OFSS
Oracle Fin Serv Soft Ltd.
Historical option data for OFSS
03 Dec 2024 04:13 PM IST
| OFSS 26DEC2024 12250 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.67
Vega: 11.42
Theta: -9.30
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 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 | |||
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| 21 Nov | 11141.90 | 355.5 | 0.00 | 6.73 | 0 | 0 | 0 | |||
| 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 0.67
Historical price for 12250 CE is as follows
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: -0.36
Vega: 11.76
Theta: -8.01
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 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 -0.36
Historical price for 12250 PE is as follows
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
