OFSS
Oracle Fin Serv Soft Ltd.
Historical option data for OFSS
09 Apr 2025 04:12 PM IST
| OFSS 24APR2025 7700 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.37
Vega: 5.66
Theta: -9.42
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 9 Apr | 7401.10 | 167 | -60.5 | 46.24 | 886 | -19 | 277 | |||
| 8 Apr | 7560.00 | 231.5 | 47.95 | 44.28 | 702 | 33 | 266 | |||
| 7 Apr | 7294.15 | 190.25 | -12.15 | 51.29 | 308 | 33 | 234 | |||
| 4 Apr | 7521.55 | 198.75 | -49.95 | 35.08 | 821 | 46 | 200 | |||
| 3 Apr | 7581.30 | 256.2 | -98.6 | 37.81 | 766 | 37 | 151 | |||
| 1 Apr | 7585.35 | 278.35 | -156.9 | 39.43 | 268 | 85 | 106 | |||
|
|
||||||||||
| 28 Mar | 7850.90 | 435.25 | -66.55 | 40.50 | 34 | 21 | 21 | |||
For Oracle Fin Serv Soft Ltd. - strike price 7700 expiring on 24APR2025
Delta for 7700 CE is 0.37
Historical price for 7700 CE is as follows
On 9 Apr OFSS was trading at 7401.10. The strike last trading price was 167, which was -60.5 lower than the previous day. The implied volatity was 46.24, the open interest changed by -19 which decreased total open position to 277
On 8 Apr OFSS was trading at 7560.00. The strike last trading price was 231.5, which was 47.95 higher than the previous day. The implied volatity was 44.28, the open interest changed by 33 which increased total open position to 266
On 7 Apr OFSS was trading at 7294.15. The strike last trading price was 190.25, which was -12.15 lower than the previous day. The implied volatity was 51.29, the open interest changed by 33 which increased total open position to 234
On 4 Apr OFSS was trading at 7521.55. The strike last trading price was 198.75, which was -49.95 lower than the previous day. The implied volatity was 35.08, the open interest changed by 46 which increased total open position to 200
On 3 Apr OFSS was trading at 7581.30. The strike last trading price was 256.2, which was -98.6 lower than the previous day. The implied volatity was 37.81, the open interest changed by 37 which increased total open position to 151
On 1 Apr OFSS was trading at 7585.35. The strike last trading price was 278.35, which was -156.9 lower than the previous day. The implied volatity was 39.43, the open interest changed by 85 which increased total open position to 106
On 28 Mar OFSS was trading at 7850.90. The strike last trading price was 435.25, which was -66.55 lower than the previous day. The implied volatity was 40.50, the open interest changed by 21 which increased total open position to 21
| OFSS 24APR2025 7700 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.63
Vega: 5.66
Theta: -7.37
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 9 Apr | 7401.10 | 438.25 | 75.3 | 46.49 | 42 | 4 | 138 |
| 8 Apr | 7560.00 | 357.65 | -227.8 | 47.44 | 167 | 1 | 131 |
| 7 Apr | 7294.15 | 585.45 | 204.7 | 61.43 | 55 | -9 | 131 |
| 4 Apr | 7521.55 | 373.75 | 43.7 | 44.64 | 570 | -45 | 139 |
| 3 Apr | 7581.30 | 322.05 | 76 | 41.24 | 933 | 40 | 180 |
| 1 Apr | 7585.35 | 338.75 | 91.15 | 41.24 | 328 | 14 | 91 |
| 28 Mar | 7850.90 | 259.5 | -34 | 40.62 | 180 | 77 | 77 |
For Oracle Fin Serv Soft Ltd. - strike price 7700 expiring on 24APR2025
Delta for 7700 PE is -0.63
Historical price for 7700 PE is as follows
On 9 Apr OFSS was trading at 7401.10. The strike last trading price was 438.25, which was 75.3 higher than the previous day. The implied volatity was 46.49, the open interest changed by 4 which increased total open position to 138
On 8 Apr OFSS was trading at 7560.00. The strike last trading price was 357.65, which was -227.8 lower than the previous day. The implied volatity was 47.44, the open interest changed by 1 which increased total open position to 131
On 7 Apr OFSS was trading at 7294.15. The strike last trading price was 585.45, which was 204.7 higher than the previous day. The implied volatity was 61.43, the open interest changed by -9 which decreased total open position to 131
On 4 Apr OFSS was trading at 7521.55. The strike last trading price was 373.75, which was 43.7 higher than the previous day. The implied volatity was 44.64, the open interest changed by -45 which decreased total open position to 139
On 3 Apr OFSS was trading at 7581.30. The strike last trading price was 322.05, which was 76 higher than the previous day. The implied volatity was 41.24, the open interest changed by 40 which increased total open position to 180
On 1 Apr OFSS was trading at 7585.35. The strike last trading price was 338.75, which was 91.15 higher than the previous day. The implied volatity was 41.24, the open interest changed by 14 which increased total open position to 91
On 28 Mar OFSS was trading at 7850.90. The strike last trading price was 259.5, which was -34 lower than the previous day. The implied volatity was 40.62, the open interest changed by 77 which increased total open position to 77
