OFSS
Oracle Fin Serv Soft Ltd.
Historical option data for OFSS
13 Nov 2024 12:53 PM IST
| OFSS 28NOV2024 11750 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.56
Vega: 9.46
Theta: -11.76
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 13 Nov | 11797.25 | 356 | -34.00 | 32.06 | 396.5 | -9.5 | 221 | |||
| 12 Nov | 11855.75 | 390 | -59.90 | 30.74 | 498 | 8 | 254 | |||
| 11 Nov | 11932.80 | 449.9 | 178.25 | 31.37 | 1,232.5 | 31.5 | 245.5 | |||
| 8 Nov | 11518.15 | 271.65 | 26.65 | 32.56 | 1,150.5 | 57 | 214.5 | |||
| 7 Nov | 11423.30 | 245 | -81.55 | 34.06 | 357 | 25.5 | 157 | |||
| 6 Nov | 11561.00 | 326.55 | 167.25 | 33.69 | 823.5 | 72.5 | 128 | |||
| 5 Nov | 10938.35 | 159.3 | -17.10 | 38.12 | 32.5 | 6 | 55 | |||
| 4 Nov | 10842.80 | 176.4 | -3.60 | 42.99 | 45.5 | 6 | 47.5 | |||
| 1 Nov | 10822.35 | 180 | -45.00 | 39.81 | 7.5 | 0 | 42 | |||
| 31 Oct | 10886.50 | 225 | -77.00 | - | 93 | 17 | 40 | |||
| 30 Oct | 11267.00 | 302 | 82.00 | - | 97 | 9 | 22 | |||
| 29 Oct | 10990.40 | 220 | -10.95 | - | 13 | 4 | 13 | |||
| 28 Oct | 10990.30 | 230.95 | 13.85 | - | 2 | 2 | 8 | |||
| 25 Oct | 10888.05 | 217.1 | -82.90 | - | 9 | 1 | 6 | |||
| 24 Oct | 10682.40 | 300 | -168.60 | - | 4 | 2 | 4 | |||
| 23 Oct | 11214.15 | 468.6 | 158.85 | - | 1 | 0 | 2 | |||
| 22 Oct | 10890.55 | 309.75 | -425.35 | - | 3 | 1 | 1 | |||
| 21 Oct | 11196.50 | 735.1 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 11583.60 | 735.1 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 11502.45 | 735.1 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 11571.95 | 735.1 | 0.00 | - | 0 | 0 | 0 | |||
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| 15 Oct | 11817.30 | 735.1 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 11731.45 | 735.1 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 11556.40 | 735.1 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 11466.65 | 735.1 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 11653.05 | 735.1 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 11442.65 | 735.1 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Sept | 11392.80 | 735.1 | - | 0 | 0 | 0 | ||||
For Oracle Fin Serv Soft Ltd. - strike price 11750 expiring on 28NOV2024
Delta for 11750 CE is 0.56
Historical price for 11750 CE is as follows
On 13 Nov OFSS was trading at 11797.25. The strike last trading price was 356, which was -34.00 lower than the previous day. The implied volatity was 32.06, the open interest changed by -19 which decreased total open position to 442
On 12 Nov OFSS was trading at 11855.75. The strike last trading price was 390, which was -59.90 lower than the previous day. The implied volatity was 30.74, the open interest changed by 16 which increased total open position to 508
On 11 Nov OFSS was trading at 11932.80. The strike last trading price was 449.9, which was 178.25 higher than the previous day. The implied volatity was 31.37, the open interest changed by 63 which increased total open position to 491
On 8 Nov OFSS was trading at 11518.15. The strike last trading price was 271.65, which was 26.65 higher than the previous day. The implied volatity was 32.56, the open interest changed by 114 which increased total open position to 429
On 7 Nov OFSS was trading at 11423.30. The strike last trading price was 245, which was -81.55 lower than the previous day. The implied volatity was 34.06, the open interest changed by 51 which increased total open position to 314
On 6 Nov OFSS was trading at 11561.00. The strike last trading price was 326.55, which was 167.25 higher than the previous day. The implied volatity was 33.69, the open interest changed by 145 which increased total open position to 256
On 5 Nov OFSS was trading at 10938.35. The strike last trading price was 159.3, which was -17.10 lower than the previous day. The implied volatity was 38.12, the open interest changed by 12 which increased total open position to 110
On 4 Nov OFSS was trading at 10842.80. The strike last trading price was 176.4, which was -3.60 lower than the previous day. The implied volatity was 42.99, the open interest changed by 12 which increased total open position to 95
On 1 Nov OFSS was trading at 10822.35. The strike last trading price was 180, which was -45.00 lower than the previous day. The implied volatity was 39.81, the open interest changed by 0 which decreased total open position to 84
On 31 Oct OFSS was trading at 10886.50. The strike last trading price was 225, which was -77.00 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 302, which was 82.00 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 220, which was -10.95 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 230.95, which was 13.85 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 217.1, which was -82.90 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 300, which was -168.60 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 468.6, which was 158.85 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 309.75, which was -425.35 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 735.1, 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 735.1, 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 735.1, 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 735.1, 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 735.1, 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 735.1, 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 735.1, 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 735.1, 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 735.1, 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 735.1, 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 735.1, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| OFSS 28NOV2024 11750 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.44
Vega: 9.48
Theta: -9.91
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 13 Nov | 11797.25 | 303.6 | 18.25 | 36.45 | 374.5 | -13 | 152 |
| 12 Nov | 11855.75 | 285.35 | 11.90 | 36.64 | 465 | -18.5 | 165.5 |
| 11 Nov | 11932.80 | 273.45 | -217.25 | 37.30 | 682 | 116 | 184.5 |
| 8 Nov | 11518.15 | 490.7 | -44.20 | 36.63 | 219 | 57 | 68.5 |
| 7 Nov | 11423.30 | 534.9 | 72.90 | 33.18 | 35.5 | -4 | 12.5 |
| 6 Nov | 11561.00 | 462 | -596.30 | 35.11 | 38 | 13 | 13 |
| 5 Nov | 10938.35 | 1058.3 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 10842.80 | 1058.3 | 0.00 | - | 0 | 0 | 0 |
| 1 Nov | 10822.35 | 1058.3 | 0.00 | - | 0 | 0 | 0 |
| 31 Oct | 10886.50 | 1058.3 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 11267.00 | 1058.3 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 10990.40 | 1058.3 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 10990.30 | 1058.3 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 10888.05 | 1058.3 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 10682.40 | 1058.3 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 11214.15 | 1058.3 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 10890.55 | 1058.3 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 11196.50 | 1058.3 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 11583.60 | 1058.3 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 11502.45 | 1058.3 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 11571.95 | 1058.3 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 11817.30 | 1058.3 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 11731.45 | 1058.3 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 11556.40 | 1058.3 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 11466.65 | 1058.3 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 11653.05 | 1058.3 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 11442.65 | 1058.3 | 0.00 | - | 0 | 0 | 0 |
| 27 Sept | 11392.80 | 1058.3 | - | 0 | 0 | 0 | |
For Oracle Fin Serv Soft Ltd. - strike price 11750 expiring on 28NOV2024
Delta for 11750 PE is -0.44
Historical price for 11750 PE is as follows
On 13 Nov OFSS was trading at 11797.25. The strike last trading price was 303.6, which was 18.25 higher than the previous day. The implied volatity was 36.45, the open interest changed by -26 which decreased total open position to 304
On 12 Nov OFSS was trading at 11855.75. The strike last trading price was 285.35, which was 11.90 higher than the previous day. The implied volatity was 36.64, the open interest changed by -37 which decreased total open position to 331
On 11 Nov OFSS was trading at 11932.80. The strike last trading price was 273.45, which was -217.25 lower than the previous day. The implied volatity was 37.30, the open interest changed by 232 which increased total open position to 369
On 8 Nov OFSS was trading at 11518.15. The strike last trading price was 490.7, which was -44.20 lower than the previous day. The implied volatity was 36.63, the open interest changed by 114 which increased total open position to 137
On 7 Nov OFSS was trading at 11423.30. The strike last trading price was 534.9, which was 72.90 higher than the previous day. The implied volatity was 33.18, the open interest changed by -8 which decreased total open position to 25
On 6 Nov OFSS was trading at 11561.00. The strike last trading price was 462, which was -596.30 lower than the previous day. The implied volatity was 35.11, the open interest changed by 26 which increased total open position to 26
On 5 Nov OFSS was trading at 10938.35. The strike last trading price was 1058.3, 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 1058.3, 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 1 Nov OFSS was trading at 10822.35. The strike last trading price was 1058.3, 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 31 Oct OFSS was trading at 10886.50. The strike last trading price was 1058.3, 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 30 Oct OFSS was trading at 11267.00. The strike last trading price was 1058.3, 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 29 Oct OFSS was trading at 10990.40. The strike last trading price was 1058.3, 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 28 Oct OFSS was trading at 10990.30. The strike last trading price was 1058.3, 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 25 Oct OFSS was trading at 10888.05. The strike last trading price was 1058.3, 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 24 Oct OFSS was trading at 10682.40. The strike last trading price was 1058.3, 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 23 Oct OFSS was trading at 11214.15. The strike last trading price was 1058.3, 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 22 Oct OFSS was trading at 10890.55. The strike last trading price was 1058.3, 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 21 Oct OFSS was trading at 11196.50. The strike last trading price was 1058.3, 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 18 Oct OFSS was trading at 11583.60. The strike last trading price was 1058.3, 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 1058.3, 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 16 Oct OFSS was trading at 11571.95. The strike last trading price was 1058.3, 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 15 Oct OFSS was trading at 11817.30. The strike last trading price was 1058.3, 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 14 Oct OFSS was trading at 11731.45. The strike last trading price was 1058.3, 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 11 Oct OFSS was trading at 11556.40. The strike last trading price was 1058.3, 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 10 Oct OFSS was trading at 11466.65. The strike last trading price was 1058.3, 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 9 Oct OFSS was trading at 11653.05. The strike last trading price was 1058.3, 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 1 Oct OFSS was trading at 11442.65. The strike last trading price was 1058.3, 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 27 Sept OFSS was trading at 11392.80. The strike last trading price was 1058.3, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
