Historical option data for OFSS
26 May 2026 09:40 AM IST
| OFSS 26-May-2026 9200 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.89
Vega: 0.01
Theta: -56.52
Gamma: 0.00054
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 26 May | 9620.00 | 432.35 | -92.65 (-17.65%) | 91.06 | 3 | 0 | 147 | |||||||||
| 25 May | 9703.00 | 524.6 | 166.6 (46.54%) | 69.1 | 18 | -5 | 147 | |||||||||
| 22 May | 9525.00 | 347 | -183 (-34.53%) | 28.57 | 28 | -18 | 152 | |||||||||
| 21 May | 9730.50 | 534.15 | -5.85 (-1.08%) | 36.27 | 47 | -22 | 170 | |||||||||
| 20 May | 9703.50 | 540.25 | 35.25 (6.98%) | 39.8 | 22 | -7 | 192 | |||||||||
| 19 May | 9646.00 | 504.55 | 182.55 (56.69%) | 35.55 | 205 | -64 | 199 | |||||||||
| 18 May | 9408.50 | 344.45 | 220.45 (177.78%) | 32.25 | 6,494 | -444 | 267 | |||||||||
| 15 May | 9015.00 | 123.5 | 28.6 (30.14%) | 30.75 | 6,633 | 609 | 713 | |||||||||
| 14 May | 8904.50 | 101.05 | -9.65 (-8.72%) | 31.94 | 328 | 9 | 105 | |||||||||
| 13 May | 8928.50 | 111.4 | -44.7 (-28.64%) | 31.49 | 252 | 40 | 95 | |||||||||
| 12 May | 9010.50 | 163 | -141.5 (-46.47%) | 32.71 | 206 | 49 | 55 | |||||||||
| 11 May | 9239.50 | 304.5 | -232 (-43.24%) | 0 | 12 | -280 | 5 | |||||||||
| 8 May | 9345.50 | 0 | -568.5 (-100.00%) | - | 0 | 0 | 285 | |||||||||
| 7 May | 9498.50 | 570.7 | -15.5 (-2.64%) | 24.97 | 16 | -2 | 286 | |||||||||
| 6 May | 9694.50 | 570.7 | -15.5 (-2.64%) | 24.97 | 16 | -2 | 286 | |||||||||
| 5 May | 9707.00 | 586.2 | -5.15 (-0.87%) | 26.32 | 15 | -6 | 291 | |||||||||
| 4 May | 9730.00 | 590.05 | 5.45 (0.93%) | 17.96 | 39 | -4 | 298 | |||||||||
| 30 Apr | 9726.50 | 588 | 35.55 (6.43%) | 16.26 | 45 | -3 | 299 | |||||||||
| 29 Apr | 9688.00 | 543 | 67.8 (14.27%) | 19.92 | 95 | -36 | 302 | |||||||||
| 28 Apr | 9570.00 | 484 | 53.1 (12.32%) | 17.69 | 467 | -78 | 342 | |||||||||
| 27 Apr | 9360.00 | 425 | 175.7 (70.48%) | 30.96 | 3,169 | 139 | 425 | |||||||||
| 24 Apr | 8949.00 | 256 | 48.9 (23.61%) | 30.63 | 862 | -200 | 289 | |||||||||
| 23 Apr | 8791.50 | 198.35 | 173.5 (698.19%) | 33.51 | 1,678 | 490 | 490 | |||||||||
For Oracle Fin Serv Soft Ltd. - strike price 9200 expiring on 26MAY2026
Delta for 9200 CE is 0.89
Historical price for 9200 CE is as follows
On 26 May OFSS was trading at 9620.00. The strike last trading price was 432.35, which was -92.65 lower than the previous day. The implied volatity was 91.06, the open interest changed by 0 which decreased total open position to 147
On 25 May OFSS was trading at 9703.00. The strike last trading price was 524.6, which was 166.6 higher than the previous day. The implied volatity was 69.1, the open interest changed by -5 which decreased total open position to 147
On 22 May OFSS was trading at 9525.00. The strike last trading price was 347, which was -183 lower than the previous day. The implied volatity was 28.57, the open interest changed by -18 which decreased total open position to 152
On 21 May OFSS was trading at 9730.50. The strike last trading price was 534.15, which was -5.85 lower than the previous day. The implied volatity was 36.27, the open interest changed by -22 which decreased total open position to 170
On 20 May OFSS was trading at 9703.50. The strike last trading price was 540.25, which was 35.25 higher than the previous day. The implied volatity was 39.8, the open interest changed by -7 which decreased total open position to 192
On 19 May OFSS was trading at 9646.00. The strike last trading price was 504.55, which was 182.55 higher than the previous day. The implied volatity was 35.55, the open interest changed by -64 which decreased total open position to 199
On 18 May OFSS was trading at 9408.50. The strike last trading price was 344.45, which was 220.45 higher than the previous day. The implied volatity was 32.25, the open interest changed by -444 which decreased total open position to 267
On 15 May OFSS was trading at 9015.00. The strike last trading price was 123.5, which was 28.6 higher than the previous day. The implied volatity was 30.75, the open interest changed by 609 which increased total open position to 713
On 14 May OFSS was trading at 8904.50. The strike last trading price was 101.05, which was -9.65 lower than the previous day. The implied volatity was 31.94, the open interest changed by 9 which increased total open position to 105
On 13 May OFSS was trading at 8928.50. The strike last trading price was 111.4, which was -44.7 lower than the previous day. The implied volatity was 31.49, the open interest changed by 40 which increased total open position to 95
On 12 May OFSS was trading at 9010.50. The strike last trading price was 163, which was -141.5 lower than the previous day. The implied volatity was 32.71, the open interest changed by 49 which increased total open position to 55
On 11 May OFSS was trading at 9239.50. The strike last trading price was 304.5, which was -232 lower than the previous day. The implied volatity was 0, the open interest changed by -280 which decreased total open position to 5
On 8 May OFSS was trading at 9345.50. The strike last trading price was 0, which was -568.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 285
On 7 May OFSS was trading at 9498.50. The strike last trading price was 570.7, which was -15.5 lower than the previous day. The implied volatity was 24.97, the open interest changed by -2 which decreased total open position to 286
On 6 May OFSS was trading at 9694.50. The strike last trading price was 570.7, which was -15.5 lower than the previous day. The implied volatity was 24.97, the open interest changed by -2 which decreased total open position to 286
On 5 May OFSS was trading at 9707.00. The strike last trading price was 586.2, which was -5.15 lower than the previous day. The implied volatity was 26.32, the open interest changed by -6 which decreased total open position to 291
On 4 May OFSS was trading at 9730.00. The strike last trading price was 590.05, which was 5.45 higher than the previous day. The implied volatity was 17.96, the open interest changed by -4 which decreased total open position to 298
On 30 Apr OFSS was trading at 9726.50. The strike last trading price was 588, which was 35.55 higher than the previous day. The implied volatity was 16.26, the open interest changed by -3 which decreased total open position to 299
On 29 Apr OFSS was trading at 9688.00. The strike last trading price was 543, which was 67.8 higher than the previous day. The implied volatity was 19.92, the open interest changed by -36 which decreased total open position to 302
On 28 Apr OFSS was trading at 9570.00. The strike last trading price was 484, which was 53.1 higher than the previous day. The implied volatity was 17.69, the open interest changed by -78 which decreased total open position to 342
On 27 Apr OFSS was trading at 9360.00. The strike last trading price was 425, which was 175.7 higher than the previous day. The implied volatity was 30.96, the open interest changed by 139 which increased total open position to 425
On 24 Apr OFSS was trading at 8949.00. The strike last trading price was 256, which was 48.9 higher than the previous day. The implied volatity was 30.63, the open interest changed by -200 which decreased total open position to 289
On 23 Apr OFSS was trading at 8791.50. The strike last trading price was 198.35, which was 173.5 higher than the previous day. The implied volatity was 33.51, the open interest changed by 490 which increased total open position to 490
| OFSS 26-May-2026 9200 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.03
Vega: 0
Theta: -14.28
Gamma: 0.00031
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 26 May | 9620.00 | 3.2 | -1.45 (-31.18%) | 62.72 | 82 | -41 | 303 |
| 25 May | 9703.00 | 4.45 | -20.75 (-82.34%) | 51.11 | 497 | 10 | 344 |
| 22 May | 9525.00 | 24.85 | 6 (31.83%) | 31.15 | 521 | -21 | 333 |
| 21 May | 9730.50 | 18.6 | -13.05 (-41.23%) | 36.07 | 194 | -70 | 351 |
| 20 May | 9703.50 | 32 | -18.8 (-37.01%) | 37.6 | 288 | -22 | 425 |
| 19 May | 9646.00 | 48.5 | -60.7 (-55.59%) | 37.52 | 884 | -18 | 447 |
| 18 May | 9408.50 | 99.85 | -235.7 (-70.24%) | 36.72 | 1,438 | 336 | 463 |
| 15 May | 9015.00 | 311.05 | -53.15 (-14.59%) | 33.76 | 427 | 73 | 129 |
| 14 May | 8904.50 | 364.2 | 0.4 (0.11%) | 29.7 | 37 | -13 | 57 |
| 13 May | 8928.50 | 365.8 | 44.1 (13.71%) | 0 | 85 | 4 | 74 |
| 12 May | 9010.50 | 321.4 | 92.9 (40.66%) | 0 | 474 | -29 | 74 |
| 11 May | 9239.50 | 229.25 | 19.25 (9.17%) | 0 | 320 | 82 | 107 |
| 8 May | 9345.50 | 210 | 0.05 (0.02%) | 34.45 | 25 | -313 | 24 |
| 7 May | 9498.50 | 130 | -14.3 (-9.91%) | 36.7 | 187 | 32 | 338 |
| 6 May | 9694.50 | 130 | -14.3 (-9.91%) | 36.7 | 187 | 32 | 338 |
| 5 May | 9707.00 | 137.5 | -27.3 (-16.57%) | 37.54 | 142 | 21 | 307 |
| 4 May | 9730.00 | 163.15 | -33.5 (-17.04%) | 40.4 | 256 | -19 | 287 |
| 30 Apr | 9726.50 | 189.2 | -36.2 (-16.06%) | 40.91 | 265 | -15 | 291 |
| 29 Apr | 9688.00 | 226.15 | -51 (-18.40%) | 41.59 | 668 | -1 | 307 |
| 28 Apr | 9570.00 | 272.9 | -100.7 (-26.95%) | 44.54 | 486 | 1 | 308 |
| 27 Apr | 9360.00 | 366.45 | -331.55 (-47.50%) | 43.7 | 1,116 | 307 | 308 |
| 24 Apr | 8949.00 | 698 | 698 (-73.35%) | 44.35 | 0 | 0 | 1 |
| 23 Apr | 8791.50 | 698 | -1921.35 (-73.35%) | 44.35 | 1 | 0 | 0 |
For Oracle Fin Serv Soft Ltd. - strike price 9200 expiring on 26MAY2026
Delta for 9200 PE is -0.03
Historical price for 9200 PE is as follows
On 26 May OFSS was trading at 9620.00. The strike last trading price was 3.2, which was -1.45 lower than the previous day. The implied volatity was 62.72, the open interest changed by -41 which decreased total open position to 303
On 25 May OFSS was trading at 9703.00. The strike last trading price was 4.45, which was -20.75 lower than the previous day. The implied volatity was 51.11, the open interest changed by 10 which increased total open position to 344
On 22 May OFSS was trading at 9525.00. The strike last trading price was 24.85, which was 6 higher than the previous day. The implied volatity was 31.15, the open interest changed by -21 which decreased total open position to 333
On 21 May OFSS was trading at 9730.50. The strike last trading price was 18.6, which was -13.05 lower than the previous day. The implied volatity was 36.07, the open interest changed by -70 which decreased total open position to 351
On 20 May OFSS was trading at 9703.50. The strike last trading price was 32, which was -18.8 lower than the previous day. The implied volatity was 37.6, the open interest changed by -22 which decreased total open position to 425
On 19 May OFSS was trading at 9646.00. The strike last trading price was 48.5, which was -60.7 lower than the previous day. The implied volatity was 37.52, the open interest changed by -18 which decreased total open position to 447
On 18 May OFSS was trading at 9408.50. The strike last trading price was 99.85, which was -235.7 lower than the previous day. The implied volatity was 36.72, the open interest changed by 336 which increased total open position to 463
On 15 May OFSS was trading at 9015.00. The strike last trading price was 311.05, which was -53.15 lower than the previous day. The implied volatity was 33.76, the open interest changed by 73 which increased total open position to 129
On 14 May OFSS was trading at 8904.50. The strike last trading price was 364.2, which was 0.4 higher than the previous day. The implied volatity was 29.7, the open interest changed by -13 which decreased total open position to 57
On 13 May OFSS was trading at 8928.50. The strike last trading price was 365.8, which was 44.1 higher than the previous day. The implied volatity was 0, the open interest changed by 4 which increased total open position to 74
On 12 May OFSS was trading at 9010.50. The strike last trading price was 321.4, which was 92.9 higher than the previous day. The implied volatity was 0, the open interest changed by -29 which decreased total open position to 74
On 11 May OFSS was trading at 9239.50. The strike last trading price was 229.25, which was 19.25 higher than the previous day. The implied volatity was 0, the open interest changed by 82 which increased total open position to 107
On 8 May OFSS was trading at 9345.50. The strike last trading price was 210, which was 0.05 higher than the previous day. The implied volatity was 34.45, the open interest changed by -313 which decreased total open position to 24
On 7 May OFSS was trading at 9498.50. The strike last trading price was 130, which was -14.3 lower than the previous day. The implied volatity was 36.7, the open interest changed by 32 which increased total open position to 338
On 6 May OFSS was trading at 9694.50. The strike last trading price was 130, which was -14.3 lower than the previous day. The implied volatity was 36.7, the open interest changed by 32 which increased total open position to 338
On 5 May OFSS was trading at 9707.00. The strike last trading price was 137.5, which was -27.3 lower than the previous day. The implied volatity was 37.54, the open interest changed by 21 which increased total open position to 307
On 4 May OFSS was trading at 9730.00. The strike last trading price was 163.15, which was -33.5 lower than the previous day. The implied volatity was 40.4, the open interest changed by -19 which decreased total open position to 287
On 30 Apr OFSS was trading at 9726.50. The strike last trading price was 189.2, which was -36.2 lower than the previous day. The implied volatity was 40.91, the open interest changed by -15 which decreased total open position to 291
On 29 Apr OFSS was trading at 9688.00. The strike last trading price was 226.15, which was -51 lower than the previous day. The implied volatity was 41.59, the open interest changed by -1 which decreased total open position to 307
On 28 Apr OFSS was trading at 9570.00. The strike last trading price was 272.9, which was -100.7 lower than the previous day. The implied volatity was 44.54, the open interest changed by 1 which increased total open position to 308
On 27 Apr OFSS was trading at 9360.00. The strike last trading price was 366.45, which was -331.55 lower than the previous day. The implied volatity was 43.7, the open interest changed by 307 which increased total open position to 308
On 24 Apr OFSS was trading at 8949.00. The strike last trading price was 698, which was 698 higher than the previous day. The implied volatity was 44.35, the open interest changed by 0 which decreased total open position to 1
On 23 Apr OFSS was trading at 8791.50. The strike last trading price was 698, which was -1921.35 lower than the previous day. The implied volatity was 44.35, the open interest changed by 0 which decreased total open position to 0
