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[--[65.84.65.76]--]
OBEROIRLTY
Oberoi Realty Limited

2268.4 58.96 (2.67%)

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Historical option data for OBEROIRLTY

07 Jan 2025 04:10 PM IST
OBEROIRLTY 30JAN2025 2400 CE
Delta: 0.28
Vega: 1.93
Theta: -1.58
Gamma: 0.00
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
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
Delta: -0.69
Vega: 2.00
Theta: -1.14
Gamma: 0.00
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