OFSS
Oracle Fin Serv Soft Ltd.
Historical option data for OFSS
20 Dec 2024 04:13 PM IST
OFSS 26DEC2024 13500 CE | ||||||||||
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Delta: 0.06
Vega: 1.96
Theta: -7.72
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
20 Dec | 12247.55 | 19.55 | -54.45 | 45.90 | 3,817 | -92 | 1,273 | |||
19 Dec | 12830.40 | 74 | 44.80 | 40.93 | 5,141 | 60 | 1,372 | |||
18 Dec | 12376.50 | 29.2 | -5.55 | 39.91 | 1,013 | -88 | 1,322 | |||
17 Dec | 12430.05 | 34.75 | -2.30 | 40.26 | 1,256 | 52 | 1,417 | |||
16 Dec | 12456.00 | 37.05 | -0.95 | 36.79 | 1,845 | -38 | 1,387 | |||
13 Dec | 12283.80 | 38 | -0.90 | 36.53 | 882 | -79 | 1,425 | |||
12 Dec | 12095.35 | 38.9 | -11.10 | 39.48 | 1,011 | -124 | 1,512 | |||
11 Dec | 12246.90 | 50 | -15.10 | 38.15 | 1,305 | 81 | 1,636 | |||
10 Dec | 12245.25 | 65.1 | -60.50 | 37.60 | 5,693 | 251 | 1,565 | |||
9 Dec | 12585.00 | 125.6 | 3.60 | 37.93 | 1,805 | 146 | 1,316 | |||
6 Dec | 12579.50 | 122 | 32.20 | 33.51 | 3,460 | 190 | 1,172 | |||
5 Dec | 12440.90 | 89.8 | -9.60 | 32.63 | 941 | 53 | 981 | |||
4 Dec | 12417.60 | 99.4 | -10.95 | 33.79 | 2,498 | 417 | 929 | |||
3 Dec | 12524.85 | 110.35 | 17.35 | 31.57 | 2,603 | 177 | 514 | |||
2 Dec | 12266.50 | 93 | 54.30 | 33.97 | 1,216 | 150 | 338 | |||
29 Nov | 11696.45 | 38.7 | -13.05 | 34.49 | 228 | 70 | 189 | |||
28 Nov | 11658.10 | 51.75 | -14.45 | 36.30 | 230 | 35 | 117 | |||
27 Nov | 11868.75 | 66.2 | -1.80 | 36.58 | 158 | 45 | 78 | |||
26 Nov | 11742.40 | 68 | -26.50 | 37.20 | 6 | 3 | 32 | |||
25 Nov | 11958.25 | 94.5 | 94.50 | 35.92 | 36 | 21 | 21 | |||
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23 Oct | 11214.15 | 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 | |||
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 13500 expiring on 26DEC2024
Delta for 13500 CE is 0.06
Historical price for 13500 CE is as follows
On 20 Dec OFSS was trading at 12247.55. The strike last trading price was 19.55, which was -54.45 lower than the previous day. The implied volatity was 45.90, the open interest changed by -92 which decreased total open position to 1273
On 19 Dec OFSS was trading at 12830.40. The strike last trading price was 74, which was 44.80 higher than the previous day. The implied volatity was 40.93, the open interest changed by 60 which increased total open position to 1372
On 18 Dec OFSS was trading at 12376.50. The strike last trading price was 29.2, which was -5.55 lower than the previous day. The implied volatity was 39.91, the open interest changed by -88 which decreased total open position to 1322
On 17 Dec OFSS was trading at 12430.05. The strike last trading price was 34.75, which was -2.30 lower than the previous day. The implied volatity was 40.26, the open interest changed by 52 which increased total open position to 1417
On 16 Dec OFSS was trading at 12456.00. The strike last trading price was 37.05, which was -0.95 lower than the previous day. The implied volatity was 36.79, the open interest changed by -38 which decreased total open position to 1387
On 13 Dec OFSS was trading at 12283.80. The strike last trading price was 38, which was -0.90 lower than the previous day. The implied volatity was 36.53, the open interest changed by -79 which decreased total open position to 1425
On 12 Dec OFSS was trading at 12095.35. The strike last trading price was 38.9, which was -11.10 lower than the previous day. The implied volatity was 39.48, the open interest changed by -124 which decreased total open position to 1512
On 11 Dec OFSS was trading at 12246.90. The strike last trading price was 50, which was -15.10 lower than the previous day. The implied volatity was 38.15, the open interest changed by 81 which increased total open position to 1636
On 10 Dec OFSS was trading at 12245.25. The strike last trading price was 65.1, which was -60.50 lower than the previous day. The implied volatity was 37.60, the open interest changed by 251 which increased total open position to 1565
On 9 Dec OFSS was trading at 12585.00. The strike last trading price was 125.6, which was 3.60 higher than the previous day. The implied volatity was 37.93, the open interest changed by 146 which increased total open position to 1316
On 6 Dec OFSS was trading at 12579.50. The strike last trading price was 122, which was 32.20 higher than the previous day. The implied volatity was 33.51, the open interest changed by 190 which increased total open position to 1172
On 5 Dec OFSS was trading at 12440.90. The strike last trading price was 89.8, which was -9.60 lower than the previous day. The implied volatity was 32.63, the open interest changed by 53 which increased total open position to 981
On 4 Dec OFSS was trading at 12417.60. The strike last trading price was 99.4, which was -10.95 lower than the previous day. The implied volatity was 33.79, the open interest changed by 417 which increased total open position to 929
On 3 Dec OFSS was trading at 12524.85. The strike last trading price was 110.35, which was 17.35 higher than the previous day. The implied volatity was 31.57, the open interest changed by 177 which increased total open position to 514
On 2 Dec OFSS was trading at 12266.50. The strike last trading price was 93, which was 54.30 higher than the previous day. The implied volatity was 33.97, the open interest changed by 150 which increased total open position to 338
On 29 Nov OFSS was trading at 11696.45. The strike last trading price was 38.7, which was -13.05 lower than the previous day. The implied volatity was 34.49, the open interest changed by 70 which increased total open position to 189
On 28 Nov OFSS was trading at 11658.10. The strike last trading price was 51.75, which was -14.45 lower than the previous day. The implied volatity was 36.30, the open interest changed by 35 which increased total open position to 117
On 27 Nov OFSS was trading at 11868.75. The strike last trading price was 66.2, which was -1.80 lower than the previous day. The implied volatity was 36.58, the open interest changed by 45 which increased total open position to 78
On 26 Nov OFSS was trading at 11742.40. The strike last trading price was 68, which was -26.50 lower than the previous day. The implied volatity was 37.20, the open interest changed by 3 which increased total open position to 32
On 25 Nov OFSS was trading at 11958.25. The strike last trading price was 94.5, which was 94.50 higher than the previous day. The implied volatity was 35.92, the open interest changed by 21 which increased total open position to 21
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 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 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 13500 PE | |||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
20 Dec | 12247.55 | 890.95 | 112.95 | - | 6 | 0 | 64 |
19 Dec | 12830.40 | 778 | -286.45 | 46.82 | 78 | 53 | 62 |
18 Dec | 12376.50 | 1064.45 | 0.00 | 0.00 | 0 | 3 | 0 |
17 Dec | 12430.05 | 1064.45 | 131.30 | - | 3 | 2 | 8 |
16 Dec | 12456.00 | 933.15 | 0.00 | 0.00 | 0 | 0 | 0 |
13 Dec | 12283.80 | 933.15 | 0.00 | 0.00 | 0 | 0 | 0 |
12 Dec | 12095.35 | 933.15 | 0.00 | 0.00 | 0 | 0 | 0 |
11 Dec | 12246.90 | 933.15 | 0.00 | 0.00 | 0 | 0 | 0 |
10 Dec | 12245.25 | 933.15 | 0.00 | 0.00 | 0 | 0 | 0 |
9 Dec | 12585.00 | 933.15 | 0.00 | 0.00 | 0 | 2 | 0 |
6 Dec | 12579.50 | 933.15 | -217.85 | 32.56 | 10 | 1 | 5 |
5 Dec | 12440.90 | 1151 | 0.00 | 0.00 | 0 | 2 | 0 |
4 Dec | 12417.60 | 1151 | 36.00 | 38.77 | 2 | 1 | 3 |
3 Dec | 12524.85 | 1115 | -200.75 | 43.47 | 2 | 0 | 1 |
2 Dec | 12266.50 | 1315.75 | -1076.20 | 45.39 | 1 | 0 | 0 |
29 Nov | 11696.45 | 2391.95 | 0.00 | - | 0 | 0 | 0 |
28 Nov | 11658.10 | 2391.95 | 0.00 | - | 0 | 0 | 0 |
27 Nov | 11868.75 | 2391.95 | 0.00 | - | 0 | 0 | 0 |
26 Nov | 11742.40 | 2391.95 | 0.00 | - | 0 | 0 | 0 |
25 Nov | 11958.25 | 2391.95 | 2391.95 | - | 0 | 0 | 0 |
23 Oct | 11214.15 | 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 |
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 13500 expiring on 26DEC2024
Delta for 13500 PE is -
Historical price for 13500 PE is as follows
On 20 Dec OFSS was trading at 12247.55. The strike last trading price was 890.95, which was 112.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 64
On 19 Dec OFSS was trading at 12830.40. The strike last trading price was 778, which was -286.45 lower than the previous day. The implied volatity was 46.82, the open interest changed by 53 which increased total open position to 62
On 18 Dec OFSS was trading at 12376.50. The strike last trading price was 1064.45, 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 17 Dec OFSS was trading at 12430.05. The strike last trading price was 1064.45, which was 131.30 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 8
On 16 Dec OFSS was trading at 12456.00. The strike last trading price was 933.15, 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 933.15, 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 933.15, 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 933.15, 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 10 Dec OFSS was trading at 12245.25. The strike last trading price was 933.15, 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 9 Dec OFSS was trading at 12585.00. The strike last trading price was 933.15, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 6 Dec OFSS was trading at 12579.50. The strike last trading price was 933.15, which was -217.85 lower than the previous day. The implied volatity was 32.56, the open interest changed by 1 which increased total open position to 5
On 5 Dec OFSS was trading at 12440.90. The strike last trading price was 1151, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 4 Dec OFSS was trading at 12417.60. The strike last trading price was 1151, which was 36.00 higher than the previous day. The implied volatity was 38.77, the open interest changed by 1 which increased total open position to 3
On 3 Dec OFSS was trading at 12524.85. The strike last trading price was 1115, which was -200.75 lower than the previous day. The implied volatity was 43.47, the open interest changed by 0 which decreased total open position to 1
On 2 Dec OFSS was trading at 12266.50. The strike last trading price was 1315.75, which was -1076.20 lower than the previous day. The implied volatity was 45.39, 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 2391.95, 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 2391.95, 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 2391.95, 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 2391.95, 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 2391.95, which was 2391.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
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 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 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