OFSS
Oracle Fin Serv Soft Ltd.
Historical option data for OFSS
20 Dec 2024 04:13 PM IST
| OFSS 26DEC2024 11750 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 12247.55 | 518.9 | -606.10 | - | 171 | -13 | 300 | |||
| 19 Dec | 12830.40 | 1125 | 422.00 | 53.38 | 90 | 4 | 311 | |||
| 18 Dec | 12376.50 | 703 | -39.05 | 25.24 | 30 | -18 | 307 | |||
| 17 Dec | 12430.05 | 742.05 | -22.65 | 40.59 | 4 | 0 | 325 | |||
| 16 Dec | 12456.00 | 764.7 | 128.20 | 30.09 | 23 | -9 | 325 | |||
| 13 Dec | 12283.80 | 636.5 | 75.50 | 28.83 | 273 | -40 | 335 | |||
| 12 Dec | 12095.35 | 561 | -102.95 | 35.08 | 160 | 67 | 374 | |||
| 11 Dec | 12246.90 | 663.95 | -38.55 | 36.97 | 53 | 5 | 305 | |||
| 10 Dec | 12245.25 | 702.5 | -301.60 | 31.91 | 497 | 2 | 301 | |||
| 9 Dec | 12585.00 | 1004.1 | -4.40 | 40.98 | 3 | -2 | 299 | |||
| 6 Dec | 12579.50 | 1008.5 | 206.15 | 33.94 | 25 | -8 | 304 | |||
| 5 Dec | 12440.90 | 802.35 | -77.35 | 22.71 | 2 | 0 | 312 | |||
| 4 Dec | 12417.60 | 879.7 | -30.10 | 35.31 | 28 | -10 | 312 | |||
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| 3 Dec | 12524.85 | 909.8 | 144.80 | 26.18 | 170 | -10 | 345 | |||
| 2 Dec | 12266.50 | 765 | 333.80 | 30.81 | 1,003 | -21 | 355 | |||
| 29 Nov | 11696.45 | 431.2 | -48.80 | 32.61 | 1,004 | 91 | 376 | |||
| 28 Nov | 11658.10 | 480 | -49.45 | 35.64 | 898 | 177 | 290 | |||
| 27 Nov | 11868.75 | 529.45 | 29.25 | 35.33 | 234 | 2 | 110 | |||
| 26 Nov | 11742.40 | 500.2 | -144.80 | 34.46 | 160 | 57 | 107 | |||
| 25 Nov | 11958.25 | 645 | 336.00 | 34.80 | 64 | 43 | 50 | |||
| 22 Nov | 11516.40 | 309 | 0.00 | 0.00 | 0 | 6 | 0 | |||
| 21 Nov | 11141.90 | 309 | -16.65 | 36.95 | 9 | 2 | 3 | |||
| 20 Nov | 11169.05 | 325.65 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 19 Nov | 11169.05 | 325.65 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 18 Nov | 11272.25 | 325.65 | -170.70 | 32.99 | 1 | 0 | 0 | |||
| 14 Nov | 11768.55 | 496.35 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 11762.15 | 496.35 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 11855.75 | 496.35 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 11932.80 | 496.35 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 11518.15 | 496.35 | 0.00 | 0.55 | 0 | 0 | 0 | |||
| 5 Nov | 10938.35 | 496.35 | 0.00 | 3.94 | 0 | 0 | 0 | |||
| 4 Nov | 10842.80 | 496.35 | 0.00 | 4.30 | 0 | 0 | 0 | |||
| 1 Nov | 10822.35 | 496.35 | 4.12 | 0 | 0 | 0 | ||||
For Oracle Fin Serv Soft Ltd. - strike price 11750 expiring on 26DEC2024
Delta for 11750 CE is -
Historical price for 11750 CE is as follows
On 20 Dec OFSS was trading at 12247.55. The strike last trading price was 518.9, which was -606.10 lower than the previous day. The implied volatity was -, the open interest changed by -13 which decreased total open position to 300
On 19 Dec OFSS was trading at 12830.40. The strike last trading price was 1125, which was 422.00 higher than the previous day. The implied volatity was 53.38, the open interest changed by 4 which increased total open position to 311
On 18 Dec OFSS was trading at 12376.50. The strike last trading price was 703, which was -39.05 lower than the previous day. The implied volatity was 25.24, the open interest changed by -18 which decreased total open position to 307
On 17 Dec OFSS was trading at 12430.05. The strike last trading price was 742.05, which was -22.65 lower than the previous day. The implied volatity was 40.59, the open interest changed by 0 which decreased total open position to 325
On 16 Dec OFSS was trading at 12456.00. The strike last trading price was 764.7, which was 128.20 higher than the previous day. The implied volatity was 30.09, the open interest changed by -9 which decreased total open position to 325
On 13 Dec OFSS was trading at 12283.80. The strike last trading price was 636.5, which was 75.50 higher than the previous day. The implied volatity was 28.83, the open interest changed by -40 which decreased total open position to 335
On 12 Dec OFSS was trading at 12095.35. The strike last trading price was 561, which was -102.95 lower than the previous day. The implied volatity was 35.08, the open interest changed by 67 which increased total open position to 374
On 11 Dec OFSS was trading at 12246.90. The strike last trading price was 663.95, which was -38.55 lower than the previous day. The implied volatity was 36.97, the open interest changed by 5 which increased total open position to 305
On 10 Dec OFSS was trading at 12245.25. The strike last trading price was 702.5, which was -301.60 lower than the previous day. The implied volatity was 31.91, the open interest changed by 2 which increased total open position to 301
On 9 Dec OFSS was trading at 12585.00. The strike last trading price was 1004.1, which was -4.40 lower than the previous day. The implied volatity was 40.98, the open interest changed by -2 which decreased total open position to 299
On 6 Dec OFSS was trading at 12579.50. The strike last trading price was 1008.5, which was 206.15 higher than the previous day. The implied volatity was 33.94, the open interest changed by -8 which decreased total open position to 304
On 5 Dec OFSS was trading at 12440.90. The strike last trading price was 802.35, which was -77.35 lower than the previous day. The implied volatity was 22.71, the open interest changed by 0 which decreased total open position to 312
On 4 Dec OFSS was trading at 12417.60. The strike last trading price was 879.7, which was -30.10 lower than the previous day. The implied volatity was 35.31, the open interest changed by -10 which decreased total open position to 312
On 3 Dec OFSS was trading at 12524.85. The strike last trading price was 909.8, which was 144.80 higher than the previous day. The implied volatity was 26.18, the open interest changed by -10 which decreased total open position to 345
On 2 Dec OFSS was trading at 12266.50. The strike last trading price was 765, which was 333.80 higher than the previous day. The implied volatity was 30.81, the open interest changed by -21 which decreased total open position to 355
On 29 Nov OFSS was trading at 11696.45. The strike last trading price was 431.2, which was -48.80 lower than the previous day. The implied volatity was 32.61, the open interest changed by 91 which increased total open position to 376
On 28 Nov OFSS was trading at 11658.10. The strike last trading price was 480, which was -49.45 lower than the previous day. The implied volatity was 35.64, the open interest changed by 177 which increased total open position to 290
On 27 Nov OFSS was trading at 11868.75. The strike last trading price was 529.45, which was 29.25 higher than the previous day. The implied volatity was 35.33, the open interest changed by 2 which increased total open position to 110
On 26 Nov OFSS was trading at 11742.40. The strike last trading price was 500.2, which was -144.80 lower than the previous day. The implied volatity was 34.46, the open interest changed by 57 which increased total open position to 107
On 25 Nov OFSS was trading at 11958.25. The strike last trading price was 645, which was 336.00 higher than the previous day. The implied volatity was 34.80, the open interest changed by 43 which increased total open position to 50
On 22 Nov OFSS was trading at 11516.40. The strike last trading price was 309, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 6 which increased total open position to 0
On 21 Nov OFSS was trading at 11141.90. The strike last trading price was 309, which was -16.65 lower than the previous day. The implied volatity was 36.95, the open interest changed by 2 which increased total open position to 3
On 20 Nov OFSS was trading at 11169.05. The strike last trading price was 325.65, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 19 Nov OFSS was trading at 11169.05. The strike last trading price was 325.65, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 18 Nov OFSS was trading at 11272.25. The strike last trading price was 325.65, which was -170.70 lower than the previous day. The implied volatity was 32.99, the open interest changed by 0 which decreased total open position to 0
On 14 Nov OFSS was trading at 11768.55. The strike last trading price was 496.35, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Nov OFSS was trading at 11762.15. The strike last trading price was 496.35, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Nov OFSS was trading at 11855.75. The strike last trading price was 496.35, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Nov OFSS was trading at 11932.80. The strike last trading price was 496.35, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 8 Nov OFSS was trading at 11518.15. The strike last trading price was 496.35, which was 0.00 lower than the previous day. The implied volatity was 0.55, the open interest changed by 0 which decreased total open position to 0
On 5 Nov OFSS was trading at 10938.35. The strike last trading price was 496.35, which was 0.00 lower than the previous day. The implied volatity was 3.94, the open interest changed by 0 which decreased total open position to 0
On 4 Nov OFSS was trading at 10842.80. The strike last trading price was 496.35, which was 0.00 lower than the previous day. The implied volatity was 4.30, the open interest changed by 0 which decreased total open position to 0
On 1 Nov OFSS was trading at 10822.35. The strike last trading price was 496.35, which was lower than the previous day. The implied volatity was 4.12, the open interest changed by 0 which decreased total open position to 0
| OFSS 26DEC2024 11750 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.19
Vega: 4.26
Theta: -14.66
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 12247.55 | 72.35 | 45.40 | 43.14 | 2,118 | -143 | 440 |
| 19 Dec | 12830.40 | 26.95 | -27.85 | 44.69 | 2,195 | -160 | 587 |
| 18 Dec | 12376.50 | 54.8 | 1.40 | 38.03 | 876 | -3 | 749 |
| 17 Dec | 12430.05 | 53.4 | -13.10 | 34.50 | 728 | 47 | 753 |
| 16 Dec | 12456.00 | 66.5 | -23.55 | 37.74 | 984 | 66 | 707 |
| 13 Dec | 12283.80 | 90.05 | -61.20 | 32.07 | 495 | -10 | 643 |
| 12 Dec | 12095.35 | 151.25 | 10.65 | 33.29 | 614 | -55 | 656 |
| 11 Dec | 12246.90 | 140.6 | -19.30 | 34.52 | 1,150 | 15 | 712 |
| 10 Dec | 12245.25 | 159.9 | 55.15 | 38.66 | 3,920 | 63 | 697 |
| 9 Dec | 12585.00 | 104.75 | -1.70 | 38.29 | 267 | 25 | 636 |
| 6 Dec | 12579.50 | 106.45 | -25.70 | 36.51 | 677 | -28 | 610 |
| 5 Dec | 12440.90 | 132.15 | -13.85 | 35.02 | 543 | 108 | 639 |
| 4 Dec | 12417.60 | 146 | -3.90 | 34.86 | 468 | 59 | 531 |
| 3 Dec | 12524.85 | 149.9 | -63.20 | 37.53 | 548 | 67 | 471 |
| 2 Dec | 12266.50 | 213.1 | -185.95 | 37.35 | 1,378 | 199 | 405 |
| 29 Nov | 11696.45 | 399.05 | -40.30 | 32.88 | 519 | 68 | 209 |
| 28 Nov | 11658.10 | 439.35 | 9.45 | 35.58 | 718 | 34 | 138 |
| 27 Nov | 11868.75 | 429.9 | -32.10 | 37.12 | 289 | 47 | 105 |
| 26 Nov | 11742.40 | 462 | 102.00 | 37.68 | 123 | 22 | 58 |
| 25 Nov | 11958.25 | 360 | -439.70 | 36.28 | 54 | 34 | 34 |
| 22 Nov | 11516.40 | 799.7 | 0.00 | 0.00 | 0 | 0 | 0 |
| 21 Nov | 11141.90 | 799.7 | 0.00 | 0.00 | 0 | -1 | 0 |
| 20 Nov | 11169.05 | 799.7 | 0.00 | 35.79 | 1 | -1 | 1 |
| 19 Nov | 11169.05 | 799.7 | -6.25 | 35.79 | 1 | 0 | 1 |
| 18 Nov | 11272.25 | 805.95 | -423.40 | 41.24 | 1 | 0 | 0 |
| 14 Nov | 11768.55 | 1229.35 | 0.00 | 1.35 | 0 | 0 | 0 |
| 13 Nov | 11762.15 | 1229.35 | 0.00 | 0.92 | 0 | 0 | 0 |
| 12 Nov | 11855.75 | 1229.35 | 0.00 | 1.54 | 0 | 0 | 0 |
| 11 Nov | 11932.80 | 1229.35 | 0.00 | 1.96 | 0 | 0 | 0 |
| 8 Nov | 11518.15 | 1229.35 | 0.00 | - | 0 | 0 | 0 |
| 5 Nov | 10938.35 | 1229.35 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 10842.80 | 1229.35 | 1229.35 | - | 0 | 0 | 0 |
| 1 Nov | 10822.35 | 0 | - | 0 | 0 | 0 | |
For Oracle Fin Serv Soft Ltd. - strike price 11750 expiring on 26DEC2024
Delta for 11750 PE is -0.19
Historical price for 11750 PE is as follows
On 20 Dec OFSS was trading at 12247.55. The strike last trading price was 72.35, which was 45.40 higher than the previous day. The implied volatity was 43.14, the open interest changed by -143 which decreased total open position to 440
On 19 Dec OFSS was trading at 12830.40. The strike last trading price was 26.95, which was -27.85 lower than the previous day. The implied volatity was 44.69, the open interest changed by -160 which decreased total open position to 587
On 18 Dec OFSS was trading at 12376.50. The strike last trading price was 54.8, which was 1.40 higher than the previous day. The implied volatity was 38.03, the open interest changed by -3 which decreased total open position to 749
On 17 Dec OFSS was trading at 12430.05. The strike last trading price was 53.4, which was -13.10 lower than the previous day. The implied volatity was 34.50, the open interest changed by 47 which increased total open position to 753
On 16 Dec OFSS was trading at 12456.00. The strike last trading price was 66.5, which was -23.55 lower than the previous day. The implied volatity was 37.74, the open interest changed by 66 which increased total open position to 707
On 13 Dec OFSS was trading at 12283.80. The strike last trading price was 90.05, which was -61.20 lower than the previous day. The implied volatity was 32.07, the open interest changed by -10 which decreased total open position to 643
On 12 Dec OFSS was trading at 12095.35. The strike last trading price was 151.25, which was 10.65 higher than the previous day. The implied volatity was 33.29, the open interest changed by -55 which decreased total open position to 656
On 11 Dec OFSS was trading at 12246.90. The strike last trading price was 140.6, which was -19.30 lower than the previous day. The implied volatity was 34.52, the open interest changed by 15 which increased total open position to 712
On 10 Dec OFSS was trading at 12245.25. The strike last trading price was 159.9, which was 55.15 higher than the previous day. The implied volatity was 38.66, the open interest changed by 63 which increased total open position to 697
On 9 Dec OFSS was trading at 12585.00. The strike last trading price was 104.75, which was -1.70 lower than the previous day. The implied volatity was 38.29, the open interest changed by 25 which increased total open position to 636
On 6 Dec OFSS was trading at 12579.50. The strike last trading price was 106.45, which was -25.70 lower than the previous day. The implied volatity was 36.51, the open interest changed by -28 which decreased total open position to 610
On 5 Dec OFSS was trading at 12440.90. The strike last trading price was 132.15, which was -13.85 lower than the previous day. The implied volatity was 35.02, the open interest changed by 108 which increased total open position to 639
On 4 Dec OFSS was trading at 12417.60. The strike last trading price was 146, which was -3.90 lower than the previous day. The implied volatity was 34.86, the open interest changed by 59 which increased total open position to 531
On 3 Dec OFSS was trading at 12524.85. The strike last trading price was 149.9, which was -63.20 lower than the previous day. The implied volatity was 37.53, the open interest changed by 67 which increased total open position to 471
On 2 Dec OFSS was trading at 12266.50. The strike last trading price was 213.1, which was -185.95 lower than the previous day. The implied volatity was 37.35, the open interest changed by 199 which increased total open position to 405
On 29 Nov OFSS was trading at 11696.45. The strike last trading price was 399.05, which was -40.30 lower than the previous day. The implied volatity was 32.88, the open interest changed by 68 which increased total open position to 209
On 28 Nov OFSS was trading at 11658.10. The strike last trading price was 439.35, which was 9.45 higher than the previous day. The implied volatity was 35.58, the open interest changed by 34 which increased total open position to 138
On 27 Nov OFSS was trading at 11868.75. The strike last trading price was 429.9, which was -32.10 lower than the previous day. The implied volatity was 37.12, the open interest changed by 47 which increased total open position to 105
On 26 Nov OFSS was trading at 11742.40. The strike last trading price was 462, which was 102.00 higher than the previous day. The implied volatity was 37.68, the open interest changed by 22 which increased total open position to 58
On 25 Nov OFSS was trading at 11958.25. The strike last trading price was 360, which was -439.70 lower than the previous day. The implied volatity was 36.28, the open interest changed by 34 which increased total open position to 34
On 22 Nov OFSS was trading at 11516.40. The strike last trading price was 799.7, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 21 Nov OFSS was trading at 11141.90. The strike last trading price was 799.7, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 20 Nov OFSS was trading at 11169.05. The strike last trading price was 799.7, which was 0.00 lower than the previous day. The implied volatity was 35.79, the open interest changed by -1 which decreased total open position to 1
On 19 Nov OFSS was trading at 11169.05. The strike last trading price was 799.7, which was -6.25 lower than the previous day. The implied volatity was 35.79, the open interest changed by 0 which decreased total open position to 1
On 18 Nov OFSS was trading at 11272.25. The strike last trading price was 805.95, which was -423.40 lower than the previous day. The implied volatity was 41.24, the open interest changed by 0 which decreased total open position to 0
On 14 Nov OFSS was trading at 11768.55. The strike last trading price was 1229.35, which was 0.00 lower than the previous day. The implied volatity was 1.35, the open interest changed by 0 which decreased total open position to 0
On 13 Nov OFSS was trading at 11762.15. The strike last trading price was 1229.35, which was 0.00 lower than the previous day. The implied volatity was 0.92, the open interest changed by 0 which decreased total open position to 0
On 12 Nov OFSS was trading at 11855.75. The strike last trading price was 1229.35, which was 0.00 lower than the previous day. The implied volatity was 1.54, the open interest changed by 0 which decreased total open position to 0
On 11 Nov OFSS was trading at 11932.80. The strike last trading price was 1229.35, which was 0.00 lower than the previous day. The implied volatity was 1.96, the open interest changed by 0 which decreased total open position to 0
On 8 Nov OFSS was trading at 11518.15. The strike last trading price was 1229.35, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 Nov OFSS was trading at 10938.35. The strike last trading price was 1229.35, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Nov OFSS was trading at 10842.80. The strike last trading price was 1229.35, which was 1229.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 1 Nov OFSS was trading at 10822.35. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
