OFSS
Oracle Fin Serv Soft Ltd.
Historical option data for OFSS
15 May 2026 04:10 PM IST
| OFSS 26-May-2026 (10d) 9000 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.54
Vega: 0.06
Theta: -8.48
Gamma: 0.00088
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 15 May | 9015.00 | 196 | 35.19999999999999 (21.89%) | 28.52 | 3,841 | 190 | 628 | |||||||||
| 14 May | 8904.50 | 166 | -17.099999999999994 (-9.34%) | 30.95 | 1,919 | 104 | 440 | |||||||||
| 13 May | 8928.50 | 188 | -52.849999999999994 (-21.94%) | 0 | 667 | 145 | 340 | |||||||||
| 12 May | 9010.50 | 248.95 | -421.3 (-62.86%) | 0 | 282 | -761 | 195 | |||||||||
| 11 May | 9239.50 | 0 | -670.25 (-100.00%) | 0 | 0 | -956 | 0 | |||||||||
| 8 May | 9345.50 | 0 | -726.05 (-100.00%) | - | 0 | 0 | 956 | |||||||||
| 7 May | 9498.50 | 720.65 | -45.05000000000007 (-5.88%) | 21.99 | 44 | 8 | 957 | |||||||||
| 6 May | 9694.50 | 720.65 | -45.05000000000007 (-5.88%) | 21.99 | 44 | 8 | 957 | |||||||||
| 5 May | 9707.00 | 750 | 14.649999999999977 (1.99%) | 23.79 | 96 | 1 | 949 | |||||||||
|
|
||||||||||||||||
| 4 May | 9730.00 | 724.3 | 10.649999999999977 (1.49%) | 41.65 | 234 | -89 | 946 | |||||||||
| 30 Apr | 9726.50 | 736.9 | 41.69999999999993 (6.00%) | 41.01 | 759 | -61 | 974 | |||||||||
| 29 Apr | 9688.00 | 676.8 | 67.44999999999993 (11.07%) | 42.25 | 876 | -228 | 1,036 | |||||||||
| 28 Apr | 9570.00 | 622 | 82.85000000000002 (15.37%) | 43.71 | 700 | -8 | 1,269 | |||||||||
| 27 Apr | 9360.00 | 537.75 | 214.10000000000002 (66.15%) | 29.76 | 3,456 | -239 | 1,277 | |||||||||
| 24 Apr | 8949.00 | 327.55 | 63.150000000000034 (23.88%) | 28.89 | 2,881 | 305 | 1,542 | |||||||||
| 23 Apr | 8791.50 | 255 | 112.1 (78.45%) | 32.2 | 8,752 | 393 | 1,238 | |||||||||
| 22 Apr | 8126.50 | 156.05 | 91.60000000000001 (142.13%) | 43.49 | 1,636 | 823 | 841 | |||||||||
| 21 Apr | 7931.00 | 71 | 28.25 (66.08%) | 35.36 | 33 | 16 | 16 | |||||||||
For Oracle Fin Serv Soft Ltd. - strike price 9000 expiring on 26MAY2026
Delta for 9000 CE is 0.54
Historical price for 9000 CE is as follows
On 15 May OFSS was trading at 9015.00. The strike last trading price was 196, which was 35.19999999999999 higher than the previous day. The implied volatity was 28.52, the open interest changed by 190 which increased total open position to 628
On 14 May OFSS was trading at 8904.50. The strike last trading price was 166, which was -17.099999999999994 lower than the previous day. The implied volatity was 30.95, the open interest changed by 104 which increased total open position to 440
On 13 May OFSS was trading at 8928.50. The strike last trading price was 188, which was -52.849999999999994 lower than the previous day. The implied volatity was 0, the open interest changed by 145 which increased total open position to 340
On 12 May OFSS was trading at 9010.50. The strike last trading price was 248.95, which was -421.3 lower than the previous day. The implied volatity was 0, the open interest changed by -761 which decreased total open position to 195
On 11 May OFSS was trading at 9239.50. The strike last trading price was 0, which was -670.25 lower than the previous day. The implied volatity was 0, the open interest changed by -956 which decreased total open position to 0
On 8 May OFSS was trading at 9345.50. The strike last trading price was 0, which was -726.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 956
On 7 May OFSS was trading at 9498.50. The strike last trading price was 720.65, which was -45.05000000000007 lower than the previous day. The implied volatity was 21.99, the open interest changed by 8 which increased total open position to 957
On 6 May OFSS was trading at 9694.50. The strike last trading price was 720.65, which was -45.05000000000007 lower than the previous day. The implied volatity was 21.99, the open interest changed by 8 which increased total open position to 957
On 5 May OFSS was trading at 9707.00. The strike last trading price was 750, which was 14.649999999999977 higher than the previous day. The implied volatity was 23.79, the open interest changed by 1 which increased total open position to 949
On 4 May OFSS was trading at 9730.00. The strike last trading price was 724.3, which was 10.649999999999977 higher than the previous day. The implied volatity was 41.65, the open interest changed by -89 which decreased total open position to 946
On 30 Apr OFSS was trading at 9726.50. The strike last trading price was 736.9, which was 41.69999999999993 higher than the previous day. The implied volatity was 41.01, the open interest changed by -61 which decreased total open position to 974
On 29 Apr OFSS was trading at 9688.00. The strike last trading price was 676.8, which was 67.44999999999993 higher than the previous day. The implied volatity was 42.25, the open interest changed by -228 which decreased total open position to 1036
On 28 Apr OFSS was trading at 9570.00. The strike last trading price was 622, which was 82.85000000000002 higher than the previous day. The implied volatity was 43.71, the open interest changed by -8 which decreased total open position to 1269
On 27 Apr OFSS was trading at 9360.00. The strike last trading price was 537.75, which was 214.10000000000002 higher than the previous day. The implied volatity was 29.76, the open interest changed by -239 which decreased total open position to 1277
On 24 Apr OFSS was trading at 8949.00. The strike last trading price was 327.55, which was 63.150000000000034 higher than the previous day. The implied volatity was 28.89, the open interest changed by 305 which increased total open position to 1542
On 23 Apr OFSS was trading at 8791.50. The strike last trading price was 255, which was 112.1 higher than the previous day. The implied volatity was 32.2, the open interest changed by 393 which increased total open position to 1238
On 22 Apr OFSS was trading at 8126.50. The strike last trading price was 156.05, which was 91.60000000000001 higher than the previous day. The implied volatity was 43.49, the open interest changed by 823 which increased total open position to 841
On 21 Apr OFSS was trading at 7931.00. The strike last trading price was 71, which was 28.25 higher than the previous day. The implied volatity was 35.36, the open interest changed by 16 which increased total open position to 16
| OFSS 26-May-2026 (10d) 9000 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.47
Vega: 0.06
Theta: -8.65
Gamma: 0.00074
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 15 May | 9015.00 | 200 | -43.94999999999999 (-18.02%) | 33.96 | 1,710 | 136 | 354 |
| 14 May | 8904.50 | 236.8 | -12.399999999999977 (-4.98%) | 29.72 | 262 | -74 | 221 |
| 13 May | 8928.50 | 244.6 | 22.150000000000006 (9.96%) | 0 | 740 | -7 | 295 |
| 12 May | 9010.50 | 209.15 | 54.400000000000006 (35.15%) | 31.96 | 1,132 | 194 | 301 |
| 11 May | 9239.50 | 160 | 32.400000000000006 (25.39%) | 34.62 | 423 | -2 | 105 |
| 8 May | 9345.50 | 132.1 | -12.150000000000006 (-8.42%) | 33.09 | 238 | -1,141 | 105 |
| 7 May | 9498.50 | 89.5 | -9.349999999999994 (-9.46%) | 37.88 | 971 | 28 | 1,275 |
| 6 May | 9694.50 | 89.5 | -9.349999999999994 (-9.46%) | 37.88 | 971 | 28 | 1,275 |
| 5 May | 9707.00 | 96 | -20.450000000000003 (-17.56%) | 38.59 | 1,042 | 19 | 1,246 |
| 4 May | 9730.00 | 116.7 | -24.249999999999986 (-17.20%) | 41.22 | 1,280 | 77 | 1,225 |
| 30 Apr | 9726.50 | 136.2 | -29.80000000000001 (-17.95%) | 41.19 | 1,406 | 60 | 1,208 |
| 29 Apr | 9688.00 | 165.6 | -39.599999999999994 (-19.30%) | 41.94 | 2,145 | 79 | 1,148 |
| 28 Apr | 9570.00 | 200 | -85 (-29.82%) | 43.94 | 1,249 | 172 | 1,074 |
| 27 Apr | 9360.00 | 278 | -183.89999999999998 (-39.81%) | 42.93 | 2,345 | 279 | 898 |
| 24 Apr | 8949.00 | 435 | -135.95000000000005 (-23.81%) | 42.64 | 307 | 29 | 598 |
| 23 Apr | 8791.50 | 579.05 | -546.05 (-48.53%) | 44.54 | 792 | 569 | 572 |
| 22 Apr | 8126.50 | 1125.1 | -61.75 (-5.20%) | 52.92 | 2 | -1 | 2 |
| 21 Apr | 7931.00 | 1175.55 | -1108.1499999999999 (-48.52%) | 53.44 | 12 | 6 | 6 |
For Oracle Fin Serv Soft Ltd. - strike price 9000 expiring on 26MAY2026
Delta for 9000 PE is -0.47
Historical price for 9000 PE is as follows
On 15 May OFSS was trading at 9015.00. The strike last trading price was 200, which was -43.94999999999999 lower than the previous day. The implied volatity was 33.96, the open interest changed by 136 which increased total open position to 354
On 14 May OFSS was trading at 8904.50. The strike last trading price was 236.8, which was -12.399999999999977 lower than the previous day. The implied volatity was 29.72, the open interest changed by -74 which decreased total open position to 221
On 13 May OFSS was trading at 8928.50. The strike last trading price was 244.6, which was 22.150000000000006 higher than the previous day. The implied volatity was 0, the open interest changed by -7 which decreased total open position to 295
On 12 May OFSS was trading at 9010.50. The strike last trading price was 209.15, which was 54.400000000000006 higher than the previous day. The implied volatity was 31.96, the open interest changed by 194 which increased total open position to 301
On 11 May OFSS was trading at 9239.50. The strike last trading price was 160, which was 32.400000000000006 higher than the previous day. The implied volatity was 34.62, the open interest changed by -2 which decreased total open position to 105
On 8 May OFSS was trading at 9345.50. The strike last trading price was 132.1, which was -12.150000000000006 lower than the previous day. The implied volatity was 33.09, the open interest changed by -1141 which decreased total open position to 105
On 7 May OFSS was trading at 9498.50. The strike last trading price was 89.5, which was -9.349999999999994 lower than the previous day. The implied volatity was 37.88, the open interest changed by 28 which increased total open position to 1275
On 6 May OFSS was trading at 9694.50. The strike last trading price was 89.5, which was -9.349999999999994 lower than the previous day. The implied volatity was 37.88, the open interest changed by 28 which increased total open position to 1275
On 5 May OFSS was trading at 9707.00. The strike last trading price was 96, which was -20.450000000000003 lower than the previous day. The implied volatity was 38.59, the open interest changed by 19 which increased total open position to 1246
On 4 May OFSS was trading at 9730.00. The strike last trading price was 116.7, which was -24.249999999999986 lower than the previous day. The implied volatity was 41.22, the open interest changed by 77 which increased total open position to 1225
On 30 Apr OFSS was trading at 9726.50. The strike last trading price was 136.2, which was -29.80000000000001 lower than the previous day. The implied volatity was 41.19, the open interest changed by 60 which increased total open position to 1208
On 29 Apr OFSS was trading at 9688.00. The strike last trading price was 165.6, which was -39.599999999999994 lower than the previous day. The implied volatity was 41.94, the open interest changed by 79 which increased total open position to 1148
On 28 Apr OFSS was trading at 9570.00. The strike last trading price was 200, which was -85 lower than the previous day. The implied volatity was 43.94, the open interest changed by 172 which increased total open position to 1074
On 27 Apr OFSS was trading at 9360.00. The strike last trading price was 278, which was -183.89999999999998 lower than the previous day. The implied volatity was 42.93, the open interest changed by 279 which increased total open position to 898
On 24 Apr OFSS was trading at 8949.00. The strike last trading price was 435, which was -135.95000000000005 lower than the previous day. The implied volatity was 42.64, the open interest changed by 29 which increased total open position to 598
On 23 Apr OFSS was trading at 8791.50. The strike last trading price was 579.05, which was -546.05 lower than the previous day. The implied volatity was 44.54, the open interest changed by 569 which increased total open position to 572
On 22 Apr OFSS was trading at 8126.50. The strike last trading price was 1125.1, which was -61.75 lower than the previous day. The implied volatity was 52.92, the open interest changed by -1 which decreased total open position to 2
On 21 Apr OFSS was trading at 7931.00. The strike last trading price was 1175.55, which was -1108.1499999999999 lower than the previous day. The implied volatity was 53.44, the open interest changed by 6 which increased total open position to 6
