OFSS
Oracle Fin Serv Soft Ltd.
Historical option data for OFSS
21 Nov 2024 04:13 PM IST
| OFSS 28NOV2024 10250 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.92
Vega: 2.34
Theta: -9.89
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 11141.90 | 906.7 | -270.90 | 43.91 | 2 | 0 | 4 | |||
| 20 Nov | 11169.05 | 1177.6 | 0.00 | 90.63 | 3 | 0.5 | 3.5 | |||
| 19 Nov | 11169.05 | 1177.6 | -483.30 | 90.63 | 3 | 0 | 3.5 | |||
| 18 Nov | 11272.25 | 1660.9 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 14 Nov | 11768.55 | 1660.9 | 0.00 | 0.00 | 0 | 0 | 0 | |||
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| 13 Nov | 11762.15 | 1660.9 | 0.00 | 0.00 | 0 | -1 | 0 | |||
| 12 Nov | 11855.75 | 1660.9 | 326.05 | 35.00 | 1 | -0.5 | 4 | |||
| 11 Nov | 11932.80 | 1334.85 | 0.00 | 0.00 | 0 | 0.5 | 0 | |||
| 8 Nov | 11518.15 | 1334.85 | 155.50 | 32.33 | 0.5 | 0 | 4 | |||
| 7 Nov | 11423.30 | 1179.35 | -197.70 | - | 1.5 | 0 | 5 | |||
| 6 Nov | 11561.00 | 1377.05 | 425.05 | 25.47 | 2.5 | -1 | 5 | |||
| 5 Nov | 10938.35 | 952 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 4 Nov | 10842.80 | 952 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 1 Nov | 10822.35 | 952 | 0.00 | 0.00 | 0 | 6 | 0 | |||
| 31 Oct | 10886.50 | 952 | -581.65 | - | 6 | 2 | 2 | |||
| 30 Oct | 11267.00 | 1533.65 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 10990.40 | 1533.65 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 10990.30 | 1533.65 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 10888.05 | 1533.65 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 10682.40 | 1533.65 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 11214.15 | 1533.65 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 10890.55 | 1533.65 | - | 0 | 0 | 0 | ||||
For Oracle Fin Serv Soft Ltd. - strike price 10250 expiring on 28NOV2024
Delta for 10250 CE is 0.92
Historical price for 10250 CE is as follows
On 21 Nov OFSS was trading at 11141.90. The strike last trading price was 906.7, which was -270.90 lower than the previous day. The implied volatity was 43.91, the open interest changed by 0 which decreased total open position to 8
On 20 Nov OFSS was trading at 11169.05. The strike last trading price was 1177.6, which was 0.00 lower than the previous day. The implied volatity was 90.63, the open interest changed by 1 which increased total open position to 7
On 19 Nov OFSS was trading at 11169.05. The strike last trading price was 1177.6, which was -483.30 lower than the previous day. The implied volatity was 90.63, the open interest changed by 0 which decreased total open position to 7
On 18 Nov OFSS was trading at 11272.25. The strike last trading price was 1660.9, which was 0.00 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 Nov OFSS was trading at 11768.55. The strike last trading price was 1660.9, which was 0.00 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 13 Nov OFSS was trading at 11762.15. The strike last trading price was 1660.9, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -2 which decreased total open position to 0
On 12 Nov OFSS was trading at 11855.75. The strike last trading price was 1660.9, which was 326.05 higher than the previous day. The implied volatity was 35.00, the open interest changed by -1 which decreased total open position to 8
On 11 Nov OFSS was trading at 11932.80. The strike last trading price was 1334.85, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 8 Nov OFSS was trading at 11518.15. The strike last trading price was 1334.85, which was 155.50 higher than the previous day. The implied volatity was 32.33, the open interest changed by 0 which decreased total open position to 8
On 7 Nov OFSS was trading at 11423.30. The strike last trading price was 1179.35, which was -197.70 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10
On 6 Nov OFSS was trading at 11561.00. The strike last trading price was 1377.05, which was 425.05 higher than the previous day. The implied volatity was 25.47, the open interest changed by -2 which decreased total open position to 10
On 5 Nov OFSS was trading at 10938.35. The strike last trading price was 952, which was 0.00 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 4 Nov OFSS was trading at 10842.80. The strike last trading price was 952, which was 0.00 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 1 Nov OFSS was trading at 10822.35. The strike last trading price was 952, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 12 which increased total open position to 0
On 31 Oct OFSS was trading at 10886.50. The strike last trading price was 952, which was -581.65 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct OFSS was trading at 11267.00. The strike last trading price was 1533.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct OFSS was trading at 10990.40. The strike last trading price was 1533.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct OFSS was trading at 10990.30. The strike last trading price was 1533.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct OFSS was trading at 10888.05. The strike last trading price was 1533.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct OFSS was trading at 10682.40. The strike last trading price was 1533.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct OFSS was trading at 11214.15. The strike last trading price was 1533.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct OFSS was trading at 10890.55. The strike last trading price was 1533.65, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| OFSS 28NOV2024 10250 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.10
Vega: 2.66
Theta: -8.67
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 11141.90 | 34.5 | -23.05 | 47.29 | 224 | -13 | 111.5 |
| 20 Nov | 11169.05 | 57.55 | 0.00 | 50.12 | 198.5 | -46.5 | 124.5 |
| 19 Nov | 11169.05 | 57.55 | 6.70 | 50.12 | 198.5 | -46.5 | 124.5 |
| 18 Nov | 11272.25 | 50.85 | 33.75 | 49.53 | 306.5 | 21.5 | 173.5 |
| 14 Nov | 11768.55 | 17.1 | -7.80 | 43.87 | 176.5 | 34 | 157.5 |
| 13 Nov | 11762.15 | 24.9 | -2.25 | 44.37 | 14 | -4 | 123.5 |
| 12 Nov | 11855.75 | 27.15 | -1.90 | 46.06 | 76 | 0.5 | 135 |
| 11 Nov | 11932.80 | 29.05 | -23.45 | 46.76 | 62.5 | 11 | 134.5 |
| 8 Nov | 11518.15 | 52.5 | -4.10 | 41.35 | 30.5 | -8 | 123.5 |
| 7 Nov | 11423.30 | 56.6 | 9.60 | 38.62 | 54.5 | 19.5 | 131 |
| 6 Nov | 11561.00 | 47 | -128.90 | 39.36 | 217.5 | 11 | 111 |
| 5 Nov | 10938.35 | 175.9 | -45.45 | 43.26 | 28.5 | 5 | 98.5 |
| 4 Nov | 10842.80 | 221.35 | -28.65 | 43.63 | 33 | 0 | 93.5 |
| 1 Nov | 10822.35 | 250 | 19.80 | 45.43 | 15.5 | 3.5 | 93.5 |
| 31 Oct | 10886.50 | 230.2 | 91.20 | - | 221 | 32 | 90 |
| 30 Oct | 11267.00 | 139 | -45.85 | - | 223 | 5 | 58 |
| 29 Oct | 10990.40 | 184.85 | -190.80 | - | 68 | 48 | 48 |
| 28 Oct | 10990.30 | 375.65 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 10888.05 | 375.65 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 10682.40 | 375.65 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 11214.15 | 375.65 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 10890.55 | 375.65 | - | 0 | 0 | 0 | |
For Oracle Fin Serv Soft Ltd. - strike price 10250 expiring on 28NOV2024
Delta for 10250 PE is -0.10
Historical price for 10250 PE is as follows
On 21 Nov OFSS was trading at 11141.90. The strike last trading price was 34.5, which was -23.05 lower than the previous day. The implied volatity was 47.29, the open interest changed by -26 which decreased total open position to 223
On 20 Nov OFSS was trading at 11169.05. The strike last trading price was 57.55, which was 0.00 lower than the previous day. The implied volatity was 50.12, the open interest changed by -93 which decreased total open position to 249
On 19 Nov OFSS was trading at 11169.05. The strike last trading price was 57.55, which was 6.70 higher than the previous day. The implied volatity was 50.12, the open interest changed by -93 which decreased total open position to 249
On 18 Nov OFSS was trading at 11272.25. The strike last trading price was 50.85, which was 33.75 higher than the previous day. The implied volatity was 49.53, the open interest changed by 43 which increased total open position to 347
On 14 Nov OFSS was trading at 11768.55. The strike last trading price was 17.1, which was -7.80 lower than the previous day. The implied volatity was 43.87, the open interest changed by 68 which increased total open position to 315
On 13 Nov OFSS was trading at 11762.15. The strike last trading price was 24.9, which was -2.25 lower than the previous day. The implied volatity was 44.37, the open interest changed by -8 which decreased total open position to 247
On 12 Nov OFSS was trading at 11855.75. The strike last trading price was 27.15, which was -1.90 lower than the previous day. The implied volatity was 46.06, the open interest changed by 1 which increased total open position to 270
On 11 Nov OFSS was trading at 11932.80. The strike last trading price was 29.05, which was -23.45 lower than the previous day. The implied volatity was 46.76, the open interest changed by 22 which increased total open position to 269
On 8 Nov OFSS was trading at 11518.15. The strike last trading price was 52.5, which was -4.10 lower than the previous day. The implied volatity was 41.35, the open interest changed by -16 which decreased total open position to 247
On 7 Nov OFSS was trading at 11423.30. The strike last trading price was 56.6, which was 9.60 higher than the previous day. The implied volatity was 38.62, the open interest changed by 39 which increased total open position to 262
On 6 Nov OFSS was trading at 11561.00. The strike last trading price was 47, which was -128.90 lower than the previous day. The implied volatity was 39.36, the open interest changed by 22 which increased total open position to 222
On 5 Nov OFSS was trading at 10938.35. The strike last trading price was 175.9, which was -45.45 lower than the previous day. The implied volatity was 43.26, the open interest changed by 10 which increased total open position to 197
On 4 Nov OFSS was trading at 10842.80. The strike last trading price was 221.35, which was -28.65 lower than the previous day. The implied volatity was 43.63, the open interest changed by 0 which decreased total open position to 187
On 1 Nov OFSS was trading at 10822.35. The strike last trading price was 250, which was 19.80 higher than the previous day. The implied volatity was 45.43, the open interest changed by 7 which increased total open position to 187
On 31 Oct OFSS was trading at 10886.50. The strike last trading price was 230.2, which was 91.20 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct OFSS was trading at 11267.00. The strike last trading price was 139, which was -45.85 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct OFSS was trading at 10990.40. The strike last trading price was 184.85, which was -190.80 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct OFSS was trading at 10990.30. The strike last trading price was 375.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct OFSS was trading at 10888.05. The strike last trading price was 375.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct OFSS was trading at 10682.40. The strike last trading price was 375.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct OFSS was trading at 11214.15. The strike last trading price was 375.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct OFSS was trading at 10890.55. The strike last trading price was 375.65, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
