OBEROIRLTY
Oberoi Realty Limited
Historical option data for OBEROIRLTY
22 Sep 2025 08:00 PM IST
| OBEROIRLTY 30SEP2025 1640 CE | ||||||||||||||||
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Delta: 0.71
Vega: 0.85
Theta: -1.82
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 1673.90 | 49.65 | 1.65 | 28.39 | 365 | -12 | 327 | |||||||||
| 21 Sept | 1670.20 | 49 | 4.9 | 23.18 | 419 | -2 | 338 | |||||||||
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| 18 Sept | 1658.20 | 45.5 | 0.55 | 26.73 | 768 | -111 | 337 | |||||||||
| 14 Sept | 1601.90 | 23.4 | -3.05 | 24.87 | 303 | 11 | 311 | |||||||||
For Oberoi Realty Limited - strike price 1640 expiring on 30SEP2025
Delta for 1640 CE is 0.71
Historical price for 1640 CE is as follows
On 22 Sept OBEROIRLTY was trading at 1673.90. The strike last trading price was 49.65, which was 1.65 higher than the previous day. The implied volatity was 28.39, the open interest changed by -12 which decreased total open position to 327
On 21 Sept OBEROIRLTY was trading at 1670.20. The strike last trading price was 49, which was 4.9 higher than the previous day. The implied volatity was 23.18, the open interest changed by -2 which decreased total open position to 338
On 18 Sept OBEROIRLTY was trading at 1658.20. The strike last trading price was 45.5, which was 0.55 higher than the previous day. The implied volatity was 26.73, the open interest changed by -111 which decreased total open position to 337
On 14 Sept OBEROIRLTY was trading at 1601.90. The strike last trading price was 23.4, which was -3.05 lower than the previous day. The implied volatity was 24.87, the open interest changed by 11 which increased total open position to 311
| OBEROIRLTY 30SEP2025 1640 PE | |||||||
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Delta: -0.28
Vega: 0.84
Theta: -1.29
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 1673.90 | 12.15 | -4.5 | 27.08 | 224 | 23 | 240 |
| 21 Sept | 1670.20 | 16.15 | -5.8 | 27.25 | 181 | -32 | 217 |
| 18 Sept | 1658.20 | 20.75 | -3.85 | 26.40 | 244 | -8 | 249 |
| 14 Sept | 1601.90 | 53.9 | 0.2 | 0.00 | 0 | 0 | 0 |
For Oberoi Realty Limited - strike price 1640 expiring on 30SEP2025
Delta for 1640 PE is -0.28
Historical price for 1640 PE is as follows
On 22 Sept OBEROIRLTY was trading at 1673.90. The strike last trading price was 12.15, which was -4.5 lower than the previous day. The implied volatity was 27.08, the open interest changed by 23 which increased total open position to 240
On 21 Sept OBEROIRLTY was trading at 1670.20. The strike last trading price was 16.15, which was -5.8 lower than the previous day. The implied volatity was 27.25, the open interest changed by -32 which decreased total open position to 217
On 18 Sept OBEROIRLTY was trading at 1658.20. The strike last trading price was 20.75, which was -3.85 lower than the previous day. The implied volatity was 26.40, the open interest changed by -8 which decreased total open position to 249
On 14 Sept OBEROIRLTY was trading at 1601.90. The strike last trading price was 53.9, which was 0.2 higher than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
