OFSS
Oracle Fin Serv Soft Ltd.
Historical option data for OFSS
13 Nov 2024 12:43 PM IST
| OFSS 28NOV2024 11250 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.83
Vega: 6.05
Theta: -8.24
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 13 Nov | 11828.95 | 688.8 | -63.30 | 28.63 | 4 | 0.5 | 83.5 | |||
| 12 Nov | 11855.75 | 752.1 | -44.85 | 33.25 | 1.5 | 0.5 | 83.5 | |||
| 11 Nov | 11932.80 | 796.95 | 287.95 | 29.96 | 74 | -22.5 | 76 | |||
| 8 Nov | 11518.15 | 509 | 41.95 | 30.50 | 145 | -1.5 | 98 | |||
| 7 Nov | 11423.30 | 467.05 | -132.95 | 33.29 | 188 | -17.5 | 99 | |||
| 6 Nov | 11561.00 | 600 | 290.00 | 34.30 | 1,113.5 | -10.5 | 118.5 | |||
| 5 Nov | 10938.35 | 310 | -5.80 | 37.87 | 76 | 25.5 | 127.5 | |||
| 4 Nov | 10842.80 | 315.8 | -24.50 | 42.61 | 103.5 | 8 | 101.5 | |||
| 1 Nov | 10822.35 | 340.3 | -44.80 | 40.86 | 35 | 13 | 92 | |||
| 31 Oct | 10886.50 | 385.1 | -103.20 | - | 231 | 12 | 79 | |||
| 30 Oct | 11267.00 | 488.3 | 106.60 | - | 525 | 45 | 66 | |||
| 29 Oct | 10990.40 | 381.7 | -38.20 | - | 30 | 3 | 20 | |||
| 28 Oct | 10990.30 | 419.9 | 29.10 | - | 11 | 4 | 16 | |||
| 25 Oct | 10888.05 | 390.8 | -22.95 | - | 17 | 6 | 12 | |||
| 24 Oct | 10682.40 | 413.75 | -542.40 | - | 7 | 6 | 6 | |||
| 23 Oct | 11214.15 | 956.15 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 10890.55 | 956.15 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 11196.50 | 956.15 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 11583.60 | 956.15 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 11502.45 | 956.15 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 11571.95 | 956.15 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 11817.30 | 956.15 | 0.00 | - | 0 | 0 | 0 | |||
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| 14 Oct | 11731.45 | 956.15 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 11556.40 | 956.15 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 11466.65 | 956.15 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 11653.05 | 956.15 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 10951.20 | 956.15 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 11442.65 | 956.15 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Sept | 11392.80 | 956.15 | - | 0 | 0 | 0 | ||||
For Oracle Fin Serv Soft Ltd. - strike price 11250 expiring on 28NOV2024
Delta for 11250 CE is 0.83
Historical price for 11250 CE is as follows
On 13 Nov OFSS was trading at 11828.95. The strike last trading price was 688.8, which was -63.30 lower than the previous day. The implied volatity was 28.63, the open interest changed by 1 which increased total open position to 167
On 12 Nov OFSS was trading at 11855.75. The strike last trading price was 752.1, which was -44.85 lower than the previous day. The implied volatity was 33.25, the open interest changed by 1 which increased total open position to 167
On 11 Nov OFSS was trading at 11932.80. The strike last trading price was 796.95, which was 287.95 higher than the previous day. The implied volatity was 29.96, the open interest changed by -45 which decreased total open position to 152
On 8 Nov OFSS was trading at 11518.15. The strike last trading price was 509, which was 41.95 higher than the previous day. The implied volatity was 30.50, the open interest changed by -3 which decreased total open position to 196
On 7 Nov OFSS was trading at 11423.30. The strike last trading price was 467.05, which was -132.95 lower than the previous day. The implied volatity was 33.29, the open interest changed by -35 which decreased total open position to 198
On 6 Nov OFSS was trading at 11561.00. The strike last trading price was 600, which was 290.00 higher than the previous day. The implied volatity was 34.30, the open interest changed by -21 which decreased total open position to 237
On 5 Nov OFSS was trading at 10938.35. The strike last trading price was 310, which was -5.80 lower than the previous day. The implied volatity was 37.87, the open interest changed by 51 which increased total open position to 255
On 4 Nov OFSS was trading at 10842.80. The strike last trading price was 315.8, which was -24.50 lower than the previous day. The implied volatity was 42.61, the open interest changed by 16 which increased total open position to 203
On 1 Nov OFSS was trading at 10822.35. The strike last trading price was 340.3, which was -44.80 lower than the previous day. The implied volatity was 40.86, the open interest changed by 26 which increased total open position to 184
On 31 Oct OFSS was trading at 10886.50. The strike last trading price was 385.1, which was -103.20 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 488.3, which was 106.60 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 381.7, which was -38.20 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 419.9, which was 29.10 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 390.8, which was -22.95 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 413.75, which was -542.40 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 956.15, 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 956.15, 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 956.15, 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 18 Oct OFSS was trading at 11583.60. The strike last trading price was 956.15, 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 956.15, 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 16 Oct OFSS was trading at 11571.95. The strike last trading price was 956.15, 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 956.15, 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 956.15, 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 956.15, 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 956.15, 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 9 Oct OFSS was trading at 11653.05. The strike last trading price was 956.15, 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 956.15, 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 1 Oct OFSS was trading at 11442.65. The strike last trading price was 956.15, 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 27 Sept OFSS was trading at 11392.80. The strike last trading price was 956.15, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| OFSS 28NOV2024 11250 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.23
Vega: 7.31
Theta: -8.45
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 13 Nov | 11828.95 | 127.8 | 1.80 | 38.16 | 166 | -3 | 149 |
| 12 Nov | 11855.75 | 126 | 1.05 | 37.89 | 186.5 | 7.5 | 196 |
| 11 Nov | 11932.80 | 124.95 | -114.50 | 38.73 | 274.5 | -8.5 | 188.5 |
| 8 Nov | 11518.15 | 239.45 | -60.85 | 35.74 | 316 | 41 | 197 |
| 7 Nov | 11423.30 | 300.3 | 74.20 | 36.26 | 274.5 | 10.5 | 156.5 |
| 6 Nov | 11561.00 | 226.1 | -364.60 | 34.66 | 460.5 | 112 | 146 |
| 5 Nov | 10938.35 | 590.7 | -115.60 | 41.61 | 10.5 | -3 | 34 |
| 4 Nov | 10842.80 | 706.3 | 2.90 | 44.38 | 10 | 1 | 37 |
| 1 Nov | 10822.35 | 703.4 | 26.00 | 44.03 | 1 | 0 | 37 |
| 31 Oct | 10886.50 | 677.4 | 192.40 | - | 27 | -12 | 36 |
| 30 Oct | 11267.00 | 485 | -110.75 | - | 179 | 39 | 49 |
| 29 Oct | 10990.40 | 595.75 | 15.75 | - | 12 | 1 | 9 |
| 28 Oct | 10990.30 | 580 | -100.00 | - | 17 | 6 | 8 |
| 25 Oct | 10888.05 | 680 | -132.35 | - | 3 | 1 | 2 |
| 24 Oct | 10682.40 | 812.35 | 26.70 | - | 1 | 0 | 0 |
| 23 Oct | 11214.15 | 785.65 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 10890.55 | 785.65 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 11196.50 | 785.65 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 11583.60 | 785.65 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 11502.45 | 785.65 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 11571.95 | 785.65 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 11817.30 | 785.65 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 11731.45 | 785.65 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 11556.40 | 785.65 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 11466.65 | 785.65 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 11653.05 | 785.65 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 10951.20 | 785.65 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 11442.65 | 785.65 | 0.00 | - | 0 | 0 | 0 |
| 27 Sept | 11392.80 | 785.65 | - | 0 | 0 | 0 | |
For Oracle Fin Serv Soft Ltd. - strike price 11250 expiring on 28NOV2024
Delta for 11250 PE is -0.23
Historical price for 11250 PE is as follows
On 13 Nov OFSS was trading at 11828.95. The strike last trading price was 127.8, which was 1.80 higher than the previous day. The implied volatity was 38.16, the open interest changed by -6 which decreased total open position to 298
On 12 Nov OFSS was trading at 11855.75. The strike last trading price was 126, which was 1.05 higher than the previous day. The implied volatity was 37.89, the open interest changed by 15 which increased total open position to 392
On 11 Nov OFSS was trading at 11932.80. The strike last trading price was 124.95, which was -114.50 lower than the previous day. The implied volatity was 38.73, the open interest changed by -17 which decreased total open position to 377
On 8 Nov OFSS was trading at 11518.15. The strike last trading price was 239.45, which was -60.85 lower than the previous day. The implied volatity was 35.74, the open interest changed by 82 which increased total open position to 394
On 7 Nov OFSS was trading at 11423.30. The strike last trading price was 300.3, which was 74.20 higher than the previous day. The implied volatity was 36.26, the open interest changed by 21 which increased total open position to 313
On 6 Nov OFSS was trading at 11561.00. The strike last trading price was 226.1, which was -364.60 lower than the previous day. The implied volatity was 34.66, the open interest changed by 224 which increased total open position to 292
On 5 Nov OFSS was trading at 10938.35. The strike last trading price was 590.7, which was -115.60 lower than the previous day. The implied volatity was 41.61, the open interest changed by -6 which decreased total open position to 68
On 4 Nov OFSS was trading at 10842.80. The strike last trading price was 706.3, which was 2.90 higher than the previous day. The implied volatity was 44.38, the open interest changed by 2 which increased total open position to 74
On 1 Nov OFSS was trading at 10822.35. The strike last trading price was 703.4, which was 26.00 higher than the previous day. The implied volatity was 44.03, the open interest changed by 0 which decreased total open position to 74
On 31 Oct OFSS was trading at 10886.50. The strike last trading price was 677.4, which was 192.40 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 485, which was -110.75 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 595.75, which was 15.75 higher 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 580, which was -100.00 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 680, which was -132.35 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 812.35, which was 26.70 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 785.65, 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 785.65, 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 785.65, 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 785.65, 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 785.65, 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 16 Oct OFSS was trading at 11571.95. The strike last trading price was 785.65, 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 785.65, 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 785.65, 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 785.65, 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 785.65, 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 9 Oct OFSS was trading at 11653.05. The strike last trading price was 785.65, 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 785.65, 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 1 Oct OFSS was trading at 11442.65. The strike last trading price was 785.65, 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 785.65, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
