OFSS
Oracle Fin Serv Soft Ltd.
Historical option data for OFSS
20 Dec 2024 04:13 PM IST
| OFSS 26DEC2024 12250 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.59
Vega: 6.12
Theta: -12.11
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 12247.55 | 162.55 | -441.85 | 19.92 | 1,131 | 200 | 490 | |||
| 19 Dec | 12830.40 | 604.4 | 276.05 | 28.77 | 2,735 | -279 | 288 | |||
| 18 Dec | 12376.50 | 328.35 | -26.05 | 30.13 | 743 | -6 | 570 | |||
| 17 Dec | 12430.05 | 354.4 | -5.25 | 34.63 | 739 | -4 | 573 | |||
| 16 Dec | 12456.00 | 359.65 | 43.50 | 27.48 | 1,977 | -206 | 582 | |||
| 13 Dec | 12283.80 | 316.15 | 39.95 | 30.42 | 2,566 | -159 | 818 | |||
| 12 Dec | 12095.35 | 276.2 | -68.80 | 34.25 | 2,066 | 271 | 978 | |||
| 11 Dec | 12246.90 | 345 | -35.10 | 34.69 | 1,650 | 86 | 705 | |||
| 10 Dec | 12245.25 | 380.1 | -219.60 | 32.12 | 6,952 | 461 | 619 | |||
| 9 Dec | 12585.00 | 599.7 | -20.90 | 35.50 | 80 | -4 | 158 | |||
| 6 Dec | 12579.50 | 620.6 | 93.70 | 32.05 | 459 | -43 | 158 | |||
| 5 Dec | 12440.90 | 526.9 | -5.15 | 32.23 | 536 | 0 | 202 | |||
| 4 Dec | 12417.60 | 532.05 | -30.05 | 33.85 | 630 | -23 | 201 | |||
| 3 Dec | 12524.85 | 562.1 | 98.30 | 28.84 | 1,687 | -164 | 223 | |||
| 2 Dec | 12266.50 | 463.8 | 225.75 | 31.95 | 1,849 | 277 | 382 | |||
| 29 Nov | 11696.45 | 238.05 | -36.25 | 33.21 | 320 | 54 | 104 | |||
| 28 Nov | 11658.10 | 274.3 | -30.70 | 35.49 | 136 | 33 | 50 | |||
| 27 Nov | 11868.75 | 305 | -3.00 | 34.80 | 32 | -4 | 16 | |||
| 26 Nov | 11742.40 | 308 | -76.70 | 35.84 | 29 | 14 | 19 | |||
| 25 Nov | 11958.25 | 384.7 | 29.20 | 33.86 | 8 | 5 | 5 | |||
| 22 Nov | 11516.40 | 355.5 | 0.00 | 3.97 | 0 | 0 | 0 | |||
| 21 Nov | 11141.90 | 355.5 | 0.00 | 6.73 | 0 | 0 | 0 | |||
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| 20 Nov | 11169.05 | 355.5 | 0.00 | 6.34 | 0 | 0 | 0 | |||
| 19 Nov | 11169.05 | 355.5 | 0.00 | 6.34 | 0 | 0 | 0 | |||
| 18 Nov | 11272.25 | 355.5 | 0.00 | 5.47 | 0 | 0 | 0 | |||
| 14 Nov | 11768.55 | 355.5 | 0.00 | 1.66 | 0 | 0 | 0 | |||
| 13 Nov | 11762.15 | 355.5 | 0.00 | 2.17 | 0 | 0 | 0 | |||
| 12 Nov | 11855.75 | 355.5 | 0.00 | 1.53 | 0 | 0 | 0 | |||
| 11 Nov | 11932.80 | 355.5 | 0.00 | 1.07 | 0 | 0 | 0 | |||
| 8 Nov | 11518.15 | 355.5 | 3.34 | 0 | 0 | 0 | ||||
For Oracle Fin Serv Soft Ltd. - strike price 12250 expiring on 26DEC2024
Delta for 12250 CE is 0.59
Historical price for 12250 CE is as follows
On 20 Dec OFSS was trading at 12247.55. The strike last trading price was 162.55, which was -441.85 lower than the previous day. The implied volatity was 19.92, the open interest changed by 200 which increased total open position to 490
On 19 Dec OFSS was trading at 12830.40. The strike last trading price was 604.4, which was 276.05 higher than the previous day. The implied volatity was 28.77, the open interest changed by -279 which decreased total open position to 288
On 18 Dec OFSS was trading at 12376.50. The strike last trading price was 328.35, which was -26.05 lower than the previous day. The implied volatity was 30.13, the open interest changed by -6 which decreased total open position to 570
On 17 Dec OFSS was trading at 12430.05. The strike last trading price was 354.4, which was -5.25 lower than the previous day. The implied volatity was 34.63, the open interest changed by -4 which decreased total open position to 573
On 16 Dec OFSS was trading at 12456.00. The strike last trading price was 359.65, which was 43.50 higher than the previous day. The implied volatity was 27.48, the open interest changed by -206 which decreased total open position to 582
On 13 Dec OFSS was trading at 12283.80. The strike last trading price was 316.15, which was 39.95 higher than the previous day. The implied volatity was 30.42, the open interest changed by -159 which decreased total open position to 818
On 12 Dec OFSS was trading at 12095.35. The strike last trading price was 276.2, which was -68.80 lower than the previous day. The implied volatity was 34.25, the open interest changed by 271 which increased total open position to 978
On 11 Dec OFSS was trading at 12246.90. The strike last trading price was 345, which was -35.10 lower than the previous day. The implied volatity was 34.69, the open interest changed by 86 which increased total open position to 705
On 10 Dec OFSS was trading at 12245.25. The strike last trading price was 380.1, which was -219.60 lower than the previous day. The implied volatity was 32.12, the open interest changed by 461 which increased total open position to 619
On 9 Dec OFSS was trading at 12585.00. The strike last trading price was 599.7, which was -20.90 lower than the previous day. The implied volatity was 35.50, the open interest changed by -4 which decreased total open position to 158
On 6 Dec OFSS was trading at 12579.50. The strike last trading price was 620.6, which was 93.70 higher than the previous day. The implied volatity was 32.05, the open interest changed by -43 which decreased total open position to 158
On 5 Dec OFSS was trading at 12440.90. The strike last trading price was 526.9, which was -5.15 lower than the previous day. The implied volatity was 32.23, the open interest changed by 0 which decreased total open position to 202
On 4 Dec OFSS was trading at 12417.60. The strike last trading price was 532.05, which was -30.05 lower than the previous day. The implied volatity was 33.85, the open interest changed by -23 which decreased total open position to 201
On 3 Dec OFSS was trading at 12524.85. The strike last trading price was 562.1, which was 98.30 higher than the previous day. The implied volatity was 28.84, the open interest changed by -164 which decreased total open position to 223
On 2 Dec OFSS was trading at 12266.50. The strike last trading price was 463.8, which was 225.75 higher than the previous day. The implied volatity was 31.95, the open interest changed by 277 which increased total open position to 382
On 29 Nov OFSS was trading at 11696.45. The strike last trading price was 238.05, which was -36.25 lower than the previous day. The implied volatity was 33.21, the open interest changed by 54 which increased total open position to 104
On 28 Nov OFSS was trading at 11658.10. The strike last trading price was 274.3, which was -30.70 lower than the previous day. The implied volatity was 35.49, the open interest changed by 33 which increased total open position to 50
On 27 Nov OFSS was trading at 11868.75. The strike last trading price was 305, which was -3.00 lower than the previous day. The implied volatity was 34.80, the open interest changed by -4 which decreased total open position to 16
On 26 Nov OFSS was trading at 11742.40. The strike last trading price was 308, which was -76.70 lower than the previous day. The implied volatity was 35.84, the open interest changed by 14 which increased total open position to 19
On 25 Nov OFSS was trading at 11958.25. The strike last trading price was 384.7, which was 29.20 higher than the previous day. The implied volatity was 33.86, the open interest changed by 5 which increased total open position to 5
On 22 Nov OFSS was trading at 11516.40. The strike last trading price was 355.5, which was 0.00 lower than the previous day. The implied volatity was 3.97, 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 355.5, which was 0.00 lower than the previous day. The implied volatity was 6.73, 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 355.5, which was 0.00 lower than the previous day. The implied volatity was 6.34, 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 355.5, which was 0.00 lower than the previous day. The implied volatity was 6.34, 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 355.5, which was 0.00 lower than the previous day. The implied volatity was 5.47, 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 355.5, which was 0.00 lower than the previous day. The implied volatity was 1.66, 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 355.5, which was 0.00 lower than the previous day. The implied volatity was 2.17, 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 355.5, which was 0.00 lower than the previous day. The implied volatity was 1.53, 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 355.5, which was 0.00 lower than the previous day. The implied volatity was 1.07, 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 355.5, which was lower than the previous day. The implied volatity was 3.34, the open interest changed by 0 which decreased total open position to 0
| OFSS 26DEC2024 12250 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.45
Vega: 6.24
Theta: -19.94
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 12247.55 | 226.5 | 156.50 | 41.39 | 4,583 | 72 | 700 |
| 19 Dec | 12830.40 | 70 | -110.65 | 38.07 | 4,587 | -141 | 619 |
| 18 Dec | 12376.50 | 180.65 | 6.85 | 36.51 | 1,191 | 31 | 760 |
| 17 Dec | 12430.05 | 173.8 | -12.25 | 31.88 | 1,312 | 1 | 729 |
| 16 Dec | 12456.00 | 186.05 | -63.95 | 35.35 | 1,715 | -25 | 728 |
| 13 Dec | 12283.80 | 250 | -118.55 | 30.73 | 859 | -85 | 735 |
| 12 Dec | 12095.35 | 368.55 | 47.95 | 33.11 | 1,339 | 41 | 822 |
| 11 Dec | 12246.90 | 320.6 | -28.90 | 32.77 | 1,670 | 192 | 787 |
| 10 Dec | 12245.25 | 349.5 | 124.30 | 38.81 | 3,126 | 167 | 595 |
| 9 Dec | 12585.00 | 225.2 | 3.85 | 36.27 | 283 | 10 | 428 |
| 6 Dec | 12579.50 | 221.35 | -61.65 | 34.38 | 654 | 65 | 419 |
| 5 Dec | 12440.90 | 283 | -20.00 | 34.11 | 702 | 68 | 354 |
| 4 Dec | 12417.60 | 303 | 7.70 | 34.00 | 1,075 | 14 | 286 |
| 3 Dec | 12524.85 | 295.3 | -120.20 | 36.47 | 1,040 | 96 | 273 |
| 2 Dec | 12266.50 | 415.5 | -274.10 | 37.91 | 333 | 145 | 168 |
| 29 Nov | 11696.45 | 689.6 | -32.20 | 32.43 | 55 | 17 | 24 |
| 28 Nov | 11658.10 | 721.8 | -861.15 | 34.76 | 29 | 6 | 6 |
| 27 Nov | 11868.75 | 1582.95 | 0.00 | - | 0 | 0 | 0 |
| 26 Nov | 11742.40 | 1582.95 | 0.00 | - | 0 | 0 | 0 |
| 25 Nov | 11958.25 | 1582.95 | 0.00 | - | 0 | 0 | 0 |
| 22 Nov | 11516.40 | 1582.95 | 0.00 | - | 0 | 0 | 0 |
| 21 Nov | 11141.90 | 1582.95 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 11169.05 | 1582.95 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 11169.05 | 1582.95 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 11272.25 | 1582.95 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 11768.55 | 1582.95 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 11762.15 | 1582.95 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 11855.75 | 1582.95 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 11932.80 | 1582.95 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 11518.15 | 1582.95 | - | 0 | 0 | 0 | |
For Oracle Fin Serv Soft Ltd. - strike price 12250 expiring on 26DEC2024
Delta for 12250 PE is -0.45
Historical price for 12250 PE is as follows
On 20 Dec OFSS was trading at 12247.55. The strike last trading price was 226.5, which was 156.50 higher than the previous day. The implied volatity was 41.39, the open interest changed by 72 which increased total open position to 700
On 19 Dec OFSS was trading at 12830.40. The strike last trading price was 70, which was -110.65 lower than the previous day. The implied volatity was 38.07, the open interest changed by -141 which decreased total open position to 619
On 18 Dec OFSS was trading at 12376.50. The strike last trading price was 180.65, which was 6.85 higher than the previous day. The implied volatity was 36.51, the open interest changed by 31 which increased total open position to 760
On 17 Dec OFSS was trading at 12430.05. The strike last trading price was 173.8, which was -12.25 lower than the previous day. The implied volatity was 31.88, the open interest changed by 1 which increased total open position to 729
On 16 Dec OFSS was trading at 12456.00. The strike last trading price was 186.05, which was -63.95 lower than the previous day. The implied volatity was 35.35, the open interest changed by -25 which decreased total open position to 728
On 13 Dec OFSS was trading at 12283.80. The strike last trading price was 250, which was -118.55 lower than the previous day. The implied volatity was 30.73, the open interest changed by -85 which decreased total open position to 735
On 12 Dec OFSS was trading at 12095.35. The strike last trading price was 368.55, which was 47.95 higher than the previous day. The implied volatity was 33.11, the open interest changed by 41 which increased total open position to 822
On 11 Dec OFSS was trading at 12246.90. The strike last trading price was 320.6, which was -28.90 lower than the previous day. The implied volatity was 32.77, the open interest changed by 192 which increased total open position to 787
On 10 Dec OFSS was trading at 12245.25. The strike last trading price was 349.5, which was 124.30 higher than the previous day. The implied volatity was 38.81, the open interest changed by 167 which increased total open position to 595
On 9 Dec OFSS was trading at 12585.00. The strike last trading price was 225.2, which was 3.85 higher than the previous day. The implied volatity was 36.27, the open interest changed by 10 which increased total open position to 428
On 6 Dec OFSS was trading at 12579.50. The strike last trading price was 221.35, which was -61.65 lower than the previous day. The implied volatity was 34.38, the open interest changed by 65 which increased total open position to 419
On 5 Dec OFSS was trading at 12440.90. The strike last trading price was 283, which was -20.00 lower than the previous day. The implied volatity was 34.11, the open interest changed by 68 which increased total open position to 354
On 4 Dec OFSS was trading at 12417.60. The strike last trading price was 303, which was 7.70 higher than the previous day. The implied volatity was 34.00, the open interest changed by 14 which increased total open position to 286
On 3 Dec OFSS was trading at 12524.85. The strike last trading price was 295.3, which was -120.20 lower than the previous day. The implied volatity was 36.47, the open interest changed by 96 which increased total open position to 273
On 2 Dec OFSS was trading at 12266.50. The strike last trading price was 415.5, which was -274.10 lower than the previous day. The implied volatity was 37.91, the open interest changed by 145 which increased total open position to 168
On 29 Nov OFSS was trading at 11696.45. The strike last trading price was 689.6, which was -32.20 lower than the previous day. The implied volatity was 32.43, the open interest changed by 17 which increased total open position to 24
On 28 Nov OFSS was trading at 11658.10. The strike last trading price was 721.8, which was -861.15 lower than the previous day. The implied volatity was 34.76, the open interest changed by 6 which increased total open position to 6
On 27 Nov OFSS was trading at 11868.75. The strike last trading price was 1582.95, 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 26 Nov OFSS was trading at 11742.40. The strike last trading price was 1582.95, 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 25 Nov OFSS was trading at 11958.25. The strike last trading price was 1582.95, 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 22 Nov OFSS was trading at 11516.40. The strike last trading price was 1582.95, 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 21 Nov OFSS was trading at 11141.90. The strike last trading price was 1582.95, 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 20 Nov OFSS was trading at 11169.05. The strike last trading price was 1582.95, 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 19 Nov OFSS was trading at 11169.05. The strike last trading price was 1582.95, 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 18 Nov OFSS was trading at 11272.25. The strike last trading price was 1582.95, 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 14 Nov OFSS was trading at 11768.55. The strike last trading price was 1582.95, 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 1582.95, 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 1582.95, 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 1582.95, 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 1582.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
