OFSS
Oracle Fin Serv Soft Ltd.
Historical option data for OFSS
21 Sep 2025 04:13 PM IST
| OFSS 30SEP2025 8900 CE | ||||||||||||||||
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Delta: 0.64
Vega: 5.87
Theta: -9.83
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 9018.00 | 283.45 | -21.65 | 31.21 | 70 | 11 | 124 | |||||||||
| 14 Sept | 8979.00 | 324 | -65.05 | 33.34 | 10 | -4 | 126 | |||||||||
For Oracle Fin Serv Soft Ltd. - strike price 8900 expiring on 30SEP2025
Delta for 8900 CE is 0.64
Historical price for 8900 CE is as follows
On 21 Sept OFSS was trading at 9018.00. The strike last trading price was 283.45, which was -21.65 lower than the previous day. The implied volatity was 31.21, the open interest changed by 11 which increased total open position to 124
On 14 Sept OFSS was trading at 8979.00. The strike last trading price was 324, which was -65.05 lower than the previous day. The implied volatity was 33.34, the open interest changed by -4 which decreased total open position to 126
| OFSS 30SEP2025 8900 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.35
Vega: 5.80
Theta: -6.55
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 9018.00 | 106.65 | 16.75 | 28.21 | 900 | 18 | 368 |
| 14 Sept | 8979.00 | 169 | 37.95 | 27.92 | 244 | -222 | 438 |
For Oracle Fin Serv Soft Ltd. - strike price 8900 expiring on 30SEP2025
Delta for 8900 PE is -0.35
Historical price for 8900 PE is as follows
On 21 Sept OFSS was trading at 9018.00. The strike last trading price was 106.65, which was 16.75 higher than the previous day. The implied volatity was 28.21, the open interest changed by 18 which increased total open position to 368
On 14 Sept OFSS was trading at 8979.00. The strike last trading price was 169, which was 37.95 higher than the previous day. The implied volatity was 27.92, the open interest changed by -222 which decreased total open position to 438
