OFSS
Oracle Fin Serv Soft Ltd.
Historical option data for OFSS
20 Dec 2024 04:13 PM IST
OFSS 26DEC2024 13000 CE | ||||||||||
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Delta: 0.12
Vega: 3.21
Theta: -11.03
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
20 Dec | 12247.55 | 37.45 | -143.35 | 39.78 | 17,349 | 639 | 3,518 | |||
19 Dec | 12830.40 | 180.8 | 106.50 | 36.38 | 15,670 | -33 | 2,934 | |||
18 Dec | 12376.50 | 74.3 | -16.70 | 35.29 | 5,139 | -501 | 2,972 | |||
17 Dec | 12430.05 | 91 | -10.90 | 37.40 | 8,258 | 611 | 3,471 | |||
16 Dec | 12456.00 | 101.9 | 11.90 | 34.48 | 6,066 | 687 | 2,870 | |||
13 Dec | 12283.80 | 90 | 4.80 | 33.87 | 2,877 | -230 | 2,186 | |||
12 Dec | 12095.35 | 85.2 | -27.50 | 37.03 | 3,557 | 21 | 2,428 | |||
11 Dec | 12246.90 | 112.7 | -23.70 | 36.55 | 2,874 | 44 | 2,406 | |||
10 Dec | 12245.25 | 136.4 | -110.15 | 35.56 | 14,180 | 648 | 2,351 | |||
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9 Dec | 12585.00 | 246.55 | -12.45 | 36.69 | 1,712 | 138 | 1,709 | |||
6 Dec | 12579.50 | 259 | 58.70 | 33.52 | 6,361 | -61 | 1,573 | |||
5 Dec | 12440.90 | 200.3 | -8.25 | 32.54 | 3,349 | 328 | 1,635 | |||
4 Dec | 12417.60 | 208.55 | -18.00 | 33.49 | 5,111 | 413 | 1,309 | |||
3 Dec | 12524.85 | 226.55 | 41.50 | 30.69 | 5,518 | 226 | 902 | |||
2 Dec | 12266.50 | 185.05 | 106.95 | 33.06 | 4,123 | 274 | 679 | |||
29 Nov | 11696.45 | 78.1 | -22.45 | 33.18 | 594 | 40 | 405 | |||
28 Nov | 11658.10 | 100.55 | -25.80 | 35.35 | 586 | 154 | 365 | |||
27 Nov | 11868.75 | 126.35 | -9.65 | 35.91 | 513 | 93 | 212 | |||
26 Nov | 11742.40 | 136 | -28.10 | 37.49 | 105 | 15 | 120 | |||
25 Nov | 11958.25 | 164.1 | 46.10 | 34.51 | 162 | 92 | 106 | |||
22 Nov | 11516.40 | 118 | 38.00 | 36.51 | 86 | 73 | 87 | |||
21 Nov | 11141.90 | 80 | 80.00 | 39.35 | 14 | 11 | 12 | |||
28 Oct | 10990.30 | 0 | 0.00 | - | 0 | 0 | 0 | |||
25 Oct | 10888.05 | 0 | 0.00 | - | 0 | 0 | 0 | |||
23 Oct | 11214.15 | 0 | 0.00 | - | 0 | 0 | 0 | |||
22 Oct | 10890.55 | 0 | 0.00 | - | 0 | 0 | 0 | |||
21 Oct | 11196.50 | 0 | 0.00 | - | 0 | 0 | 0 | |||
18 Oct | 11583.60 | 0 | 0.00 | - | 0 | 0 | 0 | |||
17 Oct | 11502.45 | 0 | 0.00 | - | 0 | 0 | 0 | |||
16 Oct | 11571.95 | 0 | 0.00 | - | 0 | 0 | 0 | |||
15 Oct | 11817.30 | 0 | 0.00 | - | 0 | 0 | 0 | |||
14 Oct | 11731.45 | 0 | 0.00 | - | 0 | 0 | 0 | |||
11 Oct | 11556.40 | 0 | 0.00 | - | 0 | 0 | 0 | |||
10 Oct | 11466.65 | 0 | 0.00 | - | 0 | 0 | 0 | |||
9 Oct | 11653.05 | 0 | 0.00 | - | 0 | 0 | 0 | |||
8 Oct | 11199.10 | 0 | 0.00 | - | 0 | 0 | 0 | |||
7 Oct | 10944.40 | 0 | 0.00 | - | 0 | 0 | 0 | |||
4 Oct | 10951.20 | 0 | 0.00 | - | 0 | 0 | 0 | |||
3 Oct | 11173.75 | 0 | 0.00 | - | 0 | 0 | 0 | |||
1 Oct | 11442.65 | 0 | 0.00 | - | 0 | 0 | 0 | |||
30 Sept | 11458.70 | 0 | - | 0 | 0 | 0 |
For Oracle Fin Serv Soft Ltd. - strike price 13000 expiring on 26DEC2024
Delta for 13000 CE is 0.12
Historical price for 13000 CE is as follows
On 20 Dec OFSS was trading at 12247.55. The strike last trading price was 37.45, which was -143.35 lower than the previous day. The implied volatity was 39.78, the open interest changed by 639 which increased total open position to 3518
On 19 Dec OFSS was trading at 12830.40. The strike last trading price was 180.8, which was 106.50 higher than the previous day. The implied volatity was 36.38, the open interest changed by -33 which decreased total open position to 2934
On 18 Dec OFSS was trading at 12376.50. The strike last trading price was 74.3, which was -16.70 lower than the previous day. The implied volatity was 35.29, the open interest changed by -501 which decreased total open position to 2972
On 17 Dec OFSS was trading at 12430.05. The strike last trading price was 91, which was -10.90 lower than the previous day. The implied volatity was 37.40, the open interest changed by 611 which increased total open position to 3471
On 16 Dec OFSS was trading at 12456.00. The strike last trading price was 101.9, which was 11.90 higher than the previous day. The implied volatity was 34.48, the open interest changed by 687 which increased total open position to 2870
On 13 Dec OFSS was trading at 12283.80. The strike last trading price was 90, which was 4.80 higher than the previous day. The implied volatity was 33.87, the open interest changed by -230 which decreased total open position to 2186
On 12 Dec OFSS was trading at 12095.35. The strike last trading price was 85.2, which was -27.50 lower than the previous day. The implied volatity was 37.03, the open interest changed by 21 which increased total open position to 2428
On 11 Dec OFSS was trading at 12246.90. The strike last trading price was 112.7, which was -23.70 lower than the previous day. The implied volatity was 36.55, the open interest changed by 44 which increased total open position to 2406
On 10 Dec OFSS was trading at 12245.25. The strike last trading price was 136.4, which was -110.15 lower than the previous day. The implied volatity was 35.56, the open interest changed by 648 which increased total open position to 2351
On 9 Dec OFSS was trading at 12585.00. The strike last trading price was 246.55, which was -12.45 lower than the previous day. The implied volatity was 36.69, the open interest changed by 138 which increased total open position to 1709
On 6 Dec OFSS was trading at 12579.50. The strike last trading price was 259, which was 58.70 higher than the previous day. The implied volatity was 33.52, the open interest changed by -61 which decreased total open position to 1573
On 5 Dec OFSS was trading at 12440.90. The strike last trading price was 200.3, which was -8.25 lower than the previous day. The implied volatity was 32.54, the open interest changed by 328 which increased total open position to 1635
On 4 Dec OFSS was trading at 12417.60. The strike last trading price was 208.55, which was -18.00 lower than the previous day. The implied volatity was 33.49, the open interest changed by 413 which increased total open position to 1309
On 3 Dec OFSS was trading at 12524.85. The strike last trading price was 226.55, which was 41.50 higher than the previous day. The implied volatity was 30.69, the open interest changed by 226 which increased total open position to 902
On 2 Dec OFSS was trading at 12266.50. The strike last trading price was 185.05, which was 106.95 higher than the previous day. The implied volatity was 33.06, the open interest changed by 274 which increased total open position to 679
On 29 Nov OFSS was trading at 11696.45. The strike last trading price was 78.1, which was -22.45 lower than the previous day. The implied volatity was 33.18, the open interest changed by 40 which increased total open position to 405
On 28 Nov OFSS was trading at 11658.10. The strike last trading price was 100.55, which was -25.80 lower than the previous day. The implied volatity was 35.35, the open interest changed by 154 which increased total open position to 365
On 27 Nov OFSS was trading at 11868.75. The strike last trading price was 126.35, which was -9.65 lower than the previous day. The implied volatity was 35.91, the open interest changed by 93 which increased total open position to 212
On 26 Nov OFSS was trading at 11742.40. The strike last trading price was 136, which was -28.10 lower than the previous day. The implied volatity was 37.49, the open interest changed by 15 which increased total open position to 120
On 25 Nov OFSS was trading at 11958.25. The strike last trading price was 164.1, which was 46.10 higher than the previous day. The implied volatity was 34.51, the open interest changed by 92 which increased total open position to 106
On 22 Nov OFSS was trading at 11516.40. The strike last trading price was 118, which was 38.00 higher than the previous day. The implied volatity was 36.51, the open interest changed by 73 which increased total open position to 87
On 21 Nov OFSS was trading at 11141.90. The strike last trading price was 80, which was 80.00 higher than the previous day. The implied volatity was 39.35, the open interest changed by 11 which increased total open position to 12
On 28 Oct OFSS was trading at 10990.30. 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 which decreased total open position to
On 25 Oct OFSS was trading at 10888.05. 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 which decreased total open position to
On 23 Oct OFSS was trading at 11214.15. 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 which decreased total open position to
On 22 Oct OFSS was trading at 10890.55. 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 which decreased total open position to
On 21 Oct OFSS was trading at 11196.50. 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 which decreased total open position to
On 18 Oct OFSS was trading at 11583.60. 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 which decreased total open position to
On 17 Oct OFSS was trading at 11502.45. 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 which decreased total open position to
On 16 Oct OFSS was trading at 11571.95. 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 which decreased total open position to
On 15 Oct OFSS was trading at 11817.30. 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 which decreased total open position to
On 14 Oct OFSS was trading at 11731.45. 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 which decreased total open position to
On 11 Oct OFSS was trading at 11556.40. 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 which decreased total open position to
On 10 Oct OFSS was trading at 11466.65. 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 which decreased total open position to
On 9 Oct OFSS was trading at 11653.05. 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 which decreased total open position to
On 8 Oct OFSS was trading at 11199.10. 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 which decreased total open position to
On 7 Oct OFSS was trading at 10944.40. 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 which decreased total open position to
On 4 Oct OFSS was trading at 10951.20. 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 which decreased total open position to
On 3 Oct OFSS was trading at 11173.75. 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 which decreased total open position to
On 1 Oct OFSS was trading at 11442.65. 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 which decreased total open position to
On 30 Sept OFSS was trading at 11458.70. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
OFSS 26DEC2024 13000 PE | |||||||
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Delta: -0.71
Vega: 5.39
Theta: -28.75
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
20 Dec | 12247.55 | 870.3 | 480.85 | 69.87 | 566 | 28 | 327 |
19 Dec | 12830.40 | 389.45 | -311.80 | 41.25 | 330 | 52 | 298 |
18 Dec | 12376.50 | 701.25 | 51.80 | 47.49 | 57 | -4 | 246 |
17 Dec | 12430.05 | 649.45 | -28.15 | 32.03 | 69 | 34 | 250 |
16 Dec | 12456.00 | 677.6 | -117.45 | 43.39 | 117 | 34 | 216 |
13 Dec | 12283.80 | 795.05 | -159.50 | 37.75 | 3 | 0 | 182 |
12 Dec | 12095.35 | 954.55 | 132.35 | 39.96 | 22 | 1 | 182 |
11 Dec | 12246.90 | 822.2 | -27.60 | 32.03 | 41 | -2 | 180 |
10 Dec | 12245.25 | 849.8 | 245.30 | 43.10 | 175 | -6 | 182 |
9 Dec | 12585.00 | 604.5 | 3.55 | 36.05 | 73 | 13 | 187 |
6 Dec | 12579.50 | 600.95 | -97.65 | 35.27 | 365 | 91 | 176 |
5 Dec | 12440.90 | 698.6 | -30.05 | 34.19 | 38 | 8 | 85 |
4 Dec | 12417.60 | 728.65 | 21.65 | 34.24 | 131 | 43 | 77 |
3 Dec | 12524.85 | 707 | -1307.95 | 38.27 | 77 | 35 | 35 |
2 Dec | 12266.50 | 2014.95 | 0.00 | - | 0 | 0 | 0 |
29 Nov | 11696.45 | 2014.95 | 0.00 | - | 0 | 0 | 0 |
28 Nov | 11658.10 | 2014.95 | 0.00 | - | 0 | 0 | 0 |
27 Nov | 11868.75 | 2014.95 | 0.00 | - | 0 | 0 | 0 |
26 Nov | 11742.40 | 2014.95 | 0.00 | - | 0 | 0 | 0 |
25 Nov | 11958.25 | 2014.95 | 0.00 | - | 0 | 0 | 0 |
22 Nov | 11516.40 | 2014.95 | 0.00 | - | 0 | 0 | 0 |
21 Nov | 11141.90 | 2014.95 | 2014.95 | - | 0 | 0 | 0 |
28 Oct | 10990.30 | 0 | 0.00 | - | 0 | 0 | 0 |
25 Oct | 10888.05 | 0 | 0.00 | - | 0 | 0 | 0 |
23 Oct | 11214.15 | 0 | 0.00 | - | 0 | 0 | 0 |
22 Oct | 10890.55 | 0 | 0.00 | - | 0 | 0 | 0 |
21 Oct | 11196.50 | 0 | 0.00 | - | 0 | 0 | 0 |
18 Oct | 11583.60 | 0 | 0.00 | - | 0 | 0 | 0 |
17 Oct | 11502.45 | 0 | 0.00 | - | 0 | 0 | 0 |
16 Oct | 11571.95 | 0 | 0.00 | - | 0 | 0 | 0 |
15 Oct | 11817.30 | 0 | 0.00 | - | 0 | 0 | 0 |
14 Oct | 11731.45 | 0 | 0.00 | - | 0 | 0 | 0 |
11 Oct | 11556.40 | 0 | 0.00 | - | 0 | 0 | 0 |
10 Oct | 11466.65 | 0 | 0.00 | - | 0 | 0 | 0 |
9 Oct | 11653.05 | 0 | 0.00 | - | 0 | 0 | 0 |
8 Oct | 11199.10 | 0 | 0.00 | - | 0 | 0 | 0 |
7 Oct | 10944.40 | 0 | 0.00 | - | 0 | 0 | 0 |
4 Oct | 10951.20 | 0 | 0.00 | - | 0 | 0 | 0 |
3 Oct | 11173.75 | 0 | 0.00 | - | 0 | 0 | 0 |
1 Oct | 11442.65 | 0 | 0.00 | - | 0 | 0 | 0 |
30 Sept | 11458.70 | 0 | - | 0 | 0 | 0 |
For Oracle Fin Serv Soft Ltd. - strike price 13000 expiring on 26DEC2024
Delta for 13000 PE is -0.71
Historical price for 13000 PE is as follows
On 20 Dec OFSS was trading at 12247.55. The strike last trading price was 870.3, which was 480.85 higher than the previous day. The implied volatity was 69.87, the open interest changed by 28 which increased total open position to 327
On 19 Dec OFSS was trading at 12830.40. The strike last trading price was 389.45, which was -311.80 lower than the previous day. The implied volatity was 41.25, the open interest changed by 52 which increased total open position to 298
On 18 Dec OFSS was trading at 12376.50. The strike last trading price was 701.25, which was 51.80 higher than the previous day. The implied volatity was 47.49, the open interest changed by -4 which decreased total open position to 246
On 17 Dec OFSS was trading at 12430.05. The strike last trading price was 649.45, which was -28.15 lower than the previous day. The implied volatity was 32.03, the open interest changed by 34 which increased total open position to 250
On 16 Dec OFSS was trading at 12456.00. The strike last trading price was 677.6, which was -117.45 lower than the previous day. The implied volatity was 43.39, the open interest changed by 34 which increased total open position to 216
On 13 Dec OFSS was trading at 12283.80. The strike last trading price was 795.05, which was -159.50 lower than the previous day. The implied volatity was 37.75, the open interest changed by 0 which decreased total open position to 182
On 12 Dec OFSS was trading at 12095.35. The strike last trading price was 954.55, which was 132.35 higher than the previous day. The implied volatity was 39.96, the open interest changed by 1 which increased total open position to 182
On 11 Dec OFSS was trading at 12246.90. The strike last trading price was 822.2, which was -27.60 lower than the previous day. The implied volatity was 32.03, the open interest changed by -2 which decreased total open position to 180
On 10 Dec OFSS was trading at 12245.25. The strike last trading price was 849.8, which was 245.30 higher than the previous day. The implied volatity was 43.10, the open interest changed by -6 which decreased total open position to 182
On 9 Dec OFSS was trading at 12585.00. The strike last trading price was 604.5, which was 3.55 higher than the previous day. The implied volatity was 36.05, the open interest changed by 13 which increased total open position to 187
On 6 Dec OFSS was trading at 12579.50. The strike last trading price was 600.95, which was -97.65 lower than the previous day. The implied volatity was 35.27, the open interest changed by 91 which increased total open position to 176
On 5 Dec OFSS was trading at 12440.90. The strike last trading price was 698.6, which was -30.05 lower than the previous day. The implied volatity was 34.19, the open interest changed by 8 which increased total open position to 85
On 4 Dec OFSS was trading at 12417.60. The strike last trading price was 728.65, which was 21.65 higher than the previous day. The implied volatity was 34.24, the open interest changed by 43 which increased total open position to 77
On 3 Dec OFSS was trading at 12524.85. The strike last trading price was 707, which was -1307.95 lower than the previous day. The implied volatity was 38.27, the open interest changed by 35 which increased total open position to 35
On 2 Dec OFSS was trading at 12266.50. The strike last trading price was 2014.95, 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 29 Nov OFSS was trading at 11696.45. The strike last trading price was 2014.95, 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 2014.95, 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 2014.95, 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 2014.95, 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 2014.95, 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 2014.95, 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 2014.95, which was 2014.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 28 Oct OFSS was trading at 10990.30. 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 which decreased total open position to
On 25 Oct OFSS was trading at 10888.05. 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 which decreased total open position to
On 23 Oct OFSS was trading at 11214.15. 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 which decreased total open position to
On 22 Oct OFSS was trading at 10890.55. 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 which decreased total open position to
On 21 Oct OFSS was trading at 11196.50. 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 which decreased total open position to
On 18 Oct OFSS was trading at 11583.60. 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 which decreased total open position to
On 17 Oct OFSS was trading at 11502.45. 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 which decreased total open position to
On 16 Oct OFSS was trading at 11571.95. 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 which decreased total open position to
On 15 Oct OFSS was trading at 11817.30. 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 which decreased total open position to
On 14 Oct OFSS was trading at 11731.45. 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 which decreased total open position to
On 11 Oct OFSS was trading at 11556.40. 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 which decreased total open position to
On 10 Oct OFSS was trading at 11466.65. 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 which decreased total open position to
On 9 Oct OFSS was trading at 11653.05. 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 which decreased total open position to
On 8 Oct OFSS was trading at 11199.10. 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 which decreased total open position to
On 7 Oct OFSS was trading at 10944.40. 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 which decreased total open position to
On 4 Oct OFSS was trading at 10951.20. 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 which decreased total open position to
On 3 Oct OFSS was trading at 11173.75. 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 which decreased total open position to
On 1 Oct OFSS was trading at 11442.65. 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 which decreased total open position to
On 30 Sept OFSS was trading at 11458.70. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to