OFSS
Oracle Fin Serv Soft Ltd.
Historical option data for OFSS
21 Sep 2025 04:13 PM IST
| OFSS 30SEP2025 8600 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.81
Vega: 4.26
Theta: -8.75
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 9018.00 | 518.65 | -80.3 | 35.53 | 112 | -6 | 160 | |||||||||
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| 14 Sept | 8979.00 | 510 | -109.25 | 32.58 | 11 | -11 | 186 | |||||||||
| 17 Aug | 8586.50 | 380 | -202.15 | 27.27 | 5 | 3 | 5 | |||||||||
For Oracle Fin Serv Soft Ltd. - strike price 8600 expiring on 30SEP2025
Delta for 8600 CE is 0.81
Historical price for 8600 CE is as follows
On 21 Sept OFSS was trading at 9018.00. The strike last trading price was 518.65, which was -80.3 lower than the previous day. The implied volatity was 35.53, the open interest changed by -6 which decreased total open position to 160
On 14 Sept OFSS was trading at 8979.00. The strike last trading price was 510, which was -109.25 lower than the previous day. The implied volatity was 32.58, the open interest changed by -11 which decreased total open position to 186
On 17 Aug OFSS was trading at 8586.50. The strike last trading price was 380, which was -202.15 lower than the previous day. The implied volatity was 27.27, the open interest changed by 3 which increased total open position to 5
| OFSS 30SEP2025 8600 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.15
Vega: 3.64
Theta: -4.52
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 9018.00 | 36.6 | 4.2 | 29.57 | 1,124 | 166 | 733 |
| 14 Sept | 8979.00 | 69.15 | 9.9 | 27.75 | 276 | -238 | 713 |
| 17 Aug | 8586.50 | 526.65 | 0 | 0.79 | 0 | 0 | 0 |
For Oracle Fin Serv Soft Ltd. - strike price 8600 expiring on 30SEP2025
Delta for 8600 PE is -0.15
Historical price for 8600 PE is as follows
On 21 Sept OFSS was trading at 9018.00. The strike last trading price was 36.6, which was 4.2 higher than the previous day. The implied volatity was 29.57, the open interest changed by 166 which increased total open position to 733
On 14 Sept OFSS was trading at 8979.00. The strike last trading price was 69.15, which was 9.9 higher than the previous day. The implied volatity was 27.75, the open interest changed by -238 which decreased total open position to 713
On 17 Aug OFSS was trading at 8586.50. The strike last trading price was 526.65, which was 0 lower than the previous day. The implied volatity was 0.79, the open interest changed by 0 which decreased total open position to 0
