OBEROIRLTY
Oberoi Realty Limited
Historical option data for OBEROIRLTY
27 Dec 2024 04:10 PM IST
| OBEROIRLTY 30JAN2025 2400 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.40
Vega: 2.74
Theta: -1.35
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 27 Dec | 2315.80 | 53.45 | -7.35 | 27.48 | 1,244 | 140 | 499 | |||
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| 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 0.40
Historical price for 2400 CE is as follows
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: -0.58
Vega: 2.77
Theta: -0.91
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 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 -0.58
Historical price for 2400 PE is as follows
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
