OFSS
Oracle Fin Serv Soft Ltd.
Historical option data for OFSS
20 Dec 2024 04:13 PM IST
| OFSS 26DEC2024 13250 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.09
Vega: 2.58
Theta: -9.26
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 12247.55 | 27.15 | -91.85 | 41.70 | 3,428 | -47 | 742 | |||
| 19 Dec | 12830.40 | 119 | 74.05 | 39.22 | 4,507 | 23 | 800 | |||
| 18 Dec | 12376.50 | 44.95 | -9.15 | 37.31 | 1,038 | -32 | 776 | |||
| 17 Dec | 12430.05 | 54.1 | -10.90 | 38.32 | 1,312 | 49 | 808 | |||
| 16 Dec | 12456.00 | 65 | 9.90 | 36.24 | 1,092 | 70 | 757 | |||
| 13 Dec | 12283.80 | 55.1 | -1.90 | 34.56 | 805 | -41 | 688 | |||
| 12 Dec | 12095.35 | 57 | -19.30 | 38.15 | 858 | 8 | 731 | |||
| 11 Dec | 12246.90 | 76.3 | -18.70 | 37.49 | 1,062 | 73 | 725 | |||
| 10 Dec | 12245.25 | 95 | -80.35 | 36.66 | 3,050 | 330 | 652 | |||
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| 9 Dec | 12585.00 | 175.35 | -3.40 | 37.10 | 529 | 88 | 322 | |||
| 6 Dec | 12579.50 | 178.75 | 44.90 | 33.34 | 1,173 | 29 | 234 | |||
| 5 Dec | 12440.90 | 133.85 | -10.05 | 32.33 | 436 | 14 | 204 | |||
| 4 Dec | 12417.60 | 143.9 | -17.35 | 33.45 | 679 | 13 | 190 | |||
| 3 Dec | 12524.85 | 161.25 | 29.35 | 31.29 | 882 | 52 | 175 | |||
| 2 Dec | 12266.50 | 131.9 | 76.05 | 33.50 | 348 | 77 | 121 | |||
| 29 Nov | 11696.45 | 55.85 | -16.80 | 33.97 | 155 | -31 | 43 | |||
| 28 Nov | 11658.10 | 72.65 | -27.35 | 35.86 | 128 | 73 | 75 | |||
| 27 Nov | 11868.75 | 100 | 0.00 | 35.28 | 1 | 0 | 1 | |||
| 26 Nov | 11742.40 | 100 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 25 Nov | 11958.25 | 100 | 31.60 | 1 | 0 | 0 | ||||
For Oracle Fin Serv Soft Ltd. - strike price 13250 expiring on 26DEC2024
Delta for 13250 CE is 0.09
Historical price for 13250 CE is as follows
On 20 Dec OFSS was trading at 12247.55. The strike last trading price was 27.15, which was -91.85 lower than the previous day. The implied volatity was 41.70, the open interest changed by -47 which decreased total open position to 742
On 19 Dec OFSS was trading at 12830.40. The strike last trading price was 119, which was 74.05 higher than the previous day. The implied volatity was 39.22, the open interest changed by 23 which increased total open position to 800
On 18 Dec OFSS was trading at 12376.50. The strike last trading price was 44.95, which was -9.15 lower than the previous day. The implied volatity was 37.31, the open interest changed by -32 which decreased total open position to 776
On 17 Dec OFSS was trading at 12430.05. The strike last trading price was 54.1, which was -10.90 lower than the previous day. The implied volatity was 38.32, the open interest changed by 49 which increased total open position to 808
On 16 Dec OFSS was trading at 12456.00. The strike last trading price was 65, which was 9.90 higher than the previous day. The implied volatity was 36.24, the open interest changed by 70 which increased total open position to 757
On 13 Dec OFSS was trading at 12283.80. The strike last trading price was 55.1, which was -1.90 lower than the previous day. The implied volatity was 34.56, the open interest changed by -41 which decreased total open position to 688
On 12 Dec OFSS was trading at 12095.35. The strike last trading price was 57, which was -19.30 lower than the previous day. The implied volatity was 38.15, the open interest changed by 8 which increased total open position to 731
On 11 Dec OFSS was trading at 12246.90. The strike last trading price was 76.3, which was -18.70 lower than the previous day. The implied volatity was 37.49, the open interest changed by 73 which increased total open position to 725
On 10 Dec OFSS was trading at 12245.25. The strike last trading price was 95, which was -80.35 lower than the previous day. The implied volatity was 36.66, the open interest changed by 330 which increased total open position to 652
On 9 Dec OFSS was trading at 12585.00. The strike last trading price was 175.35, which was -3.40 lower than the previous day. The implied volatity was 37.10, the open interest changed by 88 which increased total open position to 322
On 6 Dec OFSS was trading at 12579.50. The strike last trading price was 178.75, which was 44.90 higher than the previous day. The implied volatity was 33.34, the open interest changed by 29 which increased total open position to 234
On 5 Dec OFSS was trading at 12440.90. The strike last trading price was 133.85, which was -10.05 lower than the previous day. The implied volatity was 32.33, the open interest changed by 14 which increased total open position to 204
On 4 Dec OFSS was trading at 12417.60. The strike last trading price was 143.9, which was -17.35 lower than the previous day. The implied volatity was 33.45, the open interest changed by 13 which increased total open position to 190
On 3 Dec OFSS was trading at 12524.85. The strike last trading price was 161.25, which was 29.35 higher than the previous day. The implied volatity was 31.29, the open interest changed by 52 which increased total open position to 175
On 2 Dec OFSS was trading at 12266.50. The strike last trading price was 131.9, which was 76.05 higher than the previous day. The implied volatity was 33.50, the open interest changed by 77 which increased total open position to 121
On 29 Nov OFSS was trading at 11696.45. The strike last trading price was 55.85, which was -16.80 lower than the previous day. The implied volatity was 33.97, the open interest changed by -31 which decreased total open position to 43
On 28 Nov OFSS was trading at 11658.10. The strike last trading price was 72.65, which was -27.35 lower than the previous day. The implied volatity was 35.86, the open interest changed by 73 which increased total open position to 75
On 27 Nov OFSS was trading at 11868.75. The strike last trading price was 100, which was 0.00 lower than the previous day. The implied volatity was 35.28, the open interest changed by 0 which decreased total open position to 1
On 26 Nov OFSS was trading at 11742.40. The strike last trading price was 100, 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 25 Nov OFSS was trading at 11958.25. The strike last trading price was 100, which was lower than the previous day. The implied volatity was 31.60, the open interest changed by 0 which decreased total open position to 0
| OFSS 26DEC2024 13250 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.81
Vega: 4.22
Theta: -18.41
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 12247.55 | 1023.45 | 458.55 | 60.93 | 23 | -13 | 62 |
| 19 Dec | 12830.40 | 564.9 | -317.05 | 42.72 | 75 | 32 | 72 |
| 18 Dec | 12376.50 | 881.95 | 0.00 | 0.00 | 0 | 28 | 0 |
| 17 Dec | 12430.05 | 881.95 | -193.45 | 36.07 | 28 | 27 | 39 |
| 16 Dec | 12456.00 | 1075.4 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Dec | 12283.80 | 1075.4 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Dec | 12095.35 | 1075.4 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Dec | 12246.90 | 1075.4 | 0.00 | 0.00 | 0 | -1 | 0 |
| 10 Dec | 12245.25 | 1075.4 | 295.40 | 47.50 | 26 | 0 | 13 |
| 9 Dec | 12585.00 | 780 | 36.05 | 36.16 | 11 | 6 | 12 |
| 6 Dec | 12579.50 | 743.95 | -1644.15 | 32.79 | 6 | 1 | 1 |
| 5 Dec | 12440.90 | 2388.1 | 0.00 | - | 0 | 0 | 0 |
| 4 Dec | 12417.60 | 2388.1 | 0.00 | - | 0 | 0 | 0 |
| 3 Dec | 12524.85 | 2388.1 | 0.00 | - | 0 | 0 | 0 |
| 2 Dec | 12266.50 | 2388.1 | 0.00 | - | 0 | 0 | 0 |
| 29 Nov | 11696.45 | 2388.1 | 0.00 | - | 0 | 0 | 0 |
| 28 Nov | 11658.10 | 2388.1 | 0.00 | - | 0 | 0 | 0 |
| 27 Nov | 11868.75 | 2388.1 | 0.00 | - | 0 | 0 | 0 |
| 26 Nov | 11742.40 | 2388.1 | 0.00 | - | 0 | 0 | 0 |
| 25 Nov | 11958.25 | 2388.1 | - | 0 | 0 | 0 | |
For Oracle Fin Serv Soft Ltd. - strike price 13250 expiring on 26DEC2024
Delta for 13250 PE is -0.81
Historical price for 13250 PE is as follows
On 20 Dec OFSS was trading at 12247.55. The strike last trading price was 1023.45, which was 458.55 higher than the previous day. The implied volatity was 60.93, the open interest changed by -13 which decreased total open position to 62
On 19 Dec OFSS was trading at 12830.40. The strike last trading price was 564.9, which was -317.05 lower than the previous day. The implied volatity was 42.72, the open interest changed by 32 which increased total open position to 72
On 18 Dec OFSS was trading at 12376.50. The strike last trading price was 881.95, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 28 which increased total open position to 0
On 17 Dec OFSS was trading at 12430.05. The strike last trading price was 881.95, which was -193.45 lower than the previous day. The implied volatity was 36.07, the open interest changed by 27 which increased total open position to 39
On 16 Dec OFSS was trading at 12456.00. The strike last trading price was 1075.4, 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 13 Dec OFSS was trading at 12283.80. The strike last trading price was 1075.4, 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 12 Dec OFSS was trading at 12095.35. The strike last trading price was 1075.4, 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 11 Dec OFSS was trading at 12246.90. The strike last trading price was 1075.4, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 10 Dec OFSS was trading at 12245.25. The strike last trading price was 1075.4, which was 295.40 higher than the previous day. The implied volatity was 47.50, the open interest changed by 0 which decreased total open position to 13
On 9 Dec OFSS was trading at 12585.00. The strike last trading price was 780, which was 36.05 higher than the previous day. The implied volatity was 36.16, the open interest changed by 6 which increased total open position to 12
On 6 Dec OFSS was trading at 12579.50. The strike last trading price was 743.95, which was -1644.15 lower than the previous day. The implied volatity was 32.79, the open interest changed by 1 which increased total open position to 1
On 5 Dec OFSS was trading at 12440.90. The strike last trading price was 2388.1, 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 2388.1, 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 2388.1, 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 2388.1, 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 2388.1, 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 2388.1, 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 2388.1, 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 2388.1, 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 2388.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
