OFSS
Oracle Fin Serv Soft Ltd.
Historical option data for OFSS
21 Sep 2025 04:13 PM IST
| OFSS 30SEP2025 8400 CE | ||||||||||||||||
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Delta: 0.90
Vega: 2.72
Theta: -6.31
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 9018.00 | 683.5 | -76.5 | 34.52 | 32 | -28 | 90 | |||||||||
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| 14 Sept | 8979.00 | 728 | -60.4 | 39.77 | 1 | -1 | 121 | |||||||||
For Oracle Fin Serv Soft Ltd. - strike price 8400 expiring on 30SEP2025
Delta for 8400 CE is 0.90
Historical price for 8400 CE is as follows
On 21 Sept OFSS was trading at 9018.00. The strike last trading price was 683.5, which was -76.5 lower than the previous day. The implied volatity was 34.52, the open interest changed by -28 which decreased total open position to 90
On 14 Sept OFSS was trading at 8979.00. The strike last trading price was 728, which was -60.4 lower than the previous day. The implied volatity was 39.77, the open interest changed by -1 which decreased total open position to 121
| OFSS 30SEP2025 8400 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.09
Vega: 2.64
Theta: -3.84
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 9018.00 | 24.2 | 3.75 | 33.95 | 491 | -125 | 442 |
| 14 Sept | 8979.00 | 26 | -12.3 | 25.58 | 111 | -58 | 738 |
For Oracle Fin Serv Soft Ltd. - strike price 8400 expiring on 30SEP2025
Delta for 8400 PE is -0.09
Historical price for 8400 PE is as follows
On 21 Sept OFSS was trading at 9018.00. The strike last trading price was 24.2, which was 3.75 higher than the previous day. The implied volatity was 33.95, the open interest changed by -125 which decreased total open position to 442
On 14 Sept OFSS was trading at 8979.00. The strike last trading price was 26, which was -12.3 lower than the previous day. The implied volatity was 25.58, the open interest changed by -58 which decreased total open position to 738
