Historical option data for OFSS
27 May 2026 04:10 PM IST
| OFSS 30-Jun-2026 (33d) 9830 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.77
Vega: 0.1
Theta: -3.74
Gamma: 0.00041
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 27 May | 10299.50 | 611.15 | 235.5 (62.69%) | 23.48 | 67 | -19 | 99 | |||||||||
| 26 May | 9882.00 | 387.4 | 54.4 (16.34%) | 26.83 | 188 | 110 | 119 | |||||||||
| 25 May | 9703.00 | 333 | -148.8 (-30.88%) | 28.98 | 27 | 0 | 0 | |||||||||
| 18 May | 9408.50 | 0 | -481.8 (-100.00%) | - | 0 | 0 | 0 | |||||||||
| 15 May | 9015.00 | 0 | -481.8 (-100.00%) | - | 0 | 0 | 0 | |||||||||
| 14 May | 8904.50 | 0 | -481.8 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 13 May | 8928.50 | 0 | -481.8 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 12 May | 9010.50 | 0 | -481.8 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 11 May | 9239.50 | 0 | -481.8 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 8 May | 9345.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 May | 9498.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Oracle Fin Serv Soft Ltd. - strike price 9830 expiring on 30JUN2026
Delta for 9830 CE is 0.77
Historical price for 9830 CE is as follows
On 27 May OFSS was trading at 10299.50. The strike last trading price was 611.15, which was 235.5 higher than the previous day. The implied volatity was 23.48, the open interest changed by -19 which decreased total open position to 99
On 26 May OFSS was trading at 9882.00. The strike last trading price was 387.4, which was 54.4 higher than the previous day. The implied volatity was 26.83, the open interest changed by 110 which increased total open position to 119
On 25 May OFSS was trading at 9703.00. The strike last trading price was 333, which was -148.8 lower than the previous day. The implied volatity was 28.98, 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 -481.8 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 -481.8 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 -481.8 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 -481.8 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 -481.8 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 -481.8 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
| OFSS 30-Jun-2026 (33d) 9830 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.31
Vega: 0.11
Theta: -5.11
Gamma: 0.0003
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 27 May | 10299.50 | 248.6 | -160.95 (-39.30%) | 37.34 | 63 | 27 | 152 |
| 26 May | 9882.00 | 409.45 | -57.55 (-12.32%) | 37.33 | 148 | 20 | 21 |
| 25 May | 9703.00 | 467 | -444.15 (-48.75%) | 36.14 | 2 | 0 | 0 |
| 18 May | 9408.50 | 0 | -911.15 (-100.00%) | - | 0 | 0 | 0 |
| 15 May | 9015.00 | 0 | -911.15 (-100.00%) | - | 0 | 0 | 0 |
| 14 May | 8904.50 | 0 | -911.15 (-100.00%) | 0 | 0 | 0 | 0 |
| 13 May | 8928.50 | 0 | -911.15 (-100.00%) | 0 | 0 | 0 | 0 |
| 12 May | 9010.50 | 0 | -911.15 (-100.00%) | 0 | 0 | 0 | 0 |
| 11 May | 9239.50 | 0 | -911.15 (-100.00%) | 0 | 0 | 0 | 0 |
| 8 May | 9345.50 | 0 | 0 | - | 0 | 0 | 0 |
| 7 May | 9498.50 | 0 | 0 | - | 0 | 0 | 0 |
For Oracle Fin Serv Soft Ltd. - strike price 9830 expiring on 30JUN2026
Delta for 9830 PE is -0.31
Historical price for 9830 PE is as follows
On 27 May OFSS was trading at 10299.50. The strike last trading price was 248.6, which was -160.95 lower than the previous day. The implied volatity was 37.34, the open interest changed by 27 which increased total open position to 152
On 26 May OFSS was trading at 9882.00. The strike last trading price was 409.45, which was -57.55 lower than the previous day. The implied volatity was 37.33, the open interest changed by 20 which increased total open position to 21
On 25 May OFSS was trading at 9703.00. The strike last trading price was 467, which was -444.15 lower than the previous day. The implied volatity was 36.14, 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 -911.15 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 -911.15 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 -911.15 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 -911.15 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 -911.15 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 -911.15 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
