OFSS
Oracle Fin Serv Soft Ltd.
Historical option data for OFSS
27 Dec 2024 04:13 PM IST
| OFSS 30JAN2025 12500 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.62
Vega: 14.75
Theta: -7.86
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 27 Dec | 12646.60 | 556.65 | 149.15 | 27.12 | 3,234 | -5 | 384 | |||
| 26 Dec | 12279.60 | 407.5 | -22.10 | 27.40 | 1,560 | 49 | 386 | |||
| 24 Dec | 12299.50 | 429.6 | -78.50 | 29.88 | 765 | 146 | 338 | |||
| 23 Dec | 12269.55 | 508.1 | -27.35 | 35.54 | 263 | 84 | 191 | |||
| 20 Dec | 12247.55 | 535.45 | -322.60 | 34.33 | 299 | 70 | 108 | |||
| 19 Dec | 12830.40 | 858.05 | 273.05 | 35.93 | 100 | 12 | 38 | |||
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| 18 Dec | 12376.50 | 585 | -57.50 | 32.67 | 9 | 4 | 25 | |||
| 17 Dec | 12430.05 | 642.5 | 23.15 | 36.67 | 17 | 8 | 21 | |||
| 16 Dec | 12456.00 | 619.35 | 81.35 | 32.63 | 39 | -11 | 13 | |||
| 13 Dec | 12283.80 | 538 | 44.00 | 31.91 | 23 | 0 | 7 | |||
| 12 Dec | 12095.35 | 494 | 0.00 | 0.00 | 0 | 4 | 0 | |||
| 11 Dec | 12246.90 | 494 | -116.00 | 30.61 | 5 | 2 | 5 | |||
| 10 Dec | 12245.25 | 610 | 101.30 | 34.10 | 5 | 3 | 3 | |||
| 9 Dec | 12585.00 | 508.7 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Dec | 12440.90 | 508.7 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Dec | 12417.60 | 508.7 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Dec | 12524.85 | 508.7 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Dec | 12266.50 | 508.7 | 0.00 | 0.06 | 0 | 0 | 0 | |||
| 27 Nov | 11868.75 | 508.7 | 0.00 | 1.99 | 0 | 0 | 0 | |||
| 26 Nov | 11742.40 | 508.7 | 0.00 | 2.68 | 0 | 0 | 0 | |||
| 25 Nov | 11958.25 | 508.7 | 0.00 | 2.00 | 0 | 0 | 0 | |||
| 22 Nov | 11516.40 | 508.7 | 0.00 | 4.01 | 0 | 0 | 0 | |||
| 21 Nov | 11141.90 | 508.7 | 508.70 | 5.43 | 0 | 0 | 0 | |||
| 20 Nov | 11169.05 | 0 | 0.00 | 4.70 | 0 | 0 | 0 | |||
| 19 Nov | 11169.05 | 0 | 0.00 | 4.70 | 0 | 0 | 0 | |||
| 18 Nov | 11272.25 | 0 | 0.00 | 4.31 | 0 | 0 | 0 | |||
| 14 Nov | 11768.55 | 0 | 0.00 | 2.12 | 0 | 0 | 0 | |||
| 13 Nov | 11762.15 | 0 | 0.00 | 2.23 | 0 | 0 | 0 | |||
| 12 Nov | 11855.75 | 0 | 0.00 | 1.71 | 0 | 0 | 0 | |||
| 11 Nov | 11932.80 | 0 | 0.00 | 1.39 | 0 | 0 | 0 | |||
| 8 Nov | 11518.15 | 0 | 0.00 | 3.03 | 0 | 0 | 0 | |||
| 7 Nov | 11423.30 | 0 | 0.00 | 3.17 | 0 | 0 | 0 | |||
| 6 Nov | 11561.00 | 0 | 0.00 | 2.78 | 0 | 0 | 0 | |||
| 5 Nov | 10938.35 | 0 | 0.00 | 5.15 | 0 | 0 | 0 | |||
| 4 Nov | 10842.80 | 0 | 5.44 | 0 | 0 | 0 | ||||
For Oracle Fin Serv Soft Ltd. - strike price 12500 expiring on 30JAN2025
Delta for 12500 CE is 0.62
Historical price for 12500 CE is as follows
On 27 Dec OFSS was trading at 12646.60. The strike last trading price was 556.65, which was 149.15 higher than the previous day. The implied volatity was 27.12, the open interest changed by -5 which decreased total open position to 384
On 26 Dec OFSS was trading at 12279.60. The strike last trading price was 407.5, which was -22.10 lower than the previous day. The implied volatity was 27.40, the open interest changed by 49 which increased total open position to 386
On 24 Dec OFSS was trading at 12299.50. The strike last trading price was 429.6, which was -78.50 lower than the previous day. The implied volatity was 29.88, the open interest changed by 146 which increased total open position to 338
On 23 Dec OFSS was trading at 12269.55. The strike last trading price was 508.1, which was -27.35 lower than the previous day. The implied volatity was 35.54, the open interest changed by 84 which increased total open position to 191
On 20 Dec OFSS was trading at 12247.55. The strike last trading price was 535.45, which was -322.60 lower than the previous day. The implied volatity was 34.33, the open interest changed by 70 which increased total open position to 108
On 19 Dec OFSS was trading at 12830.40. The strike last trading price was 858.05, which was 273.05 higher than the previous day. The implied volatity was 35.93, the open interest changed by 12 which increased total open position to 38
On 18 Dec OFSS was trading at 12376.50. The strike last trading price was 585, which was -57.50 lower than the previous day. The implied volatity was 32.67, the open interest changed by 4 which increased total open position to 25
On 17 Dec OFSS was trading at 12430.05. The strike last trading price was 642.5, which was 23.15 higher than the previous day. The implied volatity was 36.67, the open interest changed by 8 which increased total open position to 21
On 16 Dec OFSS was trading at 12456.00. The strike last trading price was 619.35, which was 81.35 higher than the previous day. The implied volatity was 32.63, the open interest changed by -11 which decreased total open position to 13
On 13 Dec OFSS was trading at 12283.80. The strike last trading price was 538, which was 44.00 higher than the previous day. The implied volatity was 31.91, the open interest changed by 0 which decreased total open position to 7
On 12 Dec OFSS was trading at 12095.35. The strike last trading price was 494, 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 11 Dec OFSS was trading at 12246.90. The strike last trading price was 494, which was -116.00 lower than the previous day. The implied volatity was 30.61, the open interest changed by 2 which increased total open position to 5
On 10 Dec OFSS was trading at 12245.25. The strike last trading price was 610, which was 101.30 higher than the previous day. The implied volatity was 34.10, the open interest changed by 3 which increased total open position to 3
On 9 Dec OFSS was trading at 12585.00. The strike last trading price was 508.7, 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 Dec OFSS was trading at 12440.90. The strike last trading price was 508.7, 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 Dec OFSS was trading at 12417.60. The strike last trading price was 508.7, 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 3 Dec OFSS was trading at 12524.85. The strike last trading price was 508.7, 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 2 Dec OFSS was trading at 12266.50. The strike last trading price was 508.7, which was 0.00 lower than the previous day. The implied volatity was 0.06, the open interest changed by 0 which decreased total open position to 0
On 27 Nov OFSS was trading at 11868.75. The strike last trading price was 508.7, which was 0.00 lower than the previous day. The implied volatity was 1.99, 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 508.7, which was 0.00 lower than the previous day. The implied volatity was 2.68, 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 508.7, which was 0.00 lower than the previous day. The implied volatity was 2.00, 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 508.7, which was 0.00 lower than the previous day. The implied volatity was 4.01, 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 508.7, which was 508.70 higher than the previous day. The implied volatity was 5.43, 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 0, which was 0.00 lower than the previous day. The implied volatity was 4.70, 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 0, which was 0.00 lower than the previous day. The implied volatity was 4.70, 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 0, which was 0.00 lower than the previous day. The implied volatity was 4.31, 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 0, which was 0.00 lower than the previous day. The implied volatity was 2.12, 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 0, which was 0.00 lower than the previous day. The implied volatity was 2.23, 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 0, which was 0.00 lower than the previous day. The implied volatity was 1.71, 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 0, which was 0.00 lower than the previous day. The implied volatity was 1.39, 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 0, which was 0.00 lower than the previous day. The implied volatity was 3.03, the open interest changed by 0 which decreased total open position to 0
On 7 Nov OFSS was trading at 11423.30. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 3.17, the open interest changed by 0 which decreased total open position to 0
On 6 Nov OFSS was trading at 11561.00. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 2.78, 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 0, which was 0.00 lower than the previous day. The implied volatity was 5.15, 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 0, which was lower than the previous day. The implied volatity was 5.44, the open interest changed by 0 which decreased total open position to 0
| OFSS 30JAN2025 12500 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.41
Vega: 14.96
Theta: -6.72
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 27 Dec | 12646.60 | 449.65 | -172.40 | 37.47 | 1,514 | 337 | 449 |
| 26 Dec | 12279.60 | 622.05 | -65.60 | 39.99 | 91 | -15 | 114 |
| 24 Dec | 12299.50 | 687.65 | 8.10 | 41.35 | 205 | 83 | 130 |
| 23 Dec | 12269.55 | 679.55 | -1217.85 | 39.21 | 62 | 46 | 46 |
| 20 Dec | 12247.55 | 1897.4 | 0.00 | - | 0 | 0 | 0 |
| 19 Dec | 12830.40 | 1897.4 | 0.00 | 2.58 | 0 | 0 | 0 |
| 18 Dec | 12376.50 | 1897.4 | 0.00 | 0.39 | 0 | 0 | 0 |
| 17 Dec | 12430.05 | 1897.4 | 0.00 | 0.20 | 0 | 0 | 0 |
| 16 Dec | 12456.00 | 1897.4 | 0.00 | 0.64 | 0 | 0 | 0 |
| 13 Dec | 12283.80 | 1897.4 | 0.00 | - | 0 | 0 | 0 |
| 12 Dec | 12095.35 | 1897.4 | 0.00 | - | 0 | 0 | 0 |
| 11 Dec | 12246.90 | 1897.4 | 0.00 | - | 0 | 0 | 0 |
| 10 Dec | 12245.25 | 1897.4 | 0.00 | - | 0 | 0 | 0 |
| 9 Dec | 12585.00 | 1897.4 | 0.00 | 1.35 | 0 | 0 | 0 |
| 5 Dec | 12440.90 | 1897.4 | 0.00 | 0.64 | 0 | 0 | 0 |
| 4 Dec | 12417.60 | 1897.4 | 0.00 | 0.57 | 0 | 0 | 0 |
| 3 Dec | 12524.85 | 1897.4 | 0.00 | 1.14 | 0 | 0 | 0 |
| 2 Dec | 12266.50 | 1897.4 | 1897.40 | - | 0 | 0 | 0 |
| 27 Nov | 11868.75 | 0 | 0.00 | - | 0 | 0 | 0 |
| 26 Nov | 11742.40 | 0 | 0.00 | - | 0 | 0 | 0 |
| 25 Nov | 11958.25 | 0 | 0.00 | - | 0 | 0 | 0 |
| 22 Nov | 11516.40 | 0 | 0.00 | - | 0 | 0 | 0 |
| 21 Nov | 11141.90 | 0 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 11169.05 | 0 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 11169.05 | 0 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 11272.25 | 0 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 11768.55 | 0 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 11762.15 | 0 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 11855.75 | 0 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 11932.80 | 0 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 11518.15 | 0 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 11423.30 | 0 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 11561.00 | 0 | 0.00 | - | 0 | 0 | 0 |
| 5 Nov | 10938.35 | 0 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 10842.80 | 0 | - | 0 | 0 | 0 | |
For Oracle Fin Serv Soft Ltd. - strike price 12500 expiring on 30JAN2025
Delta for 12500 PE is -0.41
Historical price for 12500 PE is as follows
On 27 Dec OFSS was trading at 12646.60. The strike last trading price was 449.65, which was -172.40 lower than the previous day. The implied volatity was 37.47, the open interest changed by 337 which increased total open position to 449
On 26 Dec OFSS was trading at 12279.60. The strike last trading price was 622.05, which was -65.60 lower than the previous day. The implied volatity was 39.99, the open interest changed by -15 which decreased total open position to 114
On 24 Dec OFSS was trading at 12299.50. The strike last trading price was 687.65, which was 8.10 higher than the previous day. The implied volatity was 41.35, the open interest changed by 83 which increased total open position to 130
On 23 Dec OFSS was trading at 12269.55. The strike last trading price was 679.55, which was -1217.85 lower than the previous day. The implied volatity was 39.21, the open interest changed by 46 which increased total open position to 46
On 20 Dec OFSS was trading at 12247.55. The strike last trading price was 1897.4, 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 Dec OFSS was trading at 12830.40. The strike last trading price was 1897.4, which was 0.00 lower than the previous day. The implied volatity was 2.58, the open interest changed by 0 which decreased total open position to 0
On 18 Dec OFSS was trading at 12376.50. The strike last trading price was 1897.4, which was 0.00 lower than the previous day. The implied volatity was 0.39, the open interest changed by 0 which decreased total open position to 0
On 17 Dec OFSS was trading at 12430.05. The strike last trading price was 1897.4, which was 0.00 lower than the previous day. The implied volatity was 0.20, the open interest changed by 0 which decreased total open position to 0
On 16 Dec OFSS was trading at 12456.00. The strike last trading price was 1897.4, which was 0.00 lower than the previous day. The implied volatity was 0.64, the open interest changed by 0 which decreased total open position to 0
On 13 Dec OFSS was trading at 12283.80. The strike last trading price was 1897.4, 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 Dec OFSS was trading at 12095.35. The strike last trading price was 1897.4, 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 Dec OFSS was trading at 12246.90. The strike last trading price was 1897.4, 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 10 Dec OFSS was trading at 12245.25. The strike last trading price was 1897.4, 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 9 Dec OFSS was trading at 12585.00. The strike last trading price was 1897.4, which was 0.00 lower than the previous day. The implied volatity was 1.35, the open interest changed by 0 which decreased total open position to 0
On 5 Dec OFSS was trading at 12440.90. The strike last trading price was 1897.4, which was 0.00 lower than the previous day. The implied volatity was 0.64, the open interest changed by 0 which decreased total open position to 0
On 4 Dec OFSS was trading at 12417.60. The strike last trading price was 1897.4, which was 0.00 lower than the previous day. The implied volatity was 0.57, the open interest changed by 0 which decreased total open position to 0
On 3 Dec OFSS was trading at 12524.85. The strike last trading price was 1897.4, which was 0.00 lower than the previous day. The implied volatity was 1.14, the open interest changed by 0 which decreased total open position to 0
On 2 Dec OFSS was trading at 12266.50. The strike last trading price was 1897.4, which was 1897.40 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 27 Nov OFSS was trading at 11868.75. 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 0 which decreased total open position to 0
On 26 Nov OFSS was trading at 11742.40. 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 0 which decreased total open position to 0
On 25 Nov OFSS was trading at 11958.25. 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 22 Nov OFSS was trading at 11516.40. 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 0 which decreased total open position to 0
On 21 Nov OFSS was trading at 11141.90. 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 20 Nov OFSS was trading at 11169.05. 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 0 which decreased total open position to 0
On 19 Nov OFSS was trading at 11169.05. 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 0 which decreased total open position to 0
On 18 Nov OFSS was trading at 11272.25. 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 14 Nov OFSS was trading at 11768.55. 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 0 which decreased total open position to 0
On 13 Nov OFSS was trading at 11762.15. 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 0 which decreased total open position to 0
On 12 Nov OFSS was trading at 11855.75. 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 0 which decreased total open position to 0
On 11 Nov OFSS was trading at 11932.80. 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 8 Nov OFSS was trading at 11518.15. 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 0 which decreased total open position to 0
On 7 Nov OFSS was trading at 11423.30. 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 0 which decreased total open position to 0
On 6 Nov OFSS was trading at 11561.00. 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 5 Nov OFSS was trading at 10938.35. 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 4 Nov OFSS was trading at 10842.80. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
