OFSS
Oracle Fin Serv Soft Ltd.
Historical option data for OFSS
13 Nov 2024 12:33 PM IST
| OFSS 28NOV2024 12500 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.24
Vega: 7.50
Theta: -8.93
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 13 Nov | 11841.30 | 109 | -6.90 | 32.95 | 403 | 19 | 457.5 | |||
| 12 Nov | 11855.75 | 115.9 | -32.10 | 32.42 | 1,890.5 | 61.5 | 483.5 | |||
| 11 Nov | 11932.80 | 148 | 67.00 | 32.92 | 2,234 | -35.5 | 423.5 | |||
| 8 Nov | 11518.15 | 81 | -1.55 | 33.53 | 989.5 | -225.5 | 460.5 | |||
| 7 Nov | 11423.30 | 82.55 | -35.20 | 35.96 | 461 | 31 | 686 | |||
| 6 Nov | 11561.00 | 117.75 | 56.75 | 35.30 | 1,909 | 419.5 | 663 | |||
| 5 Nov | 10938.35 | 61 | -6.05 | 40.71 | 160.5 | -7 | 243 | |||
| 4 Nov | 10842.80 | 67.05 | -13.95 | 43.76 | 205 | -3 | 250.5 | |||
| 1 Nov | 10822.35 | 81 | -11.20 | 42.75 | 40 | 5.5 | 251.5 | |||
| 31 Oct | 10886.50 | 92.2 | -29.80 | - | 440 | 60 | 244 | |||
| 30 Oct | 11267.00 | 122 | 34.40 | - | 934 | 101 | 185 | |||
| 29 Oct | 10990.40 | 87.6 | -2.45 | - | 53 | -2 | 83 | |||
| 28 Oct | 10990.30 | 90.05 | -37.35 | - | 86 | 33 | 85 | |||
| 25 Oct | 10888.05 | 127.4 | -24.60 | - | 140 | 2 | 52 | |||
| 24 Oct | 10682.40 | 152 | -86.75 | - | 67 | 5 | 47 | |||
| 23 Oct | 11214.15 | 238.75 | 108.75 | - | 52 | 36 | 42 | |||
| 22 Oct | 10890.55 | 130 | -350.25 | - | 6 | 1 | 1 | |||
| 18 Oct | 11583.60 | 480.25 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 11571.95 | 480.25 | 0.00 | - | 0 | 0 | 0 | |||
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| 15 Oct | 11817.30 | 480.25 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 11731.45 | 480.25 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 11466.65 | 480.25 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 11653.05 | 480.25 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 11199.10 | 480.25 | - | 0 | 0 | 0 | ||||
For Oracle Fin Serv Soft Ltd. - strike price 12500 expiring on 28NOV2024
Delta for 12500 CE is 0.24
Historical price for 12500 CE is as follows
On 13 Nov OFSS was trading at 11841.30. The strike last trading price was 109, which was -6.90 lower than the previous day. The implied volatity was 32.95, the open interest changed by 38 which increased total open position to 915
On 12 Nov OFSS was trading at 11855.75. The strike last trading price was 115.9, which was -32.10 lower than the previous day. The implied volatity was 32.42, the open interest changed by 123 which increased total open position to 967
On 11 Nov OFSS was trading at 11932.80. The strike last trading price was 148, which was 67.00 higher than the previous day. The implied volatity was 32.92, the open interest changed by -71 which decreased total open position to 847
On 8 Nov OFSS was trading at 11518.15. The strike last trading price was 81, which was -1.55 lower than the previous day. The implied volatity was 33.53, the open interest changed by -451 which decreased total open position to 921
On 7 Nov OFSS was trading at 11423.30. The strike last trading price was 82.55, which was -35.20 lower than the previous day. The implied volatity was 35.96, the open interest changed by 62 which increased total open position to 1372
On 6 Nov OFSS was trading at 11561.00. The strike last trading price was 117.75, which was 56.75 higher than the previous day. The implied volatity was 35.30, the open interest changed by 839 which increased total open position to 1326
On 5 Nov OFSS was trading at 10938.35. The strike last trading price was 61, which was -6.05 lower than the previous day. The implied volatity was 40.71, the open interest changed by -14 which decreased total open position to 486
On 4 Nov OFSS was trading at 10842.80. The strike last trading price was 67.05, which was -13.95 lower than the previous day. The implied volatity was 43.76, the open interest changed by -6 which decreased total open position to 501
On 1 Nov OFSS was trading at 10822.35. The strike last trading price was 81, which was -11.20 lower than the previous day. The implied volatity was 42.75, the open interest changed by 11 which increased total open position to 503
On 31 Oct OFSS was trading at 10886.50. The strike last trading price was 92.2, which was -29.80 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 122, which was 34.40 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 87.6, which was -2.45 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 90.05, which was -37.35 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 127.4, which was -24.60 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 152, which was -86.75 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 238.75, which was 108.75 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 130, which was -350.25 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 480.25, 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 480.25, 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 480.25, 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 480.25, 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 480.25, 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 480.25, 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 480.25, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| OFSS 28NOV2024 12500 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.68
Vega: 8.60
Theta: -10.83
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 13 Nov | 11841.30 | 822 | 58.65 | 46.67 | 4.5 | -0.5 | 16.5 |
| 12 Nov | 11855.75 | 763.35 | 47.85 | 39.95 | 16 | 2 | 16.5 |
| 11 Nov | 11932.80 | 715.5 | -224.50 | 39.06 | 10.5 | 1 | 8.5 |
| 8 Nov | 11518.15 | 940 | -271.05 | 22.02 | 1 | 0 | 7 |
| 7 Nov | 11423.30 | 1211.05 | -45.65 | 46.90 | 2 | 0 | 6.5 |
| 6 Nov | 11561.00 | 1256.7 | -323.30 | 63.59 | 2 | 0.5 | 5.5 |
| 5 Nov | 10938.35 | 1580 | 0.00 | 0.00 | 0 | 0 | 0 |
| 4 Nov | 10842.80 | 1580 | 0.00 | 0.00 | 0 | 0 | 0 |
| 1 Nov | 10822.35 | 1580 | 0.00 | 0.00 | 0 | 2 | 0 |
| 31 Oct | 10886.50 | 1580 | 410.20 | - | 2 | 0 | 3 |
| 30 Oct | 11267.00 | 1169.8 | -374.25 | - | 3 | 0 | 0 |
| 29 Oct | 10990.40 | 1544.05 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 10990.30 | 1544.05 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 10888.05 | 1544.05 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 10682.40 | 1544.05 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 11214.15 | 1544.05 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 10890.55 | 1544.05 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 11583.60 | 1544.05 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 11571.95 | 1544.05 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 11817.30 | 1544.05 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 11731.45 | 1544.05 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 11466.65 | 1544.05 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 11653.05 | 1544.05 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 11199.10 | 1544.05 | - | 0 | 0 | 0 | |
For Oracle Fin Serv Soft Ltd. - strike price 12500 expiring on 28NOV2024
Delta for 12500 PE is -0.68
Historical price for 12500 PE is as follows
On 13 Nov OFSS was trading at 11841.30. The strike last trading price was 822, which was 58.65 higher than the previous day. The implied volatity was 46.67, the open interest changed by -1 which decreased total open position to 33
On 12 Nov OFSS was trading at 11855.75. The strike last trading price was 763.35, which was 47.85 higher than the previous day. The implied volatity was 39.95, the open interest changed by 4 which increased total open position to 33
On 11 Nov OFSS was trading at 11932.80. The strike last trading price was 715.5, which was -224.50 lower than the previous day. The implied volatity was 39.06, the open interest changed by 2 which increased total open position to 17
On 8 Nov OFSS was trading at 11518.15. The strike last trading price was 940, which was -271.05 lower than the previous day. The implied volatity was 22.02, the open interest changed by 0 which decreased total open position to 14
On 7 Nov OFSS was trading at 11423.30. The strike last trading price was 1211.05, which was -45.65 lower than the previous day. The implied volatity was 46.90, the open interest changed by 0 which decreased total open position to 13
On 6 Nov OFSS was trading at 11561.00. The strike last trading price was 1256.7, which was -323.30 lower than the previous day. The implied volatity was 63.59, the open interest changed by 1 which increased total open position to 11
On 5 Nov OFSS was trading at 10938.35. The strike last trading price was 1580, 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 4 Nov OFSS was trading at 10842.80. The strike last trading price was 1580, 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 1 Nov OFSS was trading at 10822.35. The strike last trading price was 1580, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 31 Oct OFSS was trading at 10886.50. The strike last trading price was 1580, which was 410.20 higher 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 1169.8, which was -374.25 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 1544.05, 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 1544.05, 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 1544.05, 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 1544.05, 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 1544.05, 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 1544.05, 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 1544.05, 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 1544.05, 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 1544.05, 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 1544.05, 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 1544.05, 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 1544.05, 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 1544.05, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
