Historical option data for OFSS
29 Jun 2026 10:50 AM IST
| OFSS 28-Jul-2026 (27d) 10500 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.66
Vega: 0.11
Theta: -7.4
Gamma: 0.00034
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 29 Jun | 10832.00 | 640.9 | -54.1 (-7.78%) | 35.42 | 192 | -13 | 230 | |||||||||
| 25 Jun | 10974.50 | 692 | 171 (32.82%) | 28.46 | 1,236 | -90 | 244 | |||||||||
| 24 Jun | 10468.50 | 530.05 | 306.05 (136.63%) | 39.66 | 1,203 | 285 | 335 | |||||||||
| 23 Jun | 9862.50 | 225 | 31 (15.98%) | 36.56 | 82 | 27 | 51 | |||||||||
| 22 Jun | 9731.50 | 191.4 | 35.4 (22.69%) | 36.79 | 47 | 21 | 24 | |||||||||
| 19 Jun | 9638.50 | 155.55 | -244.45 (-61.11%) | 33.18 | 3 | 3 | 3 | |||||||||
| 18 Jun | 9399.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Jun | 9444.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Jun | 9500.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 15 Jun | 9373.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Jun | 9327.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Jun | 9265.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Jun | 9470.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Jun | 9639.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 8 Jun | 9756.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Jun | 9936.50 | 0 | 0 (-23.81%) | 34.55 | 0 | 0 | 0 | |||||||||
| 4 Jun | 10098.00 | 400 | -125 (-23.81%) | 34.55 | 2 | 0 | 2 | |||||||||
| 3 Jun | 9997.50 | 525 | 0 (0.00%) | 40.76 | 3 | -1 | 2 | |||||||||
| 2 Jun | 10344.50 | 525 | 64 (13.88%) | 34.08 | 5 | 3 | 3 | |||||||||
| 1 Jun | 10191.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Oracle Fin Serv Soft Ltd. - strike price 10500 expiring on 28JUL2026
Delta for 10500 CE is 0.66
Historical price for 10500 CE is as follows
On 29 Jun OFSS was trading at 10832.00. The strike last trading price was 640.9, which was -54.1 lower than the previous day. The implied volatity was 35.42, the open interest changed by -13 which decreased total open position to 230
On 25 Jun OFSS was trading at 10974.50. The strike last trading price was 692, which was 171 higher than the previous day. The implied volatity was 28.46, the open interest changed by -90 which decreased total open position to 244
On 24 Jun OFSS was trading at 10468.50. The strike last trading price was 530.05, which was 306.05 higher than the previous day. The implied volatity was 39.66, the open interest changed by 285 which increased total open position to 335
On 23 Jun OFSS was trading at 9862.50. The strike last trading price was 225, which was 31 higher than the previous day. The implied volatity was 36.56, the open interest changed by 27 which increased total open position to 51
On 22 Jun OFSS was trading at 9731.50. The strike last trading price was 191.4, which was 35.4 higher than the previous day. The implied volatity was 36.79, the open interest changed by 21 which increased total open position to 24
On 19 Jun OFSS was trading at 9638.50. The strike last trading price was 155.55, which was -244.45 lower than the previous day. The implied volatity was 33.18, the open interest changed by 3 which increased total open position to 3
On 18 Jun OFSS was trading at 9399.50. 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 17 Jun OFSS was trading at 9444.50. 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 16 Jun OFSS was trading at 9500.50. 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 15 Jun OFSS was trading at 9373.00. 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 12 Jun OFSS was trading at 9327.50. 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 11 Jun OFSS was trading at 9265.50. 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 10 Jun OFSS was trading at 9470.00. 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 9 Jun OFSS was trading at 9639.50. 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 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 34.55, 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 400, which was -125 lower than the previous day. The implied volatity was 34.55, the open interest changed by 0 which decreased total open position to 2
On 3 Jun OFSS was trading at 9997.50. The strike last trading price was 525, which was 0 lower than the previous day. The implied volatity was 40.76, the open interest changed by -1 which decreased total open position to 2
On 2 Jun OFSS was trading at 10344.50. The strike last trading price was 525, which was 64 higher than the previous day. The implied volatity was 34.08, the open interest changed by 3 which increased total open position to 3
On 1 Jun OFSS was trading at 10191.00. 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
| OFSS 28-Jul-2026 (27d) 10500 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.36
Vega: 0.12
Theta: -7.5
Gamma: 0.00028
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 29 Jun | 10832.00 | 355 | 16 (4.72%) | 43.2 | 212 | 6 | 278 |
| 25 Jun | 10974.50 | 340 | -131.3 (-27.86%) | 44.11 | 906 | 147 | 274 |
| 24 Jun | 10468.50 | 467.65 | -357.35 (-43.32%) | 38.24 | 156 | 111 | 124 |
| 23 Jun | 9862.50 | 825 | -270 (-24.66%) | 37.71 | 10 | 0 | 6 |
| 22 Jun | 9731.50 | 1095 | 1095 (0.00%) | - | 1 | 0 | 6 |
| 19 Jun | 9638.50 | 1095 | 0 (0.00%) | - | 1 | 0 | 6 |
| 18 Jun | 9399.50 | 1095 | 0 (0.00%) | 30.8 | 1 | 0 | 6 |
| 17 Jun | 9444.50 | 1095 | 395 (56.43%) | 30.8 | 1 | 0 | 5 |
| 16 Jun | 9500.50 | 690.1 | 0 (0.00%) | - | 5 | 0 | 5 |
| 15 Jun | 9373.00 | 690.1 | 0 (0.00%) | - | 5 | 0 | 5 |
| 12 Jun | 9327.50 | 690.1 | 0 (0.00%) | - | 5 | 0 | 5 |
| 11 Jun | 9265.50 | 690 | 0 (0.00%) | - | 5 | 0 | 5 |
| 10 Jun | 9470.00 | 690.1 | 0 (0.00%) | - | 5 | 0 | 5 |
| 9 Jun | 9639.50 | 690.1 | 0 (0.00%) | - | 5 | 0 | 5 |
| 8 Jun | 9756.00 | 690.1 | 0 (0.00%) | - | 5 | 0 | 5 |
| 5 Jun | 9936.50 | 690.1 | 0 (0.00%) | - | 5 | 0 | 5 |
| 4 Jun | 10098.00 | 690.1 | 690.1 | - | 5 | 0 | 5 |
| 3 Jun | 9997.50 | 690.1 | 690.1 (-10.50%) | 36.53 | 5 | 0 | 5 |
| 2 Jun | 10344.50 | 700 | -82.15 (-10.50%) | 36.53 | 5 | 4 | 5 |
| 1 Jun | 10191.00 | 782.15 | -188.9 (-19.45%) | 41.46 | 1 | 1 | 1 |
For Oracle Fin Serv Soft Ltd. - strike price 10500 expiring on 28JUL2026
Delta for 10500 PE is -0.36
Historical price for 10500 PE is as follows
On 29 Jun OFSS was trading at 10832.00. The strike last trading price was 355, which was 16 higher than the previous day. The implied volatity was 43.2, the open interest changed by 6 which increased total open position to 278
On 25 Jun OFSS was trading at 10974.50. The strike last trading price was 340, which was -131.3 lower than the previous day. The implied volatity was 44.11, the open interest changed by 147 which increased total open position to 274
On 24 Jun OFSS was trading at 10468.50. The strike last trading price was 467.65, which was -357.35 lower than the previous day. The implied volatity was 38.24, the open interest changed by 111 which increased total open position to 124
On 23 Jun OFSS was trading at 9862.50. The strike last trading price was 825, which was -270 lower than the previous day. The implied volatity was 37.71, the open interest changed by 0 which decreased total open position to 6
On 22 Jun OFSS was trading at 9731.50. The strike last trading price was 1095, which was 1095 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 19 Jun OFSS was trading at 9638.50. The strike last trading price was 1095, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 18 Jun OFSS was trading at 9399.50. The strike last trading price was 1095, which was 0 lower than the previous day. The implied volatity was 30.8, the open interest changed by 0 which decreased total open position to 6
On 17 Jun OFSS was trading at 9444.50. The strike last trading price was 1095, which was 395 higher than the previous day. The implied volatity was 30.8, the open interest changed by 0 which decreased total open position to 5
On 16 Jun OFSS was trading at 9500.50. The strike last trading price was 690.1, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 15 Jun OFSS was trading at 9373.00. The strike last trading price was 690.1, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 12 Jun OFSS was trading at 9327.50. The strike last trading price was 690.1, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 11 Jun OFSS was trading at 9265.50. The strike last trading price was 690, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 10 Jun OFSS was trading at 9470.00. The strike last trading price was 690.1, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 9 Jun OFSS was trading at 9639.50. The strike last trading price was 690.1, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 8 Jun OFSS was trading at 9756.00. The strike last trading price was 690.1, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 5 Jun OFSS was trading at 9936.50. The strike last trading price was 690.1, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 4 Jun OFSS was trading at 10098.00. The strike last trading price was 690.1, which was 690.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 3 Jun OFSS was trading at 9997.50. The strike last trading price was 690.1, which was 690.1 higher than the previous day. The implied volatity was 36.53, the open interest changed by 0 which decreased total open position to 5
On 2 Jun OFSS was trading at 10344.50. The strike last trading price was 700, which was -82.15 lower than the previous day. The implied volatity was 36.53, the open interest changed by 4 which increased total open position to 5
On 1 Jun OFSS was trading at 10191.00. The strike last trading price was 782.15, which was -188.9 lower than the previous day. The implied volatity was 41.46, the open interest changed by 1 which increased total open position to 1
