OFSS
Oracle Fin Serv Soft Ltd.
Historical option data for OFSS
21 Sep 2025 04:13 PM IST
OFSS 30SEP2025 9000 CE | ||||||||||||||||
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Delta: 0.56
Vega: 6.18
Theta: -9.61
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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21 Sept | 9018.00 | 215 | -111.45 | 29.46 | 1,617 | -276 | 782 | |||||||||
14 Sept | 8979.00 | 225 | -110.05 | 27.43 | 170 | -110 | 1,211 |
For Oracle Fin Serv Soft Ltd. - strike price 9000 expiring on 30SEP2025
Delta for 9000 CE is 0.56
Historical price for 9000 CE is as follows
On 21 Sept OFSS was trading at 9018.00. The strike last trading price was 215, which was -111.45 lower than the previous day. The implied volatity was 29.46, the open interest changed by -276 which decreased total open position to 782
On 14 Sept OFSS was trading at 8979.00. The strike last trading price was 225, which was -110.05 lower than the previous day. The implied volatity was 27.43, the open interest changed by -110 which decreased total open position to 1211
OFSS 30SEP2025 9000 PE | |||||||
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Delta: -0.44
Vega: 6.17
Theta: -6.54
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
21 Sept | 9018.00 | 142 | 28.5 | 27.29 | 3,110 | -347 | 1,007 |
14 Sept | 8979.00 | 206 | 38.5 | 26.84 | 747 | -505 | 1,509 |
For Oracle Fin Serv Soft Ltd. - strike price 9000 expiring on 30SEP2025
Delta for 9000 PE is -0.44
Historical price for 9000 PE is as follows
On 21 Sept OFSS was trading at 9018.00. The strike last trading price was 142, which was 28.5 higher than the previous day. The implied volatity was 27.29, the open interest changed by -347 which decreased total open position to 1007
On 14 Sept OFSS was trading at 8979.00. The strike last trading price was 206, which was 38.5 higher than the previous day. The implied volatity was 26.84, the open interest changed by -505 which decreased total open position to 1509