OFSS
Oracle Fin Serv Soft Ltd.
Historical option data for OFSS
21 Sep 2025 04:13 PM IST
OFSS 30SEP2025 9900 CE | ||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Delta: 0.09
Vega: 2.49
Theta: -4.38
Gamma: 0.00
|
||||||||||||||||
Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
|
||||||||||||||||
21 Sept | 9018.00 | 22.7 | -14.25 | 36.81 | 989 | 17 | 913 | |||||||||
14 Sept | 8979.00 | 26.5 | -36.85 | 31.21 | 204 | -204 | 1,164 |
For Oracle Fin Serv Soft Ltd. - strike price 9900 expiring on 30SEP2025
Delta for 9900 CE is 0.09
Historical price for 9900 CE is as follows
On 21 Sept OFSS was trading at 9018.00. The strike last trading price was 22.7, which was -14.25 lower than the previous day. The implied volatity was 36.81, the open interest changed by 17 which increased total open position to 913
On 14 Sept OFSS was trading at 8979.00. The strike last trading price was 26.5, which was -36.85 lower than the previous day. The implied volatity was 31.21, the open interest changed by -204 which decreased total open position to 1164
OFSS 30SEP2025 9900 PE | |||||||
---|---|---|---|---|---|---|---|
Delta: -0.96
Vega: 1.26
Theta: 1.00
Gamma: 0.00
|
|||||||
Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
21 Sept | 9018.00 | 844.05 | -101.95 | 28.15 | 12 | -7 | 101 |
14 Sept | 8979.00 | 946 | 144.1 | 37.66 | 1 | -1 | 107 |
For Oracle Fin Serv Soft Ltd. - strike price 9900 expiring on 30SEP2025
Delta for 9900 PE is -0.96
Historical price for 9900 PE is as follows
On 21 Sept OFSS was trading at 9018.00. The strike last trading price was 844.05, which was -101.95 lower than the previous day. The implied volatity was 28.15, the open interest changed by -7 which decreased total open position to 101
On 14 Sept OFSS was trading at 8979.00. The strike last trading price was 946, which was 144.1 higher than the previous day. The implied volatity was 37.66, the open interest changed by -1 which decreased total open position to 107