OFSS
Oracle Fin Serv Soft Ltd.
Historical option data for OFSS
13 Nov 2024 12:33 PM IST
| OFSS 28NOV2024 13500 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.05
Vega: 2.50
Theta: -3.22
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 13 Nov | 11841.30 | 18.3 | -3.95 | 37.01 | 108.5 | -12.5 | 253.5 | |||
| 12 Nov | 11855.75 | 22.25 | -7.25 | 37.12 | 427.5 | 8.5 | 269 | |||
| 11 Nov | 11932.80 | 29.5 | 11.80 | 36.78 | 434.5 | 56 | 262 | |||
| 8 Nov | 11518.15 | 17.7 | -3.30 | 37.60 | 167.5 | 29.5 | 207.5 | |||
| 7 Nov | 11423.30 | 21 | -11.30 | 40.08 | 178.5 | 6.5 | 179.5 | |||
| 6 Nov | 11561.00 | 32.3 | 12.45 | 39.46 | 669 | 118.5 | 171.5 | |||
| 5 Nov | 10938.35 | 19.85 | -0.15 | 45.27 | 10.5 | 1.5 | 52.5 | |||
| 4 Nov | 10842.80 | 20 | -13.00 | 46.57 | 12.5 | -3 | 51 | |||
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| 31 Oct | 10886.50 | 33 | -4.75 | - | 67 | 11 | 52 | |||
| 30 Oct | 11267.00 | 37.75 | -87.25 | - | 75 | 37 | 41 | |||
| 16 Oct | 11571.95 | 125 | - | 1 | 0 | 4 | ||||
For Oracle Fin Serv Soft Ltd. - strike price 13500 expiring on 28NOV2024
Delta for 13500 CE is 0.05
Historical price for 13500 CE is as follows
On 13 Nov OFSS was trading at 11841.30. The strike last trading price was 18.3, which was -3.95 lower than the previous day. The implied volatity was 37.01, the open interest changed by -25 which decreased total open position to 507
On 12 Nov OFSS was trading at 11855.75. The strike last trading price was 22.25, which was -7.25 lower than the previous day. The implied volatity was 37.12, the open interest changed by 17 which increased total open position to 538
On 11 Nov OFSS was trading at 11932.80. The strike last trading price was 29.5, which was 11.80 higher than the previous day. The implied volatity was 36.78, the open interest changed by 112 which increased total open position to 524
On 8 Nov OFSS was trading at 11518.15. The strike last trading price was 17.7, which was -3.30 lower than the previous day. The implied volatity was 37.60, the open interest changed by 59 which increased total open position to 415
On 7 Nov OFSS was trading at 11423.30. The strike last trading price was 21, which was -11.30 lower than the previous day. The implied volatity was 40.08, the open interest changed by 13 which increased total open position to 359
On 6 Nov OFSS was trading at 11561.00. The strike last trading price was 32.3, which was 12.45 higher than the previous day. The implied volatity was 39.46, the open interest changed by 237 which increased total open position to 343
On 5 Nov OFSS was trading at 10938.35. The strike last trading price was 19.85, which was -0.15 lower than the previous day. The implied volatity was 45.27, the open interest changed by 3 which increased total open position to 105
On 4 Nov OFSS was trading at 10842.80. The strike last trading price was 20, which was -13.00 lower than the previous day. The implied volatity was 46.57, the open interest changed by -6 which decreased total open position to 102
On 31 Oct OFSS was trading at 10886.50. The strike last trading price was 33, which was -4.75 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 37.75, which was -87.25 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 125, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| OFSS 28NOV2024 13500 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 13 Nov | 11841.30 | 2309.9 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 11855.75 | 2309.9 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 11932.80 | 2309.9 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 11518.15 | 2309.9 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 11423.30 | 2309.9 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 11561.00 | 2309.9 | 0.00 | 0.00 | 0 | 0 | 0 |
| 5 Nov | 10938.35 | 2309.9 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 10842.80 | 2309.9 | 0.00 | - | 0 | 0 | 0 |
| 31 Oct | 10886.50 | 2309.9 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 11267.00 | 2309.9 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 11571.95 | 2309.9 | - | 0 | 0 | 0 | |
For Oracle Fin Serv Soft Ltd. - strike price 13500 expiring on 28NOV2024
Delta for 13500 PE is -
Historical price for 13500 PE is as follows
On 13 Nov OFSS was trading at 11841.30. The strike last trading price was 2309.9, 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 2309.9, 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 2309.9, 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 2309.9, 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 2309.9, 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 2309.9, 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 Nov OFSS was trading at 10938.35. The strike last trading price was 2309.9, 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 2309.9, 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 2309.9, 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 2309.9, 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 2309.9, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
