OFSS
Oracle Fin Serv Soft Ltd.
Historical option data for OFSS
03 Dec 2024 04:13 PM IST
| OFSS 26DEC2024 12000 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.77
Vega: 9.52
Theta: -8.20
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 3 Dec | 12524.85 | 723.85 | 120.30 | 27.78 | 1,464 | -325 | 660 | |||
| 2 Dec | 12266.50 | 603.55 | 284.50 | 31.55 | 6,041 | -251 | 990 | |||
| 29 Nov | 11696.45 | 319.05 | -46.95 | 32.55 | 1,899 | 304 | 1,224 | |||
| 28 Nov | 11658.10 | 366 | -50.00 | 35.49 | 2,237 | 63 | 916 | |||
| 27 Nov | 11868.75 | 416 | 12.00 | 35.75 | 1,966 | 190 | 831 | |||
| 26 Nov | 11742.40 | 404 | -98.50 | 35.56 | 1,042 | 223 | 642 | |||
| 25 Nov | 11958.25 | 502.5 | 157.50 | 34.17 | 1,195 | 209 | 393 | |||
| 22 Nov | 11516.40 | 345 | 121.85 | 34.78 | 426 | -4 | 180 | |||
| 21 Nov | 11141.90 | 223.15 | -6.85 | 36.74 | 80 | 23 | 183 | |||
| 20 Nov | 11169.05 | 230 | 0.00 | 35.20 | 179 | 77 | 159 | |||
| 19 Nov | 11169.05 | 230 | -56.00 | 35.20 | 179 | 76 | 159 | |||
| 18 Nov | 11272.25 | 286 | -252.00 | 36.09 | 114 | 81 | 82 | |||
| 14 Nov | 11768.55 | 538 | -302.80 | 34.59 | 1 | 0 | 0 | |||
| 13 Nov | 11762.15 | 840.8 | 0.00 | 0.85 | 0 | 0 | 0 | |||
| 12 Nov | 11855.75 | 840.8 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 11932.80 | 840.8 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 11518.15 | 840.8 | 0.00 | 1.96 | 0 | 0 | 0 | |||
| 5 Nov | 10938.35 | 840.8 | 0.00 | 5.04 | 0 | 0 | 0 | |||
| 4 Nov | 10842.80 | 840.8 | 0.00 | 5.57 | 0 | 0 | 0 | |||
| 1 Nov | 10822.35 | 840.8 | 0.00 | 5.10 | 0 | 0 | 0 | |||
| 28 Oct | 10990.30 | 840.8 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 10888.05 | 840.8 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 11214.15 | 840.8 | 0.00 | - | 0 | 0 | 0 | |||
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| 22 Oct | 10890.55 | 840.8 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 11196.50 | 840.8 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 11583.60 | 840.8 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 11502.45 | 840.8 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 11571.95 | 840.8 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 11817.30 | 840.8 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 11731.45 | 840.8 | 840.80 | - | 0 | 0 | 0 | |||
| 11 Oct | 11556.40 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 11466.65 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 11653.05 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 11199.10 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 10944.40 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 10951.20 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 11173.75 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 11442.65 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 11458.70 | 0 | - | 0 | 0 | 0 | ||||
For Oracle Fin Serv Soft Ltd. - strike price 12000 expiring on 26DEC2024
Delta for 12000 CE is 0.77
Historical price for 12000 CE is as follows
On 3 Dec OFSS was trading at 12524.85. The strike last trading price was 723.85, which was 120.30 higher than the previous day. The implied volatity was 27.78, the open interest changed by -325 which decreased total open position to 660
On 2 Dec OFSS was trading at 12266.50. The strike last trading price was 603.55, which was 284.50 higher than the previous day. The implied volatity was 31.55, the open interest changed by -251 which decreased total open position to 990
On 29 Nov OFSS was trading at 11696.45. The strike last trading price was 319.05, which was -46.95 lower than the previous day. The implied volatity was 32.55, the open interest changed by 304 which increased total open position to 1224
On 28 Nov OFSS was trading at 11658.10. The strike last trading price was 366, which was -50.00 lower than the previous day. The implied volatity was 35.49, the open interest changed by 63 which increased total open position to 916
On 27 Nov OFSS was trading at 11868.75. The strike last trading price was 416, which was 12.00 higher than the previous day. The implied volatity was 35.75, the open interest changed by 190 which increased total open position to 831
On 26 Nov OFSS was trading at 11742.40. The strike last trading price was 404, which was -98.50 lower than the previous day. The implied volatity was 35.56, the open interest changed by 223 which increased total open position to 642
On 25 Nov OFSS was trading at 11958.25. The strike last trading price was 502.5, which was 157.50 higher than the previous day. The implied volatity was 34.17, the open interest changed by 209 which increased total open position to 393
On 22 Nov OFSS was trading at 11516.40. The strike last trading price was 345, which was 121.85 higher than the previous day. The implied volatity was 34.78, the open interest changed by -4 which decreased total open position to 180
On 21 Nov OFSS was trading at 11141.90. The strike last trading price was 223.15, which was -6.85 lower than the previous day. The implied volatity was 36.74, the open interest changed by 23 which increased total open position to 183
On 20 Nov OFSS was trading at 11169.05. The strike last trading price was 230, which was 0.00 lower than the previous day. The implied volatity was 35.20, the open interest changed by 77 which increased total open position to 159
On 19 Nov OFSS was trading at 11169.05. The strike last trading price was 230, which was -56.00 lower than the previous day. The implied volatity was 35.20, the open interest changed by 76 which increased total open position to 159
On 18 Nov OFSS was trading at 11272.25. The strike last trading price was 286, which was -252.00 lower than the previous day. The implied volatity was 36.09, the open interest changed by 81 which increased total open position to 82
On 14 Nov OFSS was trading at 11768.55. The strike last trading price was 538, which was -302.80 lower than the previous day. The implied volatity was 34.59, 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 840.8, which was 0.00 lower than the previous day. The implied volatity was 0.85, 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 840.8, 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 840.8, 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 840.8, 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 5 Nov OFSS was trading at 10938.35. The strike last trading price was 840.8, which was 0.00 lower than the previous day. The implied volatity was 5.04, 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 840.8, which was 0.00 lower than the previous day. The implied volatity was 5.57, 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 840.8, which was 0.00 lower than the previous day. The implied volatity was 5.10, the open interest changed by 0 which decreased total open position to 0
On 28 Oct OFSS was trading at 10990.30. The strike last trading price was 840.8, 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 840.8, 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 840.8, 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 840.8, 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 840.8, 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 840.8, 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 840.8, 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 840.8, 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 840.8, 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 840.8, which was 840.80 higher 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 0, 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 0, 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 0, 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 8 Oct OFSS was trading at 11199.10. The strike last trading price was 0, 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 7 Oct OFSS was trading at 10944.40. The strike last trading price was 0, 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 0, 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 3 Oct OFSS was trading at 11173.75. The strike last trading price was 0, 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 0, 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 Sept OFSS was trading at 11458.70. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| OFSS 26DEC2024 12000 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.28
Vega: 10.58
Theta: -7.41
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 3 Dec | 12524.85 | 209.55 | -84.45 | 36.63 | 1,889 | 347 | 1,157 |
| 2 Dec | 12266.50 | 294 | -241.90 | 36.80 | 2,292 | 420 | 804 |
| 29 Nov | 11696.45 | 535.9 | -33.85 | 32.89 | 375 | 99 | 384 |
| 28 Nov | 11658.10 | 569.75 | 35.55 | 35.14 | 477 | -4 | 285 |
| 27 Nov | 11868.75 | 534.2 | -70.80 | 35.24 | 315 | 27 | 289 |
| 26 Nov | 11742.40 | 605 | 135.00 | 38.49 | 324 | 53 | 262 |
| 25 Nov | 11958.25 | 470 | -392.00 | 35.92 | 293 | 146 | 149 |
| 22 Nov | 11516.40 | 862 | 0.00 | 0.00 | 0 | 0 | 0 |
| 21 Nov | 11141.90 | 862 | 0.00 | 0.00 | 0 | 0 | 0 |
| 20 Nov | 11169.05 | 862 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Nov | 11169.05 | 862 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Nov | 11272.25 | 862 | 222.15 | 33.19 | 3 | 0 | 3 |
| 14 Nov | 11768.55 | 639.85 | 0.00 | 0.00 | 0 | 1 | 0 |
| 13 Nov | 11762.15 | 639.85 | 14.85 | 36.74 | 2 | 0 | 2 |
| 12 Nov | 11855.75 | 625 | -68.85 | 40.28 | 1 | 0 | 1 |
| 11 Nov | 11932.80 | 693.85 | -650.85 | 43.97 | 1 | 0 | 0 |
| 8 Nov | 11518.15 | 1344.7 | 0.00 | - | 0 | 0 | 0 |
| 5 Nov | 10938.35 | 1344.7 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 10842.80 | 1344.7 | 1344.70 | - | 0 | 0 | 0 |
| 1 Nov | 10822.35 | 0 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 10990.30 | 0 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 10888.05 | 0 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 11214.15 | 0 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 10890.55 | 0 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 11196.50 | 0 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 11583.60 | 0 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 11502.45 | 0 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 11571.95 | 0 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 11817.30 | 0 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 11731.45 | 0 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 11556.40 | 0 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 11466.65 | 0 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 11653.05 | 0 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 11199.10 | 0 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 10944.40 | 0 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 10951.20 | 0 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 11173.75 | 0 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 11442.65 | 0 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 11458.70 | 0 | - | 0 | 0 | 0 | |
For Oracle Fin Serv Soft Ltd. - strike price 12000 expiring on 26DEC2024
Delta for 12000 PE is -0.28
Historical price for 12000 PE is as follows
On 3 Dec OFSS was trading at 12524.85. The strike last trading price was 209.55, which was -84.45 lower than the previous day. The implied volatity was 36.63, the open interest changed by 347 which increased total open position to 1157
On 2 Dec OFSS was trading at 12266.50. The strike last trading price was 294, which was -241.90 lower than the previous day. The implied volatity was 36.80, the open interest changed by 420 which increased total open position to 804
On 29 Nov OFSS was trading at 11696.45. The strike last trading price was 535.9, which was -33.85 lower than the previous day. The implied volatity was 32.89, the open interest changed by 99 which increased total open position to 384
On 28 Nov OFSS was trading at 11658.10. The strike last trading price was 569.75, which was 35.55 higher than the previous day. The implied volatity was 35.14, the open interest changed by -4 which decreased total open position to 285
On 27 Nov OFSS was trading at 11868.75. The strike last trading price was 534.2, which was -70.80 lower than the previous day. The implied volatity was 35.24, the open interest changed by 27 which increased total open position to 289
On 26 Nov OFSS was trading at 11742.40. The strike last trading price was 605, which was 135.00 higher than the previous day. The implied volatity was 38.49, the open interest changed by 53 which increased total open position to 262
On 25 Nov OFSS was trading at 11958.25. The strike last trading price was 470, which was -392.00 lower than the previous day. The implied volatity was 35.92, the open interest changed by 146 which increased total open position to 149
On 22 Nov OFSS was trading at 11516.40. The strike last trading price was 862, 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 862, 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 20 Nov OFSS was trading at 11169.05. The strike last trading price was 862, 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 862, 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 18 Nov OFSS was trading at 11272.25. The strike last trading price was 862, which was 222.15 higher than the previous day. The implied volatity was 33.19, the open interest changed by 0 which decreased total open position to 3
On 14 Nov OFSS was trading at 11768.55. The strike last trading price was 639.85, 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 13 Nov OFSS was trading at 11762.15. The strike last trading price was 639.85, which was 14.85 higher than the previous day. The implied volatity was 36.74, the open interest changed by 0 which decreased total open position to 2
On 12 Nov OFSS was trading at 11855.75. The strike last trading price was 625, which was -68.85 lower than the previous day. The implied volatity was 40.28, the open interest changed by 0 which decreased total open position to 1
On 11 Nov OFSS was trading at 11932.80. The strike last trading price was 693.85, which was -650.85 lower than the previous day. The implied volatity was 43.97, 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 1344.7, 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 1344.7, 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 1344.7, which was 1344.70 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 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 28 Oct OFSS was trading at 10990.30. The strike last trading price was 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 8 Oct OFSS was trading at 11199.10. The strike last trading price was 0, 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 7 Oct OFSS was trading at 10944.40. The strike last trading price was 0, 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 0, 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 3 Oct OFSS was trading at 11173.75. The strike last trading price was 0, 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 0, 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 Sept OFSS was trading at 11458.70. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
