OFSS
Oracle Fin Serv Soft Ltd.
Historical option data for OFSS
13 Nov 2024 12:43 PM IST
| OFSS 28NOV2024 12250 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.33
Vega: 8.71
Theta: -10.20
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 13 Nov | 11828.95 | 160 | -21.40 | 31.87 | 298 | -1 | 217.5 | |||
| 12 Nov | 11855.75 | 181.4 | -37.75 | 32.06 | 933 | 28.5 | 216 | |||
| 11 Nov | 11932.80 | 219.15 | 101.05 | 32.20 | 792.5 | 89 | 189.5 | |||
| 8 Nov | 11518.15 | 118.1 | -1.90 | 32.43 | 424.5 | -11 | 101.5 | |||
| 7 Nov | 11423.30 | 120 | -45.40 | 35.29 | 143 | 13 | 113 | |||
| 6 Nov | 11561.00 | 165.4 | 82.40 | 34.46 | 796.5 | 55.5 | 100 | |||
| 5 Nov | 10938.35 | 83 | -6.85 | 39.67 | 16 | 2.5 | 44.5 | |||
| 4 Nov | 10842.80 | 89.85 | -20.15 | 42.93 | 27 | 4 | 42 | |||
| 1 Nov | 10822.35 | 110 | -21.30 | 42.37 | 3.5 | 3 | 38 | |||
| 31 Oct | 10886.50 | 131.3 | -31.00 | - | 61 | 30 | 35 | |||
| 30 Oct | 11267.00 | 162.3 | -393.40 | - | 6 | 2 | 2 | |||
| 29 Oct | 10990.40 | 555.7 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 10990.30 | 555.7 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 10888.05 | 555.7 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 10682.40 | 555.7 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 11214.15 | 555.7 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 10890.55 | 555.7 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 11583.60 | 555.7 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 11571.95 | 555.7 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 11817.30 | 555.7 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 11731.45 | 555.7 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 11466.65 | 555.7 | 0.00 | - | 0 | 0 | 0 | |||
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| 9 Oct | 11653.05 | 555.7 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 11199.10 | 555.7 | - | 0 | 0 | 0 | ||||
For Oracle Fin Serv Soft Ltd. - strike price 12250 expiring on 28NOV2024
Delta for 12250 CE is 0.33
Historical price for 12250 CE is as follows
On 13 Nov OFSS was trading at 11828.95. The strike last trading price was 160, which was -21.40 lower than the previous day. The implied volatity was 31.87, the open interest changed by -2 which decreased total open position to 435
On 12 Nov OFSS was trading at 11855.75. The strike last trading price was 181.4, which was -37.75 lower than the previous day. The implied volatity was 32.06, the open interest changed by 57 which increased total open position to 432
On 11 Nov OFSS was trading at 11932.80. The strike last trading price was 219.15, which was 101.05 higher than the previous day. The implied volatity was 32.20, the open interest changed by 178 which increased total open position to 379
On 8 Nov OFSS was trading at 11518.15. The strike last trading price was 118.1, which was -1.90 lower than the previous day. The implied volatity was 32.43, the open interest changed by -22 which decreased total open position to 203
On 7 Nov OFSS was trading at 11423.30. The strike last trading price was 120, which was -45.40 lower than the previous day. The implied volatity was 35.29, the open interest changed by 26 which increased total open position to 226
On 6 Nov OFSS was trading at 11561.00. The strike last trading price was 165.4, which was 82.40 higher than the previous day. The implied volatity was 34.46, the open interest changed by 111 which increased total open position to 200
On 5 Nov OFSS was trading at 10938.35. The strike last trading price was 83, which was -6.85 lower than the previous day. The implied volatity was 39.67, the open interest changed by 5 which increased total open position to 89
On 4 Nov OFSS was trading at 10842.80. The strike last trading price was 89.85, which was -20.15 lower than the previous day. The implied volatity was 42.93, the open interest changed by 8 which increased total open position to 84
On 1 Nov OFSS was trading at 10822.35. The strike last trading price was 110, which was -21.30 lower than the previous day. The implied volatity was 42.37, the open interest changed by 6 which increased total open position to 76
On 31 Oct OFSS was trading at 10886.50. The strike last trading price was 131.3, which was -31.00 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 162.3, which was -393.40 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 555.7, 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 555.7, 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 555.7, 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 555.7, 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 555.7, 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 555.7, 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 555.7, 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 555.7, 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 555.7, 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 555.7, 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 555.7, 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 555.7, 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 555.7, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| OFSS 28NOV2024 12250 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.62
Vega: 9.14
Theta: -10.68
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 13 Nov | 11828.95 | 626.2 | 64.05 | 42.55 | 5.5 | 0 | 22.5 |
| 12 Nov | 11855.75 | 562.15 | 24.15 | 36.83 | 24 | -3 | 21.5 |
| 11 Nov | 11932.80 | 538 | -461.70 | 37.81 | 44 | 19 | 20 |
| 8 Nov | 11518.15 | 999.7 | 0.00 | 0.00 | 0 | 1 | 0 |
| 7 Nov | 11423.30 | 999.7 | -372.95 | 44.82 | 1 | 0.5 | 0.5 |
| 6 Nov | 11561.00 | 1372.65 | 0.00 | - | 0 | 0 | 0 |
| 5 Nov | 10938.35 | 1372.65 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 10842.80 | 1372.65 | 0.00 | - | 0 | 0 | 0 |
| 1 Nov | 10822.35 | 1372.65 | 0.00 | - | 0 | 0 | 0 |
| 31 Oct | 10886.50 | 1372.65 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 11267.00 | 1372.65 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 10990.40 | 1372.65 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 10990.30 | 1372.65 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 10888.05 | 1372.65 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 10682.40 | 1372.65 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 11214.15 | 1372.65 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 10890.55 | 1372.65 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 11583.60 | 1372.65 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 11571.95 | 1372.65 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 11817.30 | 1372.65 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 11731.45 | 1372.65 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 11466.65 | 1372.65 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 11653.05 | 1372.65 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 11199.10 | 1372.65 | - | 0 | 0 | 0 | |
For Oracle Fin Serv Soft Ltd. - strike price 12250 expiring on 28NOV2024
Delta for 12250 PE is -0.62
Historical price for 12250 PE is as follows
On 13 Nov OFSS was trading at 11828.95. The strike last trading price was 626.2, which was 64.05 higher than the previous day. The implied volatity was 42.55, the open interest changed by 0 which decreased total open position to 45
On 12 Nov OFSS was trading at 11855.75. The strike last trading price was 562.15, which was 24.15 higher than the previous day. The implied volatity was 36.83, the open interest changed by -6 which decreased total open position to 43
On 11 Nov OFSS was trading at 11932.80. The strike last trading price was 538, which was -461.70 lower than the previous day. The implied volatity was 37.81, the open interest changed by 38 which increased total open position to 40
On 8 Nov OFSS was trading at 11518.15. The strike last trading price was 999.7, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 7 Nov OFSS was trading at 11423.30. The strike last trading price was 999.7, which was -372.95 lower than the previous day. The implied volatity was 44.82, the open interest changed by 1 which increased total open position to 1
On 6 Nov OFSS was trading at 11561.00. The strike last trading price was 1372.65, 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 1372.65, 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 1372.65, 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 1372.65, 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 1372.65, 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 1372.65, 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 1372.65, 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 1372.65, 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 1372.65, 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 1372.65, 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 1372.65, 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 1372.65, 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 1372.65, 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 1372.65, 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 1372.65, 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 1372.65, 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 1372.65, 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 1372.65, 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 1372.65, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
