OFSS
Oracle Fin Serv Soft Ltd.
Historical option data for OFSS
13 Nov 2024 12:33 PM IST
| OFSS 28NOV2024 13000 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.10
Vega: 4.28
Theta: -5.07
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 13 Nov | 11841.30 | 38 | -9.55 | 33.56 | 153 | -0.5 | 348 | |||
| 12 Nov | 11855.75 | 47.55 | -19.10 | 34.17 | 731 | -36.5 | 355 | |||
| 11 Nov | 11932.80 | 66.65 | 31.70 | 34.85 | 791 | 33 | 387 | |||
| 8 Nov | 11518.15 | 34.95 | -7.85 | 34.96 | 345 | 10.5 | 354 | |||
| 7 Nov | 11423.30 | 42.8 | -15.20 | 38.39 | 284.5 | 43 | 343 | |||
| 6 Nov | 11561.00 | 58 | 25.75 | 36.82 | 795.5 | 72.5 | 295.5 | |||
| 5 Nov | 10938.35 | 32.25 | -9.90 | 42.45 | 51.5 | 13 | 223.5 | |||
| 4 Nov | 10842.80 | 42.15 | -3.85 | 46.64 | 107 | 26.5 | 210.5 | |||
| 1 Nov | 10822.35 | 46 | -6.75 | 44.18 | 17.5 | -1 | 184 | |||
| 31 Oct | 10886.50 | 52.75 | -18.25 | - | 384 | -6 | 184 | |||
| 30 Oct | 11267.00 | 71 | 24.05 | - | 491 | 111 | 189 | |||
| 29 Oct | 10990.40 | 46.95 | 0.95 | - | 21 | 3 | 77 | |||
| 28 Oct | 10990.30 | 46 | -18.05 | - | 41 | 5 | 61 | |||
| 25 Oct | 10888.05 | 64.05 | -35.90 | - | 53 | -7 | 56 | |||
| 24 Oct | 10682.40 | 99.95 | -45.05 | - | 87 | 44 | 63 | |||
| 23 Oct | 11214.15 | 145 | 13.00 | - | 10 | 8 | 18 | |||
| 22 Oct | 10890.55 | 132 | -68.00 | - | 4 | 1 | 10 | |||
| 18 Oct | 11583.60 | 200 | 0.00 | - | 1 | 0 | 8 | |||
| 16 Oct | 11571.95 | 200 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 11817.30 | 200 | 0.00 | - | 1 | 0 | 8 | |||
|
|
||||||||||
| 14 Oct | 11731.45 | 200 | 12.00 | - | 4 | 2 | 8 | |||
| 10 Oct | 11466.65 | 188 | -87.00 | - | 3 | 1 | 5 | |||
| 9 Oct | 11653.05 | 275 | -96.35 | - | 5 | 2 | 3 | |||
| 8 Oct | 11199.10 | 371.35 | 371.35 | - | 0 | 0 | 1 | |||
| 17 Sept | 12280.45 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Sept | 12239.10 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Sept | 12261.90 | 0 | - | 0 | 0 | 0 | ||||
For Oracle Fin Serv Soft Ltd. - strike price 13000 expiring on 28NOV2024
Delta for 13000 CE is 0.10
Historical price for 13000 CE is as follows
On 13 Nov OFSS was trading at 11841.30. The strike last trading price was 38, which was -9.55 lower than the previous day. The implied volatity was 33.56, the open interest changed by -1 which decreased total open position to 696
On 12 Nov OFSS was trading at 11855.75. The strike last trading price was 47.55, which was -19.10 lower than the previous day. The implied volatity was 34.17, the open interest changed by -73 which decreased total open position to 710
On 11 Nov OFSS was trading at 11932.80. The strike last trading price was 66.65, which was 31.70 higher than the previous day. The implied volatity was 34.85, the open interest changed by 66 which increased total open position to 774
On 8 Nov OFSS was trading at 11518.15. The strike last trading price was 34.95, which was -7.85 lower than the previous day. The implied volatity was 34.96, the open interest changed by 21 which increased total open position to 708
On 7 Nov OFSS was trading at 11423.30. The strike last trading price was 42.8, which was -15.20 lower than the previous day. The implied volatity was 38.39, the open interest changed by 86 which increased total open position to 686
On 6 Nov OFSS was trading at 11561.00. The strike last trading price was 58, which was 25.75 higher than the previous day. The implied volatity was 36.82, the open interest changed by 145 which increased total open position to 591
On 5 Nov OFSS was trading at 10938.35. The strike last trading price was 32.25, which was -9.90 lower than the previous day. The implied volatity was 42.45, the open interest changed by 26 which increased total open position to 447
On 4 Nov OFSS was trading at 10842.80. The strike last trading price was 42.15, which was -3.85 lower than the previous day. The implied volatity was 46.64, the open interest changed by 53 which increased total open position to 421
On 1 Nov OFSS was trading at 10822.35. The strike last trading price was 46, which was -6.75 lower than the previous day. The implied volatity was 44.18, the open interest changed by -2 which decreased total open position to 368
On 31 Oct OFSS was trading at 10886.50. The strike last trading price was 52.75, which was -18.25 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct OFSS was trading at 11267.00. The strike last trading price was 71, which was 24.05 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct OFSS was trading at 10990.40. The strike last trading price was 46.95, which was 0.95 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct OFSS was trading at 10990.30. The strike last trading price was 46, which was -18.05 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 64.05, which was -35.90 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct OFSS was trading at 10682.40. The strike last trading price was 99.95, which was -45.05 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 145, which was 13.00 higher 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 132, which was -68.00 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 200, 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 200, 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 200, 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 200, which was 12.00 higher 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 188, which was -87.00 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 275, which was -96.35 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 371.35, which was 371.35 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 17 Sept OFSS was trading at 12280.45. 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 Sept OFSS was trading at 12239.10. 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 13 Sept OFSS was trading at 12261.90. 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 28NOV2024 13000 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.73
Vega: 7.96
Theta: -14.20
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 13 Nov | 11841.30 | 1344.05 | 234.05 | 64.37 | 1 | -0.5 | 1.5 |
| 12 Nov | 11855.75 | 1110 | 0.00 | 0.00 | 0 | 1.5 | 0 |
| 11 Nov | 11932.80 | 1110 | -393.45 | 40.09 | 1.5 | 0.5 | 1 |
| 8 Nov | 11518.15 | 1503.45 | 0.00 | 0.00 | 0 | 0 | 0 |
| 7 Nov | 11423.30 | 1503.45 | 0.00 | 0.00 | 0 | 0.5 | 0 |
| 6 Nov | 11561.00 | 1503.45 | -809.10 | 49.12 | 0.5 | 0 | 0 |
| 5 Nov | 10938.35 | 2312.55 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 10842.80 | 2312.55 | 0.00 | - | 0 | 0 | 0 |
| 1 Nov | 10822.35 | 2312.55 | 0.00 | - | 0 | 0 | 0 |
| 31 Oct | 10886.50 | 2312.55 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 11267.00 | 2312.55 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 10990.40 | 2312.55 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 10990.30 | 2312.55 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 10888.05 | 2312.55 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 10682.40 | 2312.55 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 11214.15 | 2312.55 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 10890.55 | 2312.55 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 11583.60 | 2312.55 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 11571.95 | 2312.55 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 11817.30 | 2312.55 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 11731.45 | 2312.55 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 11466.65 | 2312.55 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 11653.05 | 2312.55 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 11199.10 | 2312.55 | 2312.55 | - | 0 | 0 | 0 |
| 17 Sept | 12280.45 | 0 | 0.00 | - | 0 | 0 | 0 |
| 16 Sept | 12239.10 | 0 | 0.00 | - | 0 | 0 | 0 |
| 13 Sept | 12261.90 | 0 | - | 0 | 0 | 0 | |
For Oracle Fin Serv Soft Ltd. - strike price 13000 expiring on 28NOV2024
Delta for 13000 PE is -0.73
Historical price for 13000 PE is as follows
On 13 Nov OFSS was trading at 11841.30. The strike last trading price was 1344.05, which was 234.05 higher than the previous day. The implied volatity was 64.37, the open interest changed by -1 which decreased total open position to 3
On 12 Nov OFSS was trading at 11855.75. The strike last trading price was 1110, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 11 Nov OFSS was trading at 11932.80. The strike last trading price was 1110, which was -393.45 lower than the previous day. The implied volatity was 40.09, the open interest changed by 1 which increased total open position to 2
On 8 Nov OFSS was trading at 11518.15. The strike last trading price was 1503.45, 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 7 Nov OFSS was trading at 11423.30. The strike last trading price was 1503.45, 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 6 Nov OFSS was trading at 11561.00. The strike last trading price was 1503.45, which was -809.10 lower than the previous day. The implied volatity was 49.12, 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 2312.55, 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 Nov OFSS was trading at 10842.80. The strike last trading price was 2312.55, 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 1 Nov OFSS was trading at 10822.35. The strike last trading price was 2312.55, 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 31 Oct OFSS was trading at 10886.50. The strike last trading price was 2312.55, 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 Oct OFSS was trading at 11267.00. The strike last trading price was 2312.55, 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 29 Oct OFSS was trading at 10990.40. The strike last trading price was 2312.55, 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 28 Oct OFSS was trading at 10990.30. The strike last trading price was 2312.55, 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 2312.55, 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 24 Oct OFSS was trading at 10682.40. The strike last trading price was 2312.55, 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 2312.55, 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 2312.55, 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 2312.55, 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 2312.55, 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 2312.55, 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 2312.55, 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 2312.55, 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 2312.55, 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 2312.55, which was 2312.55 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 17 Sept OFSS was trading at 12280.45. 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 Sept OFSS was trading at 12239.10. 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 13 Sept OFSS was trading at 12261.90. 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
