OFSS
Oracle Fin Serv Soft Ltd.
Historical option data for OFSS
21 Sep 2025 04:13 PM IST
OFSS 30SEP2025 9600 CE | ||||||||||||||||
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Delta: 0.16
Vega: 3.85
Theta: -6.15
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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21 Sept | 9018.00 | 43.15 | -35.35 | 32.92 | 2,054 | -66 | 1,395 | |||||||||
14 Sept | 8979.00 | 56.1 | -54.95 | 29.83 | 503 | -476 | 1,687 |
For Oracle Fin Serv Soft Ltd. - strike price 9600 expiring on 30SEP2025
Delta for 9600 CE is 0.16
Historical price for 9600 CE is as follows
On 21 Sept OFSS was trading at 9018.00. The strike last trading price was 43.15, which was -35.35 lower than the previous day. The implied volatity was 32.92, the open interest changed by -66 which decreased total open position to 1395
On 14 Sept OFSS was trading at 8979.00. The strike last trading price was 56.1, which was -54.95 lower than the previous day. The implied volatity was 29.83, the open interest changed by -476 which decreased total open position to 1687
OFSS 30SEP2025 9600 PE | |||||||
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Delta: -0.89
Vega: 2.94
Theta: -1.21
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
21 Sept | 9018.00 | 560.3 | 85.3 | 26.66 | 39 | -21 | 204 |
14 Sept | 8979.00 | 651 | 123.4 | 32.08 | 52 | -52 | 239 |
For Oracle Fin Serv Soft Ltd. - strike price 9600 expiring on 30SEP2025
Delta for 9600 PE is -0.89
Historical price for 9600 PE is as follows
On 21 Sept OFSS was trading at 9018.00. The strike last trading price was 560.3, which was 85.3 higher than the previous day. The implied volatity was 26.66, the open interest changed by -21 which decreased total open position to 204
On 14 Sept OFSS was trading at 8979.00. The strike last trading price was 651, which was 123.4 higher than the previous day. The implied volatity was 32.08, the open interest changed by -52 which decreased total open position to 239