OFSS
Oracle Fin Serv Soft Ltd.
Historical option data for OFSS
21 Nov 2024 04:13 PM IST
| OFSS 28NOV2024 10750 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.74
Vega: 4.96
Theta: -16.46
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 21 Nov | 11141.90 | 480.65 | -42.00 | 40.42 | 16 | 2 | 21.5 | |||
| 20 Nov | 11169.05 | 522.65 | 0.00 | 37.17 | 17.5 | 0 | 20 | |||
| 19 Nov | 11169.05 | 522.65 | -103.95 | 37.17 | 17.5 | 0.5 | 20 | |||
| 18 Nov | 11272.25 | 626.6 | -461.55 | 37.49 | 28.5 | -2.5 | 19 | |||
| 14 Nov | 11768.55 | 1088.15 | 9.75 | - | 5 | -2.5 | 22 | |||
| 13 Nov | 11762.15 | 1078.4 | -102.65 | 34.73 | 7 | -4.5 | 24.5 | |||
| 12 Nov | 11855.75 | 1181.05 | -47.70 | 33.12 | 1 | -0.5 | 29 | |||
| 11 Nov | 11932.80 | 1228.75 | 143.05 | - | 19.5 | 0.5 | 31 | |||
| 8 Nov | 11518.15 | 1085.7 | 292.05 | 56.77 | 2.5 | 0.5 | 30.5 | |||
| 7 Nov | 11423.30 | 793.65 | -166.40 | 32.05 | 27.5 | -12.5 | 30 | |||
| 6 Nov | 11561.00 | 960.05 | 412.10 | 33.91 | 128 | -24.5 | 43.5 | |||
| 5 Nov | 10938.35 | 547.95 | -2.10 | 37.60 | 77.5 | -8.5 | 68 | |||
| 4 Nov | 10842.80 | 550.05 | -29.95 | 44.15 | 97 | 0.5 | 75.5 | |||
| 1 Nov | 10822.35 | 580 | -35.00 | 42.16 | 16 | 4 | 76 | |||
| 31 Oct | 10886.50 | 615 | -179.05 | - | 236 | 46 | 71 | |||
| 30 Oct | 11267.00 | 794.05 | 173.40 | - | 36 | 9 | 23 | |||
| 29 Oct | 10990.40 | 620.65 | -60.50 | - | 27 | 12 | 15 | |||
| 28 Oct | 10990.30 | 681.15 | 1.15 | - | 5 | -2 | 3 | |||
| 25 Oct | 10888.05 | 680 | 49.85 | - | 8 | 4 | 5 | |||
| 24 Oct | 10682.40 | 630.15 | -591.90 | - | 5 | 3 | 3 | |||
| 23 Oct | 11214.15 | 1222.05 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 10890.55 | 1222.05 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 11196.50 | 1222.05 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 11583.60 | 1222.05 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 11502.45 | 1222.05 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 11817.30 | 1222.05 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 11731.45 | 1222.05 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 11556.40 | 1222.05 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 11466.65 | 1222.05 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 10951.20 | 1222.05 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Sept | 11392.80 | 1222.05 | - | 0 | 0 | 0 | ||||
For Oracle Fin Serv Soft Ltd. - strike price 10750 expiring on 28NOV2024
Delta for 10750 CE is 0.74
Historical price for 10750 CE is as follows
On 21 Nov OFSS was trading at 11141.90. The strike last trading price was 480.65, which was -42.00 lower than the previous day. The implied volatity was 40.42, the open interest changed by 4 which increased total open position to 43
On 20 Nov OFSS was trading at 11169.05. The strike last trading price was 522.65, which was 0.00 lower than the previous day. The implied volatity was 37.17, the open interest changed by 0 which decreased total open position to 40
On 19 Nov OFSS was trading at 11169.05. The strike last trading price was 522.65, which was -103.95 lower than the previous day. The implied volatity was 37.17, the open interest changed by 1 which increased total open position to 40
On 18 Nov OFSS was trading at 11272.25. The strike last trading price was 626.6, which was -461.55 lower than the previous day. The implied volatity was 37.49, the open interest changed by -5 which decreased total open position to 38
On 14 Nov OFSS was trading at 11768.55. The strike last trading price was 1088.15, which was 9.75 higher than the previous day. The implied volatity was -, the open interest changed by -5 which decreased total open position to 44
On 13 Nov OFSS was trading at 11762.15. The strike last trading price was 1078.4, which was -102.65 lower than the previous day. The implied volatity was 34.73, the open interest changed by -9 which decreased total open position to 49
On 12 Nov OFSS was trading at 11855.75. The strike last trading price was 1181.05, which was -47.70 lower than the previous day. The implied volatity was 33.12, the open interest changed by -1 which decreased total open position to 58
On 11 Nov OFSS was trading at 11932.80. The strike last trading price was 1228.75, which was 143.05 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 62
On 8 Nov OFSS was trading at 11518.15. The strike last trading price was 1085.7, which was 292.05 higher than the previous day. The implied volatity was 56.77, the open interest changed by 1 which increased total open position to 61
On 7 Nov OFSS was trading at 11423.30. The strike last trading price was 793.65, which was -166.40 lower than the previous day. The implied volatity was 32.05, the open interest changed by -25 which decreased total open position to 60
On 6 Nov OFSS was trading at 11561.00. The strike last trading price was 960.05, which was 412.10 higher than the previous day. The implied volatity was 33.91, the open interest changed by -49 which decreased total open position to 87
On 5 Nov OFSS was trading at 10938.35. The strike last trading price was 547.95, which was -2.10 lower than the previous day. The implied volatity was 37.60, the open interest changed by -17 which decreased total open position to 136
On 4 Nov OFSS was trading at 10842.80. The strike last trading price was 550.05, which was -29.95 lower than the previous day. The implied volatity was 44.15, 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 580, which was -35.00 lower than the previous day. The implied volatity was 42.16, the open interest changed by 8 which increased total open position to 152
On 31 Oct OFSS was trading at 10886.50. The strike last trading price was 615, which was -179.05 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 794.05, which was 173.40 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 620.65, which was -60.50 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 681.15, which was 1.15 higher 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 680, which was 49.85 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 630.15, which was -591.90 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 1222.05, 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 1222.05, 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 1222.05, 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 18 Oct OFSS was trading at 11583.60. The strike last trading price was 1222.05, 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 1222.05, 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 1222.05, 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 1222.05, 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 1222.05, 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 1222.05, 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 1222.05, 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 27 Sept OFSS was trading at 11392.80. The strike last trading price was 1222.05, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| OFSS 28NOV2024 10750 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.26
Vega: 4.94
Theta: -13.34
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 11141.90 | 97.2 | -29.80 | 40.05 | 344.5 | -1.5 | 362 |
| 20 Nov | 11169.05 | 127 | 0.00 | 42.64 | 373.5 | 4 | 363.5 |
| 19 Nov | 11169.05 | 127 | 9.85 | 42.64 | 373.5 | 4 | 363.5 |
| 18 Nov | 11272.25 | 117.15 | 71.35 | 43.82 | 552.5 | 2 | 359.5 |
| 14 Nov | 11768.55 | 45.8 | -5.70 | 40.79 | 232 | -4 | 357 |
| 13 Nov | 11762.15 | 51.5 | -6.55 | 38.87 | 60 | -3.5 | 359.5 |
| 12 Nov | 11855.75 | 58.05 | 4.65 | 41.72 | 129 | -12 | 363 |
| 11 Nov | 11932.80 | 53.4 | -55.60 | 41.15 | 242.5 | 6.5 | 372.5 |
| 8 Nov | 11518.15 | 109 | -8.25 | 37.52 | 240 | -8 | 367 |
| 7 Nov | 11423.30 | 117.25 | 14.35 | 34.49 | 138.5 | 19 | 374 |
| 6 Nov | 11561.00 | 102.9 | -229.00 | 36.34 | 325.5 | 0 | 355 |
| 5 Nov | 10938.35 | 331.9 | -71.30 | 41.45 | 189.5 | 59.5 | 355 |
| 4 Nov | 10842.80 | 403.2 | -56.80 | 42.16 | 287.5 | 73 | 295 |
| 1 Nov | 10822.35 | 460 | 42.05 | 46.48 | 49.5 | 14 | 223 |
| 31 Oct | 10886.50 | 417.95 | 161.80 | - | 564 | 98 | 210 |
| 30 Oct | 11267.00 | 256.15 | -71.85 | - | 164 | 42 | 112 |
| 29 Oct | 10990.40 | 328 | -1.05 | - | 70 | 39 | 70 |
| 28 Oct | 10990.30 | 329.05 | -134.95 | - | 8 | 3 | 30 |
| 25 Oct | 10888.05 | 464 | 84.00 | - | 18 | 6 | 27 |
| 24 Oct | 10682.40 | 380 | 0.00 | - | 0 | -1 | 0 |
| 23 Oct | 11214.15 | 380 | 30.00 | - | 2 | 0 | 22 |
| 22 Oct | 10890.55 | 350 | 90.00 | - | 2 | 0 | 20 |
| 21 Oct | 11196.50 | 260 | 10.00 | - | 18 | 17 | 19 |
| 18 Oct | 11583.60 | 250 | 50.00 | - | 1 | 0 | 1 |
| 17 Oct | 11502.45 | 200 | -357.80 | - | 0 | 1 | 0 |
| 15 Oct | 11817.30 | 557.8 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 11731.45 | 557.8 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 11556.40 | 557.8 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 11466.65 | 557.8 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 10951.20 | 557.8 | 0.00 | - | 0 | 0 | 0 |
| 27 Sept | 11392.80 | 557.8 | - | 0 | 0 | 0 | |
For Oracle Fin Serv Soft Ltd. - strike price 10750 expiring on 28NOV2024
Delta for 10750 PE is -0.26
Historical price for 10750 PE is as follows
On 21 Nov OFSS was trading at 11141.90. The strike last trading price was 97.2, which was -29.80 lower than the previous day. The implied volatity was 40.05, the open interest changed by -3 which decreased total open position to 724
On 20 Nov OFSS was trading at 11169.05. The strike last trading price was 127, which was 0.00 lower than the previous day. The implied volatity was 42.64, the open interest changed by 8 which increased total open position to 727
On 19 Nov OFSS was trading at 11169.05. The strike last trading price was 127, which was 9.85 higher than the previous day. The implied volatity was 42.64, the open interest changed by 8 which increased total open position to 727
On 18 Nov OFSS was trading at 11272.25. The strike last trading price was 117.15, which was 71.35 higher than the previous day. The implied volatity was 43.82, the open interest changed by 4 which increased total open position to 719
On 14 Nov OFSS was trading at 11768.55. The strike last trading price was 45.8, which was -5.70 lower than the previous day. The implied volatity was 40.79, the open interest changed by -8 which decreased total open position to 714
On 13 Nov OFSS was trading at 11762.15. The strike last trading price was 51.5, which was -6.55 lower than the previous day. The implied volatity was 38.87, the open interest changed by -7 which decreased total open position to 719
On 12 Nov OFSS was trading at 11855.75. The strike last trading price was 58.05, which was 4.65 higher than the previous day. The implied volatity was 41.72, the open interest changed by -24 which decreased total open position to 726
On 11 Nov OFSS was trading at 11932.80. The strike last trading price was 53.4, which was -55.60 lower than the previous day. The implied volatity was 41.15, the open interest changed by 13 which increased total open position to 745
On 8 Nov OFSS was trading at 11518.15. The strike last trading price was 109, which was -8.25 lower than the previous day. The implied volatity was 37.52, the open interest changed by -16 which decreased total open position to 734
On 7 Nov OFSS was trading at 11423.30. The strike last trading price was 117.25, which was 14.35 higher than the previous day. The implied volatity was 34.49, the open interest changed by 38 which increased total open position to 748
On 6 Nov OFSS was trading at 11561.00. The strike last trading price was 102.9, which was -229.00 lower than the previous day. The implied volatity was 36.34, the open interest changed by 0 which decreased total open position to 710
On 5 Nov OFSS was trading at 10938.35. The strike last trading price was 331.9, which was -71.30 lower than the previous day. The implied volatity was 41.45, the open interest changed by 119 which increased total open position to 710
On 4 Nov OFSS was trading at 10842.80. The strike last trading price was 403.2, which was -56.80 lower than the previous day. The implied volatity was 42.16, the open interest changed by 146 which increased total open position to 590
On 1 Nov OFSS was trading at 10822.35. The strike last trading price was 460, which was 42.05 higher than the previous day. The implied volatity was 46.48, the open interest changed by 28 which increased total open position to 446
On 31 Oct OFSS was trading at 10886.50. The strike last trading price was 417.95, which was 161.80 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 256.15, which was -71.85 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 328, which was -1.05 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 329.05, which was -134.95 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 464, which was 84.00 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 380, 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 380, which was 30.00 higher 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 350, which was 90.00 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 260, which was 10.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 18 Oct OFSS was trading at 11583.60. The strike last trading price was 250, which was 50.00 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 200, which was -357.80 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 557.8, 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 557.8, 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 557.8, 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 557.8, 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 557.8, 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 27 Sept OFSS was trading at 11392.80. The strike last trading price was 557.8, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
