OFSS
Oracle Fin Serv Soft Ltd.
Historical option data for OFSS
09 Apr 2025 04:12 PM IST
| OFSS 24APR2025 8200 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.16
Vega: 3.64
Theta: -5.95
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 9 Apr | 7401.10 | 56 | -27.85 | 46.58 | 98 | -11 | 178 | |||
| 8 Apr | 7560.00 | 86.4 | 15.45 | 44.99 | 234 | 20 | 190 | |||
| 7 Apr | 7294.15 | 76.5 | -2.75 | 51.58 | 357 | 0 | 174 | |||
| 4 Apr | 7521.55 | 75.95 | -19.9 | 38.30 | 99 | 35 | 174 | |||
| 3 Apr | 7581.30 | 101.85 | -43.4 | 39.31 | 283 | 60 | 139 | |||
| 1 Apr | 7585.35 | 112.3 | -82.7 | 39.52 | 91 | 31 | 76 | |||
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| 28 Mar | 7850.90 | 194.85 | -78.3 | 38.17 | 103 | 45 | 45 | |||
For Oracle Fin Serv Soft Ltd. - strike price 8200 expiring on 24APR2025
Delta for 8200 CE is 0.16
Historical price for 8200 CE is as follows
On 9 Apr OFSS was trading at 7401.10. The strike last trading price was 56, which was -27.85 lower than the previous day. The implied volatity was 46.58, the open interest changed by -11 which decreased total open position to 178
On 8 Apr OFSS was trading at 7560.00. The strike last trading price was 86.4, which was 15.45 higher than the previous day. The implied volatity was 44.99, the open interest changed by 20 which increased total open position to 190
On 7 Apr OFSS was trading at 7294.15. The strike last trading price was 76.5, which was -2.75 lower than the previous day. The implied volatity was 51.58, the open interest changed by 0 which decreased total open position to 174
On 4 Apr OFSS was trading at 7521.55. The strike last trading price was 75.95, which was -19.9 lower than the previous day. The implied volatity was 38.30, the open interest changed by 35 which increased total open position to 174
On 3 Apr OFSS was trading at 7581.30. The strike last trading price was 101.85, which was -43.4 lower than the previous day. The implied volatity was 39.31, the open interest changed by 60 which increased total open position to 139
On 1 Apr OFSS was trading at 7585.35. The strike last trading price was 112.3, which was -82.7 lower than the previous day. The implied volatity was 39.52, the open interest changed by 31 which increased total open position to 76
On 28 Mar OFSS was trading at 7850.90. The strike last trading price was 194.85, which was -78.3 lower than the previous day. The implied volatity was 38.17, the open interest changed by 45 which increased total open position to 45
| OFSS 24APR2025 8200 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.82
Vega: 3.97
Theta: -4.84
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 9 Apr | 7401.10 | 840.05 | 133.55 | 50.86 | 3 | -1 | 10 |
| 8 Apr | 7560.00 | 706.5 | -393.45 | 48.31 | 4 | 0 | 11 |
| 7 Apr | 7294.15 | 1099.95 | 558.8 | 89.24 | 7 | 1 | 13 |
| 4 Apr | 7521.55 | 541.15 | 0 | 0.00 | 0 | 0 | 0 |
| 3 Apr | 7581.30 | 541.15 | 0 | 0.00 | 0 | 1 | 0 |
| 1 Apr | 7585.35 | 648.5 | 167.65 | 38.33 | 9 | 5 | 12 |
| 28 Mar | 7850.90 | 480.85 | -81.3 | 33.95 | 13 | 7 | 7 |
For Oracle Fin Serv Soft Ltd. - strike price 8200 expiring on 24APR2025
Delta for 8200 PE is -0.82
Historical price for 8200 PE is as follows
On 9 Apr OFSS was trading at 7401.10. The strike last trading price was 840.05, which was 133.55 higher than the previous day. The implied volatity was 50.86, the open interest changed by -1 which decreased total open position to 10
On 8 Apr OFSS was trading at 7560.00. The strike last trading price was 706.5, which was -393.45 lower than the previous day. The implied volatity was 48.31, the open interest changed by 0 which decreased total open position to 11
On 7 Apr OFSS was trading at 7294.15. The strike last trading price was 1099.95, which was 558.8 higher than the previous day. The implied volatity was 89.24, the open interest changed by 1 which increased total open position to 13
On 4 Apr OFSS was trading at 7521.55. The strike last trading price was 541.15, which was 0 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 3 Apr OFSS was trading at 7581.30. The strike last trading price was 541.15, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 1 Apr OFSS was trading at 7585.35. The strike last trading price was 648.5, which was 167.65 higher than the previous day. The implied volatity was 38.33, the open interest changed by 5 which increased total open position to 12
On 28 Mar OFSS was trading at 7850.90. The strike last trading price was 480.85, which was -81.3 lower than the previous day. The implied volatity was 33.95, the open interest changed by 7 which increased total open position to 7
