Historical option data for OFSS
26 May 2026 04:10 PM IST
| OFSS 26-May-2026 8330 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.99
Vega: 0
Theta: -9.67
Gamma: 0.00003
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 26 May | 9882.00 | 1500 | 121 (8.77%) | 181.12 | 22 | -2 | 51 | |||||||||
| 25 May | 9703.00 | 1350 | 0 (0.00%) | 169.56 | 3 | 0 | 55 | |||||||||
| 22 May | 9525.00 | 1350 | 0 (0.00%) | 61.72 | 3 | 0 | 55 | |||||||||
| 21 May | 9730.50 | 1350 | -84 (-5.86%) | 61.72 | 3 | 0 | 55 | |||||||||
| 20 May | 9703.50 | 1433.75 | -0.25 (-0.02%) | 66.15 | 0 | 0 | 55 | |||||||||
| 19 May | 9646.00 | 1433.75 | 408.75 (39.88%) | 66.15 | 4 | -2 | 55 | |||||||||
| 18 May | 9408.50 | 1025 | 262 (34.34%) | 49.18 | 1 | 0 | 57 | |||||||||
| 15 May | 9015.00 | 762.75 | 0 (0.00%) | - | 0 | 0 | 57 | |||||||||
| 14 May | 8904.50 | 762.75 | 0 (0.00%) | 0 | 0 | 0 | 57 | |||||||||
| 13 May | 8928.50 | 762.75 | 0 (0.00%) | 0 | 0 | 0 | 57 | |||||||||
| 12 May | 9010.50 | 762.75 | -187.25 (-19.71%) | 0 | 6 | -2 | 57 | |||||||||
| 11 May | 9239.50 | 950 | -243.7 (-20.42%) | 0 | 21 | 1 | 59 | |||||||||
| 8 May | 9345.50 | 1193.7 | 0 (0.00%) | 40.05 | 0 | 0 | 58 | |||||||||
| 7 May | 9498.50 | 1193.7 | -6.3 (-0.52%) | 40.05 | 3 | 58 | 58 | |||||||||
For Oracle Fin Serv Soft Ltd. - strike price 8330 expiring on 26MAY2026
Delta for 8330 CE is 0.99
Historical price for 8330 CE is as follows
On 26 May OFSS was trading at 9882.00. The strike last trading price was 1500, which was 121 higher than the previous day. The implied volatity was 181.12, the open interest changed by -2 which decreased total open position to 51
On 25 May OFSS was trading at 9703.00. The strike last trading price was 1350, which was 0 lower than the previous day. The implied volatity was 169.56, the open interest changed by 0 which decreased total open position to 55
On 22 May OFSS was trading at 9525.00. The strike last trading price was 1350, which was 0 lower than the previous day. The implied volatity was 61.72, the open interest changed by 0 which decreased total open position to 55
On 21 May OFSS was trading at 9730.50. The strike last trading price was 1350, which was -84 lower than the previous day. The implied volatity was 61.72, the open interest changed by 0 which decreased total open position to 55
On 20 May OFSS was trading at 9703.50. The strike last trading price was 1433.75, which was -0.25 lower than the previous day. The implied volatity was 66.15, the open interest changed by 0 which decreased total open position to 55
On 19 May OFSS was trading at 9646.00. The strike last trading price was 1433.75, which was 408.75 higher than the previous day. The implied volatity was 66.15, the open interest changed by -2 which decreased total open position to 55
On 18 May OFSS was trading at 9408.50. The strike last trading price was 1025, which was 262 higher than the previous day. The implied volatity was 49.18, the open interest changed by 0 which decreased total open position to 57
On 15 May OFSS was trading at 9015.00. The strike last trading price was 762.75, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 57
On 14 May OFSS was trading at 8904.50. The strike last trading price was 762.75, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 57
On 13 May OFSS was trading at 8928.50. The strike last trading price was 762.75, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 57
On 12 May OFSS was trading at 9010.50. The strike last trading price was 762.75, which was -187.25 lower than the previous day. The implied volatity was 0, the open interest changed by -2 which decreased total open position to 57
On 11 May OFSS was trading at 9239.50. The strike last trading price was 950, which was -243.7 lower than the previous day. The implied volatity was 0, the open interest changed by 1 which increased total open position to 59
On 8 May OFSS was trading at 9345.50. The strike last trading price was 1193.7, which was 0 lower than the previous day. The implied volatity was 40.05, the open interest changed by 0 which decreased total open position to 58
On 7 May OFSS was trading at 9498.50. The strike last trading price was 1193.7, which was -6.3 lower than the previous day. The implied volatity was 40.05, the open interest changed by 58 which increased total open position to 58
| OFSS 26-May-2026 8330 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: 0
Vega: 0
Theta: -0.52
Gamma: 0
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 26 May | 9882.00 | 0.1 | -1.25 (-92.59%) | 167.46 | 49 | -31 | 74 |
| 25 May | 9703.00 | 1.35 | -3.65 (-73.00%) | 103.51 | 31 | -13 | 107 |
| 22 May | 9525.00 | 5 | -0.95 (-15.97%) | 60.02 | 5 | -5 | 120 |
| 21 May | 9730.50 | 5.95 | 0.75 (14.42%) | 65.14 | 1 | 0 | 126 |
| 20 May | 9703.50 | 5.95 | -2.3 (-27.88%) | 58.54 | 42 | -40 | 126 |
| 19 May | 9646.00 | 8.25 | -9.95 (-54.67%) | 55.65 | 24 | -4 | 168 |
| 18 May | 9408.50 | 18.2 | -14 (-43.48%) | 52.38 | 12 | 1 | 173 |
| 15 May | 9015.00 | 32.55 | -18.35 (-36.05%) | 38.14 | 74 | 12 | 172 |
| 14 May | 8904.50 | 50.9 | -1.6 (-3.05%) | 35.75 | 100 | -14 | 160 |
| 13 May | 8928.50 | 52.05 | 7.65 (17.23%) | 0 | 23 | -7 | 172 |
| 12 May | 9010.50 | 43 | 5.15 (13.61%) | 0 | 59 | 8 | 178 |
| 11 May | 9239.50 | 37.85 | 8.7 (29.85%) | 0 | 24 | -15 | 170 |
| 8 May | 9345.50 | 40 | 12.9 (47.60%) | 41.25 | 5 | 4 | 185 |
| 7 May | 9498.50 | 26.4 | -14.7 (-35.77%) | 40.05 | 53 | 185 | 185 |
For Oracle Fin Serv Soft Ltd. - strike price 8330 expiring on 26MAY2026
Delta for 8330 PE is 0
Historical price for 8330 PE is as follows
On 26 May OFSS was trading at 9882.00. The strike last trading price was 0.1, which was -1.25 lower than the previous day. The implied volatity was 167.46, the open interest changed by -31 which decreased total open position to 74
On 25 May OFSS was trading at 9703.00. The strike last trading price was 1.35, which was -3.65 lower than the previous day. The implied volatity was 103.51, the open interest changed by -13 which decreased total open position to 107
On 22 May OFSS was trading at 9525.00. The strike last trading price was 5, which was -0.95 lower than the previous day. The implied volatity was 60.02, the open interest changed by -5 which decreased total open position to 120
On 21 May OFSS was trading at 9730.50. The strike last trading price was 5.95, which was 0.75 higher than the previous day. The implied volatity was 65.14, the open interest changed by 0 which decreased total open position to 126
On 20 May OFSS was trading at 9703.50. The strike last trading price was 5.95, which was -2.3 lower than the previous day. The implied volatity was 58.54, the open interest changed by -40 which decreased total open position to 126
On 19 May OFSS was trading at 9646.00. The strike last trading price was 8.25, which was -9.95 lower than the previous day. The implied volatity was 55.65, the open interest changed by -4 which decreased total open position to 168
On 18 May OFSS was trading at 9408.50. The strike last trading price was 18.2, which was -14 lower than the previous day. The implied volatity was 52.38, the open interest changed by 1 which increased total open position to 173
On 15 May OFSS was trading at 9015.00. The strike last trading price was 32.55, which was -18.35 lower than the previous day. The implied volatity was 38.14, the open interest changed by 12 which increased total open position to 172
On 14 May OFSS was trading at 8904.50. The strike last trading price was 50.9, which was -1.6 lower than the previous day. The implied volatity was 35.75, the open interest changed by -14 which decreased total open position to 160
On 13 May OFSS was trading at 8928.50. The strike last trading price was 52.05, which was 7.65 higher than the previous day. The implied volatity was 0, the open interest changed by -7 which decreased total open position to 172
On 12 May OFSS was trading at 9010.50. The strike last trading price was 43, which was 5.15 higher than the previous day. The implied volatity was 0, the open interest changed by 8 which increased total open position to 178
On 11 May OFSS was trading at 9239.50. The strike last trading price was 37.85, which was 8.7 higher than the previous day. The implied volatity was 0, the open interest changed by -15 which decreased total open position to 170
On 8 May OFSS was trading at 9345.50. The strike last trading price was 40, which was 12.9 higher than the previous day. The implied volatity was 41.25, the open interest changed by 4 which increased total open position to 185
On 7 May OFSS was trading at 9498.50. The strike last trading price was 26.4, which was -14.7 lower than the previous day. The implied volatity was 40.05, the open interest changed by 185 which increased total open position to 185
