OFSS
Oracle Fin Serv Soft Ltd.
Historical option data for OFSS
09 Apr 2025 04:12 PM IST
| OFSS 24APR2025 7200 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.64
Vega: 5.58
Theta: -10.09
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 9 Apr | 7401.10 | 410 | -109.1 | 47.78 | 82 | -14 | 213 | |||
| 8 Apr | 7560.00 | 519.4 | 112.9 | 45.77 | 274 | -43 | 229 | |||
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| 7 Apr | 7294.15 | 426.05 | -39.4 | 54.19 | 897 | 259 | 274 | |||
| 4 Apr | 7521.55 | 478.45 | -44.85 | 34.09 | 35 | 5 | 14 | |||
| 3 Apr | 7581.30 | 523.3 | -57.15 | 31.90 | 3 | 0 | 8 | |||
| 1 Apr | 7585.35 | 579.8 | -249.95 | 41.02 | 11 | 5 | 5 | |||
| 28 Mar | 7850.90 | 829.75 | 0 | - | 0 | 0 | 0 | |||
For Oracle Fin Serv Soft Ltd. - strike price 7200 expiring on 24APR2025
Delta for 7200 CE is 0.64
Historical price for 7200 CE is as follows
On 9 Apr OFSS was trading at 7401.10. The strike last trading price was 410, which was -109.1 lower than the previous day. The implied volatity was 47.78, the open interest changed by -14 which decreased total open position to 213
On 8 Apr OFSS was trading at 7560.00. The strike last trading price was 519.4, which was 112.9 higher than the previous day. The implied volatity was 45.77, the open interest changed by -43 which decreased total open position to 229
On 7 Apr OFSS was trading at 7294.15. The strike last trading price was 426.05, which was -39.4 lower than the previous day. The implied volatity was 54.19, the open interest changed by 259 which increased total open position to 274
On 4 Apr OFSS was trading at 7521.55. The strike last trading price was 478.45, which was -44.85 lower than the previous day. The implied volatity was 34.09, the open interest changed by 5 which increased total open position to 14
On 3 Apr OFSS was trading at 7581.30. The strike last trading price was 523.3, which was -57.15 lower than the previous day. The implied volatity was 31.90, the open interest changed by 0 which decreased total open position to 8
On 1 Apr OFSS was trading at 7585.35. The strike last trading price was 579.8, which was -249.95 lower than the previous day. The implied volatity was 41.02, the open interest changed by 5 which increased total open position to 5
On 28 Mar OFSS was trading at 7850.90. The strike last trading price was 829.75, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| OFSS 24APR2025 7200 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.36
Vega: 5.60
Theta: -8.41
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 9 Apr | 7401.10 | 190 | 40.55 | 49.23 | 219 | 5 | 142 |
| 8 Apr | 7560.00 | 149.2 | -136.95 | 49.77 | 376 | -58 | 139 |
| 7 Apr | 7294.15 | 274 | 129.25 | 56.07 | 896 | 90 | 197 |
| 4 Apr | 7521.55 | 147.9 | 21.9 | 44.24 | 228 | 2 | 105 |
| 3 Apr | 7581.30 | 120.6 | 9.7 | 41.65 | 243 | 45 | 101 |
| 1 Apr | 7585.35 | 137.65 | 13.45 | 42.32 | 37 | 13 | 13 |
| 28 Mar | 7850.90 | 124.2 | 0 | 8.15 | 0 | 0 | 0 |
For Oracle Fin Serv Soft Ltd. - strike price 7200 expiring on 24APR2025
Delta for 7200 PE is -0.36
Historical price for 7200 PE is as follows
On 9 Apr OFSS was trading at 7401.10. The strike last trading price was 190, which was 40.55 higher than the previous day. The implied volatity was 49.23, the open interest changed by 5 which increased total open position to 142
On 8 Apr OFSS was trading at 7560.00. The strike last trading price was 149.2, which was -136.95 lower than the previous day. The implied volatity was 49.77, the open interest changed by -58 which decreased total open position to 139
On 7 Apr OFSS was trading at 7294.15. The strike last trading price was 274, which was 129.25 higher than the previous day. The implied volatity was 56.07, the open interest changed by 90 which increased total open position to 197
On 4 Apr OFSS was trading at 7521.55. The strike last trading price was 147.9, which was 21.9 higher than the previous day. The implied volatity was 44.24, the open interest changed by 2 which increased total open position to 105
On 3 Apr OFSS was trading at 7581.30. The strike last trading price was 120.6, which was 9.7 higher than the previous day. The implied volatity was 41.65, the open interest changed by 45 which increased total open position to 101
On 1 Apr OFSS was trading at 7585.35. The strike last trading price was 137.65, which was 13.45 higher than the previous day. The implied volatity was 42.32, the open interest changed by 13 which increased total open position to 13
On 28 Mar OFSS was trading at 7850.90. The strike last trading price was 124.2, which was 0 lower than the previous day. The implied volatity was 8.15, the open interest changed by 0 which decreased total open position to 0
