OFSS
Oracle Fin Serv Soft Ltd.
Historical option data for OFSS
21 Sep 2025 04:13 PM IST
OFSS 30SEP2025 8800 CE | ||||||||||||||||
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Delta: 0.72
Vega: 5.32
Theta: -9.16
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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21 Sept | 9018.00 | 347.55 | -101.8 | 30.94 | 125 | -57 | 241 | |||||||||
14 Sept | 8979.00 | 265 | -203.5 | 16.79 | 18 | -17 | 305 |
For Oracle Fin Serv Soft Ltd. - strike price 8800 expiring on 30SEP2025
Delta for 8800 CE is 0.72
Historical price for 8800 CE is as follows
On 21 Sept OFSS was trading at 9018.00. The strike last trading price was 347.55, which was -101.8 lower than the previous day. The implied volatity was 30.94, the open interest changed by -57 which decreased total open position to 241
On 14 Sept OFSS was trading at 8979.00. The strike last trading price was 265, which was -203.5 lower than the previous day. The implied volatity was 16.79, the open interest changed by -17 which decreased total open position to 305
OFSS 30SEP2025 8800 PE | |||||||
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Delta: -0.27
Vega: 5.20
Theta: -6.08
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
21 Sept | 9018.00 | 76.7 | 12.2 | 28.69 | 1,072 | -132 | 797 |
14 Sept | 8979.00 | 130 | 28.85 | 27.61 | 522 | -473 | 1,101 |
For Oracle Fin Serv Soft Ltd. - strike price 8800 expiring on 30SEP2025
Delta for 8800 PE is -0.27
Historical price for 8800 PE is as follows
On 21 Sept OFSS was trading at 9018.00. The strike last trading price was 76.7, which was 12.2 higher than the previous day. The implied volatity was 28.69, the open interest changed by -132 which decreased total open position to 797
On 14 Sept OFSS was trading at 8979.00. The strike last trading price was 130, which was 28.85 higher than the previous day. The implied volatity was 27.61, the open interest changed by -473 which decreased total open position to 1101