OFSS
Oracle Fin Serv Soft Ltd.
Historical option data for OFSS
21 Sep 2025 04:13 PM IST
| OFSS 30SEP2025 8700 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.77
Vega: 4.75
Theta: -8.87
Gamma: 0.00
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
|
|
||||||||||||||||
| 21 Sept | 9018.00 | 429.05 | -107.45 | 32.75 | 40 | 8 | 105 | |||||||||
| 14 Sept | 8979.00 | 400 | -149.15 | 27.64 | 41 | -41 | 181 | |||||||||
For Oracle Fin Serv Soft Ltd. - strike price 8700 expiring on 30SEP2025
Delta for 8700 CE is 0.77
Historical price for 8700 CE is as follows
On 21 Sept OFSS was trading at 9018.00. The strike last trading price was 429.05, which was -107.45 lower than the previous day. The implied volatity was 32.75, the open interest changed by 8 which increased total open position to 105
On 14 Sept OFSS was trading at 8979.00. The strike last trading price was 400, which was -149.15 lower than the previous day. The implied volatity was 27.64, the open interest changed by -41 which decreased total open position to 181
| OFSS 30SEP2025 8700 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.20
Vega: 4.43
Theta: -5.32
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 9018.00 | 53 | 9.6 | 28.98 | 931 | 16 | 676 |
| 14 Sept | 8979.00 | 100.05 | 22.8 | 28.48 | 385 | -375 | 749 |
For Oracle Fin Serv Soft Ltd. - strike price 8700 expiring on 30SEP2025
Delta for 8700 PE is -0.20
Historical price for 8700 PE is as follows
On 21 Sept OFSS was trading at 9018.00. The strike last trading price was 53, which was 9.6 higher than the previous day. The implied volatity was 28.98, the open interest changed by 16 which increased total open position to 676
On 14 Sept OFSS was trading at 8979.00. The strike last trading price was 100.05, which was 22.8 higher than the previous day. The implied volatity was 28.48, the open interest changed by -375 which decreased total open position to 749
