OBEROIRLTY
Oberoi Realty Limited
Historical option data for OBEROIRLTY
22 Sep 2025 08:00 PM IST
| OBEROIRLTY 30SEP2025 1780 CE | ||||||||||||||||
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Delta: 0.11
Vega: 0.46
Theta: -0.98
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 1673.90 | 4.1 | -1 | 32.21 | 352 | 222 | 331 | |||||||||
| 21 Sept | 1670.20 | 5.1 | -0.2 | 29.12 | 35 | 1 | 108 | |||||||||
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| 18 Sept | 1658.20 | 5.3 | -1.65 | 30.71 | 39 | 8 | 108 | |||||||||
| 14 Sept | 1601.90 | 3.05 | -0.6 | 29.32 | 5 | 2 | 85 | |||||||||
For Oberoi Realty Limited - strike price 1780 expiring on 30SEP2025
Delta for 1780 CE is 0.11
Historical price for 1780 CE is as follows
On 22 Sept OBEROIRLTY was trading at 1673.90. The strike last trading price was 4.1, which was -1 lower than the previous day. The implied volatity was 32.21, the open interest changed by 222 which increased total open position to 331
On 21 Sept OBEROIRLTY was trading at 1670.20. The strike last trading price was 5.1, which was -0.2 lower than the previous day. The implied volatity was 29.12, the open interest changed by 1 which increased total open position to 108
On 18 Sept OBEROIRLTY was trading at 1658.20. The strike last trading price was 5.3, which was -1.65 lower than the previous day. The implied volatity was 30.71, the open interest changed by 8 which increased total open position to 108
On 14 Sept OBEROIRLTY was trading at 1601.90. The strike last trading price was 3.05, which was -0.6 lower than the previous day. The implied volatity was 29.32, the open interest changed by 2 which increased total open position to 85
| OBEROIRLTY 30SEP2025 1780 PE | |||||||
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Delta: -0.86
Vega: 0.55
Theta: -0.84
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 1673.90 | 109.65 | -29.25 | 36.63 | 13 | 2 | 14 |
| 21 Sept | 1670.20 | 138.9 | 0 | 0.00 | 0 | 0 | 0 |
| 18 Sept | 1658.20 | 138.9 | 0 | 0.00 | 0 | 0 | 0 |
| 14 Sept | 1601.90 | 172.25 | 17.1 | 32.99 | 2 | -1 | 9 |
For Oberoi Realty Limited - strike price 1780 expiring on 30SEP2025
Delta for 1780 PE is -0.86
Historical price for 1780 PE is as follows
On 22 Sept OBEROIRLTY was trading at 1673.90. The strike last trading price was 109.65, which was -29.25 lower than the previous day. The implied volatity was 36.63, the open interest changed by 2 which increased total open position to 14
On 21 Sept OBEROIRLTY was trading at 1670.20. The strike last trading price was 138.9, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 18 Sept OBEROIRLTY was trading at 1658.20. The strike last trading price was 138.9, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 14 Sept OBEROIRLTY was trading at 1601.90. The strike last trading price was 172.25, which was 17.1 higher than the previous day. The implied volatity was 32.99, the open interest changed by -1 which decreased total open position to 9
