OFSS
Oracle Fin Serv Soft Ltd.
Historical option data for OFSS
30 Dec 2024 04:13 PM IST
| OFSS 30JAN2025 13000 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.50
Vega: 14.94
Theta: -7.24
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 30 Dec | 12945.45 | 327.05 | -15.95 | 23.17 | 2,823 | 165 | 958 | |||
| 27 Dec | 12646.60 | 343 | 96.00 | 29.01 | 4,080 | 102 | 790 | |||
| 26 Dec | 12279.60 | 247 | -14.80 | 29.54 | 976 | 100 | 684 | |||
| 24 Dec | 12299.50 | 261.8 | -59.20 | 31.11 | 601 | 137 | 585 | |||
| 23 Dec | 12269.55 | 321 | -44.50 | 35.57 | 442 | 83 | 448 | |||
| 20 Dec | 12247.55 | 365.5 | -229.55 | 35.89 | 758 | 208 | 354 | |||
| 19 Dec | 12830.40 | 595.05 | 183.00 | 35.76 | 370 | 111 | 147 | |||
| 18 Dec | 12376.50 | 412.05 | -27.45 | 34.94 | 37 | 12 | 36 | |||
| 17 Dec | 12430.05 | 439.5 | 29.50 | 36.97 | 18 | 8 | 23 | |||
| 16 Dec | 12456.00 | 410 | 40.00 | 33.03 | 18 | 4 | 14 | |||
| 13 Dec | 12283.80 | 370 | 26.00 | 33.40 | 4 | 0 | 10 | |||
| 12 Dec | 12095.35 | 344 | -74.80 | 35.06 | 3 | 2 | 10 | |||
| 11 Dec | 12246.90 | 418.8 | 84.30 | 37.04 | 2 | 0 | 6 | |||
| 10 Dec | 12245.25 | 334.5 | -255.50 | 29.82 | 6 | 5 | 6 | |||
| 9 Dec | 12585.00 | 590 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Dec | 12440.90 | 590 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 4 Dec | 12417.60 | 590 | 196.15 | 38.49 | 1 | 0 | 0 | |||
| 3 Dec | 12524.85 | 393.85 | 0.00 | 1.42 | 0 | 0 | 0 | |||
| 2 Dec | 12266.50 | 393.85 | 0.00 | 2.47 | 0 | 0 | 0 | |||
| 27 Nov | 11868.75 | 393.85 | 0.00 | 4.01 | 0 | 0 | 0 | |||
| 26 Nov | 11742.40 | 393.85 | 0.00 | 4.63 | 0 | 0 | 0 | |||
| 25 Nov | 11958.25 | 393.85 | 0.00 | 3.99 | 0 | 0 | 0 | |||
| 22 Nov | 11516.40 | 393.85 | 0.00 | 6.13 | 0 | 0 | 0 | |||
| 21 Nov | 11141.90 | 393.85 | 393.85 | 7.39 | 0 | 0 | 0 | |||
| 20 Nov | 11169.05 | 0 | 0.00 | 6.91 | 0 | 0 | 0 | |||
| 19 Nov | 11169.05 | 0 | 0.00 | 6.91 | 0 | 0 | 0 | |||
| 18 Nov | 11272.25 | 0 | 0.00 | 6.52 | 0 | 0 | 0 | |||
| 14 Nov | 11768.55 | 0 | 0.00 | 3.95 | 0 | 0 | 0 | |||
| 13 Nov | 11762.15 | 0 | 0.00 | 4.04 | 0 | 0 | 0 | |||
| 12 Nov | 11855.75 | 0 | 0.00 | 3.55 | 0 | 0 | 0 | |||
|
|
||||||||||
| 11 Nov | 11932.80 | 0 | 0.00 | 3.25 | 0 | 0 | 0 | |||
| 8 Nov | 11518.15 | 0 | 0.00 | 4.71 | 0 | 0 | 0 | |||
| 7 Nov | 11423.30 | 0 | 0.00 | 4.98 | 0 | 0 | 0 | |||
| 6 Nov | 11561.00 | 0 | 0.00 | 4.46 | 0 | 0 | 0 | |||
| 5 Nov | 10938.35 | 0 | 0.00 | 7.20 | 0 | 0 | 0 | |||
| 4 Nov | 10842.80 | 0 | 7.48 | 0 | 0 | 0 | ||||
For Oracle Fin Serv Soft Ltd. - strike price 13000 expiring on 30JAN2025
Delta for 13000 CE is 0.50
Historical price for 13000 CE is as follows
On 30 Dec OFSS was trading at 12945.45. The strike last trading price was 327.05, which was -15.95 lower than the previous day. The implied volatity was 23.17, the open interest changed by 165 which increased total open position to 958
On 27 Dec OFSS was trading at 12646.60. The strike last trading price was 343, which was 96.00 higher than the previous day. The implied volatity was 29.01, the open interest changed by 102 which increased total open position to 790
On 26 Dec OFSS was trading at 12279.60. The strike last trading price was 247, which was -14.80 lower than the previous day. The implied volatity was 29.54, the open interest changed by 100 which increased total open position to 684
On 24 Dec OFSS was trading at 12299.50. The strike last trading price was 261.8, which was -59.20 lower than the previous day. The implied volatity was 31.11, the open interest changed by 137 which increased total open position to 585
On 23 Dec OFSS was trading at 12269.55. The strike last trading price was 321, which was -44.50 lower than the previous day. The implied volatity was 35.57, the open interest changed by 83 which increased total open position to 448
On 20 Dec OFSS was trading at 12247.55. The strike last trading price was 365.5, which was -229.55 lower than the previous day. The implied volatity was 35.89, the open interest changed by 208 which increased total open position to 354
On 19 Dec OFSS was trading at 12830.40. The strike last trading price was 595.05, which was 183.00 higher than the previous day. The implied volatity was 35.76, the open interest changed by 111 which increased total open position to 147
On 18 Dec OFSS was trading at 12376.50. The strike last trading price was 412.05, which was -27.45 lower than the previous day. The implied volatity was 34.94, the open interest changed by 12 which increased total open position to 36
On 17 Dec OFSS was trading at 12430.05. The strike last trading price was 439.5, which was 29.50 higher than the previous day. The implied volatity was 36.97, the open interest changed by 8 which increased total open position to 23
On 16 Dec OFSS was trading at 12456.00. The strike last trading price was 410, which was 40.00 higher than the previous day. The implied volatity was 33.03, the open interest changed by 4 which increased total open position to 14
On 13 Dec OFSS was trading at 12283.80. The strike last trading price was 370, which was 26.00 higher than the previous day. The implied volatity was 33.40, the open interest changed by 0 which decreased total open position to 10
On 12 Dec OFSS was trading at 12095.35. The strike last trading price was 344, which was -74.80 lower than the previous day. The implied volatity was 35.06, the open interest changed by 2 which increased total open position to 10
On 11 Dec OFSS was trading at 12246.90. The strike last trading price was 418.8, which was 84.30 higher than the previous day. The implied volatity was 37.04, the open interest changed by 0 which decreased total open position to 6
On 10 Dec OFSS was trading at 12245.25. The strike last trading price was 334.5, which was -255.50 lower than the previous day. The implied volatity was 29.82, the open interest changed by 5 which increased total open position to 6
On 9 Dec OFSS was trading at 12585.00. The strike last trading price was 590, 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 5 Dec OFSS was trading at 12440.90. The strike last trading price was 590, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 4 Dec OFSS was trading at 12417.60. The strike last trading price was 590, which was 196.15 higher than the previous day. The implied volatity was 38.49, 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 393.85, which was 0.00 lower than the previous day. The implied volatity was 1.42, 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 393.85, which was 0.00 lower than the previous day. The implied volatity was 2.47, 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 393.85, 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 26 Nov OFSS was trading at 11742.40. The strike last trading price was 393.85, which was 0.00 lower than the previous day. The implied volatity was 4.63, 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 393.85, which was 0.00 lower than the previous day. The implied volatity was 3.99, 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 393.85, which was 0.00 lower than the previous day. The implied volatity was 6.13, 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 393.85, which was 393.85 higher than the previous day. The implied volatity was 7.39, 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 6.91, 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 6.91, 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 6.52, 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 3.95, 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 4.04, 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 3.55, 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 3.25, 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 4.71, 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 4.98, 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 4.46, 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 7.20, 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 7.48, the open interest changed by 0 which decreased total open position to 0
| OFSS 30JAN2025 13000 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.48
Vega: 14.92
Theta: -9.67
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 30 Dec | 12945.45 | 738.25 | -1.75 | 48.03 | 239 | 63 | 153 |
| 27 Dec | 12646.60 | 740 | -212.45 | 39.65 | 139 | 59 | 91 |
| 26 Dec | 12279.60 | 952.45 | -52.75 | 42.48 | 37 | 7 | 30 |
| 24 Dec | 12299.50 | 1005.2 | -4.80 | 42.59 | 20 | 12 | 21 |
| 23 Dec | 12269.55 | 1010 | 20.00 | 40.97 | 10 | 7 | 8 |
| 20 Dec | 12247.55 | 990 | -1283.55 | 37.62 | 1 | 0 | 0 |
| 19 Dec | 12830.40 | 2273.55 | 0.00 | - | 0 | 0 | 0 |
| 18 Dec | 12376.50 | 2273.55 | 0.00 | - | 0 | 0 | 0 |
| 17 Dec | 12430.05 | 2273.55 | 0.00 | - | 0 | 0 | 0 |
| 16 Dec | 12456.00 | 2273.55 | 0.00 | - | 0 | 0 | 0 |
| 13 Dec | 12283.80 | 2273.55 | 0.00 | - | 0 | 0 | 0 |
| 12 Dec | 12095.35 | 2273.55 | 0.00 | - | 0 | 0 | 0 |
| 11 Dec | 12246.90 | 2273.55 | 0.00 | - | 0 | 0 | 0 |
| 10 Dec | 12245.25 | 2273.55 | 0.00 | - | 0 | 0 | 0 |
| 9 Dec | 12585.00 | 2273.55 | 0.00 | - | 0 | 0 | 0 |
| 5 Dec | 12440.90 | 2273.55 | 0.00 | - | 0 | 0 | 0 |
| 4 Dec | 12417.60 | 2273.55 | 0.00 | - | 0 | 0 | 0 |
| 3 Dec | 12524.85 | 2273.55 | 0.00 | - | 0 | 0 | 0 |
| 2 Dec | 12266.50 | 2273.55 | 2273.55 | - | 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 13000 expiring on 30JAN2025
Delta for 13000 PE is -0.48
Historical price for 13000 PE is as follows
On 30 Dec OFSS was trading at 12945.45. The strike last trading price was 738.25, which was -1.75 lower than the previous day. The implied volatity was 48.03, the open interest changed by 63 which increased total open position to 153
On 27 Dec OFSS was trading at 12646.60. The strike last trading price was 740, which was -212.45 lower than the previous day. The implied volatity was 39.65, the open interest changed by 59 which increased total open position to 91
On 26 Dec OFSS was trading at 12279.60. The strike last trading price was 952.45, which was -52.75 lower than the previous day. The implied volatity was 42.48, the open interest changed by 7 which increased total open position to 30
On 24 Dec OFSS was trading at 12299.50. The strike last trading price was 1005.2, which was -4.80 lower than the previous day. The implied volatity was 42.59, the open interest changed by 12 which increased total open position to 21
On 23 Dec OFSS was trading at 12269.55. The strike last trading price was 1010, which was 20.00 higher than the previous day. The implied volatity was 40.97, the open interest changed by 7 which increased total open position to 8
On 20 Dec OFSS was trading at 12247.55. The strike last trading price was 990, which was -1283.55 lower than the previous day. The implied volatity was 37.62, 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 2273.55, 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 Dec OFSS was trading at 12376.50. The strike last trading price was 2273.55, 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 17 Dec OFSS was trading at 12430.05. The strike last trading price was 2273.55, 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 16 Dec OFSS was trading at 12456.00. The strike last trading price was 2273.55, 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 Dec OFSS was trading at 12283.80. The strike last trading price was 2273.55, 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 2273.55, 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 2273.55, 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 2273.55, 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 2273.55, 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 2273.55, 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 2273.55, 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 2273.55, 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 2273.55, which was 2273.55 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
