Historical option data for OFSS
24 Jun 2026 10:59 AM IST
| OFSS 30-Jun-2026 (6d) 9800 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.83
Vega: 0.03
Theta: -9.02
Gamma: 0.00056
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Jun | 10204.00 | 454.55 | 231 (103.33%) | 32.9 | 423 | -92 | 282 | |||||||||
| 23 Jun | 9862.50 | 212.7 | 40.8 (23.73%) | 32.33 | 3,838 | -461 | 379 | |||||||||
| 22 Jun | 9731.50 | 159.7 | 1.65 (1.04%) | 33.95 | 6,853 | 117 | 841 | |||||||||
| 19 Jun | 9638.50 | 174.85 | 72.8 (71.34%) | 33.27 | 1,380 | 158 | 724 | |||||||||
| 18 Jun | 9399.50 | 104.25 | -27.1 (-20.63%) | 34.12 | 386 | -9 | 566 | |||||||||
| 17 Jun | 9444.50 | 129.5 | -38.55 (-22.94%) | 36.84 | 200 | 15 | 573 | |||||||||
| 16 Jun | 9500.50 | 168 | 31.65 (23.21%) | 37.24 | 291 | 0 | 558 | |||||||||
| 15 Jun | 9373.00 | 133.4 | -6 (-4.30%) | 37.01 | 167 | 42 | 558 | |||||||||
| 12 Jun | 9327.50 | 148 | 13.55 (10.08%) | 36.49 | 409 | -10 | 516 | |||||||||
| 11 Jun | 9265.50 | 142.55 | -92.6 (-39.38%) | 37.46 | 1,295 | -97 | 528 | |||||||||
| 10 Jun | 9470.00 | 238.5 | -72.55 (-23.32%) | 39.67 | 539 | 15 | 625 | |||||||||
| 9 Jun | 9639.50 | 322 | -55.35 (-14.67%) | 39.86 | 1,047 | 191 | 612 | |||||||||
| 8 Jun | 9756.00 | 345 | -125.8 (-26.72%) | 38.24 | 124 | -26 | 422 | |||||||||
| 5 Jun | 9936.50 | 470 | -81.6 (-14.79%) | 36.34 | 39 | 0 | 449 | |||||||||
| 4 Jun | 10098.00 | 547.5 | 13.5 (2.53%) | 33.54 | 389 | 68 | 460 | |||||||||
| 3 Jun | 9997.50 | 534 | -240.95 (-31.09%) | 35.35 | 32 | -6 | 392 | |||||||||
| 2 Jun | 10344.50 | 774.05 | 142.8 (22.62%) | 37.73 | 10 | 0 | 397 | |||||||||
| 1 Jun | 10191.00 | 631.25 | 129.15 (25.72%) | 35.69 | 24 | -4 | 397 | |||||||||
| 29 May | 9964.00 | 510 | -134.5 (-20.87%) | 35.65 | 44 | -4 | 401 | |||||||||
| 27 May | 10299.50 | 651.95 | 259.7 (66.21%) | 23.93 | 383 | 5 | 404 | |||||||||
| 26 May | 9882.00 | 403.35 | 98.65 (32.38%) | 26.8 | 763 | 27 | 397 | |||||||||
| 25 May | 9703.00 | 315.2 | 33.25 (11.79%) | 26.39 | 861 | 266 | 372 | |||||||||
| 22 May | 9525.00 | 280.65 | -106.65 (-27.54%) | 30.2 | 53 | 16 | 99 | |||||||||
| 21 May | 9730.50 | 386.75 | -15.85 (-3.94%) | 29.9 | 76 | 15 | 83 | |||||||||
| 20 May | 9703.50 | 414.6 | 39.6 (10.56%) | 32.88 | 143 | 53 | 67 | |||||||||
| 19 May | 9646.00 | 375 | -128.15 (-25.47%) | 30.77 | 59 | 13 | 13 | |||||||||
| 18 May | 9408.50 | 0 | -503.15 (-100.00%) | - | 0 | 0 | 0 | |||||||||
| 15 May | 9015.00 | 0 | -503.15 (-100.00%) | - | 0 | 0 | 0 | |||||||||
| 14 May | 8904.50 | 0 | -503.15 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 13 May | 8928.50 | 0 | -503.15 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 12 May | 9010.50 | 0 | -503.15 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 11 May | 9239.50 | 0 | -503.15 (-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 9800 expiring on 30JUN2026
Delta for 9800 CE is 0.83
Historical price for 9800 CE is as follows
On 24 Jun OFSS was trading at 10204.00. The strike last trading price was 454.55, which was 231 higher than the previous day. The implied volatity was 32.9, the open interest changed by -92 which decreased total open position to 282
On 23 Jun OFSS was trading at 9862.50. The strike last trading price was 212.7, which was 40.8 higher than the previous day. The implied volatity was 32.33, the open interest changed by -461 which decreased total open position to 379
On 22 Jun OFSS was trading at 9731.50. The strike last trading price was 159.7, which was 1.65 higher than the previous day. The implied volatity was 33.95, the open interest changed by 117 which increased total open position to 841
On 19 Jun OFSS was trading at 9638.50. The strike last trading price was 174.85, which was 72.8 higher than the previous day. The implied volatity was 33.27, the open interest changed by 158 which increased total open position to 724
On 18 Jun OFSS was trading at 9399.50. The strike last trading price was 104.25, which was -27.1 lower than the previous day. The implied volatity was 34.12, the open interest changed by -9 which decreased total open position to 566
On 17 Jun OFSS was trading at 9444.50. The strike last trading price was 129.5, which was -38.55 lower than the previous day. The implied volatity was 36.84, the open interest changed by 15 which increased total open position to 573
On 16 Jun OFSS was trading at 9500.50. The strike last trading price was 168, which was 31.65 higher than the previous day. The implied volatity was 37.24, the open interest changed by 0 which decreased total open position to 558
On 15 Jun OFSS was trading at 9373.00. The strike last trading price was 133.4, which was -6 lower than the previous day. The implied volatity was 37.01, the open interest changed by 42 which increased total open position to 558
On 12 Jun OFSS was trading at 9327.50. The strike last trading price was 148, which was 13.55 higher than the previous day. The implied volatity was 36.49, the open interest changed by -10 which decreased total open position to 516
On 11 Jun OFSS was trading at 9265.50. The strike last trading price was 142.55, which was -92.6 lower than the previous day. The implied volatity was 37.46, the open interest changed by -97 which decreased total open position to 528
On 10 Jun OFSS was trading at 9470.00. The strike last trading price was 238.5, which was -72.55 lower than the previous day. The implied volatity was 39.67, the open interest changed by 15 which increased total open position to 625
On 9 Jun OFSS was trading at 9639.50. The strike last trading price was 322, which was -55.35 lower than the previous day. The implied volatity was 39.86, the open interest changed by 191 which increased total open position to 612
On 8 Jun OFSS was trading at 9756.00. The strike last trading price was 345, which was -125.8 lower than the previous day. The implied volatity was 38.24, the open interest changed by -26 which decreased total open position to 422
On 5 Jun OFSS was trading at 9936.50. The strike last trading price was 470, which was -81.6 lower than the previous day. The implied volatity was 36.34, the open interest changed by 0 which decreased total open position to 449
On 4 Jun OFSS was trading at 10098.00. The strike last trading price was 547.5, which was 13.5 higher than the previous day. The implied volatity was 33.54, the open interest changed by 68 which increased total open position to 460
On 3 Jun OFSS was trading at 9997.50. The strike last trading price was 534, which was -240.95 lower than the previous day. The implied volatity was 35.35, the open interest changed by -6 which decreased total open position to 392
On 2 Jun OFSS was trading at 10344.50. The strike last trading price was 774.05, which was 142.8 higher than the previous day. The implied volatity was 37.73, the open interest changed by 0 which decreased total open position to 397
On 1 Jun OFSS was trading at 10191.00. The strike last trading price was 631.25, which was 129.15 higher than the previous day. The implied volatity was 35.69, the open interest changed by -4 which decreased total open position to 397
On 29 May OFSS was trading at 9964.00. The strike last trading price was 510, which was -134.5 lower than the previous day. The implied volatity was 35.65, the open interest changed by -4 which decreased total open position to 401
On 27 May OFSS was trading at 10299.50. The strike last trading price was 651.95, which was 259.7 higher than the previous day. The implied volatity was 23.93, the open interest changed by 5 which increased total open position to 404
On 26 May OFSS was trading at 9882.00. The strike last trading price was 403.35, which was 98.65 higher than the previous day. The implied volatity was 26.8, the open interest changed by 27 which increased total open position to 397
On 25 May OFSS was trading at 9703.00. The strike last trading price was 315.2, which was 33.25 higher than the previous day. The implied volatity was 26.39, the open interest changed by 266 which increased total open position to 372
On 22 May OFSS was trading at 9525.00. The strike last trading price was 280.65, which was -106.65 lower than the previous day. The implied volatity was 30.2, the open interest changed by 16 which increased total open position to 99
On 21 May OFSS was trading at 9730.50. The strike last trading price was 386.75, which was -15.85 lower than the previous day. The implied volatity was 29.9, the open interest changed by 15 which increased total open position to 83
On 20 May OFSS was trading at 9703.50. The strike last trading price was 414.6, which was 39.6 higher than the previous day. The implied volatity was 32.88, the open interest changed by 53 which increased total open position to 67
On 19 May OFSS was trading at 9646.00. The strike last trading price was 375, which was -128.15 lower than the previous day. The implied volatity was 30.77, the open interest changed by 13 which increased total open position to 13
On 18 May OFSS was trading at 9408.50. The strike last trading price was 0, which was -503.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 15 May OFSS was trading at 9015.00. The strike last trading price was 0, which was -503.15 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 -503.15 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 -503.15 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 -503.15 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 -503.15 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 (6d) 9800 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.16
Vega: 0.03
Theta: -7.45
Gamma: 0.00055
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Jun | 10204.00 | 39.95 | -93.7 (-70.11%) | 33 | 1,871 | 192 | 551 |
| 23 Jun | 9862.50 | 135.7 | -63.8 (-31.98%) | 30.69 | 1,398 | -7 | 359 |
| 22 Jun | 9731.50 | 214 | -265.5 (-55.37%) | 29.82 | 1,623 | -25 | 367 |
| 19 Jun | 9638.50 | 479.5 | 479.5 (0.81%) | 29.75 | 8 | 0 | 392 |
| 18 Jun | 9399.50 | 479.5 | 3.85 (0.81%) | 29.75 | 8 | 0 | 392 |
| 17 Jun | 9444.50 | 475.65 | 53.85 (12.77%) | 31.81 | 4 | 0 | 392 |
| 16 Jun | 9500.50 | 421.8 | -59.3 (-12.33%) | 33.63 | 17 | -2 | 393 |
| 15 Jun | 9373.00 | 481.1 | -68.4 (-12.45%) | 33.28 | 4 | -1 | 395 |
| 12 Jun | 9327.50 | 534 | -70.4 (-11.65%) | 33.29 | 19 | -3 | 396 |
| 11 Jun | 9265.50 | 597.5 | 85.9 (16.79%) | 34.22 | 45 | -14 | 399 |
| 10 Jun | 9470.00 | 516.4 | 124.75 (31.85%) | 37.54 | 29 | 9 | 413 |
| 9 Jun | 9639.50 | 394.5 | 37.1 (10.38%) | 35.39 | 250 | 5 | 404 |
| 8 Jun | 9756.00 | 373.6 | 114.25 (44.05%) | 36.55 | 440 | -5 | 399 |
| 5 Jun | 9936.50 | 260.35 | 30.7 (13.37%) | 33.37 | 703 | 2 | 406 |
| 4 Jun | 10098.00 | 231.75 | -38.15 (-14.13%) | 34.92 | 849 | 24 | 405 |
| 3 Jun | 9997.50 | 274.4 | 134.05 (95.51%) | 34 | 447 | -3 | 381 |
| 2 Jun | 10344.50 | 140.35 | -48.4 (-25.64%) | 32.09 | 94 | 17 | 384 |
| 1 Jun | 10191.00 | 188.35 | -100.45 (-34.78%) | 32.91 | 126 | -13 | 367 |
| 29 May | 9964.00 | 275 | 43.05 (18.56%) | 32.46 | 246 | 15 | 379 |
| 27 May | 10299.50 | 233.75 | -163.6 (-41.17%) | 37.21 | 373 | 35 | 366 |
| 26 May | 9882.00 | 395.2 | -61.3 (-13.43%) | 38.38 | 164 | 50 | 331 |
| 25 May | 9703.00 | 441.7 | -74.3 (-14.40%) | 36.16 | 379 | 258 | 281 |
| 22 May | 9525.00 | 516 | 26 (5.31%) | 36.11 | 1 | -1 | 23 |
| 21 May | 9730.50 | 490 | 40 (8.89%) | 36.47 | 38 | 22 | 24 |
| 20 May | 9703.50 | 450 | -269.9 (-37.49%) | 34.28 | 2 | 0 | 0 |
| 19 May | 9646.00 | 0 | 0 | - | 0 | 0 | 0 |
| 18 May | 9408.50 | 0 | -719.9 (-100.00%) | - | 0 | 0 | 0 |
| 15 May | 9015.00 | 0 | -719.9 (-100.00%) | - | 0 | 0 | 0 |
| 14 May | 8904.50 | 0 | -719.9 (-100.00%) | 0 | 0 | 0 | 0 |
| 13 May | 8928.50 | 0 | -719.9 (-100.00%) | 0 | 0 | 0 | 0 |
| 12 May | 9010.50 | 0 | -719.9 (-100.00%) | 0 | 0 | 0 | 0 |
| 11 May | 9239.50 | 0 | -719.9 (-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 9800 expiring on 30JUN2026
Delta for 9800 PE is -0.16
Historical price for 9800 PE is as follows
On 24 Jun OFSS was trading at 10204.00. The strike last trading price was 39.95, which was -93.7 lower than the previous day. The implied volatity was 33, the open interest changed by 192 which increased total open position to 551
On 23 Jun OFSS was trading at 9862.50. The strike last trading price was 135.7, which was -63.8 lower than the previous day. The implied volatity was 30.69, the open interest changed by -7 which decreased total open position to 359
On 22 Jun OFSS was trading at 9731.50. The strike last trading price was 214, which was -265.5 lower than the previous day. The implied volatity was 29.82, the open interest changed by -25 which decreased total open position to 367
On 19 Jun OFSS was trading at 9638.50. The strike last trading price was 479.5, which was 479.5 higher than the previous day. The implied volatity was 29.75, the open interest changed by 0 which decreased total open position to 392
On 18 Jun OFSS was trading at 9399.50. The strike last trading price was 479.5, which was 3.85 higher than the previous day. The implied volatity was 29.75, the open interest changed by 0 which decreased total open position to 392
On 17 Jun OFSS was trading at 9444.50. The strike last trading price was 475.65, which was 53.85 higher than the previous day. The implied volatity was 31.81, the open interest changed by 0 which decreased total open position to 392
On 16 Jun OFSS was trading at 9500.50. The strike last trading price was 421.8, which was -59.3 lower than the previous day. The implied volatity was 33.63, the open interest changed by -2 which decreased total open position to 393
On 15 Jun OFSS was trading at 9373.00. The strike last trading price was 481.1, which was -68.4 lower than the previous day. The implied volatity was 33.28, the open interest changed by -1 which decreased total open position to 395
On 12 Jun OFSS was trading at 9327.50. The strike last trading price was 534, which was -70.4 lower than the previous day. The implied volatity was 33.29, the open interest changed by -3 which decreased total open position to 396
On 11 Jun OFSS was trading at 9265.50. The strike last trading price was 597.5, which was 85.9 higher than the previous day. The implied volatity was 34.22, the open interest changed by -14 which decreased total open position to 399
On 10 Jun OFSS was trading at 9470.00. The strike last trading price was 516.4, which was 124.75 higher than the previous day. The implied volatity was 37.54, the open interest changed by 9 which increased total open position to 413
On 9 Jun OFSS was trading at 9639.50. The strike last trading price was 394.5, which was 37.1 higher than the previous day. The implied volatity was 35.39, the open interest changed by 5 which increased total open position to 404
On 8 Jun OFSS was trading at 9756.00. The strike last trading price was 373.6, which was 114.25 higher than the previous day. The implied volatity was 36.55, the open interest changed by -5 which decreased total open position to 399
On 5 Jun OFSS was trading at 9936.50. The strike last trading price was 260.35, which was 30.7 higher than the previous day. The implied volatity was 33.37, the open interest changed by 2 which increased total open position to 406
On 4 Jun OFSS was trading at 10098.00. The strike last trading price was 231.75, which was -38.15 lower than the previous day. The implied volatity was 34.92, the open interest changed by 24 which increased total open position to 405
On 3 Jun OFSS was trading at 9997.50. The strike last trading price was 274.4, which was 134.05 higher than the previous day. The implied volatity was 34, the open interest changed by -3 which decreased total open position to 381
On 2 Jun OFSS was trading at 10344.50. The strike last trading price was 140.35, which was -48.4 lower than the previous day. The implied volatity was 32.09, the open interest changed by 17 which increased total open position to 384
On 1 Jun OFSS was trading at 10191.00. The strike last trading price was 188.35, which was -100.45 lower than the previous day. The implied volatity was 32.91, the open interest changed by -13 which decreased total open position to 367
On 29 May OFSS was trading at 9964.00. The strike last trading price was 275, which was 43.05 higher than the previous day. The implied volatity was 32.46, the open interest changed by 15 which increased total open position to 379
On 27 May OFSS was trading at 10299.50. The strike last trading price was 233.75, which was -163.6 lower than the previous day. The implied volatity was 37.21, the open interest changed by 35 which increased total open position to 366
On 26 May OFSS was trading at 9882.00. The strike last trading price was 395.2, which was -61.3 lower than the previous day. The implied volatity was 38.38, the open interest changed by 50 which increased total open position to 331
On 25 May OFSS was trading at 9703.00. The strike last trading price was 441.7, which was -74.3 lower than the previous day. The implied volatity was 36.16, the open interest changed by 258 which increased total open position to 281
On 22 May OFSS was trading at 9525.00. The strike last trading price was 516, which was 26 higher than the previous day. The implied volatity was 36.11, the open interest changed by -1 which decreased total open position to 23
On 21 May OFSS was trading at 9730.50. The strike last trading price was 490, which was 40 higher than the previous day. The implied volatity was 36.47, the open interest changed by 22 which increased total open position to 24
On 20 May OFSS was trading at 9703.50. The strike last trading price was 450, which was -269.9 lower than the previous day. The implied volatity was 34.28, the open interest changed by 0 which decreased total open position to 0
On 19 May OFSS was trading at 9646.00. 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
On 18 May OFSS was trading at 9408.50. The strike last trading price was 0, which was -719.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 15 May OFSS was trading at 9015.00. The strike last trading price was 0, which was -719.9 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 -719.9 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 -719.9 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 -719.9 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 -719.9 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
