OFSS
Oracle Fin Serv Soft Ltd.
Historical option data for OFSS
07 Apr 2025 04:12 PM IST
| OFSS 24APR2025 7900 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.28
Vega: 5.31
Theta: -8.41
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 7 Apr | 7294.15 | 129.95 | -9.8 | 50.55 | 561 | -54 | 490 | |||
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| 4 Apr | 7521.55 | 136.75 | -34.4 | 36.45 | 800 | -21 | 544 | |||
| 3 Apr | 7581.30 | 178.85 | -75.4 | 38.21 | 979 | 128 | 564 | |||
| 1 Apr | 7585.35 | 186.95 | -132.8 | 38.04 | 150 | -14 | 100 | |||
| 28 Mar | 7850.90 | 306.9 | -91.6 | 37.40 | 394 | 114 | 114 | |||
For Oracle Fin Serv Soft Ltd. - strike price 7900 expiring on 24APR2025
Delta for 7900 CE is 0.28
Historical price for 7900 CE is as follows
On 7 Apr OFSS was trading at 7294.15. The strike last trading price was 129.95, which was -9.8 lower than the previous day. The implied volatity was 50.55, the open interest changed by -54 which decreased total open position to 490
On 4 Apr OFSS was trading at 7521.55. The strike last trading price was 136.75, which was -34.4 lower than the previous day. The implied volatity was 36.45, the open interest changed by -21 which decreased total open position to 544
On 3 Apr OFSS was trading at 7581.30. The strike last trading price was 178.85, which was -75.4 lower than the previous day. The implied volatity was 38.21, the open interest changed by 128 which increased total open position to 564
On 1 Apr OFSS was trading at 7585.35. The strike last trading price was 186.95, which was -132.8 lower than the previous day. The implied volatity was 38.04, the open interest changed by -14 which decreased total open position to 100
On 28 Mar OFSS was trading at 7850.90. The strike last trading price was 306.9, which was -91.6 lower than the previous day. The implied volatity was 37.40, the open interest changed by 114 which increased total open position to 114
| OFSS 24APR2025 7900 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.69
Vega: 5.60
Theta: -8.16
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 7 Apr | 7294.15 | 709.55 | 186 | 59.04 | 23 | 5 | 95 |
| 4 Apr | 7521.55 | 522.1 | 72.6 | 48.31 | 49 | -1 | 92 |
| 3 Apr | 7581.30 | 440.05 | 98.05 | 41.28 | 81 | 0 | 94 |
| 1 Apr | 7585.35 | 465.8 | 125.1 | 42.49 | 44 | 0 | 93 |
| 28 Mar | 7850.90 | 347.5 | -41.6 | 39.62 | 255 | 93 | 93 |
For Oracle Fin Serv Soft Ltd. - strike price 7900 expiring on 24APR2025
Delta for 7900 PE is -0.69
Historical price for 7900 PE is as follows
On 7 Apr OFSS was trading at 7294.15. The strike last trading price was 709.55, which was 186 higher than the previous day. The implied volatity was 59.04, the open interest changed by 5 which increased total open position to 95
On 4 Apr OFSS was trading at 7521.55. The strike last trading price was 522.1, which was 72.6 higher than the previous day. The implied volatity was 48.31, the open interest changed by -1 which decreased total open position to 92
On 3 Apr OFSS was trading at 7581.30. The strike last trading price was 440.05, which was 98.05 higher than the previous day. The implied volatity was 41.28, the open interest changed by 0 which decreased total open position to 94
On 1 Apr OFSS was trading at 7585.35. The strike last trading price was 465.8, which was 125.1 higher than the previous day. The implied volatity was 42.49, the open interest changed by 0 which decreased total open position to 93
On 28 Mar OFSS was trading at 7850.90. The strike last trading price was 347.5, which was -41.6 lower than the previous day. The implied volatity was 39.62, the open interest changed by 93 which increased total open position to 93
