OFSS
Oracle Fin Serv Soft Ltd.
Historical option data for OFSS
21 Sep 2025 04:13 PM IST
OFSS 30SEP2025 8200 CE | ||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Delta: 0.82
Vega: 4.11
Theta: -14.28
Gamma: 0.00
|
||||||||||||||||
Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
21 Sept | 9018.00 | 965.35 | -159.65 | 66.95 | 1 | 0 | 40 | |||||||||
|
||||||||||||||||
14 Sept | 8979.00 | 1125 | 0 | 0.00 | 0 | 0 | 0 |
For Oracle Fin Serv Soft Ltd. - strike price 8200 expiring on 30SEP2025
Delta for 8200 CE is 0.82
Historical price for 8200 CE is as follows
On 21 Sept OFSS was trading at 9018.00. The strike last trading price was 965.35, which was -159.65 lower than the previous day. The implied volatity was 66.95, the open interest changed by 0 which decreased total open position to 40
On 14 Sept OFSS was trading at 8979.00. The strike last trading price was 1125, 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 8200 PE | |||||||
---|---|---|---|---|---|---|---|
Delta: -0.06
Vega: 1.75
Theta: -2.79
Gamma: 0.00
|
|||||||
Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
21 Sept | 9018.00 | 13.9 | 0.9 | 36.75 | 176 | -44 | 348 |
14 Sept | 8979.00 | 22.1 | -3.1 | 30.36 | 51 | -51 | 430 |
For Oracle Fin Serv Soft Ltd. - strike price 8200 expiring on 30SEP2025
Delta for 8200 PE is -0.06
Historical price for 8200 PE is as follows
On 21 Sept OFSS was trading at 9018.00. The strike last trading price was 13.9, which was 0.9 higher than the previous day. The implied volatity was 36.75, the open interest changed by -44 which decreased total open position to 348
On 14 Sept OFSS was trading at 8979.00. The strike last trading price was 22.1, which was -3.1 lower than the previous day. The implied volatity was 30.36, the open interest changed by -51 which decreased total open position to 430