Historical option data for OFSS
26 May 2026 04:10 PM IST
| OFSS 30-Jun-2026 (34d) 9700 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.64
Vega: 0.11
Theta: -4.64
Gamma: 0.00048
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 26 May | 9882.00 | 448 | 95.9 (27.24%) | 25.17 | 432 | 28 | 267 | |||||||||
| 25 May | 9703.00 | 358 | 35.65 (11.06%) | 25.82 | 504 | 107 | 239 | |||||||||
| 22 May | 9525.00 | 320.6 | -115.8 (-26.54%) | 30.03 | 276 | 60 | 131 | |||||||||
| 21 May | 9730.50 | 429.2 | -5.35 (-1.23%) | 29.69 | 97 | 51 | 70 | |||||||||
| 20 May | 9703.50 | 434.55 | 13.55 (3.22%) | 31.49 | 36 | 6 | 19 | |||||||||
| 19 May | 9646.00 | 421 | -124.3 (-22.79%) | 30.68 | 41 | 13 | 13 | |||||||||
| 18 May | 9408.50 | 0 | -545.3 (-100.00%) | - | 0 | 0 | 0 | |||||||||
| 15 May | 9015.00 | 0 | -545.3 (-100.00%) | - | 0 | 0 | 0 | |||||||||
| 14 May | 8904.50 | 0 | -545.3 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 13 May | 8928.50 | 0 | -545.3 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 12 May | 9010.50 | 0 | -545.3 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 11 May | 9239.50 | 0 | -545.3 (-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 | |||||||||
For Oracle Fin Serv Soft Ltd. - strike price 9700 expiring on 30JUN2026
Delta for 9700 CE is 0.64
Historical price for 9700 CE is as follows
On 26 May OFSS was trading at 9882.00. The strike last trading price was 448, which was 95.9 higher than the previous day. The implied volatity was 25.17, the open interest changed by 28 which increased total open position to 267
On 25 May OFSS was trading at 9703.00. The strike last trading price was 358, which was 35.65 higher than the previous day. The implied volatity was 25.82, the open interest changed by 107 which increased total open position to 239
On 22 May OFSS was trading at 9525.00. The strike last trading price was 320.6, which was -115.8 lower than the previous day. The implied volatity was 30.03, the open interest changed by 60 which increased total open position to 131
On 21 May OFSS was trading at 9730.50. The strike last trading price was 429.2, which was -5.35 lower than the previous day. The implied volatity was 29.69, the open interest changed by 51 which increased total open position to 70
On 20 May OFSS was trading at 9703.50. The strike last trading price was 434.55, which was 13.55 higher than the previous day. The implied volatity was 31.49, the open interest changed by 6 which increased total open position to 19
On 19 May OFSS was trading at 9646.00. The strike last trading price was 421, which was -124.3 lower than the previous day. The implied volatity was 30.68, the open interest changed by 13 which increased total open position to 13
On 18 May OFSS was trading at 9408.50. The strike last trading price was 0, which was -545.3 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 -545.3 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 -545.3 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 -545.3 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 -545.3 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 -545.3 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
| OFSS 30-Jun-2026 (34d) 9700 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.39
Vega: 0.12
Theta: -5.61
Gamma: 0.00032
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 26 May | 9882.00 | 354.9 | -50.75 (-12.51%) | 38.73 | 153 | 4 | 269 |
| 25 May | 9703.00 | 385 | -116.85 (-23.28%) | 35.62 | 254 | 69 | 264 |
| 22 May | 9525.00 | 501.8 | 76.7 (18.04%) | 34.97 | 47 | 2 | 195 |
| 21 May | 9730.50 | 426.9 | -25.8 (-5.70%) | 35.6 | 93 | 4 | 193 |
| 20 May | 9703.50 | 449 | -27.2 (-5.71%) | 36.72 | 160 | 4 | 189 |
| 19 May | 9646.00 | 470.5 | -192.4 (-29.02%) | 37.27 | 332 | 185 | 185 |
| 18 May | 9408.50 | 0 | -662.9 (-100.00%) | - | 0 | 0 | 0 |
| 15 May | 9015.00 | 0 | -662.9 (-100.00%) | - | 0 | 0 | 0 |
| 14 May | 8904.50 | 0 | -662.9 (-100.00%) | 0 | 0 | 0 | 0 |
| 13 May | 8928.50 | 0 | -662.9 (-100.00%) | 0 | 0 | 0 | 0 |
| 12 May | 9010.50 | 0 | -662.9 (-100.00%) | 0 | 0 | 0 | 0 |
| 11 May | 9239.50 | 0 | -662.9 (-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 |
For Oracle Fin Serv Soft Ltd. - strike price 9700 expiring on 30JUN2026
Delta for 9700 PE is -0.39
Historical price for 9700 PE is as follows
On 26 May OFSS was trading at 9882.00. The strike last trading price was 354.9, which was -50.75 lower than the previous day. The implied volatity was 38.73, the open interest changed by 4 which increased total open position to 269
On 25 May OFSS was trading at 9703.00. The strike last trading price was 385, which was -116.85 lower than the previous day. The implied volatity was 35.62, the open interest changed by 69 which increased total open position to 264
On 22 May OFSS was trading at 9525.00. The strike last trading price was 501.8, which was 76.7 higher than the previous day. The implied volatity was 34.97, the open interest changed by 2 which increased total open position to 195
On 21 May OFSS was trading at 9730.50. The strike last trading price was 426.9, which was -25.8 lower than the previous day. The implied volatity was 35.6, the open interest changed by 4 which increased total open position to 193
On 20 May OFSS was trading at 9703.50. The strike last trading price was 449, which was -27.2 lower than the previous day. The implied volatity was 36.72, the open interest changed by 4 which increased total open position to 189
On 19 May OFSS was trading at 9646.00. The strike last trading price was 470.5, which was -192.4 lower than the previous day. The implied volatity was 37.27, the open interest changed by 185 which increased total open position to 185
On 18 May OFSS was trading at 9408.50. The strike last trading price was 0, which was -662.9 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 -662.9 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 -662.9 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 -662.9 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 -662.9 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 -662.9 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
