OFSS
Oracle Fin Serv Soft Ltd.
Historical option data for OFSS
20 Dec 2024 04:13 PM IST
| OFSS 26DEC2024 12750 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.19
Vega: 4.28
Theta: -13.34
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 12247.55 | 57.95 | -214.70 | 35.64 | 6,434 | 274 | 1,146 | |||
| 19 Dec | 12830.40 | 272.65 | 151.90 | 33.13 | 9,036 | -140 | 872 | |||
| 18 Dec | 12376.50 | 120.75 | -20.80 | 32.90 | 1,459 | 68 | 1,012 | |||
| 17 Dec | 12430.05 | 141.55 | -12.45 | 35.47 | 2,012 | 48 | 944 | |||
| 16 Dec | 12456.00 | 154 | 21.35 | 32.00 | 2,220 | 115 | 899 | |||
| 13 Dec | 12283.80 | 132.65 | 9.35 | 31.87 | 898 | -99 | 784 | |||
| 12 Dec | 12095.35 | 123.3 | -39.80 | 35.46 | 1,217 | 87 | 886 | |||
| 11 Dec | 12246.90 | 163.1 | -33.70 | 35.42 | 1,018 | 42 | 799 | |||
| 10 Dec | 12245.25 | 196.8 | -145.20 | 34.69 | 4,227 | 162 | 752 | |||
| 9 Dec | 12585.00 | 342 | -13.05 | 36.52 | 1,402 | 22 | 591 | |||
| 6 Dec | 12579.50 | 355.05 | 77.25 | 33.10 | 3,843 | 62 | 576 | |||
| 5 Dec | 12440.90 | 277.8 | -14.75 | 31.84 | 818 | 30 | 512 | |||
| 4 Dec | 12417.60 | 292.55 | -21.15 | 33.46 | 2,036 | 193 | 481 | |||
|
|
||||||||||
| 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 | |||
| 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 0.19
Historical price for 12750 CE is as follows
On 20 Dec OFSS was trading at 12247.55. The strike last trading price was 57.95, which was -214.70 lower than the previous day. The implied volatity was 35.64, the open interest changed by 274 which increased total open position to 1146
On 19 Dec OFSS was trading at 12830.40. The strike last trading price was 272.65, which was 151.90 higher than the previous day. The implied volatity was 33.13, the open interest changed by -140 which decreased total open position to 872
On 18 Dec OFSS was trading at 12376.50. The strike last trading price was 120.75, which was -20.80 lower than the previous day. The implied volatity was 32.90, the open interest changed by 68 which increased total open position to 1012
On 17 Dec OFSS was trading at 12430.05. The strike last trading price was 141.55, which was -12.45 lower than the previous day. The implied volatity was 35.47, the open interest changed by 48 which increased total open position to 944
On 16 Dec OFSS was trading at 12456.00. The strike last trading price was 154, which was 21.35 higher than the previous day. The implied volatity was 32.00, the open interest changed by 115 which increased total open position to 899
On 13 Dec OFSS was trading at 12283.80. The strike last trading price was 132.65, which was 9.35 higher than the previous day. The implied volatity was 31.87, the open interest changed by -99 which decreased total open position to 784
On 12 Dec OFSS was trading at 12095.35. The strike last trading price was 123.3, which was -39.80 lower than the previous day. The implied volatity was 35.46, the open interest changed by 87 which increased total open position to 886
On 11 Dec OFSS was trading at 12246.90. The strike last trading price was 163.1, which was -33.70 lower than the previous day. The implied volatity was 35.42, the open interest changed by 42 which increased total open position to 799
On 10 Dec OFSS was trading at 12245.25. The strike last trading price was 196.8, which was -145.20 lower than the previous day. The implied volatity was 34.69, the open interest changed by 162 which increased total open position to 752
On 9 Dec OFSS was trading at 12585.00. The strike last trading price was 342, which was -13.05 lower than the previous day. The implied volatity was 36.52, the open interest changed by 22 which increased total open position to 591
On 6 Dec OFSS was trading at 12579.50. The strike last trading price was 355.05, which was 77.25 higher than the previous day. The implied volatity was 33.10, the open interest changed by 62 which increased total open position to 576
On 5 Dec OFSS was trading at 12440.90. The strike last trading price was 277.8, which was -14.75 lower than the previous day. The implied volatity was 31.84, the open interest changed by 30 which increased total open position to 512
On 4 Dec OFSS was trading at 12417.60. The strike last trading price was 292.55, which was -21.15 lower than the previous day. The implied volatity was 33.46, the open interest changed by 193 which increased total open position to 481
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 | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.68
Vega: 5.61
Theta: -22.03
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 12247.55 | 593.2 | 364.40 | 52.38 | 1,515 | -154 | 339 |
| 19 Dec | 12830.40 | 228.8 | -233.30 | 37.49 | 1,264 | 101 | 489 |
| 18 Dec | 12376.50 | 462.1 | 14.75 | 38.05 | 41 | -3 | 390 |
| 17 Dec | 12430.05 | 447.35 | -20.65 | 30.67 | 142 | -13 | 392 |
| 16 Dec | 12456.00 | 468 | -100.05 | 38.28 | 217 | -10 | 404 |
| 13 Dec | 12283.80 | 568.05 | -150.55 | 32.65 | 43 | -4 | 414 |
| 12 Dec | 12095.35 | 718.6 | 96.30 | 34.67 | 47 | -8 | 418 |
| 11 Dec | 12246.90 | 622.3 | -38.65 | 31.49 | 17 | -7 | 425 |
| 10 Dec | 12245.25 | 660.95 | 212.25 | 41.44 | 202 | -49 | 435 |
| 9 Dec | 12585.00 | 448.7 | 7.35 | 35.69 | 370 | 30 | 483 |
| 6 Dec | 12579.50 | 441.35 | -78.25 | 34.19 | 1,141 | 293 | 456 |
| 5 Dec | 12440.90 | 519.6 | -48.80 | 32.69 | 58 | 6 | 163 |
| 4 Dec | 12417.60 | 568.4 | 23.35 | 34.28 | 180 | 51 | 156 |
| 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 -0.68
Historical price for 12750 PE is as follows
On 20 Dec OFSS was trading at 12247.55. The strike last trading price was 593.2, which was 364.40 higher than the previous day. The implied volatity was 52.38, the open interest changed by -154 which decreased total open position to 339
On 19 Dec OFSS was trading at 12830.40. The strike last trading price was 228.8, which was -233.30 lower than the previous day. The implied volatity was 37.49, the open interest changed by 101 which increased total open position to 489
On 18 Dec OFSS was trading at 12376.50. The strike last trading price was 462.1, which was 14.75 higher than the previous day. The implied volatity was 38.05, the open interest changed by -3 which decreased total open position to 390
On 17 Dec OFSS was trading at 12430.05. The strike last trading price was 447.35, which was -20.65 lower than the previous day. The implied volatity was 30.67, the open interest changed by -13 which decreased total open position to 392
On 16 Dec OFSS was trading at 12456.00. The strike last trading price was 468, which was -100.05 lower than the previous day. The implied volatity was 38.28, the open interest changed by -10 which decreased total open position to 404
On 13 Dec OFSS was trading at 12283.80. The strike last trading price was 568.05, which was -150.55 lower than the previous day. The implied volatity was 32.65, the open interest changed by -4 which decreased total open position to 414
On 12 Dec OFSS was trading at 12095.35. The strike last trading price was 718.6, which was 96.30 higher than the previous day. The implied volatity was 34.67, the open interest changed by -8 which decreased total open position to 418
On 11 Dec OFSS was trading at 12246.90. The strike last trading price was 622.3, which was -38.65 lower than the previous day. The implied volatity was 31.49, the open interest changed by -7 which decreased total open position to 425
On 10 Dec OFSS was trading at 12245.25. The strike last trading price was 660.95, which was 212.25 higher than the previous day. The implied volatity was 41.44, the open interest changed by -49 which decreased total open position to 435
On 9 Dec OFSS was trading at 12585.00. The strike last trading price was 448.7, which was 7.35 higher than the previous day. The implied volatity was 35.69, the open interest changed by 30 which increased total open position to 483
On 6 Dec OFSS was trading at 12579.50. The strike last trading price was 441.35, which was -78.25 lower than the previous day. The implied volatity was 34.19, the open interest changed by 293 which increased total open position to 456
On 5 Dec OFSS was trading at 12440.90. The strike last trading price was 519.6, which was -48.80 lower than the previous day. The implied volatity was 32.69, the open interest changed by 6 which increased total open position to 163
On 4 Dec OFSS was trading at 12417.60. The strike last trading price was 568.4, which was 23.35 higher than the previous day. The implied volatity was 34.28, the open interest changed by 51 which increased total open position to 156
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
