OFSS
Oracle Fin Serv Soft Ltd.
Historical option data for OFSS
03 Dec 2024 04:13 PM IST
| OFSS 26DEC2024 12750 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.46
Vega: 12.47
Theta: -9.65
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 3 Dec | 12524.85 | 313.7 | 55.70 | 30.15 | 2,422 | 140 | 290 | |||
| 2 Dec | 12266.50 | 258 | 143.75 | 32.82 | 766 | 85 | 151 | |||
| 29 Nov | 11696.45 | 114.25 | -30.50 | 32.97 | 147 | 21 | 69 | |||
| 28 Nov | 11658.10 | 144.75 | -32.25 | 35.50 | 98 | 27 | 49 | |||
| 27 Nov | 11868.75 | 177 | -5.70 | 36.06 | 33 | 12 | 21 | |||
| 26 Nov | 11742.40 | 182.7 | -27.55 | 37.40 | 8 | 5 | 8 | |||
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| 25 Nov | 11958.25 | 210.25 | -129.75 | 32.57 | 3 | 2 | 3 | |||
| 22 Nov | 11516.40 | 340 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 21 Nov | 11141.90 | 340 | 0.00 | 0 | 0 | 0 | ||||
For Oracle Fin Serv Soft Ltd. - strike price 12750 expiring on 26DEC2024
Delta for 12750 CE is 0.46
Historical price for 12750 CE is as follows
On 3 Dec OFSS was trading at 12524.85. The strike last trading price was 313.7, which was 55.70 higher than the previous day. The implied volatity was 30.15, the open interest changed by 140 which increased total open position to 290
On 2 Dec OFSS was trading at 12266.50. The strike last trading price was 258, which was 143.75 higher than the previous day. The implied volatity was 32.82, the open interest changed by 85 which increased total open position to 151
On 29 Nov OFSS was trading at 11696.45. The strike last trading price was 114.25, which was -30.50 lower than the previous day. The implied volatity was 32.97, the open interest changed by 21 which increased total open position to 69
On 28 Nov OFSS was trading at 11658.10. The strike last trading price was 144.75, which was -32.25 lower than the previous day. The implied volatity was 35.50, the open interest changed by 27 which increased total open position to 49
On 27 Nov OFSS was trading at 11868.75. The strike last trading price was 177, which was -5.70 lower than the previous day. The implied volatity was 36.06, the open interest changed by 12 which increased total open position to 21
On 26 Nov OFSS was trading at 11742.40. The strike last trading price was 182.7, which was -27.55 lower than the previous day. The implied volatity was 37.40, the open interest changed by 5 which increased total open position to 8
On 25 Nov OFSS was trading at 11958.25. The strike last trading price was 210.25, which was -129.75 lower than the previous day. The implied volatity was 32.57, the open interest changed by 2 which increased total open position to 3
On 22 Nov OFSS was trading at 11516.40. The strike last trading price was 340, 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 21 Nov OFSS was trading at 11141.90. The strike last trading price was 340, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
| OFSS 26DEC2024 12750 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.53
Vega: 12.51
Theta: -8.19
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 3 Dec | 12524.85 | 545.05 | -139.65 | 37.34 | 215 | 96 | 104 |
| 2 Dec | 12266.50 | 684.7 | -1286.50 | 37.16 | 18 | 8 | 8 |
| 29 Nov | 11696.45 | 1971.2 | 0.00 | - | 0 | 0 | 0 |
| 28 Nov | 11658.10 | 1971.2 | 0.00 | - | 0 | 0 | 0 |
| 27 Nov | 11868.75 | 1971.2 | 0.00 | - | 0 | 0 | 0 |
| 26 Nov | 11742.40 | 1971.2 | 0.00 | - | 0 | 0 | 0 |
| 25 Nov | 11958.25 | 1971.2 | 0.00 | - | 0 | 0 | 0 |
| 22 Nov | 11516.40 | 1971.2 | 0.00 | - | 0 | 0 | 0 |
| 21 Nov | 11141.90 | 1971.2 | - | 0 | 0 | 0 | |
For Oracle Fin Serv Soft Ltd. - strike price 12750 expiring on 26DEC2024
Delta for 12750 PE is -0.53
Historical price for 12750 PE is as follows
On 3 Dec OFSS was trading at 12524.85. The strike last trading price was 545.05, which was -139.65 lower than the previous day. The implied volatity was 37.34, the open interest changed by 96 which increased total open position to 104
On 2 Dec OFSS was trading at 12266.50. The strike last trading price was 684.7, which was -1286.50 lower than the previous day. The implied volatity was 37.16, the open interest changed by 8 which increased total open position to 8
On 29 Nov OFSS was trading at 11696.45. The strike last trading price was 1971.2, 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 28 Nov OFSS was trading at 11658.10. The strike last trading price was 1971.2, 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 27 Nov OFSS was trading at 11868.75. The strike last trading price was 1971.2, 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 1971.2, 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 1971.2, 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 1971.2, 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 1971.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
