Historical option data for OFSS
08 Jun 2026 10:25 AM IST
| OFSS 30-Jun-2026 (22d) 10000 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.49
Vega: 0.1
Theta: -8.83
Gamma: 0.00043
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 8 Jun | 9908.00 | 344 | -20.3 (-5.57%) | 37.8 | 410 | 76 | 449 | |||||||||
| 5 Jun | 9936.50 | 365 | -66.65 (-15.44%) | 34.52 | 692 | -11 | 374 | |||||||||
| 4 Jun | 10098.00 | 419 | 11.95 (2.94%) | 33.06 | 1,318 | -18 | 387 | |||||||||
| 3 Jun | 9997.50 | 400 | -232.3 (-36.74%) | 36.75 | 633 | -4 | 402 | |||||||||
| 2 Jun | 10344.50 | 635.2 | 100.2 (18.73%) | 36.79 | 780 | -263 | 406 | |||||||||
| 1 Jun | 10191.00 | 537.95 | 125.35 (30.38%) | 35.48 | 650 | -83 | 671 | |||||||||
| 29 May | 9964.00 | 410 | -105.85 (-20.52%) | 32.4 | 881 | 7 | 753 | |||||||||
| 27 May | 10299.50 | 511.95 | 206.6 (67.66%) | 24.58 | 7,647 | -224 | 747 | |||||||||
| 26 May | 9882.00 | 304.75 | 67.75 (28.59%) | 26.57 | 2,180 | 202 | 975 | |||||||||
| 25 May | 9703.00 | 247.5 | 27.15 (12.32%) | 27.83 | 1,345 | 181 | 772 | |||||||||
| 22 May | 9525.00 | 221.3 | -90.9 (-29.12%) | 31.21 | 919 | 33 | 591 | |||||||||
| 21 May | 9730.50 | 306.25 | -19.45 (-5.97%) | 31.83 | 337 | 38 | 558 | |||||||||
| 20 May | 9703.50 | 321.05 | 8.3 (2.65%) | 31.42 | 880 | 121 | 520 | |||||||||
| 19 May | 9646.00 | 311.9 | 76.3 (32.39%) | 32.3 | 1,124 | 372 | 413 | |||||||||
| 18 May | 9408.50 | 240 | -186.3 (-43.70%) | 32.95 | 88 | 40 | 40 | |||||||||
| 15 May | 9015.00 | 0 | -426.3 (-100.00%) | - | 0 | 0 | 0 | |||||||||
| 14 May | 8904.50 | 0 | -426.3 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 13 May | 8928.50 | 0 | -426.3 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 12 May | 9010.50 | 0 | -426.3 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 11 May | 9239.50 | 0 | -426.3 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 8 May | 9345.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 May | 9498.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 May | 9694.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 May | 9707.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Oracle Fin Serv Soft Ltd. - strike price 10000 expiring on 30JUN2026
Delta for 10000 CE is 0.49
Historical price for 10000 CE is as follows
On 8 Jun OFSS was trading at 9908.00. The strike last trading price was 344, which was -20.3 lower than the previous day. The implied volatity was 37.8, the open interest changed by 76 which increased total open position to 449
On 5 Jun OFSS was trading at 9936.50. The strike last trading price was 365, which was -66.65 lower than the previous day. The implied volatity was 34.52, the open interest changed by -11 which decreased total open position to 374
On 4 Jun OFSS was trading at 10098.00. The strike last trading price was 419, which was 11.95 higher than the previous day. The implied volatity was 33.06, the open interest changed by -18 which decreased total open position to 387
On 3 Jun OFSS was trading at 9997.50. The strike last trading price was 400, which was -232.3 lower than the previous day. The implied volatity was 36.75, the open interest changed by -4 which decreased total open position to 402
On 2 Jun OFSS was trading at 10344.50. The strike last trading price was 635.2, which was 100.2 higher than the previous day. The implied volatity was 36.79, the open interest changed by -263 which decreased total open position to 406
On 1 Jun OFSS was trading at 10191.00. The strike last trading price was 537.95, which was 125.35 higher than the previous day. The implied volatity was 35.48, the open interest changed by -83 which decreased total open position to 671
On 29 May OFSS was trading at 9964.00. The strike last trading price was 410, which was -105.85 lower than the previous day. The implied volatity was 32.4, the open interest changed by 7 which increased total open position to 753
On 27 May OFSS was trading at 10299.50. The strike last trading price was 511.95, which was 206.6 higher than the previous day. The implied volatity was 24.58, the open interest changed by -224 which decreased total open position to 747
On 26 May OFSS was trading at 9882.00. The strike last trading price was 304.75, which was 67.75 higher than the previous day. The implied volatity was 26.57, the open interest changed by 202 which increased total open position to 975
On 25 May OFSS was trading at 9703.00. The strike last trading price was 247.5, which was 27.15 higher than the previous day. The implied volatity was 27.83, the open interest changed by 181 which increased total open position to 772
On 22 May OFSS was trading at 9525.00. The strike last trading price was 221.3, which was -90.9 lower than the previous day. The implied volatity was 31.21, the open interest changed by 33 which increased total open position to 591
On 21 May OFSS was trading at 9730.50. The strike last trading price was 306.25, which was -19.45 lower than the previous day. The implied volatity was 31.83, the open interest changed by 38 which increased total open position to 558
On 20 May OFSS was trading at 9703.50. The strike last trading price was 321.05, which was 8.3 higher than the previous day. The implied volatity was 31.42, the open interest changed by 121 which increased total open position to 520
On 19 May OFSS was trading at 9646.00. The strike last trading price was 311.9, which was 76.3 higher than the previous day. The implied volatity was 32.3, the open interest changed by 372 which increased total open position to 413
On 18 May OFSS was trading at 9408.50. The strike last trading price was 240, which was -186.3 lower than the previous day. The implied volatity was 32.95, the open interest changed by 40 which increased total open position to 40
On 15 May OFSS was trading at 9015.00. The strike last trading price was 0, which was -426.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 May OFSS was trading at 8904.50. The strike last trading price was 0, which was -426.3 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 13 May OFSS was trading at 8928.50. The strike last trading price was 0, which was -426.3 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 12 May OFSS was trading at 9010.50. The strike last trading price was 0, which was -426.3 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 11 May OFSS was trading at 9239.50. The strike last trading price was 0, which was -426.3 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 8 May OFSS was trading at 9345.50. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 May OFSS was trading at 9498.50. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 May OFSS was trading at 9694.50. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 May OFSS was trading at 9707.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| OFSS 30-Jun-2026 (22d) 10000 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.51
Vega: 0.1
Theta: -6.47
Gamma: 0.00048
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 8 Jun | 9908.00 | 367.1 | 17.5 (5.01%) | 33.9 | 309 | -21 | 427 |
| 5 Jun | 9936.50 | 345.3 | 38 (12.37%) | 33.29 | 634 | -83 | 448 |
| 4 Jun | 10098.00 | 317 | -47.3 (-12.98%) | 35.55 | 1,481 | -80 | 532 |
| 3 Jun | 9997.50 | 377 | 183.85 (95.19%) | 34.74 | 1,984 | -67 | 582 |
| 2 Jun | 10344.50 | 190.45 | -67.15 (-26.07%) | 31.81 | 1,041 | 81 | 649 |
| 1 Jun | 10191.00 | 259.7 | -113.1 (-30.34%) | 32.38 | 799 | 14 | 568 |
| 29 May | 9964.00 | 353.95 | 46.85 (15.26%) | 32.02 | 1,349 | -19 | 556 |
| 27 May | 10299.50 | 310.85 | -194.15 (-38.45%) | 37.77 | 1,737 | 385 | 573 |
| 26 May | 9882.00 | 505 | -101.2 (-16.69%) | 36.56 | 178 | 86 | 187 |
| 25 May | 9703.00 | 600 | -139.6 (-18.88%) | 37.56 | 80 | 27 | 102 |
| 22 May | 9525.00 | 739.6 | 135.05 (22.34%) | 38.78 | 5 | 1 | 74 |
| 21 May | 9730.50 | 604.55 | -45.45 (-6.99%) | 36.18 | 53 | 29 | 70 |
| 20 May | 9703.50 | 650 | -13.15 (-1.98%) | 39.28 | 25 | 7 | 41 |
| 19 May | 9646.00 | 665.75 | -494.25 (-42.61%) | 38.47 | 76 | 28 | 33 |
| 18 May | 9408.50 | 1160 | 0 (0.00%) | - | 0 | 0 | 5 |
| 15 May | 9015.00 | 1160 | 318.65 (37.87%) | 44.46 | 5 | 5 | 5 |
| 14 May | 8904.50 | 0 | -841.35 (-100.00%) | 0 | 0 | 0 | 0 |
| 13 May | 8928.50 | 0 | -841.35 (-100.00%) | 0 | 0 | 0 | 0 |
| 12 May | 9010.50 | 0 | -841.35 (-100.00%) | 0 | 0 | 0 | 0 |
| 11 May | 9239.50 | 0 | -841.35 (-100.00%) | 0 | 0 | 0 | 0 |
| 8 May | 9345.50 | 0 | 0 | - | 0 | 0 | 0 |
| 7 May | 9498.50 | 0 | 0 | - | 0 | 0 | 0 |
| 6 May | 9694.50 | 0 | 0 | - | 0 | 0 | 0 |
| 5 May | 9707.00 | 0 | 0 | - | 0 | 0 | 0 |
For Oracle Fin Serv Soft Ltd. - strike price 10000 expiring on 30JUN2026
Delta for 10000 PE is -0.51
Historical price for 10000 PE is as follows
On 8 Jun OFSS was trading at 9908.00. The strike last trading price was 367.1, which was 17.5 higher than the previous day. The implied volatity was 33.9, the open interest changed by -21 which decreased total open position to 427
On 5 Jun OFSS was trading at 9936.50. The strike last trading price was 345.3, which was 38 higher than the previous day. The implied volatity was 33.29, the open interest changed by -83 which decreased total open position to 448
On 4 Jun OFSS was trading at 10098.00. The strike last trading price was 317, which was -47.3 lower than the previous day. The implied volatity was 35.55, the open interest changed by -80 which decreased total open position to 532
On 3 Jun OFSS was trading at 9997.50. The strike last trading price was 377, which was 183.85 higher than the previous day. The implied volatity was 34.74, the open interest changed by -67 which decreased total open position to 582
On 2 Jun OFSS was trading at 10344.50. The strike last trading price was 190.45, which was -67.15 lower than the previous day. The implied volatity was 31.81, the open interest changed by 81 which increased total open position to 649
On 1 Jun OFSS was trading at 10191.00. The strike last trading price was 259.7, which was -113.1 lower than the previous day. The implied volatity was 32.38, the open interest changed by 14 which increased total open position to 568
On 29 May OFSS was trading at 9964.00. The strike last trading price was 353.95, which was 46.85 higher than the previous day. The implied volatity was 32.02, the open interest changed by -19 which decreased total open position to 556
On 27 May OFSS was trading at 10299.50. The strike last trading price was 310.85, which was -194.15 lower than the previous day. The implied volatity was 37.77, the open interest changed by 385 which increased total open position to 573
On 26 May OFSS was trading at 9882.00. The strike last trading price was 505, which was -101.2 lower than the previous day. The implied volatity was 36.56, the open interest changed by 86 which increased total open position to 187
On 25 May OFSS was trading at 9703.00. The strike last trading price was 600, which was -139.6 lower than the previous day. The implied volatity was 37.56, the open interest changed by 27 which increased total open position to 102
On 22 May OFSS was trading at 9525.00. The strike last trading price was 739.6, which was 135.05 higher than the previous day. The implied volatity was 38.78, the open interest changed by 1 which increased total open position to 74
On 21 May OFSS was trading at 9730.50. The strike last trading price was 604.55, which was -45.45 lower than the previous day. The implied volatity was 36.18, the open interest changed by 29 which increased total open position to 70
On 20 May OFSS was trading at 9703.50. The strike last trading price was 650, which was -13.15 lower than the previous day. The implied volatity was 39.28, the open interest changed by 7 which increased total open position to 41
On 19 May OFSS was trading at 9646.00. The strike last trading price was 665.75, which was -494.25 lower than the previous day. The implied volatity was 38.47, the open interest changed by 28 which increased total open position to 33
On 18 May OFSS was trading at 9408.50. The strike last trading price was 1160, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 15 May OFSS was trading at 9015.00. The strike last trading price was 1160, which was 318.65 higher than the previous day. The implied volatity was 44.46, the open interest changed by 5 which increased total open position to 5
On 14 May OFSS was trading at 8904.50. The strike last trading price was 0, which was -841.35 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 13 May OFSS was trading at 8928.50. The strike last trading price was 0, which was -841.35 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 12 May OFSS was trading at 9010.50. The strike last trading price was 0, which was -841.35 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 11 May OFSS was trading at 9239.50. The strike last trading price was 0, which was -841.35 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 8 May OFSS was trading at 9345.50. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 May OFSS was trading at 9498.50. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 May OFSS was trading at 9694.50. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 May OFSS was trading at 9707.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
