OBEROIRLTY
Oberoi Realty Limited
Historical option data for OBEROIRLTY
22 Sep 2025 08:00 PM IST
| OBEROIRLTY 30SEP2025 1680 CE | ||||||||||||||||
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Delta: 0.49
Vega: 0.99
Theta: -1.98
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 1673.90 | 26.5 | -1.15 | 28.54 | 3,517 | -158 | 364 | |||||||||
| 21 Sept | 1670.20 | 27.5 | 2.4 | 24.98 | 1,724 | -321 | 529 | |||||||||
| 18 Sept | 1658.20 | 24.8 | -1.9 | 26.50 | 3,174 | 608 | 852 | |||||||||
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| 14 Sept | 1601.90 | 12.9 | -2.15 | 25.79 | 169 | 20 | 208 | |||||||||
For Oberoi Realty Limited - strike price 1680 expiring on 30SEP2025
Delta for 1680 CE is 0.49
Historical price for 1680 CE is as follows
On 22 Sept OBEROIRLTY was trading at 1673.90. The strike last trading price was 26.5, which was -1.15 lower than the previous day. The implied volatity was 28.54, the open interest changed by -158 which decreased total open position to 364
On 21 Sept OBEROIRLTY was trading at 1670.20. The strike last trading price was 27.5, which was 2.4 higher than the previous day. The implied volatity was 24.98, the open interest changed by -321 which decreased total open position to 529
On 18 Sept OBEROIRLTY was trading at 1658.20. The strike last trading price was 24.8, which was -1.9 lower than the previous day. The implied volatity was 26.50, the open interest changed by 608 which increased total open position to 852
On 14 Sept OBEROIRLTY was trading at 1601.90. The strike last trading price was 12.9, which was -2.15 lower than the previous day. The implied volatity was 25.79, the open interest changed by 20 which increased total open position to 208
| OBEROIRLTY 30SEP2025 1680 PE | |||||||
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Delta: -0.51
Vega: 0.99
Theta: -1.44
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 1673.90 | 28.75 | -6.2 | 27.25 | 549 | 15 | 113 |
| 21 Sept | 1670.20 | 33.05 | -8.8 | 27.23 | 137 | -1 | 99 |
| 18 Sept | 1658.20 | 42.45 | -3.05 | 28.33 | 343 | 21 | 98 |
| 14 Sept | 1601.90 | 81 | 5 | 26.12 | 1 | -1 | 65 |
For Oberoi Realty Limited - strike price 1680 expiring on 30SEP2025
Delta for 1680 PE is -0.51
Historical price for 1680 PE is as follows
On 22 Sept OBEROIRLTY was trading at 1673.90. The strike last trading price was 28.75, which was -6.2 lower than the previous day. The implied volatity was 27.25, the open interest changed by 15 which increased total open position to 113
On 21 Sept OBEROIRLTY was trading at 1670.20. The strike last trading price was 33.05, which was -8.8 lower than the previous day. The implied volatity was 27.23, the open interest changed by -1 which decreased total open position to 99
On 18 Sept OBEROIRLTY was trading at 1658.20. The strike last trading price was 42.45, which was -3.05 lower than the previous day. The implied volatity was 28.33, the open interest changed by 21 which increased total open position to 98
On 14 Sept OBEROIRLTY was trading at 1601.90. The strike last trading price was 81, which was 5 higher than the previous day. The implied volatity was 26.12, the open interest changed by -1 which decreased total open position to 65
