OFSS
Oracle Fin Serv Soft Ltd.
Historical option data for OFSS
21 Nov 2024 04:13 PM IST
| OFSS 28NOV2024 11500 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.28
Vega: 5.16
Theta: -14.90
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 11141.90 | 98.3 | -31.55 | 38.17 | 1,277.5 | -8.5 | 699.5 | |||
| 20 Nov | 11169.05 | 129.85 | 0.00 | 38.47 | 2,840.5 | 198.5 | 704 | |||
| 19 Nov | 11169.05 | 129.85 | -51.25 | 38.47 | 2,840.5 | 194.5 | 704 | |||
| 18 Nov | 11272.25 | 181.1 | -324.65 | 36.08 | 1,914.5 | 192.5 | 509.5 | |||
| 14 Nov | 11768.55 | 505.75 | -10.25 | 30.77 | 292 | -18.5 | 319.5 | |||
| 13 Nov | 11762.15 | 516 | -20.95 | 37.04 | 475 | -11.5 | 333.5 | |||
| 12 Nov | 11855.75 | 536.95 | -73.05 | 29.40 | 444 | -30 | 353.5 | |||
| 11 Nov | 11932.80 | 610 | 243.55 | 30.83 | 1,262.5 | -135.5 | 383 | |||
| 8 Nov | 11518.15 | 366.45 | 22.35 | 30.69 | 2,023.5 | -17 | 522 | |||
| 7 Nov | 11423.30 | 344.1 | -105.90 | 33.79 | 1,202.5 | -3.5 | 537 | |||
| 6 Nov | 11561.00 | 450 | 224.50 | 33.94 | 5,357.5 | -32 | 552 | |||
| 5 Nov | 10938.35 | 225.5 | -11.50 | 38.06 | 731.5 | 36.5 | 584.5 | |||
| 4 Nov | 10842.80 | 237 | -40.00 | 42.71 | 569.5 | 66.5 | 547.5 | |||
| 1 Nov | 10822.35 | 277 | -14.60 | 42.72 | 112 | 29 | 474 | |||
| 31 Oct | 10886.50 | 291.6 | -88.40 | - | 1,257 | 145 | 443 | |||
| 30 Oct | 11267.00 | 380 | 94.00 | - | 1,937 | 93 | 301 | |||
| 29 Oct | 10990.40 | 286 | -14.50 | - | 399 | 32 | 205 | |||
| 28 Oct | 10990.30 | 300.5 | -17.55 | - | 294 | 9 | 173 | |||
| 25 Oct | 10888.05 | 318.05 | -61.95 | - | 426 | 19 | 164 | |||
| 24 Oct | 10682.40 | 380 | -180.00 | - | 190 | 79 | 143 | |||
| 23 Oct | 11214.15 | 560 | 150.00 | - | 82 | 32 | 63 | |||
| 22 Oct | 10890.55 | 410 | -104.10 | - | 40 | 30 | 31 | |||
| 21 Oct | 11196.50 | 514.1 | -326.05 | - | 1 | 0 | 0 | |||
| 18 Oct | 11583.60 | 840.15 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 11502.45 | 840.15 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 11571.95 | 840.15 | 0.00 | - | 0 | 0 | 0 | |||
|
|
||||||||||
| 15 Oct | 11817.30 | 840.15 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 11731.45 | 840.15 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 11556.40 | 840.15 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 11466.65 | 840.15 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 11653.05 | 840.15 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 10951.20 | 840.15 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 11442.65 | 840.15 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Sept | 11392.80 | 840.15 | - | 0 | 0 | 0 | ||||
For Oracle Fin Serv Soft Ltd. - strike price 11500 expiring on 28NOV2024
Delta for 11500 CE is 0.28
Historical price for 11500 CE is as follows
On 21 Nov OFSS was trading at 11141.90. The strike last trading price was 98.3, which was -31.55 lower than the previous day. The implied volatity was 38.17, the open interest changed by -17 which decreased total open position to 1399
On 20 Nov OFSS was trading at 11169.05. The strike last trading price was 129.85, which was 0.00 lower than the previous day. The implied volatity was 38.47, the open interest changed by 397 which increased total open position to 1408
On 19 Nov OFSS was trading at 11169.05. The strike last trading price was 129.85, which was -51.25 lower than the previous day. The implied volatity was 38.47, the open interest changed by 389 which increased total open position to 1408
On 18 Nov OFSS was trading at 11272.25. The strike last trading price was 181.1, which was -324.65 lower than the previous day. The implied volatity was 36.08, the open interest changed by 385 which increased total open position to 1019
On 14 Nov OFSS was trading at 11768.55. The strike last trading price was 505.75, which was -10.25 lower than the previous day. The implied volatity was 30.77, the open interest changed by -37 which decreased total open position to 639
On 13 Nov OFSS was trading at 11762.15. The strike last trading price was 516, which was -20.95 lower than the previous day. The implied volatity was 37.04, the open interest changed by -23 which decreased total open position to 667
On 12 Nov OFSS was trading at 11855.75. The strike last trading price was 536.95, which was -73.05 lower than the previous day. The implied volatity was 29.40, the open interest changed by -60 which decreased total open position to 707
On 11 Nov OFSS was trading at 11932.80. The strike last trading price was 610, which was 243.55 higher than the previous day. The implied volatity was 30.83, the open interest changed by -271 which decreased total open position to 766
On 8 Nov OFSS was trading at 11518.15. The strike last trading price was 366.45, which was 22.35 higher than the previous day. The implied volatity was 30.69, the open interest changed by -34 which decreased total open position to 1044
On 7 Nov OFSS was trading at 11423.30. The strike last trading price was 344.1, which was -105.90 lower than the previous day. The implied volatity was 33.79, the open interest changed by -7 which decreased total open position to 1074
On 6 Nov OFSS was trading at 11561.00. The strike last trading price was 450, which was 224.50 higher than the previous day. The implied volatity was 33.94, the open interest changed by -64 which decreased total open position to 1104
On 5 Nov OFSS was trading at 10938.35. The strike last trading price was 225.5, which was -11.50 lower than the previous day. The implied volatity was 38.06, the open interest changed by 73 which increased total open position to 1169
On 4 Nov OFSS was trading at 10842.80. The strike last trading price was 237, which was -40.00 lower than the previous day. The implied volatity was 42.71, the open interest changed by 133 which increased total open position to 1095
On 1 Nov OFSS was trading at 10822.35. The strike last trading price was 277, which was -14.60 lower than the previous day. The implied volatity was 42.72, the open interest changed by 58 which increased total open position to 948
On 31 Oct OFSS was trading at 10886.50. The strike last trading price was 291.6, which was -88.40 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 380, which was 94.00 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 286, which was -14.50 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 300.5, which was -17.55 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 318.05, which was -61.95 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 380, which was -180.00 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 560, which was 150.00 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 410, which was -104.10 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 514.1, which was -326.05 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 840.15, 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 840.15, 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 840.15, 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 840.15, 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 840.15, 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 840.15, 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 840.15, 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 840.15, 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 840.15, 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 840.15, 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 840.15, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| OFSS 28NOV2024 11500 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.74
Vega: 4.98
Theta: -10.09
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 11141.90 | 449.3 | -10.70 | 35.03 | 242 | 4.5 | 483 |
| 20 Nov | 11169.05 | 460 | 0.00 | 33.92 | 1,004.5 | -14 | 482.5 |
| 19 Nov | 11169.05 | 460 | 42.00 | 33.92 | 1,004.5 | -10 | 482.5 |
| 18 Nov | 11272.25 | 418 | 248.95 | 40.71 | 2,542 | 12 | 498 |
| 14 Nov | 11768.55 | 169.05 | -35.65 | 35.42 | 709 | 18.5 | 486.5 |
| 13 Nov | 11762.15 | 204.7 | 13.70 | 35.43 | 856.5 | 9.5 | 467 |
| 12 Nov | 11855.75 | 191 | 9.25 | 36.95 | 761.5 | 20 | 458 |
| 11 Nov | 11932.80 | 181.75 | -166.25 | 37.27 | 1,128 | 90 | 438 |
| 8 Nov | 11518.15 | 348 | -43.10 | 35.79 | 1,088 | 75.5 | 354.5 |
| 7 Nov | 11423.30 | 391.1 | 63.05 | 33.47 | 695.5 | 45 | 280 |
| 6 Nov | 11561.00 | 328.05 | -425.95 | 34.58 | 763.5 | 117 | 227 |
| 5 Nov | 10938.35 | 754 | -46.10 | 41.97 | 6 | 1 | 110 |
| 4 Nov | 10842.80 | 800.1 | -26.60 | 36.89 | 13.5 | -0.5 | 109.5 |
| 1 Nov | 10822.35 | 826.7 | 0.00 | 0.00 | 0 | 10 | 0 |
| 31 Oct | 10886.50 | 826.7 | 206.70 | - | 85 | 9 | 109 |
| 30 Oct | 11267.00 | 620 | -130.00 | - | 246 | 35 | 100 |
| 29 Oct | 10990.40 | 750 | 13.00 | - | 23 | 12 | 64 |
| 28 Oct | 10990.30 | 737 | -2.40 | - | 6 | 5 | 52 |
| 25 Oct | 10888.05 | 739.4 | -163.25 | - | 5 | 1 | 47 |
| 24 Oct | 10682.40 | 902.65 | 232.65 | - | 13 | 6 | 43 |
| 23 Oct | 11214.15 | 670 | -16.15 | - | 20 | 11 | 36 |
| 22 Oct | 10890.55 | 686.15 | -1.55 | - | 1 | 0 | 25 |
| 21 Oct | 11196.50 | 687.7 | 198.40 | - | 7 | 3 | 24 |
| 18 Oct | 11583.60 | 489.3 | 0.00 | - | 0 | 19 | 0 |
| 17 Oct | 11502.45 | 489.3 | 24.60 | - | 24 | 15 | 17 |
| 16 Oct | 11571.95 | 464.7 | 30.75 | - | 1 | 0 | 1 |
| 15 Oct | 11817.30 | 433.95 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 11731.45 | 433.95 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 11556.40 | 433.95 | 0.00 | - | 0 | 1 | 0 |
| 10 Oct | 11466.65 | 433.95 | -482.60 | - | 1 | 0 | 0 |
| 9 Oct | 11653.05 | 916.55 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 10951.20 | 916.55 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 11442.65 | 916.55 | 0.00 | - | 0 | 0 | 0 |
| 27 Sept | 11392.80 | 916.55 | - | 0 | 0 | 0 | |
For Oracle Fin Serv Soft Ltd. - strike price 11500 expiring on 28NOV2024
Delta for 11500 PE is -0.74
Historical price for 11500 PE is as follows
On 21 Nov OFSS was trading at 11141.90. The strike last trading price was 449.3, which was -10.70 lower than the previous day. The implied volatity was 35.03, the open interest changed by 9 which increased total open position to 966
On 20 Nov OFSS was trading at 11169.05. The strike last trading price was 460, which was 0.00 lower than the previous day. The implied volatity was 33.92, the open interest changed by -28 which decreased total open position to 965
On 19 Nov OFSS was trading at 11169.05. The strike last trading price was 460, which was 42.00 higher than the previous day. The implied volatity was 33.92, the open interest changed by -20 which decreased total open position to 965
On 18 Nov OFSS was trading at 11272.25. The strike last trading price was 418, which was 248.95 higher than the previous day. The implied volatity was 40.71, the open interest changed by 24 which increased total open position to 996
On 14 Nov OFSS was trading at 11768.55. The strike last trading price was 169.05, which was -35.65 lower than the previous day. The implied volatity was 35.42, the open interest changed by 37 which increased total open position to 973
On 13 Nov OFSS was trading at 11762.15. The strike last trading price was 204.7, which was 13.70 higher than the previous day. The implied volatity was 35.43, the open interest changed by 19 which increased total open position to 934
On 12 Nov OFSS was trading at 11855.75. The strike last trading price was 191, which was 9.25 higher than the previous day. The implied volatity was 36.95, the open interest changed by 40 which increased total open position to 916
On 11 Nov OFSS was trading at 11932.80. The strike last trading price was 181.75, which was -166.25 lower than the previous day. The implied volatity was 37.27, the open interest changed by 180 which increased total open position to 876
On 8 Nov OFSS was trading at 11518.15. The strike last trading price was 348, which was -43.10 lower than the previous day. The implied volatity was 35.79, the open interest changed by 151 which increased total open position to 709
On 7 Nov OFSS was trading at 11423.30. The strike last trading price was 391.1, which was 63.05 higher than the previous day. The implied volatity was 33.47, the open interest changed by 90 which increased total open position to 560
On 6 Nov OFSS was trading at 11561.00. The strike last trading price was 328.05, which was -425.95 lower than the previous day. The implied volatity was 34.58, the open interest changed by 234 which increased total open position to 454
On 5 Nov OFSS was trading at 10938.35. The strike last trading price was 754, which was -46.10 lower than the previous day. The implied volatity was 41.97, the open interest changed by 2 which increased total open position to 220
On 4 Nov OFSS was trading at 10842.80. The strike last trading price was 800.1, which was -26.60 lower than the previous day. The implied volatity was 36.89, the open interest changed by -1 which decreased total open position to 219
On 1 Nov OFSS was trading at 10822.35. The strike last trading price was 826.7, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 20 which increased total open position to 0
On 31 Oct OFSS was trading at 10886.50. The strike last trading price was 826.7, which was 206.70 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 620, which was -130.00 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 750, which was 13.00 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 737, which was -2.40 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 739.4, which was -163.25 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 902.65, which was 232.65 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 670, which was -16.15 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 686.15, which was -1.55 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 687.7, which was 198.40 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 489.3, 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 489.3, which was 24.60 higher 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 464.7, which was 30.75 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 433.95, 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 433.95, 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 433.95, 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 433.95, which was -482.60 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 916.55, 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 916.55, 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 916.55, 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 916.55, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
