OFSS
Oracle Fin Serv Soft Ltd.
Historical option data for OFSS
24 Apr 2026 04:10 PM IST
| OFSS 28-Apr-2026 (4d) 9400 CE | ||||||||||||||||
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Delta: 0.13
Vega: 0.02
Theta: -8.29
Gamma: 0.00062
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
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| 24 Apr | 8949.00 | 20.7 | -7.050000000000001 | 34.22 | 4,049 | 47 | 240 | |||||||||
| 23 Apr | 8791.50 | 28 | -188.5 | 47.32 | 1,958 | 193 | 193 | |||||||||
For Oracle Fin Serv Soft Ltd. - strike price 9400 expiring on 28APR2026
Delta for 9400 CE is 0.13
Historical price for 9400 CE is as follows
On 24 Apr OFSS was trading at 8949.00. The strike last trading price was 20.7, which was -7.050000000000001 lower than the previous day. The implied volatity was 34.22, the open interest changed by 47 which increased total open position to 240
On 23 Apr OFSS was trading at 8791.50. The strike last trading price was 28, which was -188.5 lower than the previous day. The implied volatity was 47.32, the open interest changed by 193 which increased total open position to 193
| OFSS 28-Apr-2026 (4d) 9400 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.89
Vega: 0.02
Theta: -8.72
Gamma: 0.00038
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 8949.00 | 625.7 | 625.7 | 46.2 | 0 | 0 | 2 |
| 23 Apr | 8791.50 | 625.7 | -840.8499999999999 | 46.2 | 4 | 2 | 2 |
For Oracle Fin Serv Soft Ltd. - strike price 9400 expiring on 28APR2026
Delta for 9400 PE is -0.89
Historical price for 9400 PE is as follows
On 24 Apr OFSS was trading at 8949.00. The strike last trading price was 625.7, which was 625.7 higher than the previous day. The implied volatity was 46.2, the open interest changed by 0 which decreased total open position to 2
On 23 Apr OFSS was trading at 8791.50. The strike last trading price was 625.7, which was -840.8499999999999 lower than the previous day. The implied volatity was 46.2, the open interest changed by 2 which increased total open position to 2
