Historical option data for OFSS
17 Jun 2026 10:36 AM IST
| OFSS 30-Jun-2026 (13d) 9600 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.42
Vega: 0.07
Theta: -10.31
Gamma: 0.00058
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 17 Jun | 9500.50 | 199.5 | -46.25 (-18.82%) | 37.19 | 552 | 71 | 499 | |||||||||
| 16 Jun | 9500.50 | 242.3 | 41.75 (20.82%) | 36.27 | 1,206 | 150 | 431 | |||||||||
| 15 Jun | 9373.00 | 196.6 | -4.4 (-2.19%) | 37.25 | 407 | 50 | 281 | |||||||||
| 12 Jun | 9327.50 | 210.75 | 15.95 (8.19%) | 35.93 | 572 | -24 | 233 | |||||||||
| 11 Jun | 9265.50 | 203.45 | -110.45 (-35.19%) | 37.1 | 836 | 29 | 256 | |||||||||
| 10 Jun | 9470.00 | 316.5 | -86.65 (-21.49%) | 39.86 | 744 | 7 | 221 | |||||||||
| 9 Jun | 9639.50 | 413.25 | -173.9 (-29.62%) | 39.43 | 927 | 189 | 215 | |||||||||
| 8 Jun | 9756.00 | 587.15 | 0 (0.00%) | - | 4 | 0 | 26 | |||||||||
| 5 Jun | 9936.50 | 587.15 | -152.85 (-20.66%) | 37 | 4 | 2 | 25 | |||||||||
| 4 Jun | 10098.00 | 740 | 61.35 (9.04%) | 36.65 | 4 | 1 | 22 | |||||||||
| 3 Jun | 9997.50 | 678.65 | 0 (0.00%) | - | 16 | 0 | 21 | |||||||||
| 2 Jun | 10344.50 | 678.65 | 0 (0.00%) | - | 16 | 0 | 21 | |||||||||
| 1 Jun | 10191.00 | 678.65 | 0 (0.00%) | 31.55 | 16 | 0 | 21 | |||||||||
| 29 May | 9964.00 | 678.65 | -46.35 (-6.39%) | 31.55 | 16 | -4 | 22 | |||||||||
| 27 May | 10299.50 | 725 | 235.6 (48.14%) | 24.6 | 6 | -4 | 25 | |||||||||
| 26 May | 9882.00 | 494.5 | 89 (21.95%) | 24.8 | 46 | 2 | 30 | |||||||||
| 25 May | 9703.00 | 388.65 | 52.95 (15.77%) | 24.72 | 84 | 12 | 28 | |||||||||
| 22 May | 9525.00 | 335.7 | -254.25 (-43.10%) | 27.91 | 27 | 17 | 17 | |||||||||
| 21 May | 9730.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 May | 9703.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 May | 9646.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 May | 9408.50 | 0 | -589.95 (-100.00%) | - | 0 | 0 | 0 | |||||||||
| 15 May | 9015.00 | 0 | -589.95 (-100.00%) | - | 0 | 0 | 0 | |||||||||
| 14 May | 8904.50 | 0 | -589.95 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 13 May | 8928.50 | 0 | -589.95 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 12 May | 9010.50 | 0 | -589.95 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 11 May | 9239.50 | 0 | -589.95 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 8 May | 9345.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 May | 9498.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 May | 9694.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 May | 9707.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 28 Apr | 9570.00 | - | - | - | 0 | 0 | 0 | |||||||||
| 27 Apr | 9360.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Oracle Fin Serv Soft Ltd. - strike price 9600 expiring on 30JUN2026
Delta for 9600 CE is 0.42
Historical price for 9600 CE is as follows
On 17 Jun OFSS was trading at 9500.50. The strike last trading price was 199.5, which was -46.25 lower than the previous day. The implied volatity was 37.19, the open interest changed by 71 which increased total open position to 499
On 16 Jun OFSS was trading at 9500.50. The strike last trading price was 242.3, which was 41.75 higher than the previous day. The implied volatity was 36.27, the open interest changed by 150 which increased total open position to 431
On 15 Jun OFSS was trading at 9373.00. The strike last trading price was 196.6, which was -4.4 lower than the previous day. The implied volatity was 37.25, the open interest changed by 50 which increased total open position to 281
On 12 Jun OFSS was trading at 9327.50. The strike last trading price was 210.75, which was 15.95 higher than the previous day. The implied volatity was 35.93, the open interest changed by -24 which decreased total open position to 233
On 11 Jun OFSS was trading at 9265.50. The strike last trading price was 203.45, which was -110.45 lower than the previous day. The implied volatity was 37.1, the open interest changed by 29 which increased total open position to 256
On 10 Jun OFSS was trading at 9470.00. The strike last trading price was 316.5, which was -86.65 lower than the previous day. The implied volatity was 39.86, the open interest changed by 7 which increased total open position to 221
On 9 Jun OFSS was trading at 9639.50. The strike last trading price was 413.25, which was -173.9 lower than the previous day. The implied volatity was 39.43, the open interest changed by 189 which increased total open position to 215
On 8 Jun OFSS was trading at 9756.00. The strike last trading price was 587.15, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 26
On 5 Jun OFSS was trading at 9936.50. The strike last trading price was 587.15, which was -152.85 lower than the previous day. The implied volatity was 37, the open interest changed by 2 which increased total open position to 25
On 4 Jun OFSS was trading at 10098.00. The strike last trading price was 740, which was 61.35 higher than the previous day. The implied volatity was 36.65, the open interest changed by 1 which increased total open position to 22
On 3 Jun OFSS was trading at 9997.50. The strike last trading price was 678.65, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 21
On 2 Jun OFSS was trading at 10344.50. The strike last trading price was 678.65, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 21
On 1 Jun OFSS was trading at 10191.00. The strike last trading price was 678.65, which was 0 lower than the previous day. The implied volatity was 31.55, the open interest changed by 0 which decreased total open position to 21
On 29 May OFSS was trading at 9964.00. The strike last trading price was 678.65, which was -46.35 lower than the previous day. The implied volatity was 31.55, the open interest changed by -4 which decreased total open position to 22
On 27 May OFSS was trading at 10299.50. The strike last trading price was 725, which was 235.6 higher than the previous day. The implied volatity was 24.6, the open interest changed by -4 which decreased total open position to 25
On 26 May OFSS was trading at 9882.00. The strike last trading price was 494.5, which was 89 higher than the previous day. The implied volatity was 24.8, the open interest changed by 2 which increased total open position to 30
On 25 May OFSS was trading at 9703.00. The strike last trading price was 388.65, which was 52.95 higher than the previous day. The implied volatity was 24.72, the open interest changed by 12 which increased total open position to 28
On 22 May OFSS was trading at 9525.00. The strike last trading price was 335.7, which was -254.25 lower than the previous day. The implied volatity was 27.91, the open interest changed by 17 which increased total open position to 17
On 21 May OFSS was trading at 9730.50. 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
On 20 May OFSS was trading at 9703.50. 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
On 19 May OFSS was trading at 9646.00. 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 18 May OFSS was trading at 9408.50. The strike last trading price was 0, which was -589.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 15 May OFSS was trading at 9015.00. The strike last trading price was 0, which was -589.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 May OFSS was trading at 8904.50. The strike last trading price was 0, which was -589.95 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 13 May OFSS was trading at 8928.50. The strike last trading price was 0, which was -589.95 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 12 May OFSS was trading at 9010.50. The strike last trading price was 0, which was -589.95 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 11 May OFSS was trading at 9239.50. The strike last trading price was 0, which was -589.95 lower than the previous day. The implied volatity was 0, the open interest changed by 0 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 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 May OFSS was trading at 9498.50. 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
On 6 May OFSS was trading at 9694.50. 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
On 5 May OFSS was trading at 9707.00. 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 28 Apr OFSS was trading at 9570.00. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 27 Apr OFSS was trading at 9360.00. 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
| OFSS 30-Jun-2026 (13d) 9600 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.59
Vega: 0.07
Theta: -7.67
Gamma: 0.00065
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 17 Jun | 9500.50 | 322.7 | 34.95 (12.15%) | 32.78 | 84 | 21 | 213 |
| 16 Jun | 9500.50 | 289.85 | -90.05 (-23.70%) | 33.34 | 212 | 32 | 192 |
| 15 Jun | 9373.00 | 379.9 | -34 (-8.21%) | 34 | 21 | 0 | 161 |
| 12 Jun | 9327.50 | 399 | -67.9 (-14.54%) | 33.38 | 27 | 1 | 161 |
| 11 Jun | 9265.50 | 458.75 | 62.2 (15.69%) | 32.82 | 87 | -9 | 161 |
| 10 Jun | 9470.00 | 392.55 | 94.95 (31.91%) | 38.4 | 454 | 71 | 170 |
| 9 Jun | 9639.50 | 293.8 | 27.65 (10.39%) | 35.54 | 555 | 7 | 99 |
| 8 Jun | 9756.00 | 279 | 89.05 (46.88%) | 36.82 | 60 | 15 | 93 |
| 5 Jun | 9936.50 | 180.8 | 27.8 (18.17%) | 32.96 | 25 | -6 | 77 |
| 4 Jun | 10098.00 | 153 | -47.9 (-23.84%) | 35.4 | 44 | -1 | 81 |
| 3 Jun | 9997.50 | 204 | 105.3 (106.69%) | 35.08 | 146 | 17 | 81 |
| 2 Jun | 10344.50 | 94 | -41.95 (-30.86%) | 32.02 | 28 | -15 | 64 |
| 1 Jun | 10191.00 | 137.5 | -74 (-34.99%) | 33.32 | 48 | 5 | 79 |
| 29 May | 9964.00 | 215.95 | 48.95 (29.31%) | 33.52 | 65 | 3 | 73 |
| 27 May | 10299.50 | 167 | -132.75 (-44.29%) | 36.38 | 70 | 18 | 75 |
| 26 May | 9882.00 | 295 | -62.55 (-17.49%) | 36.95 | 39 | 22 | 57 |
| 25 May | 9703.00 | 337.2 | -111.6 (-24.87%) | 34.18 | 34 | 25 | 35 |
| 22 May | 9525.00 | 448.8 | 82.25 (22.44%) | 35 | 19 | 4 | 10 |
| 21 May | 9730.50 | 366.55 | -108.7 (-22.87%) | 36.82 | 4 | 3 | 5 |
| 20 May | 9703.50 | 475.25 | 0 (0.00%) | 40.68 | 0 | 0 | 2 |
| 19 May | 9646.00 | 465.25 | -143.2 (-23.54%) | 40.68 | 2 | 1 | 1 |
| 18 May | 9408.50 | 0 | -608.45 (-100.00%) | - | 0 | 0 | 0 |
| 15 May | 9015.00 | 0 | -608.45 (-100.00%) | - | 0 | 0 | 0 |
| 14 May | 8904.50 | 0 | -608.45 (-100.00%) | 0 | 0 | 0 | 0 |
| 13 May | 8928.50 | 0 | -608.45 (-100.00%) | 0 | 0 | 0 | 0 |
| 12 May | 9010.50 | 0 | -608.45 (-100.00%) | 0 | 0 | 0 | 0 |
| 11 May | 9239.50 | 0 | -608.45 (-100.00%) | 0 | 0 | 0 | 0 |
| 8 May | 9345.50 | 0 | 0 | - | 0 | 0 | 0 |
| 7 May | 9498.50 | 0 | 0 | - | 0 | 0 | 0 |
| 6 May | 9694.50 | 0 | 0 | - | 0 | 0 | 0 |
| 5 May | 9707.00 | 0 | 0 | - | 0 | 0 | 0 |
| 28 Apr | 9570.00 | - | - | - | 0 | 0 | 0 |
| 27 Apr | 9360.00 | 0 | 0 | - | 0 | 0 | 0 |
For Oracle Fin Serv Soft Ltd. - strike price 9600 expiring on 30JUN2026
Delta for 9600 PE is -0.59
Historical price for 9600 PE is as follows
On 17 Jun OFSS was trading at 9500.50. The strike last trading price was 322.7, which was 34.95 higher than the previous day. The implied volatity was 32.78, the open interest changed by 21 which increased total open position to 213
On 16 Jun OFSS was trading at 9500.50. The strike last trading price was 289.85, which was -90.05 lower than the previous day. The implied volatity was 33.34, the open interest changed by 32 which increased total open position to 192
On 15 Jun OFSS was trading at 9373.00. The strike last trading price was 379.9, which was -34 lower than the previous day. The implied volatity was 34, the open interest changed by 0 which decreased total open position to 161
On 12 Jun OFSS was trading at 9327.50. The strike last trading price was 399, which was -67.9 lower than the previous day. The implied volatity was 33.38, the open interest changed by 1 which increased total open position to 161
On 11 Jun OFSS was trading at 9265.50. The strike last trading price was 458.75, which was 62.2 higher than the previous day. The implied volatity was 32.82, the open interest changed by -9 which decreased total open position to 161
On 10 Jun OFSS was trading at 9470.00. The strike last trading price was 392.55, which was 94.95 higher than the previous day. The implied volatity was 38.4, the open interest changed by 71 which increased total open position to 170
On 9 Jun OFSS was trading at 9639.50. The strike last trading price was 293.8, which was 27.65 higher than the previous day. The implied volatity was 35.54, the open interest changed by 7 which increased total open position to 99
On 8 Jun OFSS was trading at 9756.00. The strike last trading price was 279, which was 89.05 higher than the previous day. The implied volatity was 36.82, the open interest changed by 15 which increased total open position to 93
On 5 Jun OFSS was trading at 9936.50. The strike last trading price was 180.8, which was 27.8 higher than the previous day. The implied volatity was 32.96, the open interest changed by -6 which decreased total open position to 77
On 4 Jun OFSS was trading at 10098.00. The strike last trading price was 153, which was -47.9 lower than the previous day. The implied volatity was 35.4, the open interest changed by -1 which decreased total open position to 81
On 3 Jun OFSS was trading at 9997.50. The strike last trading price was 204, which was 105.3 higher than the previous day. The implied volatity was 35.08, the open interest changed by 17 which increased total open position to 81
On 2 Jun OFSS was trading at 10344.50. The strike last trading price was 94, which was -41.95 lower than the previous day. The implied volatity was 32.02, the open interest changed by -15 which decreased total open position to 64
On 1 Jun OFSS was trading at 10191.00. The strike last trading price was 137.5, which was -74 lower than the previous day. The implied volatity was 33.32, the open interest changed by 5 which increased total open position to 79
On 29 May OFSS was trading at 9964.00. The strike last trading price was 215.95, which was 48.95 higher than the previous day. The implied volatity was 33.52, the open interest changed by 3 which increased total open position to 73
On 27 May OFSS was trading at 10299.50. The strike last trading price was 167, which was -132.75 lower than the previous day. The implied volatity was 36.38, the open interest changed by 18 which increased total open position to 75
On 26 May OFSS was trading at 9882.00. The strike last trading price was 295, which was -62.55 lower than the previous day. The implied volatity was 36.95, the open interest changed by 22 which increased total open position to 57
On 25 May OFSS was trading at 9703.00. The strike last trading price was 337.2, which was -111.6 lower than the previous day. The implied volatity was 34.18, the open interest changed by 25 which increased total open position to 35
On 22 May OFSS was trading at 9525.00. The strike last trading price was 448.8, which was 82.25 higher than the previous day. The implied volatity was 35, the open interest changed by 4 which increased total open position to 10
On 21 May OFSS was trading at 9730.50. The strike last trading price was 366.55, which was -108.7 lower than the previous day. The implied volatity was 36.82, the open interest changed by 3 which increased total open position to 5
On 20 May OFSS was trading at 9703.50. The strike last trading price was 475.25, which was 0 lower than the previous day. The implied volatity was 40.68, the open interest changed by 0 which decreased total open position to 2
On 19 May OFSS was trading at 9646.00. The strike last trading price was 465.25, which was -143.2 lower than the previous day. The implied volatity was 40.68, the open interest changed by 1 which increased total open position to 1
On 18 May OFSS was trading at 9408.50. The strike last trading price was 0, which was -608.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 15 May OFSS was trading at 9015.00. The strike last trading price was 0, which was -608.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 May OFSS was trading at 8904.50. The strike last trading price was 0, which was -608.45 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 13 May OFSS was trading at 8928.50. The strike last trading price was 0, which was -608.45 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 12 May OFSS was trading at 9010.50. The strike last trading price was 0, which was -608.45 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 11 May OFSS was trading at 9239.50. The strike last trading price was 0, which was -608.45 lower than the previous day. The implied volatity was 0, the open interest changed by 0 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 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 May OFSS was trading at 9498.50. 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
On 6 May OFSS was trading at 9694.50. 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
On 5 May OFSS was trading at 9707.00. 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 28 Apr OFSS was trading at 9570.00. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 27 Apr OFSS was trading at 9360.00. 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
