OFSS
Oracle Fin Serv Soft Ltd.
Historical option data for OFSS
21 Sep 2025 04:13 PM IST
| OFSS 30SEP2025 8500 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.84
Vega: 3.82
Theta: -8.54
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 9018.00 | 610.15 | -134.85 | 38.23 | 71 | -10 | 187 | |||||||||
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| 14 Sept | 8979.00 | 687.95 | -37.2 | 50.11 | 3 | -3 | 231 | |||||||||
| 17 Aug | 8586.50 | 500 | 100 | 32.32 | 4 | 0 | 9 | |||||||||
For Oracle Fin Serv Soft Ltd. - strike price 8500 expiring on 30SEP2025
Delta for 8500 CE is 0.84
Historical price for 8500 CE is as follows
On 21 Sept OFSS was trading at 9018.00. The strike last trading price was 610.15, which was -134.85 lower than the previous day. The implied volatity was 38.23, the open interest changed by -10 which decreased total open position to 187
On 14 Sept OFSS was trading at 8979.00. The strike last trading price was 687.95, which was -37.2 lower than the previous day. The implied volatity was 50.11, the open interest changed by -3 which decreased total open position to 231
On 17 Aug OFSS was trading at 8586.50. The strike last trading price was 500, which was 100 higher than the previous day. The implied volatity was 32.32, the open interest changed by 0 which decreased total open position to 9
| OFSS 30SEP2025 8500 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.12
Vega: 3.11
Theta: -4.19
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 9018.00 | 29.65 | -0.65 | 31.79 | 1,698 | -72 | 1,156 |
| 14 Sept | 8979.00 | 54.5 | 7.1 | 28.55 | 642 | -587 | 1,489 |
| 17 Aug | 8586.50 | 286 | 0 | 0.00 | 0 | 0 | 0 |
For Oracle Fin Serv Soft Ltd. - strike price 8500 expiring on 30SEP2025
Delta for 8500 PE is -0.12
Historical price for 8500 PE is as follows
On 21 Sept OFSS was trading at 9018.00. The strike last trading price was 29.65, which was -0.65 lower than the previous day. The implied volatity was 31.79, the open interest changed by -72 which decreased total open position to 1156
On 14 Sept OFSS was trading at 8979.00. The strike last trading price was 54.5, which was 7.1 higher than the previous day. The implied volatity was 28.55, the open interest changed by -587 which decreased total open position to 1489
On 17 Aug OFSS was trading at 8586.50. The strike last trading price was 286, 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
