OBEROIRLTY
Oberoi Realty Limited
Historical option data for OBEROIRLTY
27 Dec 2024 04:10 PM IST
| OBEROIRLTY 30JAN2025 2420 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.37
Vega: 2.67
Theta: -1.31
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 27 Dec | 2315.80 | 47.35 | -6.20 | 27.81 | 48 | 16 | 22 | |||
| 26 Dec | 2322.65 | 53.55 | -0.45 | 29.61 | 29 | 2 | 4 | |||
| 24 Dec | 2290.50 | 54 | 6.45 | 33.55 | 1 | 0 | 1 | |||
| 23 Dec | 2262.30 | 47.55 | 18.30 | 33.26 | 1 | 0 | 0 | |||
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| 20 Dec | 2247.80 | 29.25 | 0.00 | 4.74 | 0 | 0 | 0 | |||
| 19 Dec | 2287.10 | 29.25 | 0.00 | 3.27 | 0 | 0 | 0 | |||
| 18 Dec | 2317.10 | 29.25 | 0.00 | 2.41 | 0 | 0 | 0 | |||
| 17 Dec | 2315.55 | 29.25 | 2.46 | 0 | 0 | 0 | ||||
For Oberoi Realty Limited - strike price 2420 expiring on 30JAN2025
Delta for 2420 CE is 0.37
Historical price for 2420 CE is as follows
On 27 Dec OBEROIRLTY was trading at 2315.80. The strike last trading price was 47.35, which was -6.20 lower than the previous day. The implied volatity was 27.81, the open interest changed by 16 which increased total open position to 22
On 26 Dec OBEROIRLTY was trading at 2322.65. The strike last trading price was 53.55, which was -0.45 lower than the previous day. The implied volatity was 29.61, the open interest changed by 2 which increased total open position to 4
On 24 Dec OBEROIRLTY was trading at 2290.50. The strike last trading price was 54, which was 6.45 higher than the previous day. The implied volatity was 33.55, the open interest changed by 0 which decreased total open position to 1
On 23 Dec OBEROIRLTY was trading at 2262.30. The strike last trading price was 47.55, which was 18.30 higher than the previous day. The implied volatity was 33.26, the open interest changed by 0 which decreased total open position to 0
On 20 Dec OBEROIRLTY was trading at 2247.80. The strike last trading price was 29.25, which was 0.00 lower than the previous day. The implied volatity was 4.74, the open interest changed by 0 which decreased total open position to 0
On 19 Dec OBEROIRLTY was trading at 2287.10. The strike last trading price was 29.25, which was 0.00 lower than the previous day. The implied volatity was 3.27, the open interest changed by 0 which decreased total open position to 0
On 18 Dec OBEROIRLTY was trading at 2317.10. The strike last trading price was 29.25, which was 0.00 lower than the previous day. The implied volatity was 2.41, 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 29.25, which was lower than the previous day. The implied volatity was 2.46, the open interest changed by 0 which decreased total open position to 0
| OBEROIRLTY 30JAN2025 2420 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.61
Vega: 2.72
Theta: -0.89
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 27 Dec | 2315.80 | 137.45 | -2.95 | 32.83 | 5 | 1 | 7 |
| 26 Dec | 2322.65 | 140.4 | -259.25 | 33.58 | 9 | 6 | 6 |
| 24 Dec | 2290.50 | 399.65 | 0.00 | - | 0 | 0 | 0 |
| 23 Dec | 2262.30 | 399.65 | 0.00 | - | 0 | 0 | 0 |
| 20 Dec | 2247.80 | 399.65 | 0.00 | - | 0 | 0 | 0 |
| 19 Dec | 2287.10 | 399.65 | 0.00 | - | 0 | 0 | 0 |
| 18 Dec | 2317.10 | 399.65 | 0.00 | - | 0 | 0 | 0 |
| 17 Dec | 2315.55 | 399.65 | - | 0 | 0 | 0 | |
For Oberoi Realty Limited - strike price 2420 expiring on 30JAN2025
Delta for 2420 PE is -0.61
Historical price for 2420 PE is as follows
On 27 Dec OBEROIRLTY was trading at 2315.80. The strike last trading price was 137.45, which was -2.95 lower than the previous day. The implied volatity was 32.83, the open interest changed by 1 which increased total open position to 7
On 26 Dec OBEROIRLTY was trading at 2322.65. The strike last trading price was 140.4, which was -259.25 lower than the previous day. The implied volatity was 33.58, the open interest changed by 6 which increased total open position to 6
On 24 Dec OBEROIRLTY was trading at 2290.50. The strike last trading price was 399.65, 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 23 Dec OBEROIRLTY was trading at 2262.30. The strike last trading price was 399.65, 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 20 Dec OBEROIRLTY was trading at 2247.80. The strike last trading price was 399.65, 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 19 Dec OBEROIRLTY was trading at 2287.10. The strike last trading price was 399.65, 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 18 Dec OBEROIRLTY was trading at 2317.10. The strike last trading price was 399.65, 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 399.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
