Historical option data for OFSS
20 May 2026 04:10 PM IST
| OFSS 26-May-2026 (5d) 9300 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.83
Vega: 0.03
Theta: -9.71
Gamma: 0.00056
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 20 May | 9703.50 | 455 | 35 (8.33%) | 35.98 | 60 | -14 | 222 | |||||||||
| 19 May | 9646.00 | 430 | 166 (62.88%) | 35.31 | 551 | -95 | 240 | |||||||||
| 18 May | 9408.50 | 280.4 | 182.4 (186.12%) | 32.8 | 7,261 | 157 | 347 | |||||||||
| 15 May | 9015.00 | 95 | 20.25 (27.09%) | 31.36 | 1,710 | 80 | 193 | |||||||||
| 14 May | 8904.50 | 77.8 | -8.25 (-9.59%) | 32.45 | 177 | -28 | 112 | |||||||||
| 13 May | 8928.50 | 84.75 | -39.55 (-31.82%) | 31.63 | 397 | 45 | 140 | |||||||||
| 12 May | 9010.50 | 127.7 | -104.15 (-44.92%) | 32.62 | 178 | 19 | 93 | |||||||||
| 11 May | 9239.50 | 229.85 | -246.25 (-51.72%) | 0 | 244 | -115 | 80 | |||||||||
| 8 May | 9345.50 | 0 | -515 (-100.00%) | - | 0 | 0 | 195 | |||||||||
| 7 May | 9498.50 | 515 | 0 (0.00%) | - | 0 | 0 | 195 | |||||||||
| 6 May | 9694.50 | 515 | 0 (0.00%) | 28.59 | 0 | 0 | 195 | |||||||||
| 5 May | 9707.00 | 515 | -6.15 (-1.18%) | 28.59 | 16 | -10 | 195 | |||||||||
| 4 May | 9730.00 | 520 | 10.05 (1.97%) | 24.05 | 34 | 0 | 205 | |||||||||
| 30 Apr | 9726.50 | 522.5 | 13.7 (2.69%) | 20.2 | 41 | 7 | 212 | |||||||||
| 29 Apr | 9688.00 | 504.85 | 81.5 (19.25%) | 19.54 | 194 | -12 | 207 | |||||||||
| 28 Apr | 9570.00 | 425.35 | 46.75 (12.35%) | 20.03 | 1,225 | -351 | 222 | |||||||||
| 27 Apr | 9360.00 | 376 | 159.15 (73.39%) | 31.5 | 2,452 | 564 | 567 | |||||||||
| 24 Apr | 8949.00 | 230.45 | 208.95 (971.86%) | 31.85 | 3 | 1 | 1 | |||||||||
| 23 Apr | 8791.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Oracle Fin Serv Soft Ltd. - strike price 9300 expiring on 26MAY2026
Delta for 9300 CE is 0.83
Historical price for 9300 CE is as follows
On 20 May OFSS was trading at 9703.50. The strike last trading price was 455, which was 35 higher than the previous day. The implied volatity was 35.98, the open interest changed by -14 which decreased total open position to 222
On 19 May OFSS was trading at 9646.00. The strike last trading price was 430, which was 166 higher than the previous day. The implied volatity was 35.31, the open interest changed by -95 which decreased total open position to 240
On 18 May OFSS was trading at 9408.50. The strike last trading price was 280.4, which was 182.4 higher than the previous day. The implied volatity was 32.8, the open interest changed by 157 which increased total open position to 347
On 15 May OFSS was trading at 9015.00. The strike last trading price was 95, which was 20.25 higher than the previous day. The implied volatity was 31.36, the open interest changed by 80 which increased total open position to 193
On 14 May OFSS was trading at 8904.50. The strike last trading price was 77.8, which was -8.25 lower than the previous day. The implied volatity was 32.45, the open interest changed by -28 which decreased total open position to 112
On 13 May OFSS was trading at 8928.50. The strike last trading price was 84.75, which was -39.55 lower than the previous day. The implied volatity was 31.63, the open interest changed by 45 which increased total open position to 140
On 12 May OFSS was trading at 9010.50. The strike last trading price was 127.7, which was -104.15 lower than the previous day. The implied volatity was 32.62, the open interest changed by 19 which increased total open position to 93
On 11 May OFSS was trading at 9239.50. The strike last trading price was 229.85, which was -246.25 lower than the previous day. The implied volatity was 0, the open interest changed by -115 which decreased total open position to 80
On 8 May OFSS was trading at 9345.50. The strike last trading price was 0, which was -515 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 195
On 7 May OFSS was trading at 9498.50. The strike last trading price was 515, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 195
On 6 May OFSS was trading at 9694.50. The strike last trading price was 515, which was 0 lower than the previous day. The implied volatity was 28.59, the open interest changed by 0 which decreased total open position to 195
On 5 May OFSS was trading at 9707.00. The strike last trading price was 515, which was -6.15 lower than the previous day. The implied volatity was 28.59, the open interest changed by -10 which decreased total open position to 195
On 4 May OFSS was trading at 9730.00. The strike last trading price was 520, which was 10.05 higher than the previous day. The implied volatity was 24.05, the open interest changed by 0 which decreased total open position to 205
On 30 Apr OFSS was trading at 9726.50. The strike last trading price was 522.5, which was 13.7 higher than the previous day. The implied volatity was 20.2, the open interest changed by 7 which increased total open position to 212
On 29 Apr OFSS was trading at 9688.00. The strike last trading price was 504.85, which was 81.5 higher than the previous day. The implied volatity was 19.54, the open interest changed by -12 which decreased total open position to 207
On 28 Apr OFSS was trading at 9570.00. The strike last trading price was 425.35, which was 46.75 higher than the previous day. The implied volatity was 20.03, the open interest changed by -351 which decreased total open position to 222
On 27 Apr OFSS was trading at 9360.00. The strike last trading price was 376, which was 159.15 higher than the previous day. The implied volatity was 31.5, the open interest changed by 564 which increased total open position to 567
On 24 Apr OFSS was trading at 8949.00. The strike last trading price was 230.45, which was 208.95 higher than the previous day. The implied volatity was 31.85, the open interest changed by 1 which increased total open position to 1
On 23 Apr OFSS was trading at 8791.50. The strike last trading price was 0, 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
| OFSS 26-May-2026 (5d) 9300 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.19
Vega: 0.03
Theta: -8.89
Gamma: 0.00058
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 20 May | 9703.50 | 49 | -18.5 (-27.41%) | 36.56 | 484 | 30 | 355 |
| 19 May | 9646.00 | 64.6 | -85.95 (-57.09%) | 37.54 | 1,195 | -45 | 322 |
| 18 May | 9408.50 | 135 | -267.5 (-66.46%) | 36.75 | 1,457 | 329 | 371 |
| 15 May | 9015.00 | 400 | -114.15 (-22.20%) | 37.64 | 37 | 9 | 43 |
| 14 May | 8904.50 | 514.15 | 77.55 (17.76%) | 30.79 | 8 | -1 | 35 |
| 13 May | 8928.50 | 436.6 | 45.8 (11.72%) | 0 | 4 | -3 | 37 |
| 12 May | 9010.50 | 376.35 | 99 (35.69%) | 0 | 53 | -20 | 41 |
| 11 May | 9239.50 | 270 | 20 (8.00%) | 0 | 212 | -3 | 60 |
| 8 May | 9345.50 | 251.65 | 2.4 (0.96%) | 33.5 | 242 | -287 | 37 |
| 7 May | 9498.50 | 156.55 | -17.35 (-9.98%) | 36.64 | 208 | 19 | 324 |
| 6 May | 9694.50 | 156.55 | -17.35 (-9.98%) | 36.64 | 208 | 19 | 324 |
| 5 May | 9707.00 | 165.35 | -30.1 (-15.40%) | 37.11 | 396 | 36 | 307 |
| 4 May | 9730.00 | 195 | -35.6 (-15.44%) | 40.18 | 366 | 0 | 270 |
| 30 Apr | 9726.50 | 224 | -37.75 (-14.42%) | 41.17 | 282 | 28 | 298 |
| 29 Apr | 9688.00 | 263.25 | -54.95 (-17.27%) | 41.94 | 397 | -2 | 270 |
| 28 Apr | 9570.00 | 306 | -124.05 (-28.85%) | 43.93 | 752 | 170 | 276 |
| 27 Apr | 9360.00 | 417.95 | -1632.35 (-79.62%) | 43.72 | 612 | 106 | 106 |
| 24 Apr | 8949.00 | 0 | 0 | - | 0 | 0 | 0 |
| 23 Apr | 8791.50 | 0 | 0 | - | 0 | 0 | 0 |
For Oracle Fin Serv Soft Ltd. - strike price 9300 expiring on 26MAY2026
Delta for 9300 PE is -0.19
Historical price for 9300 PE is as follows
On 20 May OFSS was trading at 9703.50. The strike last trading price was 49, which was -18.5 lower than the previous day. The implied volatity was 36.56, the open interest changed by 30 which increased total open position to 355
On 19 May OFSS was trading at 9646.00. The strike last trading price was 64.6, which was -85.95 lower than the previous day. The implied volatity was 37.54, the open interest changed by -45 which decreased total open position to 322
On 18 May OFSS was trading at 9408.50. The strike last trading price was 135, which was -267.5 lower than the previous day. The implied volatity was 36.75, the open interest changed by 329 which increased total open position to 371
On 15 May OFSS was trading at 9015.00. The strike last trading price was 400, which was -114.15 lower than the previous day. The implied volatity was 37.64, the open interest changed by 9 which increased total open position to 43
On 14 May OFSS was trading at 8904.50. The strike last trading price was 514.15, which was 77.55 higher than the previous day. The implied volatity was 30.79, the open interest changed by -1 which decreased total open position to 35
On 13 May OFSS was trading at 8928.50. The strike last trading price was 436.6, which was 45.8 higher than the previous day. The implied volatity was 0, the open interest changed by -3 which decreased total open position to 37
On 12 May OFSS was trading at 9010.50. The strike last trading price was 376.35, which was 99 higher than the previous day. The implied volatity was 0, the open interest changed by -20 which decreased total open position to 41
On 11 May OFSS was trading at 9239.50. The strike last trading price was 270, which was 20 higher than the previous day. The implied volatity was 0, the open interest changed by -3 which decreased total open position to 60
On 8 May OFSS was trading at 9345.50. The strike last trading price was 251.65, which was 2.4 higher than the previous day. The implied volatity was 33.5, the open interest changed by -287 which decreased total open position to 37
On 7 May OFSS was trading at 9498.50. The strike last trading price was 156.55, which was -17.35 lower than the previous day. The implied volatity was 36.64, the open interest changed by 19 which increased total open position to 324
On 6 May OFSS was trading at 9694.50. The strike last trading price was 156.55, which was -17.35 lower than the previous day. The implied volatity was 36.64, the open interest changed by 19 which increased total open position to 324
On 5 May OFSS was trading at 9707.00. The strike last trading price was 165.35, which was -30.1 lower than the previous day. The implied volatity was 37.11, the open interest changed by 36 which increased total open position to 307
On 4 May OFSS was trading at 9730.00. The strike last trading price was 195, which was -35.6 lower than the previous day. The implied volatity was 40.18, the open interest changed by 0 which decreased total open position to 270
On 30 Apr OFSS was trading at 9726.50. The strike last trading price was 224, which was -37.75 lower than the previous day. The implied volatity was 41.17, the open interest changed by 28 which increased total open position to 298
On 29 Apr OFSS was trading at 9688.00. The strike last trading price was 263.25, which was -54.95 lower than the previous day. The implied volatity was 41.94, the open interest changed by -2 which decreased total open position to 270
On 28 Apr OFSS was trading at 9570.00. The strike last trading price was 306, which was -124.05 lower than the previous day. The implied volatity was 43.93, the open interest changed by 170 which increased total open position to 276
On 27 Apr OFSS was trading at 9360.00. The strike last trading price was 417.95, which was -1632.35 lower than the previous day. The implied volatity was 43.72, the open interest changed by 106 which increased total open position to 106
On 24 Apr OFSS was trading at 8949.00. The strike last trading price was 0, 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 23 Apr OFSS was trading at 8791.50. The strike last trading price was 0, 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
