OFSS
Oracle Fin Serv Soft Ltd.
Historical option data for OFSS
21 Sep 2025 04:13 PM IST
OFSS 30SEP2025 10000 CE | ||||||||||||||||
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Delta: 0.07
Vega: 2.14
Theta: -3.87
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
21 Sept | 9018.00 | 18.45 | -11.05 | 37.99 | 3,964 | 229 | 3,228 | |||||||||
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14 Sept | 8979.00 | 25 | -28.55 | 33.16 | 1,748 | -1,636 | 4,597 |
For Oracle Fin Serv Soft Ltd. - strike price 10000 expiring on 30SEP2025
Delta for 10000 CE is 0.07
Historical price for 10000 CE is as follows
On 21 Sept OFSS was trading at 9018.00. The strike last trading price was 18.45, which was -11.05 lower than the previous day. The implied volatity was 37.99, the open interest changed by 229 which increased total open position to 3228
On 14 Sept OFSS was trading at 8979.00. The strike last trading price was 25, which was -28.55 lower than the previous day. The implied volatity was 33.16, the open interest changed by -1636 which decreased total open position to 4597
OFSS 30SEP2025 10000 PE | |||||||
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Delta: -0.90
Vega: 2.71
Theta: -2.76
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
21 Sept | 9018.00 | 967.35 | -32.65 | 42.72 | 9 | 5 | 52 |
14 Sept | 8979.00 | 1000 | 124.7 | 27.01 | 18 | -16 | 49 |
For Oracle Fin Serv Soft Ltd. - strike price 10000 expiring on 30SEP2025
Delta for 10000 PE is -0.90
Historical price for 10000 PE is as follows
On 21 Sept OFSS was trading at 9018.00. The strike last trading price was 967.35, which was -32.65 lower than the previous day. The implied volatity was 42.72, the open interest changed by 5 which increased total open position to 52
On 14 Sept OFSS was trading at 8979.00. The strike last trading price was 1000, which was 124.7 higher than the previous day. The implied volatity was 27.01, the open interest changed by -16 which decreased total open position to 49