OFSS
Oracle Fin Serv Soft Ltd.
Historical option data for OFSS
01 Feb 2025 10:23 PM IST
| OFSS 27FEB2025 10250 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.13
Vega: 4.90
Theta: -4.23
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 1 Feb | 8893.25 | 59 | -30.05 | 41.77 | 450 | 31 | 434 | |||
| 31 Jan | 9122.05 | 91.7 | -6.9 | 40.03 | 621 | 116 | 403 | |||
| 30 Jan | 8994.60 | 97.4 | -93.4 | 44.18 | 559 | 104 | 286 | |||
| 29 Jan | 9536.50 | 189 | 58.55 | 38.85 | 552 | -113 | 182 | |||
| 28 Jan | 9246.50 | 136 | -12.8 | 40.82 | 219 | 45 | 301 | |||
| 27 Jan | 9299.00 | 145 | -130.65 | 40.52 | 228 | 138 | 257 | |||
| 24 Jan | 9805.65 | 281.9 | -102.9 | 35.62 | 118 | 33 | 119 | |||
| 23 Jan | 10056.70 | 384.8 | 134.10 | 35.18 | 201 | 42 | 86 | |||
| 22 Jan | 9593.20 | 250.7 | -60.30 | 38.74 | 28 | 9 | 45 | |||
| 21 Jan | 9765.90 | 311 | -142.80 | 38.70 | 52 | 5 | 34 | |||
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| 20 Jan | 10017.50 | 453.8 | -1.20 | 42.10 | 23 | 8 | 29 | |||
| 17 Jan | 10027.15 | 455 | -129.65 | 37.33 | 10 | 5 | 20 | |||
| 16 Jan | 10189.85 | 584.65 | -1743.40 | 40.03 | 22 | 15 | 15 | |||
| 14 Jan | 10747.10 | 2328.05 | - | 0 | 0 | 0 | ||||
For Oracle Fin Serv Soft Ltd. - strike price 10250 expiring on 27FEB2025
Delta for 10250 CE is 0.13
Historical price for 10250 CE is as follows
On 1 Feb OFSS was trading at 8893.25. The strike last trading price was 59, which was -30.05 lower than the previous day. The implied volatity was 41.77, the open interest changed by 31 which increased total open position to 434
On 31 Jan OFSS was trading at 9122.05. The strike last trading price was 91.7, which was -6.9 lower than the previous day. The implied volatity was 40.03, the open interest changed by 116 which increased total open position to 403
On 30 Jan OFSS was trading at 8994.60. The strike last trading price was 97.4, which was -93.4 lower than the previous day. The implied volatity was 44.18, the open interest changed by 104 which increased total open position to 286
On 29 Jan OFSS was trading at 9536.50. The strike last trading price was 189, which was 58.55 higher than the previous day. The implied volatity was 38.85, the open interest changed by -113 which decreased total open position to 182
On 28 Jan OFSS was trading at 9246.50. The strike last trading price was 136, which was -12.8 lower than the previous day. The implied volatity was 40.82, the open interest changed by 45 which increased total open position to 301
On 27 Jan OFSS was trading at 9299.00. The strike last trading price was 145, which was -130.65 lower than the previous day. The implied volatity was 40.52, the open interest changed by 138 which increased total open position to 257
On 24 Jan OFSS was trading at 9805.65. The strike last trading price was 281.9, which was -102.9 lower than the previous day. The implied volatity was 35.62, the open interest changed by 33 which increased total open position to 119
On 23 Jan OFSS was trading at 10056.70. The strike last trading price was 384.8, which was 134.10 higher than the previous day. The implied volatity was 35.18, the open interest changed by 42 which increased total open position to 86
On 22 Jan OFSS was trading at 9593.20. The strike last trading price was 250.7, which was -60.30 lower than the previous day. The implied volatity was 38.74, the open interest changed by 9 which increased total open position to 45
On 21 Jan OFSS was trading at 9765.90. The strike last trading price was 311, which was -142.80 lower than the previous day. The implied volatity was 38.70, the open interest changed by 5 which increased total open position to 34
On 20 Jan OFSS was trading at 10017.50. The strike last trading price was 453.8, which was -1.20 lower than the previous day. The implied volatity was 42.10, the open interest changed by 8 which increased total open position to 29
On 17 Jan OFSS was trading at 10027.15. The strike last trading price was 455, which was -129.65 lower than the previous day. The implied volatity was 37.33, the open interest changed by 5 which increased total open position to 20
On 16 Jan OFSS was trading at 10189.85. The strike last trading price was 584.65, which was -1743.40 lower than the previous day. The implied volatity was 40.03, the open interest changed by 15 which increased total open position to 15
On 14 Jan OFSS was trading at 10747.10. The strike last trading price was 2328.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| OFSS 27FEB2025 10250 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.82
Vega: 6.26
Theta: -3.81
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 1 Feb | 8893.25 | 1391.3 | 213.5 | 51.38 | 61 | 23 | 78 |
| 31 Jan | 9122.05 | 1178.85 | -93.05 | 48.87 | 22 | 7 | 56 |
| 30 Jan | 8994.60 | 1271.9 | -18.65 | 44.62 | 36 | 18 | 50 |
| 29 Jan | 9536.50 | 1290.55 | 0 | 0.00 | 0 | 6 | 0 |
| 28 Jan | 9246.50 | 1290.55 | 315.55 | 67.61 | 7 | 4 | 30 |
| 27 Jan | 9299.00 | 975 | 305 | 33.69 | 2 | 0 | 27 |
| 24 Jan | 9805.65 | 670 | 130 | 39.34 | 3 | -1 | 27 |
| 23 Jan | 10056.70 | 540 | -238.70 | 38.66 | 17 | 7 | 31 |
| 22 Jan | 9593.20 | 778.7 | 44.30 | 36.06 | 7 | 0 | 25 |
| 21 Jan | 9765.90 | 734.4 | 66.35 | 40.53 | 15 | 10 | 22 |
| 20 Jan | 10017.50 | 668.05 | 82.75 | 43.90 | 2 | 0 | 10 |
| 17 Jan | 10027.15 | 585.3 | -9.90 | 39.64 | 13 | 7 | 10 |
| 16 Jan | 10189.85 | 595.2 | 425.25 | 45.71 | 10 | 3 | 3 |
| 14 Jan | 10747.10 | 169.95 | 4.32 | 0 | 0 | 0 | |
For Oracle Fin Serv Soft Ltd. - strike price 10250 expiring on 27FEB2025
Delta for 10250 PE is -0.82
Historical price for 10250 PE is as follows
On 1 Feb OFSS was trading at 8893.25. The strike last trading price was 1391.3, which was 213.5 higher than the previous day. The implied volatity was 51.38, the open interest changed by 23 which increased total open position to 78
On 31 Jan OFSS was trading at 9122.05. The strike last trading price was 1178.85, which was -93.05 lower than the previous day. The implied volatity was 48.87, the open interest changed by 7 which increased total open position to 56
On 30 Jan OFSS was trading at 8994.60. The strike last trading price was 1271.9, which was -18.65 lower than the previous day. The implied volatity was 44.62, the open interest changed by 18 which increased total open position to 50
On 29 Jan OFSS was trading at 9536.50. The strike last trading price was 1290.55, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 6 which increased total open position to 0
On 28 Jan OFSS was trading at 9246.50. The strike last trading price was 1290.55, which was 315.55 higher than the previous day. The implied volatity was 67.61, the open interest changed by 4 which increased total open position to 30
On 27 Jan OFSS was trading at 9299.00. The strike last trading price was 975, which was 305 higher than the previous day. The implied volatity was 33.69, the open interest changed by 0 which decreased total open position to 27
On 24 Jan OFSS was trading at 9805.65. The strike last trading price was 670, which was 130 higher than the previous day. The implied volatity was 39.34, the open interest changed by -1 which decreased total open position to 27
On 23 Jan OFSS was trading at 10056.70. The strike last trading price was 540, which was -238.70 lower than the previous day. The implied volatity was 38.66, the open interest changed by 7 which increased total open position to 31
On 22 Jan OFSS was trading at 9593.20. The strike last trading price was 778.7, which was 44.30 higher than the previous day. The implied volatity was 36.06, the open interest changed by 0 which decreased total open position to 25
On 21 Jan OFSS was trading at 9765.90. The strike last trading price was 734.4, which was 66.35 higher than the previous day. The implied volatity was 40.53, the open interest changed by 10 which increased total open position to 22
On 20 Jan OFSS was trading at 10017.50. The strike last trading price was 668.05, which was 82.75 higher than the previous day. The implied volatity was 43.90, the open interest changed by 0 which decreased total open position to 10
On 17 Jan OFSS was trading at 10027.15. The strike last trading price was 585.3, which was -9.90 lower than the previous day. The implied volatity was 39.64, the open interest changed by 7 which increased total open position to 10
On 16 Jan OFSS was trading at 10189.85. The strike last trading price was 595.2, which was 425.25 higher than the previous day. The implied volatity was 45.71, the open interest changed by 3 which increased total open position to 3
On 14 Jan OFSS was trading at 10747.10. The strike last trading price was 169.95, which was lower than the previous day. The implied volatity was 4.32, the open interest changed by 0 which decreased total open position to 0
