Historical option data for OFSS
29 Jun 2026 10:50 AM IST
| OFSS 28-Jul-2026 (27d) 10600 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.64
Vega: 0.12
Theta: -7.31
Gamma: 0.00035
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 29 Jun | 10832.00 | 601.2 | -42.8 (-6.65%) | 34.24 | 4 | 0 | 28 | |||||||||
| 25 Jun | 10974.50 | 643.45 | 163.45 (34.05%) | 31.69 | 135 | 27 | 29 | |||||||||
| 24 Jun | 10468.50 | 480 | 318 (196.30%) | 39.79 | 1 | 0 | 1 | |||||||||
| 23 Jun | 9862.50 | 161.65 | -0.35 (-0.22%) | - | 1 | 0 | 1 | |||||||||
| 22 Jun | 9731.50 | 161.65 | -0.35 (-0.22%) | 37.15 | 1 | 0 | 1 | |||||||||
| 19 Jun | 9638.50 | 161.65 | -243.35 (-60.09%) | 37.15 | 1 | 0 | 1 | |||||||||
| 18 Jun | 9399.50 | 599.5 | -0.5 (-0.08%) | - | 1 | 0 | 1 | |||||||||
| 17 Jun | 9444.50 | 599.5 | -0.5 (-0.08%) | - | 1 | 0 | 1 | |||||||||
| 16 Jun | 9500.50 | 599.5 | -0.5 (-0.08%) | - | 1 | 0 | 1 | |||||||||
| 15 Jun | 9373.00 | 599.5 | -0.5 (-0.08%) | - | 1 | 0 | 1 | |||||||||
| 12 Jun | 9327.50 | 599.5 | -0.5 (-0.08%) | - | 1 | 0 | 1 | |||||||||
| 11 Jun | 9265.50 | 599.5 | 0 (0.00%) | - | 1 | 0 | 1 | |||||||||
| 10 Jun | 9470.00 | 599.5 | -0.5 (-0.08%) | - | 1 | 0 | 1 | |||||||||
| 9 Jun | 9639.50 | 599.5 | -0.5 (-0.08%) | - | 1 | 0 | 1 | |||||||||
| 8 Jun | 9756.00 | 599.5 | -0.5 (-0.08%) | - | 1 | 0 | 1 | |||||||||
| 5 Jun | 9936.50 | 599.5 | -0.5 (-0.08%) | - | 1 | 0 | 1 | |||||||||
| 4 Jun | 10098.00 | 599.5 | -0.5 (-0.08%) | - | 1 | 0 | 1 | |||||||||
| 3 Jun | 9997.50 | 599.5 | -0.5 (-0.08%) | 29.46 | 1 | 0 | 1 | |||||||||
| 2 Jun | 10344.50 | 405.4 | 19.4 (5.03%) | 29.46 | 1 | 1 | 1 | |||||||||
For Oracle Fin Serv Soft Ltd. - strike price 10600 expiring on 28JUL2026
Delta for 10600 CE is 0.64
Historical price for 10600 CE is as follows
On 29 Jun OFSS was trading at 10832.00. The strike last trading price was 601.2, which was -42.8 lower than the previous day. The implied volatity was 34.24, the open interest changed by 0 which decreased total open position to 28
On 25 Jun OFSS was trading at 10974.50. The strike last trading price was 643.45, which was 163.45 higher than the previous day. The implied volatity was 31.69, the open interest changed by 27 which increased total open position to 29
On 24 Jun OFSS was trading at 10468.50. The strike last trading price was 480, which was 318 higher than the previous day. The implied volatity was 39.79, the open interest changed by 0 which decreased total open position to 1
On 23 Jun OFSS was trading at 9862.50. The strike last trading price was 161.65, which was -0.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 22 Jun OFSS was trading at 9731.50. The strike last trading price was 161.65, which was -0.35 lower than the previous day. The implied volatity was 37.15, the open interest changed by 0 which decreased total open position to 1
On 19 Jun OFSS was trading at 9638.50. The strike last trading price was 161.65, which was -243.35 lower than the previous day. The implied volatity was 37.15, the open interest changed by 0 which decreased total open position to 1
On 18 Jun OFSS was trading at 9399.50. The strike last trading price was 599.5, which was -0.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 17 Jun OFSS was trading at 9444.50. The strike last trading price was 599.5, which was -0.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 16 Jun OFSS was trading at 9500.50. The strike last trading price was 599.5, which was -0.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 15 Jun OFSS was trading at 9373.00. The strike last trading price was 599.5, which was -0.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 12 Jun OFSS was trading at 9327.50. The strike last trading price was 599.5, which was -0.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 11 Jun OFSS was trading at 9265.50. The strike last trading price was 599.5, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 10 Jun OFSS was trading at 9470.00. The strike last trading price was 599.5, which was -0.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 9 Jun OFSS was trading at 9639.50. The strike last trading price was 599.5, which was -0.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 8 Jun OFSS was trading at 9756.00. The strike last trading price was 599.5, which was -0.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 5 Jun OFSS was trading at 9936.50. The strike last trading price was 599.5, which was -0.5 lower 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 599.5, which was -0.5 lower 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 599.5, which was -0.5 lower than the previous day. The implied volatity was 29.46, 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 405.4, which was 19.4 higher than the previous day. The implied volatity was 29.46, the open interest changed by 1 which increased total open position to 1
| OFSS 28-Jul-2026 (27d) 10600 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.39
Vega: 0.12
Theta: -7.77
Gamma: 0.00029
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 29 Jun | 10832.00 | 402 | 12.6 (3.24%) | 43.52 | 39 | 1 | 49 |
| 25 Jun | 10974.50 | 381.95 | -966.7 (-71.68%) | 43.45 | 85 | 49 | 49 |
| 24 Jun | 10468.50 | 0 | 0 | - | 0 | 0 | 0 |
| 23 Jun | 9862.50 | 0 | 0 | - | 0 | 0 | 0 |
| 22 Jun | 9731.50 | 0 | 0 | - | 0 | 0 | 0 |
| 19 Jun | 9638.50 | 0 | 0 | - | 0 | 0 | 0 |
| 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 | - | 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 10600 expiring on 28JUL2026
Delta for 10600 PE is -0.39
Historical price for 10600 PE is as follows
On 29 Jun OFSS was trading at 10832.00. The strike last trading price was 402, which was 12.6 higher than the previous day. The implied volatity was 43.52, the open interest changed by 1 which increased total open position to 49
On 25 Jun OFSS was trading at 10974.50. The strike last trading price was 381.95, which was -966.7 lower than the previous day. The implied volatity was 43.45, the open interest changed by 49 which increased total open position to 49
On 24 Jun OFSS was trading at 10468.50. 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 23 Jun OFSS was trading at 9862.50. 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 22 Jun OFSS was trading at 9731.50. 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 19 Jun OFSS was trading at 9638.50. 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 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 -, 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
