OFSS
Oracle Fin Serv Soft Ltd.
Historical option data for OFSS
21 Sep 2025 04:13 PM IST
| OFSS 30SEP2025 9500 CE | ||||||||||||||||
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Delta: 0.20
Vega: 4.44
Theta: -6.93
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 9018.00 | 55.8 | -43 | 31.94 | 5,245 | 709 | 3,171 | |||||||||
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| 14 Sept | 8979.00 | 67.65 | -67.45 | 28.70 | 975 | -905 | 3,311 | |||||||||
For Oracle Fin Serv Soft Ltd. - strike price 9500 expiring on 30SEP2025
Delta for 9500 CE is 0.20
Historical price for 9500 CE is as follows
On 21 Sept OFSS was trading at 9018.00. The strike last trading price was 55.8, which was -43 lower than the previous day. The implied volatity was 31.94, the open interest changed by 709 which increased total open position to 3171
On 14 Sept OFSS was trading at 8979.00. The strike last trading price was 67.65, which was -67.45 lower than the previous day. The implied volatity was 28.70, the open interest changed by -905 which decreased total open position to 3311
| OFSS 30SEP2025 9500 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.84
Vega: 3.79
Theta: -2.39
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 9018.00 | 473 | 23 | 26.69 | 171 | 0 | 245 |
| 14 Sept | 8979.00 | 570 | 99.85 | 31.81 | 103 | -44 | 258 |
For Oracle Fin Serv Soft Ltd. - strike price 9500 expiring on 30SEP2025
Delta for 9500 PE is -0.84
Historical price for 9500 PE is as follows
On 21 Sept OFSS was trading at 9018.00. The strike last trading price was 473, which was 23 higher than the previous day. The implied volatity was 26.69, the open interest changed by 0 which decreased total open position to 245
On 14 Sept OFSS was trading at 8979.00. The strike last trading price was 570, which was 99.85 higher than the previous day. The implied volatity was 31.81, the open interest changed by -44 which decreased total open position to 258
