OFSS
Oracle Fin Serv Soft Ltd.
Historical option data for OFSS
21 Nov 2024 04:13 PM IST
| OFSS 28NOV2024 10500 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.83
Vega: 3.92
Theta: -15.26
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 11141.90 | 698.55 | -59.50 | 46.17 | 25 | 3 | 58.5 | |||
| 20 Nov | 11169.05 | 758.05 | 0.00 | 45.74 | 6.5 | 0 | 55 | |||
| 19 Nov | 11169.05 | 758.05 | -62.95 | 45.74 | 6.5 | -0.5 | 55 | |||
| 18 Nov | 11272.25 | 821 | -504.00 | 33.79 | 4 | -0.5 | 55.5 | |||
| 14 Nov | 11768.55 | 1325 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Nov | 11762.15 | 1325 | -125.00 | 40.51 | 0.5 | 0 | 56 | |||
| 12 Nov | 11855.75 | 1450 | 110.00 | 45.03 | 6 | 2 | 58 | |||
| 11 Nov | 11932.80 | 1340 | 215.20 | - | 2.5 | -1 | 56 | |||
| 8 Nov | 11518.15 | 1124.8 | -50.95 | 36.12 | 1.5 | 0.5 | 56.5 | |||
| 7 Nov | 11423.30 | 1175.75 | 0.00 | 0.00 | 0 | -23.5 | 0 | |||
| 6 Nov | 11561.00 | 1175.75 | 471.25 | 34.73 | 51.5 | -23 | 56.5 | |||
| 5 Nov | 10938.35 | 704.5 | -2.30 | 37.65 | 28 | 3 | 79.5 | |||
| 4 Nov | 10842.80 | 706.8 | 5.80 | 45.87 | 31 | 0.5 | 75.5 | |||
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| 1 Nov | 10822.35 | 701 | -47.80 | 40.21 | 11.5 | 6.5 | 74.5 | |||
| 31 Oct | 10886.50 | 748.8 | -288.60 | - | 82 | 16 | 68 | |||
| 30 Oct | 11267.00 | 1037.4 | 327.40 | - | 17 | -1 | 53 | |||
| 29 Oct | 10990.40 | 710 | -125.00 | - | 8 | 4 | 53 | |||
| 28 Oct | 10990.30 | 835 | -11.90 | - | 46 | 25 | 40 | |||
| 25 Oct | 10888.05 | 846.9 | 50.45 | - | 36 | 5 | 15 | |||
| 24 Oct | 10682.40 | 796.45 | -575.70 | - | 17 | 9 | 9 | |||
| 23 Oct | 11214.15 | 1372.15 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 10890.55 | 1372.15 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 11196.50 | 1372.15 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 11502.45 | 1372.15 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 11817.30 | 1372.15 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 11731.45 | 1372.15 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 11556.40 | 1372.15 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 11466.65 | 1372.15 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 10951.20 | 1372.15 | - | 0 | 0 | 0 | ||||
For Oracle Fin Serv Soft Ltd. - strike price 10500 expiring on 28NOV2024
Delta for 10500 CE is 0.83
Historical price for 10500 CE is as follows
On 21 Nov OFSS was trading at 11141.90. The strike last trading price was 698.55, which was -59.50 lower than the previous day. The implied volatity was 46.17, the open interest changed by 6 which increased total open position to 117
On 20 Nov OFSS was trading at 11169.05. The strike last trading price was 758.05, which was 0.00 lower than the previous day. The implied volatity was 45.74, the open interest changed by 0 which decreased total open position to 110
On 19 Nov OFSS was trading at 11169.05. The strike last trading price was 758.05, which was -62.95 lower than the previous day. The implied volatity was 45.74, the open interest changed by -1 which decreased total open position to 110
On 18 Nov OFSS was trading at 11272.25. The strike last trading price was 821, which was -504.00 lower than the previous day. The implied volatity was 33.79, the open interest changed by -1 which decreased total open position to 111
On 14 Nov OFSS was trading at 11768.55. The strike last trading price was 1325, 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 1325, which was -125.00 lower than the previous day. The implied volatity was 40.51, the open interest changed by 0 which decreased total open position to 112
On 12 Nov OFSS was trading at 11855.75. The strike last trading price was 1450, which was 110.00 higher than the previous day. The implied volatity was 45.03, the open interest changed by 4 which increased total open position to 116
On 11 Nov OFSS was trading at 11932.80. The strike last trading price was 1340, which was 215.20 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 112
On 8 Nov OFSS was trading at 11518.15. The strike last trading price was 1124.8, which was -50.95 lower than the previous day. The implied volatity was 36.12, the open interest changed by 1 which increased total open position to 113
On 7 Nov OFSS was trading at 11423.30. The strike last trading price was 1175.75, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -47 which decreased total open position to 0
On 6 Nov OFSS was trading at 11561.00. The strike last trading price was 1175.75, which was 471.25 higher than the previous day. The implied volatity was 34.73, the open interest changed by -46 which decreased total open position to 113
On 5 Nov OFSS was trading at 10938.35. The strike last trading price was 704.5, which was -2.30 lower than the previous day. The implied volatity was 37.65, the open interest changed by 6 which increased total open position to 159
On 4 Nov OFSS was trading at 10842.80. The strike last trading price was 706.8, which was 5.80 higher than the previous day. The implied volatity was 45.87, the open interest changed by 1 which increased total open position to 151
On 1 Nov OFSS was trading at 10822.35. The strike last trading price was 701, which was -47.80 lower than the previous day. The implied volatity was 40.21, the open interest changed by 13 which increased total open position to 149
On 31 Oct OFSS was trading at 10886.50. The strike last trading price was 748.8, which was -288.60 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 1037.4, which was 327.40 higher 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 710, which was -125.00 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 835, which was -11.90 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 846.9, which was 50.45 higher 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 796.45, which was -575.70 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 1372.15, 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 1372.15, 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 21 Oct OFSS was trading at 11196.50. The strike last trading price was 1372.15, 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 17 Oct OFSS was trading at 11502.45. The strike last trading price was 1372.15, 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 15 Oct OFSS was trading at 11817.30. The strike last trading price was 1372.15, 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 14 Oct OFSS was trading at 11731.45. The strike last trading price was 1372.15, 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 11 Oct OFSS was trading at 11556.40. The strike last trading price was 1372.15, 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 10 Oct OFSS was trading at 11466.65. The strike last trading price was 1372.15, 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 4 Oct OFSS was trading at 10951.20. The strike last trading price was 1372.15, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| OFSS 28NOV2024 10500 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.16
Vega: 3.71
Theta: -10.97
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 11141.90 | 56.55 | -30.10 | 43.32 | 681 | 4 | 532 |
| 20 Nov | 11169.05 | 86.65 | 0.00 | 46.29 | 551 | -19 | 525 |
| 19 Nov | 11169.05 | 86.65 | 14.10 | 46.29 | 551 | -22 | 525 |
| 18 Nov | 11272.25 | 72.55 | 44.95 | 45.61 | 968 | 92 | 549 |
| 14 Nov | 11768.55 | 27.6 | -8.85 | 42.21 | 130 | 20.5 | 457 |
| 13 Nov | 11762.15 | 36.45 | -3.90 | 41.85 | 190.5 | 21.5 | 437.5 |
| 12 Nov | 11855.75 | 40.35 | -1.25 | 44.05 | 196 | 20.5 | 499 |
| 11 Nov | 11932.80 | 41.6 | -32.90 | 44.60 | 355 | 21.5 | 478.5 |
| 8 Nov | 11518.15 | 74.5 | -7.50 | 39.19 | 239 | -16 | 458.5 |
| 7 Nov | 11423.30 | 82 | 8.35 | 36.62 | 427.5 | 28.5 | 471 |
| 6 Nov | 11561.00 | 73.65 | -174.35 | 38.46 | 549 | -83.5 | 440 |
| 5 Nov | 10938.35 | 248 | -60.75 | 42.71 | 255 | 32 | 524.5 |
| 4 Nov | 10842.80 | 308.75 | -58.30 | 43.50 | 461.5 | 135 | 491 |
| 1 Nov | 10822.35 | 367.05 | 66.80 | 47.93 | 86.5 | -13.5 | 358.5 |
| 31 Oct | 10886.50 | 300.25 | 105.25 | - | 1,498 | 193 | 381 |
| 30 Oct | 11267.00 | 195 | -57.85 | - | 338 | 23 | 188 |
| 29 Oct | 10990.40 | 252.85 | -8.15 | - | 185 | -3 | 164 |
| 28 Oct | 10990.30 | 261 | -109.20 | - | 200 | 41 | 167 |
| 25 Oct | 10888.05 | 370.2 | -151.45 | - | 271 | 22 | 126 |
| 24 Oct | 10682.40 | 521.65 | 222.65 | - | 140 | 60 | 103 |
| 23 Oct | 11214.15 | 299 | -78.60 | - | 23 | 6 | 43 |
| 22 Oct | 10890.55 | 377.6 | 105.60 | - | 16 | 1 | 36 |
| 21 Oct | 11196.50 | 272 | 121.00 | - | 18 | 11 | 34 |
| 17 Oct | 11502.45 | 151 | 31.00 | - | 1 | 0 | 23 |
| 15 Oct | 11817.30 | 120 | -10.00 | - | 1 | 0 | 23 |
| 14 Oct | 11731.45 | 130 | -50.00 | - | 2 | 1 | 23 |
| 11 Oct | 11556.40 | 180 | 0.00 | - | 3 | 0 | 21 |
| 10 Oct | 11466.65 | 180 | -281.05 | - | 27 | 20 | 20 |
| 4 Oct | 10951.20 | 461.05 | - | 0 | 0 | 0 | |
For Oracle Fin Serv Soft Ltd. - strike price 10500 expiring on 28NOV2024
Delta for 10500 PE is -0.16
Historical price for 10500 PE is as follows
On 21 Nov OFSS was trading at 11141.90. The strike last trading price was 56.55, which was -30.10 lower than the previous day. The implied volatity was 43.32, the open interest changed by 8 which increased total open position to 1064
On 20 Nov OFSS was trading at 11169.05. The strike last trading price was 86.65, which was 0.00 lower than the previous day. The implied volatity was 46.29, the open interest changed by -38 which decreased total open position to 1050
On 19 Nov OFSS was trading at 11169.05. The strike last trading price was 86.65, which was 14.10 higher than the previous day. The implied volatity was 46.29, the open interest changed by -44 which decreased total open position to 1050
On 18 Nov OFSS was trading at 11272.25. The strike last trading price was 72.55, which was 44.95 higher than the previous day. The implied volatity was 45.61, the open interest changed by 184 which increased total open position to 1098
On 14 Nov OFSS was trading at 11768.55. The strike last trading price was 27.6, which was -8.85 lower than the previous day. The implied volatity was 42.21, the open interest changed by 41 which increased total open position to 914
On 13 Nov OFSS was trading at 11762.15. The strike last trading price was 36.45, which was -3.90 lower than the previous day. The implied volatity was 41.85, the open interest changed by 43 which increased total open position to 875
On 12 Nov OFSS was trading at 11855.75. The strike last trading price was 40.35, which was -1.25 lower than the previous day. The implied volatity was 44.05, the open interest changed by 41 which increased total open position to 998
On 11 Nov OFSS was trading at 11932.80. The strike last trading price was 41.6, which was -32.90 lower than the previous day. The implied volatity was 44.60, the open interest changed by 43 which increased total open position to 957
On 8 Nov OFSS was trading at 11518.15. The strike last trading price was 74.5, which was -7.50 lower than the previous day. The implied volatity was 39.19, the open interest changed by -32 which decreased total open position to 917
On 7 Nov OFSS was trading at 11423.30. The strike last trading price was 82, which was 8.35 higher than the previous day. The implied volatity was 36.62, the open interest changed by 57 which increased total open position to 942
On 6 Nov OFSS was trading at 11561.00. The strike last trading price was 73.65, which was -174.35 lower than the previous day. The implied volatity was 38.46, the open interest changed by -167 which decreased total open position to 880
On 5 Nov OFSS was trading at 10938.35. The strike last trading price was 248, which was -60.75 lower than the previous day. The implied volatity was 42.71, the open interest changed by 64 which increased total open position to 1049
On 4 Nov OFSS was trading at 10842.80. The strike last trading price was 308.75, which was -58.30 lower than the previous day. The implied volatity was 43.50, the open interest changed by 270 which increased total open position to 982
On 1 Nov OFSS was trading at 10822.35. The strike last trading price was 367.05, which was 66.80 higher than the previous day. The implied volatity was 47.93, the open interest changed by -27 which decreased total open position to 717
On 31 Oct OFSS was trading at 10886.50. The strike last trading price was 300.25, which was 105.25 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 195, which was -57.85 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 252.85, which was -8.15 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 261, which was -109.20 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 370.2, which was -151.45 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 521.65, which was 222.65 higher 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 299, which was -78.60 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 377.6, which was 105.60 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 21 Oct OFSS was trading at 11196.50. The strike last trading price was 272, which was 121.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 17 Oct OFSS was trading at 11502.45. The strike last trading price was 151, which was 31.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 15 Oct OFSS was trading at 11817.30. The strike last trading price was 120, which was -10.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 14 Oct OFSS was trading at 11731.45. The strike last trading price was 130, which was -50.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 11 Oct OFSS was trading at 11556.40. The strike last trading price was 180, 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 10 Oct OFSS was trading at 11466.65. The strike last trading price was 180, which was -281.05 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 4 Oct OFSS was trading at 10951.20. The strike last trading price was 461.05, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
