OFSS
Oracle Fin Serv Soft Ltd.
Historical option data for OFSS
21 Sep 2025 04:13 PM IST
OFSS 30SEP2025 9400 CE | ||||||||||||||||
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Delta: 0.25
Vega: 5.03
Theta: -7.70
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
21 Sept | 9018.00 | 72.35 | -56.65 | 30.96 | 1,938 | -35 | 1,198 | |||||||||
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14 Sept | 8979.00 | 83.45 | -78.45 | 28.03 | 377 | -249 | 1,523 |
For Oracle Fin Serv Soft Ltd. - strike price 9400 expiring on 30SEP2025
Delta for 9400 CE is 0.25
Historical price for 9400 CE is as follows
On 21 Sept OFSS was trading at 9018.00. The strike last trading price was 72.35, which was -56.65 lower than the previous day. The implied volatity was 30.96, the open interest changed by -35 which decreased total open position to 1198
On 14 Sept OFSS was trading at 8979.00. The strike last trading price was 83.45, which was -78.45 lower than the previous day. The implied volatity was 28.03, the open interest changed by -249 which decreased total open position to 1523
OFSS 30SEP2025 9400 PE | |||||||
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Delta: -0.77
Vega: 4.70
Theta: -3.81
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
21 Sept | 9018.00 | 393.6 | 33.5 | 27.28 | 125 | -68 | 534 |
14 Sept | 8979.00 | 497.4 | 108.45 | 32.29 | 14 | -11 | 633 |
For Oracle Fin Serv Soft Ltd. - strike price 9400 expiring on 30SEP2025
Delta for 9400 PE is -0.77
Historical price for 9400 PE is as follows
On 21 Sept OFSS was trading at 9018.00. The strike last trading price was 393.6, which was 33.5 higher than the previous day. The implied volatity was 27.28, the open interest changed by -68 which decreased total open position to 534
On 14 Sept OFSS was trading at 8979.00. The strike last trading price was 497.4, which was 108.45 higher than the previous day. The implied volatity was 32.29, the open interest changed by -11 which decreased total open position to 633