OFSS
Oracle Fin Serv Soft Ltd.
Historical option data for OFSS
21 Sep 2025 04:13 PM IST
| OFSS 30SEP2025 8300 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.88
Vega: 3.07
Theta: -8.07
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 9018.00 | 797.8 | 20.1 | 43.69 | 11 | -5 | 33 | |||||||||
| 14 Sept | 8979.00 | 909.35 | 14.6 | 0.00 | 0 | 0 | 0 | |||||||||
For Oracle Fin Serv Soft Ltd. - strike price 8300 expiring on 30SEP2025
Delta for 8300 CE is 0.88
Historical price for 8300 CE is as follows
On 21 Sept OFSS was trading at 9018.00. The strike last trading price was 797.8, which was 20.1 higher than the previous day. The implied volatity was 43.69, the open interest changed by -5 which decreased total open position to 33
On 14 Sept OFSS was trading at 8979.00. The strike last trading price was 909.35, which was 14.6 higher 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 8300 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.07
Vega: 2.12
Theta: -3.20
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 9018.00 | 17.65 | 0.45 | 35.04 | 194 | 18 | 207 |
| 14 Sept | 8979.00 | 27.5 | -3.05 | 29.10 | 144 | -131 | 238 |
For Oracle Fin Serv Soft Ltd. - strike price 8300 expiring on 30SEP2025
Delta for 8300 PE is -0.07
Historical price for 8300 PE is as follows
On 21 Sept OFSS was trading at 9018.00. The strike last trading price was 17.65, which was 0.45 higher than the previous day. The implied volatity was 35.04, the open interest changed by 18 which increased total open position to 207
On 14 Sept OFSS was trading at 8979.00. The strike last trading price was 27.5, which was -3.05 lower than the previous day. The implied volatity was 29.10, the open interest changed by -131 which decreased total open position to 238
