OFSS
Oracle Fin Serv Soft Ltd.
Historical option data for OFSS
21 Sep 2025 04:13 PM IST
| OFSS 30SEP2025 8000 CE | ||||||||||||||||
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Delta: 0.92
Vega: 2.40
Theta: -7.80
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 9018.00 | 1089.55 | -176.15 | 53.51 | 4 | -4 | 21 | |||||||||
| 14 Sept | 8979.00 | 1265.7 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Oracle Fin Serv Soft Ltd. - strike price 8000 expiring on 30SEP2025
Delta for 8000 CE is 0.92
Historical price for 8000 CE is as follows
On 21 Sept OFSS was trading at 9018.00. The strike last trading price was 1089.55, which was -176.15 lower than the previous day. The implied volatity was 53.51, the open interest changed by -4 which decreased total open position to 21
On 14 Sept OFSS was trading at 8979.00. The strike last trading price was 1265.7, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
| OFSS 30SEP2025 8000 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.04
Vega: 1.39
Theta: -2.57
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 9018.00 | 11.5 | 0.35 | 42.26 | 822 | 16 | 1,729 |
| 14 Sept | 8979.00 | 20.05 | 1.35 | 35.98 | 901 | -873 | 1,971 |
For Oracle Fin Serv Soft Ltd. - strike price 8000 expiring on 30SEP2025
Delta for 8000 PE is -0.04
Historical price for 8000 PE is as follows
On 21 Sept OFSS was trading at 9018.00. The strike last trading price was 11.5, which was 0.35 higher than the previous day. The implied volatity was 42.26, the open interest changed by 16 which increased total open position to 1729
On 14 Sept OFSS was trading at 8979.00. The strike last trading price was 20.05, which was 1.35 higher than the previous day. The implied volatity was 35.98, the open interest changed by -873 which decreased total open position to 1971
