OFSS
Oracle Fin Serv Soft Ltd.
Historical option data for OFSS
09 Apr 2025 04:12 PM IST
| OFSS 24APR2025 8100 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.19
Vega: 4.09
Theta: -6.71
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 9 Apr | 7401.10 | 70.6 | -30.3 | 46.45 | 102 | -33 | 109 | |||
| 8 Apr | 7560.00 | 104.8 | 12.7 | 44.45 | 71 | -9 | 141 | |||
| 7 Apr | 7294.15 | 94.6 | 1.85 | 51.90 | 129 | 26 | 157 | |||
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| 4 Apr | 7521.55 | 94.35 | -21 | 38.01 | 165 | 2 | 127 | |||
| 3 Apr | 7581.30 | 122 | -53.55 | 38.71 | 253 | 46 | 125 | |||
| 1 Apr | 7585.35 | 134 | -97.9 | 39.17 | 80 | 33 | 62 | |||
| 28 Mar | 7850.90 | 230 | -81.15 | 38.19 | 53 | 29 | 29 | |||
For Oracle Fin Serv Soft Ltd. - strike price 8100 expiring on 24APR2025
Delta for 8100 CE is 0.19
Historical price for 8100 CE is as follows
On 9 Apr OFSS was trading at 7401.10. The strike last trading price was 70.6, which was -30.3 lower than the previous day. The implied volatity was 46.45, the open interest changed by -33 which decreased total open position to 109
On 8 Apr OFSS was trading at 7560.00. The strike last trading price was 104.8, which was 12.7 higher than the previous day. The implied volatity was 44.45, the open interest changed by -9 which decreased total open position to 141
On 7 Apr OFSS was trading at 7294.15. The strike last trading price was 94.6, which was 1.85 higher than the previous day. The implied volatity was 51.90, the open interest changed by 26 which increased total open position to 157
On 4 Apr OFSS was trading at 7521.55. The strike last trading price was 94.35, which was -21 lower than the previous day. The implied volatity was 38.01, the open interest changed by 2 which increased total open position to 127
On 3 Apr OFSS was trading at 7581.30. The strike last trading price was 122, which was -53.55 lower than the previous day. The implied volatity was 38.71, the open interest changed by 46 which increased total open position to 125
On 1 Apr OFSS was trading at 7585.35. The strike last trading price was 134, which was -97.9 lower than the previous day. The implied volatity was 39.17, the open interest changed by 33 which increased total open position to 62
On 28 Mar OFSS was trading at 7850.90. The strike last trading price was 230, which was -81.15 lower than the previous day. The implied volatity was 38.19, the open interest changed by 29 which increased total open position to 29
| OFSS 24APR2025 8100 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.79
Vega: 4.28
Theta: -5.20
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 9 Apr | 7401.10 | 750.1 | 123 | 49.15 | 3 | 0 | 42 |
| 8 Apr | 7560.00 | 632.3 | -257.8 | 48.84 | 22 | -1 | 41 |
| 7 Apr | 7294.15 | 890.1 | 214.25 | 64.69 | 25 | -1 | 44 |
| 4 Apr | 7521.55 | 675.85 | 71.6 | 50.71 | 42 | 28 | 45 |
| 3 Apr | 7581.30 | 604.25 | 135.35 | 45.53 | 19 | 6 | 17 |
| 1 Apr | 7585.35 | 573.55 | 72.9 | 38.40 | 9 | 4 | 4 |
| 28 Mar | 7850.90 | 500.65 | 0 | - | 0 | 0 | 0 |
For Oracle Fin Serv Soft Ltd. - strike price 8100 expiring on 24APR2025
Delta for 8100 PE is -0.79
Historical price for 8100 PE is as follows
On 9 Apr OFSS was trading at 7401.10. The strike last trading price was 750.1, which was 123 higher than the previous day. The implied volatity was 49.15, the open interest changed by 0 which decreased total open position to 42
On 8 Apr OFSS was trading at 7560.00. The strike last trading price was 632.3, which was -257.8 lower than the previous day. The implied volatity was 48.84, the open interest changed by -1 which decreased total open position to 41
On 7 Apr OFSS was trading at 7294.15. The strike last trading price was 890.1, which was 214.25 higher than the previous day. The implied volatity was 64.69, the open interest changed by -1 which decreased total open position to 44
On 4 Apr OFSS was trading at 7521.55. The strike last trading price was 675.85, which was 71.6 higher than the previous day. The implied volatity was 50.71, the open interest changed by 28 which increased total open position to 45
On 3 Apr OFSS was trading at 7581.30. The strike last trading price was 604.25, which was 135.35 higher than the previous day. The implied volatity was 45.53, the open interest changed by 6 which increased total open position to 17
On 1 Apr OFSS was trading at 7585.35. The strike last trading price was 573.55, which was 72.9 higher than the previous day. The implied volatity was 38.40, the open interest changed by 4 which increased total open position to 4
On 28 Mar OFSS was trading at 7850.90. The strike last trading price was 500.65, 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
