Historical option data for OFSS
24 Jun 2026 12:16 PM IST
| OFSS 30-Jun-2026 (6d) 9900 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.71
Vega: 0.05
Theta: -12.92
Gamma: 0.00073
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Jun | 10119.00 | 335 | 166.25 (98.52%) | 34.8 | 2,392 | -588 | 193 | |||||||||
| 23 Jun | 9862.50 | 165 | 32.55 (24.58%) | 31.74 | 4,160 | 484 | 797 | |||||||||
| 22 Jun | 9731.50 | 118 | -10.75 (-8.35%) | 32.88 | 1,956 | 94 | 316 | |||||||||
| 19 Jun | 9638.50 | 141.7 | 59.7 (72.80%) | 33.95 | 266 | 19 | 221 | |||||||||
| 18 Jun | 9399.50 | 83 | -28.45 (-25.53%) | 35.82 | 167 | -7 | 203 | |||||||||
| 17 Jun | 9444.50 | 103 | -38.15 (-27.03%) | 36.74 | 204 | 40 | 210 | |||||||||
| 16 Jun | 9500.50 | 138 | 25.3 (22.45%) | 37.7 | 136 | -13 | 169 | |||||||||
| 15 Jun | 9373.00 | 112 | 1.75 (1.59%) | 37.61 | 236 | -39 | 182 | |||||||||
| 12 Jun | 9327.50 | 125.05 | 9.9 (8.60%) | 36.78 | 220 | 94 | 224 | |||||||||
| 11 Jun | 9265.50 | 120.3 | -79.95 (-39.93%) | 37.81 | 572 | -2 | 131 | |||||||||
| 10 Jun | 9470.00 | 203 | -69.3 (-25.45%) | 39.5 | 205 | -43 | 131 | |||||||||
| 9 Jun | 9639.50 | 275.3 | -45.75 (-14.25%) | 39.93 | 231 | 17 | 163 | |||||||||
| 8 Jun | 9756.00 | 306.45 | -99.4 (-24.49%) | 38.8 | 180 | 29 | 148 | |||||||||
| 5 Jun | 9936.50 | 404.4 | -94.25 (-18.90%) | 35.77 | 24 | -3 | 117 | |||||||||
| 4 Jun | 10098.00 | 486.85 | 29.85 (6.53%) | 33.66 | 396 | 14 | 120 | |||||||||
| 3 Jun | 9997.50 | 457 | -303.65 (-39.92%) | 35.16 | 29 | 2 | 105 | |||||||||
| 2 Jun | 10344.50 | 760.65 | 183.65 (31.83%) | 38.02 | 8 | 1 | 104 | |||||||||
| 1 Jun | 10191.00 | 584.05 | 114.7 (24.44%) | 34.4 | 44 | -11 | 103 | |||||||||
| 29 May | 9964.00 | 487.85 | -82.2 (-14.42%) | 35.06 | 97 | -3 | 112 | |||||||||
| 27 May | 10299.50 | 569.45 | 223.25 (64.49%) | 23.77 | 867 | -116 | 115 | |||||||||
| 26 May | 9882.00 | 350 | 82.5 (30.84%) | 26.32 | 644 | 176 | 223 | |||||||||
| 25 May | 9703.00 | 265.5 | 44.5 (20.14%) | 25.24 | 263 | 27 | 49 | |||||||||
| 22 May | 9525.00 | 221 | -128.95 (-36.85%) | 30.08 | 3 | 2 | 22 | |||||||||
| 21 May | 9730.50 | 349.95 | -18.3 (-4.97%) | 32.11 | 10 | 6 | 18 | |||||||||
| 20 May | 9703.50 | 368.25 | 2.6 (0.71%) | 31.63 | 7 | 3 | 13 | |||||||||
| 19 May | 9646.00 | 365.65 | 175.65 (92.45%) | 34.07 | 19 | 8 | 9 | |||||||||
| 18 May | 9408.50 | 190 | 0 (0.00%) | - | 0 | 0 | 1 | |||||||||
| 15 May | 9015.00 | 190 | 14.35 (8.17%) | 34.62 | 1 | 0 | 1 | |||||||||
| 14 May | 8904.50 | 175.65 | -287.85 (-62.10%) | 37.98 | 1 | 1 | 1 | |||||||||
| 13 May | 8928.50 | 0 | -463.5 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 12 May | 9010.50 | 0 | -463.5 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 11 May | 9239.50 | 0 | -463.5 (-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 9900 expiring on 30JUN2026
Delta for 9900 CE is 0.71
Historical price for 9900 CE is as follows
On 24 Jun OFSS was trading at 10119.00. The strike last trading price was 335, which was 166.25 higher than the previous day. The implied volatity was 34.8, the open interest changed by -588 which decreased total open position to 193
On 23 Jun OFSS was trading at 9862.50. The strike last trading price was 165, which was 32.55 higher than the previous day. The implied volatity was 31.74, the open interest changed by 484 which increased total open position to 797
On 22 Jun OFSS was trading at 9731.50. The strike last trading price was 118, which was -10.75 lower than the previous day. The implied volatity was 32.88, the open interest changed by 94 which increased total open position to 316
On 19 Jun OFSS was trading at 9638.50. The strike last trading price was 141.7, which was 59.7 higher than the previous day. The implied volatity was 33.95, the open interest changed by 19 which increased total open position to 221
On 18 Jun OFSS was trading at 9399.50. The strike last trading price was 83, which was -28.45 lower than the previous day. The implied volatity was 35.82, the open interest changed by -7 which decreased total open position to 203
On 17 Jun OFSS was trading at 9444.50. The strike last trading price was 103, which was -38.15 lower than the previous day. The implied volatity was 36.74, the open interest changed by 40 which increased total open position to 210
On 16 Jun OFSS was trading at 9500.50. The strike last trading price was 138, which was 25.3 higher than the previous day. The implied volatity was 37.7, the open interest changed by -13 which decreased total open position to 169
On 15 Jun OFSS was trading at 9373.00. The strike last trading price was 112, which was 1.75 higher than the previous day. The implied volatity was 37.61, the open interest changed by -39 which decreased total open position to 182
On 12 Jun OFSS was trading at 9327.50. The strike last trading price was 125.05, which was 9.9 higher than the previous day. The implied volatity was 36.78, the open interest changed by 94 which increased total open position to 224
On 11 Jun OFSS was trading at 9265.50. The strike last trading price was 120.3, which was -79.95 lower than the previous day. The implied volatity was 37.81, the open interest changed by -2 which decreased total open position to 131
On 10 Jun OFSS was trading at 9470.00. The strike last trading price was 203, which was -69.3 lower than the previous day. The implied volatity was 39.5, the open interest changed by -43 which decreased total open position to 131
On 9 Jun OFSS was trading at 9639.50. The strike last trading price was 275.3, which was -45.75 lower than the previous day. The implied volatity was 39.93, the open interest changed by 17 which increased total open position to 163
On 8 Jun OFSS was trading at 9756.00. The strike last trading price was 306.45, which was -99.4 lower than the previous day. The implied volatity was 38.8, the open interest changed by 29 which increased total open position to 148
On 5 Jun OFSS was trading at 9936.50. The strike last trading price was 404.4, which was -94.25 lower than the previous day. The implied volatity was 35.77, the open interest changed by -3 which decreased total open position to 117
On 4 Jun OFSS was trading at 10098.00. The strike last trading price was 486.85, which was 29.85 higher than the previous day. The implied volatity was 33.66, the open interest changed by 14 which increased total open position to 120
On 3 Jun OFSS was trading at 9997.50. The strike last trading price was 457, which was -303.65 lower than the previous day. The implied volatity was 35.16, the open interest changed by 2 which increased total open position to 105
On 2 Jun OFSS was trading at 10344.50. The strike last trading price was 760.65, which was 183.65 higher than the previous day. The implied volatity was 38.02, the open interest changed by 1 which increased total open position to 104
On 1 Jun OFSS was trading at 10191.00. The strike last trading price was 584.05, which was 114.7 higher than the previous day. The implied volatity was 34.4, the open interest changed by -11 which decreased total open position to 103
On 29 May OFSS was trading at 9964.00. The strike last trading price was 487.85, which was -82.2 lower than the previous day. The implied volatity was 35.06, the open interest changed by -3 which decreased total open position to 112
On 27 May OFSS was trading at 10299.50. The strike last trading price was 569.45, which was 223.25 higher than the previous day. The implied volatity was 23.77, the open interest changed by -116 which decreased total open position to 115
On 26 May OFSS was trading at 9882.00. The strike last trading price was 350, which was 82.5 higher than the previous day. The implied volatity was 26.32, the open interest changed by 176 which increased total open position to 223
On 25 May OFSS was trading at 9703.00. The strike last trading price was 265.5, which was 44.5 higher than the previous day. The implied volatity was 25.24, the open interest changed by 27 which increased total open position to 49
On 22 May OFSS was trading at 9525.00. The strike last trading price was 221, which was -128.95 lower than the previous day. The implied volatity was 30.08, the open interest changed by 2 which increased total open position to 22
On 21 May OFSS was trading at 9730.50. The strike last trading price was 349.95, which was -18.3 lower than the previous day. The implied volatity was 32.11, the open interest changed by 6 which increased total open position to 18
On 20 May OFSS was trading at 9703.50. The strike last trading price was 368.25, which was 2.6 higher than the previous day. The implied volatity was 31.63, the open interest changed by 3 which increased total open position to 13
On 19 May OFSS was trading at 9646.00. The strike last trading price was 365.65, which was 175.65 higher than the previous day. The implied volatity was 34.07, the open interest changed by 8 which increased total open position to 9
On 18 May OFSS was trading at 9408.50. The strike last trading price was 190, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 15 May OFSS was trading at 9015.00. The strike last trading price was 190, which was 14.35 higher than the previous day. The implied volatity was 34.62, the open interest changed by 0 which decreased total open position to 1
On 14 May OFSS was trading at 8904.50. The strike last trading price was 175.65, which was -287.85 lower than the previous day. The implied volatity was 37.98, the open interest changed by 1 which increased total open position to 1
On 13 May OFSS was trading at 8928.50. The strike last trading price was 0, which was -463.5 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 -463.5 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 -463.5 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) 9900 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.29
Vega: 0.05
Theta: -10.09
Gamma: 0.00081
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Jun | 10119.00 | 77 | -105.6 (-57.83%) | 31.22 | 1,616 | 118 | 272 |
| 23 Jun | 9862.50 | 187.5 | -68.3 (-26.70%) | 31.28 | 215 | 6 | 152 |
| 22 Jun | 9731.50 | 279.85 | -275.15 (-49.58%) | 30.39 | 270 | 49 | 146 |
| 19 Jun | 9638.50 | 555 | 555 (12.90%) | 29.73 | 2 | 0 | 97 |
| 18 Jun | 9399.50 | 555 | 63.4 (12.90%) | 29.73 | 2 | 1 | 98 |
| 17 Jun | 9444.50 | 491.6 | 491.6 (-27.74%) | 32.86 | 1 | 0 | 97 |
| 16 Jun | 9500.50 | 491.6 | -188.75 (-27.74%) | 32.86 | 1 | 0 | 96 |
| 15 Jun | 9373.00 | 680.35 | 680.35 | - | 14 | 0 | 96 |
| 12 Jun | 9327.50 | 680.35 | 680.35 (14.72%) | 34.38 | 14 | 0 | 96 |
| 11 Jun | 9265.50 | 675.4 | 86.65 (14.72%) | 34.38 | 14 | 0 | 95 |
| 10 Jun | 9470.00 | 583.5 | 130.3 (28.75%) | 39.43 | 12 | 6 | 96 |
| 9 Jun | 9639.50 | 453.2 | 38.15 (9.19%) | 35.3 | 41 | -14 | 89 |
| 8 Jun | 9756.00 | 436.4 | 129.35 (42.13%) | 36.04 | 187 | 0 | 107 |
| 5 Jun | 9936.50 | 300 | 30.75 (11.42%) | 32.84 | 85 | -41 | 107 |
| 4 Jun | 10098.00 | 275 | -39.35 (-12.52%) | 35.14 | 478 | 69 | 150 |
| 3 Jun | 9997.50 | 322.2 | 160 (98.64%) | 34.25 | 86 | 3 | 80 |
| 2 Jun | 10344.50 | 163.05 | -60.15 (-26.95%) | 32.18 | 17 | 0 | 77 |
| 1 Jun | 10191.00 | 223.2 | -109 (-32.81%) | 31.72 | 57 | 10 | 78 |
| 29 May | 9964.00 | 335 | 66 (24.54%) | 32.82 | 76 | -13 | 67 |
| 27 May | 10299.50 | 266.6 | -242 (-47.58%) | 37.28 | 197 | 77 | 81 |
| 26 May | 9882.00 | 508.6 | 508.6 (-15.23%) | 35.18 | 7 | 0 | 4 |
| 25 May | 9703.00 | 508.6 | -91.4 (-15.23%) | 35.18 | 7 | 3 | 4 |
| 22 May | 9525.00 | 600 | 600 | - | 0 | 0 | 1 |
| 21 May | 9730.50 | 600 | 600 | - | 0 | 0 | 1 |
| 20 May | 9703.50 | 600 | 600 (-23.02%) | 38.88 | 0 | 0 | 1 |
| 19 May | 9646.00 | 600 | -179.4 (-23.02%) | 38.88 | 2 | 1 | 1 |
| 18 May | 9408.50 | 0 | 0 (-100.00%) | - | 0 | 0 | 0 |
| 15 May | 9015.00 | 0 | -779.4 (-100.00%) | - | 0 | 0 | 0 |
| 14 May | 8904.50 | 0 | -779.4 (-100.00%) | 0 | 0 | 0 | 0 |
| 13 May | 8928.50 | 0 | -779.4 (-100.00%) | 0 | 0 | 0 | 0 |
| 12 May | 9010.50 | 0 | -779.4 (-100.00%) | 0 | 0 | 0 | 0 |
| 11 May | 9239.50 | 0 | -779.4 (-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 9900 expiring on 30JUN2026
Delta for 9900 PE is -0.29
Historical price for 9900 PE is as follows
On 24 Jun OFSS was trading at 10119.00. The strike last trading price was 77, which was -105.6 lower than the previous day. The implied volatity was 31.22, the open interest changed by 118 which increased total open position to 272
On 23 Jun OFSS was trading at 9862.50. The strike last trading price was 187.5, which was -68.3 lower than the previous day. The implied volatity was 31.28, the open interest changed by 6 which increased total open position to 152
On 22 Jun OFSS was trading at 9731.50. The strike last trading price was 279.85, which was -275.15 lower than the previous day. The implied volatity was 30.39, the open interest changed by 49 which increased total open position to 146
On 19 Jun OFSS was trading at 9638.50. The strike last trading price was 555, which was 555 higher than the previous day. The implied volatity was 29.73, the open interest changed by 0 which decreased total open position to 97
On 18 Jun OFSS was trading at 9399.50. The strike last trading price was 555, which was 63.4 higher than the previous day. The implied volatity was 29.73, the open interest changed by 1 which increased total open position to 98
On 17 Jun OFSS was trading at 9444.50. The strike last trading price was 491.6, which was 491.6 higher than the previous day. The implied volatity was 32.86, the open interest changed by 0 which decreased total open position to 97
On 16 Jun OFSS was trading at 9500.50. The strike last trading price was 491.6, which was -188.75 lower than the previous day. The implied volatity was 32.86, the open interest changed by 0 which decreased total open position to 96
On 15 Jun OFSS was trading at 9373.00. The strike last trading price was 680.35, which was 680.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 96
On 12 Jun OFSS was trading at 9327.50. The strike last trading price was 680.35, which was 680.35 higher than the previous day. The implied volatity was 34.38, the open interest changed by 0 which decreased total open position to 96
On 11 Jun OFSS was trading at 9265.50. The strike last trading price was 675.4, which was 86.65 higher than the previous day. The implied volatity was 34.38, the open interest changed by 0 which decreased total open position to 95
On 10 Jun OFSS was trading at 9470.00. The strike last trading price was 583.5, which was 130.3 higher than the previous day. The implied volatity was 39.43, the open interest changed by 6 which increased total open position to 96
On 9 Jun OFSS was trading at 9639.50. The strike last trading price was 453.2, which was 38.15 higher than the previous day. The implied volatity was 35.3, the open interest changed by -14 which decreased total open position to 89
On 8 Jun OFSS was trading at 9756.00. The strike last trading price was 436.4, which was 129.35 higher than the previous day. The implied volatity was 36.04, the open interest changed by 0 which decreased total open position to 107
On 5 Jun OFSS was trading at 9936.50. The strike last trading price was 300, which was 30.75 higher than the previous day. The implied volatity was 32.84, the open interest changed by -41 which decreased total open position to 107
On 4 Jun OFSS was trading at 10098.00. The strike last trading price was 275, which was -39.35 lower than the previous day. The implied volatity was 35.14, the open interest changed by 69 which increased total open position to 150
On 3 Jun OFSS was trading at 9997.50. The strike last trading price was 322.2, which was 160 higher than the previous day. The implied volatity was 34.25, the open interest changed by 3 which increased total open position to 80
On 2 Jun OFSS was trading at 10344.50. The strike last trading price was 163.05, which was -60.15 lower than the previous day. The implied volatity was 32.18, the open interest changed by 0 which decreased total open position to 77
On 1 Jun OFSS was trading at 10191.00. The strike last trading price was 223.2, which was -109 lower than the previous day. The implied volatity was 31.72, the open interest changed by 10 which increased total open position to 78
On 29 May OFSS was trading at 9964.00. The strike last trading price was 335, which was 66 higher than the previous day. The implied volatity was 32.82, the open interest changed by -13 which decreased total open position to 67
On 27 May OFSS was trading at 10299.50. The strike last trading price was 266.6, which was -242 lower than the previous day. The implied volatity was 37.28, the open interest changed by 77 which increased total open position to 81
On 26 May OFSS was trading at 9882.00. The strike last trading price was 508.6, which was 508.6 higher than the previous day. The implied volatity was 35.18, the open interest changed by 0 which decreased total open position to 4
On 25 May OFSS was trading at 9703.00. The strike last trading price was 508.6, which was -91.4 lower than the previous day. The implied volatity was 35.18, the open interest changed by 3 which increased total open position to 4
On 22 May OFSS was trading at 9525.00. The strike last trading price was 600, which was 600 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 21 May OFSS was trading at 9730.50. The strike last trading price was 600, which was 600 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 20 May OFSS was trading at 9703.50. The strike last trading price was 600, which was 600 higher than the previous day. The implied volatity was 38.88, the open interest changed by 0 which decreased total open position to 1
On 19 May OFSS was trading at 9646.00. The strike last trading price was 600, which was -179.4 lower than the previous day. The implied volatity was 38.88, the open interest changed by 1 which increased total open position to 1
On 18 May OFSS was trading at 9408.50. 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 15 May OFSS was trading at 9015.00. The strike last trading price was 0, which was -779.4 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 -779.4 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 -779.4 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 -779.4 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 -779.4 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
