OBEROIRLTY
Oberoi Realty Limited
Historical option data for OBEROIRLTY
22 Sep 2025 08:00 PM IST
| OBEROIRLTY 30SEP2025 1660 CE | ||||||||||||||||
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Delta: 0.60
Vega: 0.95
Theta: -1.92
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 1673.90 | 36.3 | -1.1 | 27.77 | 979 | -27 | 277 | |||||||||
| 21 Sept | 1670.20 | 37.25 | 3.95 | 24.25 | 1,088 | 5 | 302 | |||||||||
| 18 Sept | 1658.20 | 34.2 | -1.05 | 26.64 | 1,283 | -95 | 300 | |||||||||
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| 14 Sept | 1601.90 | 17.65 | -2.45 | 25.46 | 320 | -21 | 398 | |||||||||
For Oberoi Realty Limited - strike price 1660 expiring on 30SEP2025
Delta for 1660 CE is 0.60
Historical price for 1660 CE is as follows
On 22 Sept OBEROIRLTY was trading at 1673.90. The strike last trading price was 36.3, which was -1.1 lower than the previous day. The implied volatity was 27.77, the open interest changed by -27 which decreased total open position to 277
On 21 Sept OBEROIRLTY was trading at 1670.20. The strike last trading price was 37.25, which was 3.95 higher than the previous day. The implied volatity was 24.25, the open interest changed by 5 which increased total open position to 302
On 18 Sept OBEROIRLTY was trading at 1658.20. The strike last trading price was 34.2, which was -1.05 lower than the previous day. The implied volatity was 26.64, the open interest changed by -95 which decreased total open position to 300
On 14 Sept OBEROIRLTY was trading at 1601.90. The strike last trading price was 17.65, which was -2.45 lower than the previous day. The implied volatity was 25.46, the open interest changed by -21 which decreased total open position to 398
| OBEROIRLTY 30SEP2025 1660 PE | |||||||
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Delta: -0.40
Vega: 0.95
Theta: -1.45
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 1673.90 | 19.5 | -5.4 | 27.39 | 677 | -5 | 180 |
| 21 Sept | 1670.20 | 24.75 | -6.85 | 28.25 | 325 | 15 | 183 |
| 18 Sept | 1658.20 | 30.4 | -4.5 | 27.18 | 259 | 29 | 170 |
| 14 Sept | 1601.90 | 68.05 | 0.8 | 27.48 | 14 | 3 | 56 |
For Oberoi Realty Limited - strike price 1660 expiring on 30SEP2025
Delta for 1660 PE is -0.40
Historical price for 1660 PE is as follows
On 22 Sept OBEROIRLTY was trading at 1673.90. The strike last trading price was 19.5, which was -5.4 lower than the previous day. The implied volatity was 27.39, the open interest changed by -5 which decreased total open position to 180
On 21 Sept OBEROIRLTY was trading at 1670.20. The strike last trading price was 24.75, which was -6.85 lower than the previous day. The implied volatity was 28.25, the open interest changed by 15 which increased total open position to 183
On 18 Sept OBEROIRLTY was trading at 1658.20. The strike last trading price was 30.4, which was -4.5 lower than the previous day. The implied volatity was 27.18, the open interest changed by 29 which increased total open position to 170
On 14 Sept OBEROIRLTY was trading at 1601.90. The strike last trading price was 68.05, which was 0.8 higher than the previous day. The implied volatity was 27.48, the open interest changed by 3 which increased total open position to 56
