Historical option data for OFSS
29 Jun 2026 10:50 AM IST
| OFSS 28-Jul-2026 (25d) 10800 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.55
Vega: 0.12
Theta: -8.37
Gamma: 0.00034
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 29 Jun | 10832.00 | 497 | -37 (-6.93%) | 37.38 | 88 | 0 | 74 | |||||||||
| 25 Jun | 10974.50 | 536 | 140 (35.35%) | 31.29 | 352 | 60 | 75 | |||||||||
| 24 Jun | 10468.50 | 398 | 285 (252.21%) | 40 | 27 | 12 | 14 | |||||||||
| 23 Jun | 9862.50 | 112.55 | -0.45 (-0.40%) | - | 1 | 0 | 2 | |||||||||
| 22 Jun | 9731.50 | 112.55 | -0.45 (-0.40%) | - | 1 | 0 | 2 | |||||||||
| 19 Jun | 9638.50 | 112.55 | -0.45 (-0.40%) | - | 1 | 0 | 2 | |||||||||
| 18 Jun | 9399.50 | 112.55 | -0.45 (-0.40%) | 38.27 | 1 | 0 | 2 | |||||||||
| 17 Jun | 9444.50 | 112.55 | -98.45 (-46.66%) | 38.27 | 1 | 0 | 1 | |||||||||
| 16 Jun | 9500.50 | 210.7 | -0.3 (-0.14%) | - | 1 | 0 | 1 | |||||||||
| 15 Jun | 9373.00 | 210.7 | -0.3 (-0.14%) | - | 1 | 0 | 1 | |||||||||
| 12 Jun | 9327.50 | 210.7 | -0.3 (-0.14%) | - | 1 | 0 | 1 | |||||||||
| 11 Jun | 9265.50 | 210.7 | 0 (0.00%) | - | 1 | 0 | 1 | |||||||||
| 10 Jun | 9470.00 | 210.7 | -0.3 (-0.14%) | - | 1 | 0 | 1 | |||||||||
| 9 Jun | 9639.50 | 210.7 | -0.3 (-0.14%) | 38.59 | 1 | 0 | 1 | |||||||||
| 8 Jun | 9756.00 | 210.7 | -124.3 (-37.10%) | 38.59 | 1 | 0 | 0 | |||||||||
For Oracle Fin Serv Soft Ltd. - strike price 10800 expiring on 28JUL2026
Delta for 10800 CE is 0.55
Historical price for 10800 CE is as follows
On 29 Jun OFSS was trading at 10832.00. The strike last trading price was 497, which was -37 lower than the previous day. The implied volatity was 37.38, the open interest changed by 0 which decreased total open position to 74
On 25 Jun OFSS was trading at 10974.50. The strike last trading price was 536, which was 140 higher than the previous day. The implied volatity was 31.29, the open interest changed by 60 which increased total open position to 75
On 24 Jun OFSS was trading at 10468.50. The strike last trading price was 398, which was 285 higher than the previous day. The implied volatity was 40, the open interest changed by 12 which increased total open position to 14
On 23 Jun OFSS was trading at 9862.50. The strike last trading price was 112.55, which was -0.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 22 Jun OFSS was trading at 9731.50. The strike last trading price was 112.55, which was -0.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 19 Jun OFSS was trading at 9638.50. The strike last trading price was 112.55, which was -0.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 18 Jun OFSS was trading at 9399.50. The strike last trading price was 112.55, which was -0.45 lower than the previous day. The implied volatity was 38.27, the open interest changed by 0 which decreased total open position to 2
On 17 Jun OFSS was trading at 9444.50. The strike last trading price was 112.55, which was -98.45 lower than the previous day. The implied volatity was 38.27, 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 210.7, which was -0.3 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 210.7, which was -0.3 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 210.7, which was -0.3 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 210.7, 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 210.7, which was -0.3 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 210.7, which was -0.3 lower than the previous day. The implied volatity was 38.59, 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 210.7, which was -124.3 lower than the previous day. The implied volatity was 38.59, the open interest changed by 0 which decreased total open position to 0
| OFSS 28-Jul-2026 (25d) 10800 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.45
Vega: 0.12
Theta: -7.99
Gamma: 0.0003
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 29 Jun | 10832.00 | 493.55 | 13.2 (2.75%) | 43.41 | 112 | 24 | 81 |
| 25 Jun | 10974.50 | 465.05 | -1029.95 (-68.89%) | 43.1 | 146 | 58 | 58 |
| 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 |
For Oracle Fin Serv Soft Ltd. - strike price 10800 expiring on 28JUL2026
Delta for 10800 PE is -0.45
Historical price for 10800 PE is as follows
On 29 Jun OFSS was trading at 10832.00. The strike last trading price was 493.55, which was 13.2 higher than the previous day. The implied volatity was 43.41, the open interest changed by 24 which increased total open position to 81
On 25 Jun OFSS was trading at 10974.50. The strike last trading price was 465.05, which was -1029.95 lower than the previous day. The implied volatity was 43.1, the open interest changed by 58 which increased total open position to 58
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
