OFSS
Oracle Fin Serv Soft Ltd.
Historical option data for OFSS
21 Sep 2025 04:13 PM IST
OFSS 30SEP2025 9100 CE | ||||||||||||||||
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Delta: 0.48
Vega: 6.24
Theta: -9.43
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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21 Sept | 9018.00 | 164 | -101 | 29.25 | 1,912 | 49 | 740 | |||||||||
14 Sept | 8979.00 | 180 | -98.8 | 27.56 | 245 | -159 | 801 |
For Oracle Fin Serv Soft Ltd. - strike price 9100 expiring on 30SEP2025
Delta for 9100 CE is 0.48
Historical price for 9100 CE is as follows
On 21 Sept OFSS was trading at 9018.00. The strike last trading price was 164, which was -101 lower than the previous day. The implied volatity was 29.25, the open interest changed by 49 which increased total open position to 740
On 14 Sept OFSS was trading at 8979.00. The strike last trading price was 180, which was -98.8 lower than the previous day. The implied volatity was 27.56, the open interest changed by -159 which decreased total open position to 801
OFSS 30SEP2025 9100 PE | |||||||
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Delta: -0.53
Vega: 6.24
Theta: -6.67
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
21 Sept | 9018.00 | 198.1 | 46.25 | 28.29 | 1,769 | -60 | 413 |
14 Sept | 8979.00 | 231.05 | 15.6 | 22.49 | 383 | -269 | 584 |
For Oracle Fin Serv Soft Ltd. - strike price 9100 expiring on 30SEP2025
Delta for 9100 PE is -0.53
Historical price for 9100 PE is as follows
On 21 Sept OFSS was trading at 9018.00. The strike last trading price was 198.1, which was 46.25 higher than the previous day. The implied volatity was 28.29, the open interest changed by -60 which decreased total open position to 413
On 14 Sept OFSS was trading at 8979.00. The strike last trading price was 231.05, which was 15.6 higher than the previous day. The implied volatity was 22.49, the open interest changed by -269 which decreased total open position to 584