed by 19 which increased total open position to 19
On 18 Dec OBEROIRLTY was trading at 2317.10. The strike last trading price was 433.75, 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 17 Dec OBEROIRLTY was trading at 2315.55. The strike last trading price was 433.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0