OFSS
Oracle Fin Serv Soft Ltd.
Historical option data for OFSS
14 May 2026 04:10 PM IST
| OFSS 26-May-2026 (11d) 8930 CE | ||||||||||||||||
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Delta: 0.5
Vega: 0.07
Theta: -8.86
Gamma: 0.00077
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 14 May | 8904.50 | 201 | -15.050000000000011 (-6.97%) | 31.45 | 278 | 35 | 192 | |||||||||
| 13 May | 8928.50 | 217.3 | -77.69999999999999 (-26.34%) | 31.31 | 80 | 15 | 156 | |||||||||
| 12 May | 9010.50 | 295 | -155 (-34.44%) | 0 | 18 | -3 | 140 | |||||||||
| 11 May | 9239.50 | 450 | -93.70000000000005 (-17.23%) | 0 | 4 | -2 | 143 | |||||||||
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| 8 May | 9345.50 | 537 | -138.20000000000005 (-20.47%) | 32.71 | 258 | -133 | 146 | |||||||||
| 7 May | 9498.50 | 675 | 106.5 (18.73%) | 33.52 | 11 | 278 | 278 | |||||||||
For Oracle Fin Serv Soft Ltd. - strike price 8930 expiring on 26MAY2026
Delta for 8930 CE is 0.5
Historical price for 8930 CE is as follows
On 14 May OFSS was trading at 8904.50. The strike last trading price was 201, which was -15.050000000000011 lower than the previous day. The implied volatity was 31.45, the open interest changed by 35 which increased total open position to 192
On 13 May OFSS was trading at 8928.50. The strike last trading price was 217.3, which was -77.69999999999999 lower than the previous day. The implied volatity was 31.31, the open interest changed by 15 which increased total open position to 156
On 12 May OFSS was trading at 9010.50. The strike last trading price was 295, which was -155 lower than the previous day. The implied volatity was 0, the open interest changed by -3 which decreased total open position to 140
On 11 May OFSS was trading at 9239.50. The strike last trading price was 450, which was -93.70000000000005 lower than the previous day. The implied volatity was 0, the open interest changed by -2 which decreased total open position to 143
On 8 May OFSS was trading at 9345.50. The strike last trading price was 537, which was -138.20000000000005 lower than the previous day. The implied volatity was 32.71, the open interest changed by -133 which decreased total open position to 146
On 7 May OFSS was trading at 9498.50. The strike last trading price was 675, which was 106.5 higher than the previous day. The implied volatity was 33.52, the open interest changed by 278 which increased total open position to 278
| OFSS 26-May-2026 (11d) 8930 PE | |||||||
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Delta: -0.49
Vega: 0.07
Theta: -7.23
Gamma: 0.0008
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 14 May | 8904.50 | 201.65 | -10.549999999999983 (-4.97%) | 30.37 | 108 | -15 | 295 |
| 13 May | 8928.50 | 212.95 | 20.799999999999983 (10.82%) | 31.98 | 175 | 11 | 314 |
| 12 May | 9010.50 | 179.05 | 49.10000000000002 (37.78%) | 0 | 231 | 0 | 305 |
| 11 May | 9239.50 | 127 | 19.75 (18.41%) | 0 | 214 | -72 | 305 |
| 8 May | 9345.50 | 111.1 | 24.64999999999999 (28.51%) | 33.73 | 265 | -2 | 378 |
| 7 May | 9498.50 | 83.6 | -48.349999999999994 (-36.64%) | 34.22 | 413 | 380 | 380 |
For Oracle Fin Serv Soft Ltd. - strike price 8930 expiring on 26MAY2026
Delta for 8930 PE is -0.49
Historical price for 8930 PE is as follows
On 14 May OFSS was trading at 8904.50. The strike last trading price was 201.65, which was -10.549999999999983 lower than the previous day. The implied volatity was 30.37, the open interest changed by -15 which decreased total open position to 295
On 13 May OFSS was trading at 8928.50. The strike last trading price was 212.95, which was 20.799999999999983 higher than the previous day. The implied volatity was 31.98, the open interest changed by 11 which increased total open position to 314
On 12 May OFSS was trading at 9010.50. The strike last trading price was 179.05, which was 49.10000000000002 higher than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 305
On 11 May OFSS was trading at 9239.50. The strike last trading price was 127, which was 19.75 higher than the previous day. The implied volatity was 0, the open interest changed by -72 which decreased total open position to 305
On 8 May OFSS was trading at 9345.50. The strike last trading price was 111.1, which was 24.64999999999999 higher than the previous day. The implied volatity was 33.73, the open interest changed by -2 which decreased total open position to 378
On 7 May OFSS was trading at 9498.50. The strike last trading price was 83.6, which was -48.349999999999994 lower than the previous day. The implied volatity was 34.22, the open interest changed by 380 which increased total open position to 380
