Historical option data for OFSS
22 Jun 2026 01:03 PM IST
| OFSS 28-Jul-2026 (36d) 10000 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.47
Vega: 0.12
Theta: -6.59
Gamma: 0.00036
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 22 Jun | 9800.00 | 373 | 49 (15.12%) | 35.53 | 438 | 161 | 294 | |||||||||
| 19 Jun | 9638.50 | 339.05 | 98.05 (40.68%) | 36.85 | 171 | 47 | 130 | |||||||||
| 18 Jun | 9399.50 | 242.5 | -32.5 (-11.82%) | 36.17 | 18 | 9 | 84 | |||||||||
| 17 Jun | 9444.50 | 278.2 | -31.8 (-10.26%) | 36.59 | 77 | -30 | 74 | |||||||||
| 16 Jun | 9500.50 | 310 | 42 (15.67%) | 37.46 | 37 | 13 | 106 | |||||||||
| 15 Jun | 9373.00 | 257.35 | -7.65 (-2.89%) | 36.9 | 22 | -1 | 95 | |||||||||
| 12 Jun | 9327.50 | 265 | -3 (-1.12%) | 38.77 | 65 | 37 | 95 | |||||||||
| 11 Jun | 9265.50 | 269.1 | -104.25 (-27.92%) | 38.74 | 88 | -8 | 58 | |||||||||
| 10 Jun | 9470.00 | 370 | -59 (-13.75%) | 40.05 | 56 | 37 | 66 | |||||||||
| 9 Jun | 9639.50 | 437.75 | -67.25 (-13.32%) | 39.72 | 39 | 26 | 28 | |||||||||
| 8 Jun | 9756.00 | 504.7 | -310.3 (-38.07%) | 39.58 | 2 | 1 | 2 | |||||||||
| 5 Jun | 9936.50 | 899.2 | 0.2 (0.02%) | - | 1 | 0 | 1 | |||||||||
| 4 Jun | 10098.00 | 899.2 | 0.2 (0.02%) | - | 1 | 0 | 1 | |||||||||
| 3 Jun | 9997.50 | 899.2 | 0.2 (0.02%) | 35.36 | 1 | 0 | 1 | |||||||||
| 2 Jun | 10344.50 | 814.6 | 233.6 (40.21%) | 35.36 | 1 | 1 | 1 | |||||||||
For Oracle Fin Serv Soft Ltd. - strike price 10000 expiring on 28JUL2026
Delta for 10000 CE is 0.47
Historical price for 10000 CE is as follows
On 22 Jun OFSS was trading at 9800.00. The strike last trading price was 373, which was 49 higher than the previous day. The implied volatity was 35.53, the open interest changed by 161 which increased total open position to 294
On 19 Jun OFSS was trading at 9638.50. The strike last trading price was 339.05, which was 98.05 higher than the previous day. The implied volatity was 36.85, the open interest changed by 47 which increased total open position to 130
On 18 Jun OFSS was trading at 9399.50. The strike last trading price was 242.5, which was -32.5 lower than the previous day. The implied volatity was 36.17, the open interest changed by 9 which increased total open position to 84
On 17 Jun OFSS was trading at 9444.50. The strike last trading price was 278.2, which was -31.8 lower than the previous day. The implied volatity was 36.59, the open interest changed by -30 which decreased total open position to 74
On 16 Jun OFSS was trading at 9500.50. The strike last trading price was 310, which was 42 higher than the previous day. The implied volatity was 37.46, the open interest changed by 13 which increased total open position to 106
On 15 Jun OFSS was trading at 9373.00. The strike last trading price was 257.35, which was -7.65 lower than the previous day. The implied volatity was 36.9, the open interest changed by -1 which decreased total open position to 95
On 12 Jun OFSS was trading at 9327.50. The strike last trading price was 265, which was -3 lower than the previous day. The implied volatity was 38.77, the open interest changed by 37 which increased total open position to 95
On 11 Jun OFSS was trading at 9265.50. The strike last trading price was 269.1, which was -104.25 lower than the previous day. The implied volatity was 38.74, the open interest changed by -8 which decreased total open position to 58
On 10 Jun OFSS was trading at 9470.00. The strike last trading price was 370, which was -59 lower than the previous day. The implied volatity was 40.05, the open interest changed by 37 which increased total open position to 66
On 9 Jun OFSS was trading at 9639.50. The strike last trading price was 437.75, which was -67.25 lower than the previous day. The implied volatity was 39.72, the open interest changed by 26 which increased total open position to 28
On 8 Jun OFSS was trading at 9756.00. The strike last trading price was 504.7, which was -310.3 lower than the previous day. The implied volatity was 39.58, the open interest changed by 1 which increased total open position to 2
On 5 Jun OFSS was trading at 9936.50. The strike last trading price was 899.2, which was 0.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 4 Jun OFSS was trading at 10098.00. The strike last trading price was 899.2, which was 0.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 3 Jun OFSS was trading at 9997.50. The strike last trading price was 899.2, which was 0.2 higher than the previous day. The implied volatity was 35.36, the open interest changed by 0 which decreased total open position to 1
On 2 Jun OFSS was trading at 10344.50. The strike last trading price was 814.6, which was 233.6 higher than the previous day. The implied volatity was 35.36, the open interest changed by 1 which increased total open position to 1
| OFSS 28-Jul-2026 (36d) 10000 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.53
Vega: 0.12
Theta: -5.3
Gamma: 0.00035
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 22 Jun | 9800.00 | 531.2 | -147.3 (-21.71%) | 36.7 | 234 | 173 | 203 |
| 19 Jun | 9638.50 | 666.6 | -80.4 (-10.76%) | 39.81 | 31 | 20 | 29 |
| 18 Jun | 9399.50 | 747 | 747 | - | 1 | 0 | 9 |
| 17 Jun | 9444.50 | 747 | 747 (-7.21%) | 37.47 | 1 | 0 | 9 |
| 16 Jun | 9500.50 | 747 | -58.05 (-7.21%) | 37.47 | 1 | 0 | 9 |
| 15 Jun | 9373.00 | 805.05 | -101 (-11.15%) | 37.72 | 13 | -7 | 9 |
| 12 Jun | 9327.50 | 906.05 | -39.1 (-4.14%) | 39.65 | 20 | 8 | 16 |
| 11 Jun | 9265.50 | 945 | 156 (19.77%) | 40.5 | 14 | 1 | 7 |
| 10 Jun | 9470.00 | 789.05 | 63.85 (8.80%) | 40.21 | 10 | 2 | 6 |
| 9 Jun | 9639.50 | 725.2 | -226.05 (-23.76%) | 39.92 | 4 | 4 | 4 |
| 8 Jun | 9756.00 | 0 | 0 | - | 0 | 0 | 0 |
| 5 Jun | 9936.50 | 0 | 0 | - | 0 | 0 | 0 |
| 4 Jun | 10098.00 | 0 | 0 | - | 0 | 0 | 0 |
| 3 Jun | 9997.50 | 0 | 0 | - | 0 | 0 | 0 |
| 2 Jun | 10344.50 | 0 | 0 | - | 0 | 0 | 0 |
For Oracle Fin Serv Soft Ltd. - strike price 10000 expiring on 28JUL2026
Delta for 10000 PE is -0.53
Historical price for 10000 PE is as follows
On 22 Jun OFSS was trading at 9800.00. The strike last trading price was 531.2, which was -147.3 lower than the previous day. The implied volatity was 36.7, the open interest changed by 173 which increased total open position to 203
On 19 Jun OFSS was trading at 9638.50. The strike last trading price was 666.6, which was -80.4 lower than the previous day. The implied volatity was 39.81, the open interest changed by 20 which increased total open position to 29
On 18 Jun OFSS was trading at 9399.50. The strike last trading price was 747, which was 747 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 17 Jun OFSS was trading at 9444.50. The strike last trading price was 747, which was 747 higher than the previous day. The implied volatity was 37.47, the open interest changed by 0 which decreased total open position to 9
On 16 Jun OFSS was trading at 9500.50. The strike last trading price was 747, which was -58.05 lower than the previous day. The implied volatity was 37.47, the open interest changed by 0 which decreased total open position to 9
On 15 Jun OFSS was trading at 9373.00. The strike last trading price was 805.05, which was -101 lower than the previous day. The implied volatity was 37.72, the open interest changed by -7 which decreased total open position to 9
On 12 Jun OFSS was trading at 9327.50. The strike last trading price was 906.05, which was -39.1 lower than the previous day. The implied volatity was 39.65, the open interest changed by 8 which increased total open position to 16
On 11 Jun OFSS was trading at 9265.50. The strike last trading price was 945, which was 156 higher than the previous day. The implied volatity was 40.5, the open interest changed by 1 which increased total open position to 7
On 10 Jun OFSS was trading at 9470.00. The strike last trading price was 789.05, which was 63.85 higher than the previous day. The implied volatity was 40.21, the open interest changed by 2 which increased total open position to 6
On 9 Jun OFSS was trading at 9639.50. The strike last trading price was 725.2, which was -226.05 lower than the previous day. The implied volatity was 39.92, the open interest changed by 4 which increased total open position to 4
On 8 Jun OFSS was trading at 9756.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 Jun OFSS was trading at 9936.50. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Jun OFSS was trading at 10098.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Jun OFSS was trading at 9997.50. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 2 Jun OFSS was trading at 10344.50. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
