OFSS
Oracle Fin Serv Soft Ltd.
Historical option data for OFSS
21 Sep 2025 04:13 PM IST
| OFSS 30SEP2025 9300 CE | ||||||||||||||||
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Delta: 0.32
Vega: 5.57
Theta: -8.30
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 9018.00 | 92.7 | -69.05 | 29.79 | 1,794 | 211 | 1,343 | |||||||||
| 14 Sept | 8979.00 | 112 | -84.8 | 28.04 | 334 | -245 | 1,381 | |||||||||
For Oracle Fin Serv Soft Ltd. - strike price 9300 expiring on 30SEP2025
Delta for 9300 CE is 0.32
Historical price for 9300 CE is as follows
On 21 Sept OFSS was trading at 9018.00. The strike last trading price was 92.7, which was -69.05 lower than the previous day. The implied volatity was 29.79, the open interest changed by 211 which increased total open position to 1343
On 14 Sept OFSS was trading at 8979.00. The strike last trading price was 112, which was -84.8 lower than the previous day. The implied volatity was 28.04, the open interest changed by -245 which decreased total open position to 1381
| OFSS 30SEP2025 9300 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.69
Vega: 5.51
Theta: -5.33
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 9018.00 | 325 | 74.1 | 28.49 | 303 | -8 | 627 |
| 14 Sept | 8979.00 | 420 | 93 | 31.33 | 115 | -80 | 682 |
For Oracle Fin Serv Soft Ltd. - strike price 9300 expiring on 30SEP2025
Delta for 9300 PE is -0.69
Historical price for 9300 PE is as follows
On 21 Sept OFSS was trading at 9018.00. The strike last trading price was 325, which was 74.1 higher than the previous day. The implied volatity was 28.49, the open interest changed by -8 which decreased total open position to 627
On 14 Sept OFSS was trading at 8979.00. The strike last trading price was 420, which was 93 higher than the previous day. The implied volatity was 31.33, the open interest changed by -80 which decreased total open position to 682
