OFSS
Oracle Fin Serv Soft Ltd.
Historical option data for OFSS
09 Apr 2025 04:12 PM IST
| OFSS 24APR2025 8300 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.13
Vega: 3.20
Theta: -5.25
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 9 Apr | 7401.10 | 44.5 | -22.85 | 46.85 | 48 | 4 | 80 | |||
| 8 Apr | 7560.00 | 67.95 | 9.6 | 44.79 | 47 | -5 | 76 | |||
| 7 Apr | 7294.15 | 58.35 | 3.85 | 50.48 | 12 | 3 | 81 | |||
| 4 Apr | 7521.55 | 54.5 | -22.75 | 37.18 | 93 | -8 | 79 | |||
| 3 Apr | 7581.30 | 77.15 | -43.1 | 38.42 | 94 | 25 | 88 | |||
| 1 Apr | 7585.35 | 89.95 | -77.45 | 39.26 | 41 | 11 | 49 | |||
| 28 Mar | 7850.90 | 164.55 | -74.3 | 38.24 | 61 | 38 | 38 | |||
For Oracle Fin Serv Soft Ltd. - strike price 8300 expiring on 24APR2025
Delta for 8300 CE is 0.13
Historical price for 8300 CE is as follows
On 9 Apr OFSS was trading at 7401.10. The strike last trading price was 44.5, which was -22.85 lower than the previous day. The implied volatity was 46.85, the open interest changed by 4 which increased total open position to 80
On 8 Apr OFSS was trading at 7560.00. The strike last trading price was 67.95, which was 9.6 higher than the previous day. The implied volatity was 44.79, the open interest changed by -5 which decreased total open position to 76
On 7 Apr OFSS was trading at 7294.15. The strike last trading price was 58.35, which was 3.85 higher than the previous day. The implied volatity was 50.48, the open interest changed by 3 which increased total open position to 81
On 4 Apr OFSS was trading at 7521.55. The strike last trading price was 54.5, which was -22.75 lower than the previous day. The implied volatity was 37.18, the open interest changed by -8 which decreased total open position to 79
On 3 Apr OFSS was trading at 7581.30. The strike last trading price was 77.15, which was -43.1 lower than the previous day. The implied volatity was 38.42, the open interest changed by 25 which increased total open position to 88
On 1 Apr OFSS was trading at 7585.35. The strike last trading price was 89.95, which was -77.45 lower than the previous day. The implied volatity was 39.26, the open interest changed by 11 which increased total open position to 49
On 28 Mar OFSS was trading at 7850.90. The strike last trading price was 164.55, which was -74.3 lower than the previous day. The implied volatity was 38.24, the open interest changed by 38 which increased total open position to 38
| OFSS 24APR2025 8300 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.77
Vega: 4.61
Theta: -8.76
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 9 Apr | 7401.10 | 1000.1 | 180.2 | 68.93 | 2 | -1 | 3 |
| 8 Apr | 7560.00 | 819.9 | -180.2 | 55.32 | 4 | 1 | 4 |
| 7 Apr | 7294.15 | 1000.1 | 245.05 | 53.24 | 1 | 0 | 4 |
| 4 Apr | 7521.55 | 755.05 | 19.6 | 36.22 | 4 | 0 | 3 |
| 3 Apr | 7581.30 | 735.45 | 130.5 | 42.32 | 2 | 0 | 1 |
| 1 Apr | 7585.35 | 627.25 | 0 | - | 0 | 0 | 0 |
| 28 Mar | 7850.90 | 627.25 | 0 | - | 0 | 0 | 0 |
For Oracle Fin Serv Soft Ltd. - strike price 8300 expiring on 24APR2025
Delta for 8300 PE is -0.77
Historical price for 8300 PE is as follows
On 9 Apr OFSS was trading at 7401.10. The strike last trading price was 1000.1, which was 180.2 higher than the previous day. The implied volatity was 68.93, the open interest changed by -1 which decreased total open position to 3
On 8 Apr OFSS was trading at 7560.00. The strike last trading price was 819.9, which was -180.2 lower than the previous day. The implied volatity was 55.32, the open interest changed by 1 which increased total open position to 4
On 7 Apr OFSS was trading at 7294.15. The strike last trading price was 1000.1, which was 245.05 higher than the previous day. The implied volatity was 53.24, the open interest changed by 0 which decreased total open position to 4
On 4 Apr OFSS was trading at 7521.55. The strike last trading price was 755.05, which was 19.6 higher than the previous day. The implied volatity was 36.22, the open interest changed by 0 which decreased total open position to 3
On 3 Apr OFSS was trading at 7581.30. The strike last trading price was 735.45, which was 130.5 higher than the previous day. The implied volatity was 42.32, the open interest changed by 0 which decreased total open position to 1
On 1 Apr OFSS was trading at 7585.35. The strike last trading price was 627.25, 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
On 28 Mar OFSS was trading at 7850.90. The strike last trading price was 627.25, 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
