Historical option data for OFSS
12 Jun 2026 04:10 PM IST
| OFSS 30-Jun-2026 (16d) 9700 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.36
Vega: 0.08
Theta: -8.25
Gamma: 0.00049
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 12 Jun | 9327.50 | 176.6 | 15.45 (9.59%) | 36.15 | 373 | 2 | 349 | |||||||||
| 11 Jun | 9265.50 | 171.6 | -101.55 (-37.18%) | 37.23 | 954 | 35 | 390 | |||||||||
| 10 Jun | 9470.00 | 275 | -80.55 (-22.66%) | 39.47 | 769 | 77 | 359 | |||||||||
| 9 Jun | 9639.50 | 370 | -31.65 (-7.88%) | 40.13 | 525 | 69 | 285 | |||||||||
| 8 Jun | 9756.00 | 402 | -134.05 (-25.01%) | 40.13 | 52 | 16 | 216 | |||||||||
| 5 Jun | 9936.50 | 542.25 | -51.7 (-8.70%) | 37.69 | 4 | 2 | 202 | |||||||||
| 4 Jun | 10098.00 | 593.95 | 0 (0.00%) | 36.95 | 23 | 0 | 200 | |||||||||
| 3 Jun | 9997.50 | 593.95 | -269.8 (-31.24%) | 36.95 | 23 | 8 | 201 | |||||||||
| 2 Jun | 10344.50 | 863.75 | 123.05 (16.61%) | 39.22 | 5 | 0 | 193 | |||||||||
| 1 Jun | 10191.00 | 742 | 175.3 (30.93%) | 36.43 | 10 | -5 | 193 | |||||||||
| 29 May | 9964.00 | 568 | -132.5 (-18.92%) | 34.42 | 13 | 5 | 200 | |||||||||
| 27 May | 10299.50 | 694.85 | 258.15 (59.11%) | 22.13 | 278 | -71 | 195 | |||||||||
| 26 May | 9882.00 | 448 | 95.9 (27.24%) | 25.17 | 432 | 28 | 267 | |||||||||
| 25 May | 9703.00 | 358 | 35.65 (11.06%) | 25.82 | 504 | 107 | 239 | |||||||||
| 22 May | 9525.00 | 320.6 | -115.8 (-26.54%) | 30.03 | 276 | 60 | 131 | |||||||||
| 21 May | 9730.50 | 429.2 | -5.35 (-1.23%) | 29.69 | 97 | 51 | 70 | |||||||||
| 20 May | 9703.50 | 434.55 | 13.55 (3.22%) | 31.49 | 36 | 6 | 19 | |||||||||
| 19 May | 9646.00 | 421 | -124.3 (-22.79%) | 30.68 | 41 | 13 | 13 | |||||||||
| 18 May | 9408.50 | 0 | -545.3 (-100.00%) | - | 0 | 0 | 0 | |||||||||
| 15 May | 9015.00 | 0 | -545.3 (-100.00%) | - | 0 | 0 | 0 | |||||||||
| 14 May | 8904.50 | 0 | -545.3 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 13 May | 8928.50 | 0 | -545.3 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 12 May | 9010.50 | 0 | -545.3 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 11 May | 9239.50 | 0 | -545.3 (-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 9700 expiring on 30JUN2026
Delta for 9700 CE is 0.36
Historical price for 9700 CE is as follows
On 12 Jun OFSS was trading at 9327.50. The strike last trading price was 176.6, which was 15.45 higher than the previous day. The implied volatity was 36.15, the open interest changed by 2 which increased total open position to 349
On 11 Jun OFSS was trading at 9265.50. The strike last trading price was 171.6, which was -101.55 lower than the previous day. The implied volatity was 37.23, the open interest changed by 35 which increased total open position to 390
On 10 Jun OFSS was trading at 9470.00. The strike last trading price was 275, which was -80.55 lower than the previous day. The implied volatity was 39.47, the open interest changed by 77 which increased total open position to 359
On 9 Jun OFSS was trading at 9639.50. The strike last trading price was 370, which was -31.65 lower than the previous day. The implied volatity was 40.13, the open interest changed by 69 which increased total open position to 285
On 8 Jun OFSS was trading at 9756.00. The strike last trading price was 402, which was -134.05 lower than the previous day. The implied volatity was 40.13, the open interest changed by 16 which increased total open position to 216
On 5 Jun OFSS was trading at 9936.50. The strike last trading price was 542.25, which was -51.7 lower than the previous day. The implied volatity was 37.69, the open interest changed by 2 which increased total open position to 202
On 4 Jun OFSS was trading at 10098.00. The strike last trading price was 593.95, which was 0 lower than the previous day. The implied volatity was 36.95, the open interest changed by 0 which decreased total open position to 200
On 3 Jun OFSS was trading at 9997.50. The strike last trading price was 593.95, which was -269.8 lower than the previous day. The implied volatity was 36.95, the open interest changed by 8 which increased total open position to 201
On 2 Jun OFSS was trading at 10344.50. The strike last trading price was 863.75, which was 123.05 higher than the previous day. The implied volatity was 39.22, the open interest changed by 0 which decreased total open position to 193
On 1 Jun OFSS was trading at 10191.00. The strike last trading price was 742, which was 175.3 higher than the previous day. The implied volatity was 36.43, the open interest changed by -5 which decreased total open position to 193
On 29 May OFSS was trading at 9964.00. The strike last trading price was 568, which was -132.5 lower than the previous day. The implied volatity was 34.42, the open interest changed by 5 which increased total open position to 200
On 27 May OFSS was trading at 10299.50. The strike last trading price was 694.85, which was 258.15 higher than the previous day. The implied volatity was 22.13, the open interest changed by -71 which decreased total open position to 195
On 26 May OFSS was trading at 9882.00. The strike last trading price was 448, which was 95.9 higher than the previous day. The implied volatity was 25.17, the open interest changed by 28 which increased total open position to 267
On 25 May OFSS was trading at 9703.00. The strike last trading price was 358, which was 35.65 higher than the previous day. The implied volatity was 25.82, the open interest changed by 107 which increased total open position to 239
On 22 May OFSS was trading at 9525.00. The strike last trading price was 320.6, which was -115.8 lower than the previous day. The implied volatity was 30.03, the open interest changed by 60 which increased total open position to 131
On 21 May OFSS was trading at 9730.50. The strike last trading price was 429.2, which was -5.35 lower than the previous day. The implied volatity was 29.69, the open interest changed by 51 which increased total open position to 70
On 20 May OFSS was trading at 9703.50. The strike last trading price was 434.55, which was 13.55 higher than the previous day. The implied volatity was 31.49, the open interest changed by 6 which increased total open position to 19
On 19 May OFSS was trading at 9646.00. The strike last trading price was 421, which was -124.3 lower than the previous day. The implied volatity was 30.68, 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 -545.3 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 -545.3 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 -545.3 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 -545.3 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 -545.3 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 -545.3 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 (16d) 9700 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.64
Vega: 0.08
Theta: -6.45
Gamma: 0.00051
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 12 Jun | 9327.50 | 475 | -58.05 (-10.89%) | 34.8 | 11 | 0 | 386 |
| 11 Jun | 9265.50 | 529.45 | 74.95 (16.49%) | 32.93 | 48 | -19 | 387 |
| 10 Jun | 9470.00 | 454.25 | 109.4 (31.72%) | 39.86 | 101 | -35 | 406 |
| 9 Jun | 9639.50 | 342.4 | 31.3 (10.06%) | 35.58 | 580 | 158 | 440 |
| 8 Jun | 9756.00 | 330.55 | 110.1 (49.94%) | 37.3 | 133 | -1 | 280 |
| 5 Jun | 9936.50 | 218.65 | 20.9 (10.57%) | 33.98 | 96 | -30 | 282 |
| 4 Jun | 10098.00 | 202.1 | -36.15 (-15.17%) | 35.51 | 334 | 15 | 312 |
| 3 Jun | 9997.50 | 252 | 133.9 (113.38%) | 35.82 | 67 | 3 | 298 |
| 2 Jun | 10344.50 | 113.55 | -44.7 (-28.25%) | 32.21 | 753 | -16 | 295 |
| 1 Jun | 10191.00 | 159.3 | -85.05 (-34.81%) | 32.74 | 141 | 2 | 314 |
| 29 May | 9964.00 | 245.45 | 47.65 (24.09%) | 33.16 | 180 | -20 | 312 |
| 27 May | 10299.50 | 202.35 | -148.9 (-42.39%) | 37.1 | 386 | 57 | 326 |
| 26 May | 9882.00 | 354.9 | -50.75 (-12.51%) | 38.73 | 153 | 4 | 269 |
| 25 May | 9703.00 | 385 | -116.85 (-23.28%) | 35.62 | 254 | 69 | 264 |
| 22 May | 9525.00 | 501.8 | 76.7 (18.04%) | 34.97 | 47 | 2 | 195 |
| 21 May | 9730.50 | 426.9 | -25.8 (-5.70%) | 35.6 | 93 | 4 | 193 |
| 20 May | 9703.50 | 449 | -27.2 (-5.71%) | 36.72 | 160 | 4 | 189 |
| 19 May | 9646.00 | 470.5 | -192.4 (-29.02%) | 37.27 | 332 | 185 | 185 |
| 18 May | 9408.50 | 0 | -662.9 (-100.00%) | - | 0 | 0 | 0 |
| 15 May | 9015.00 | 0 | -662.9 (-100.00%) | - | 0 | 0 | 0 |
| 14 May | 8904.50 | 0 | -662.9 (-100.00%) | 0 | 0 | 0 | 0 |
| 13 May | 8928.50 | 0 | -662.9 (-100.00%) | 0 | 0 | 0 | 0 |
| 12 May | 9010.50 | 0 | -662.9 (-100.00%) | 0 | 0 | 0 | 0 |
| 11 May | 9239.50 | 0 | -662.9 (-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 9700 expiring on 30JUN2026
Delta for 9700 PE is -0.64
Historical price for 9700 PE is as follows
On 12 Jun OFSS was trading at 9327.50. The strike last trading price was 475, which was -58.05 lower than the previous day. The implied volatity was 34.8, the open interest changed by 0 which decreased total open position to 386
On 11 Jun OFSS was trading at 9265.50. The strike last trading price was 529.45, which was 74.95 higher than the previous day. The implied volatity was 32.93, the open interest changed by -19 which decreased total open position to 387
On 10 Jun OFSS was trading at 9470.00. The strike last trading price was 454.25, which was 109.4 higher than the previous day. The implied volatity was 39.86, the open interest changed by -35 which decreased total open position to 406
On 9 Jun OFSS was trading at 9639.50. The strike last trading price was 342.4, which was 31.3 higher than the previous day. The implied volatity was 35.58, the open interest changed by 158 which increased total open position to 440
On 8 Jun OFSS was trading at 9756.00. The strike last trading price was 330.55, which was 110.1 higher than the previous day. The implied volatity was 37.3, the open interest changed by -1 which decreased total open position to 280
On 5 Jun OFSS was trading at 9936.50. The strike last trading price was 218.65, which was 20.9 higher than the previous day. The implied volatity was 33.98, the open interest changed by -30 which decreased total open position to 282
On 4 Jun OFSS was trading at 10098.00. The strike last trading price was 202.1, which was -36.15 lower than the previous day. The implied volatity was 35.51, the open interest changed by 15 which increased total open position to 312
On 3 Jun OFSS was trading at 9997.50. The strike last trading price was 252, which was 133.9 higher than the previous day. The implied volatity was 35.82, the open interest changed by 3 which increased total open position to 298
On 2 Jun OFSS was trading at 10344.50. The strike last trading price was 113.55, which was -44.7 lower than the previous day. The implied volatity was 32.21, the open interest changed by -16 which decreased total open position to 295
On 1 Jun OFSS was trading at 10191.00. The strike last trading price was 159.3, which was -85.05 lower than the previous day. The implied volatity was 32.74, the open interest changed by 2 which increased total open position to 314
On 29 May OFSS was trading at 9964.00. The strike last trading price was 245.45, which was 47.65 higher than the previous day. The implied volatity was 33.16, the open interest changed by -20 which decreased total open position to 312
On 27 May OFSS was trading at 10299.50. The strike last trading price was 202.35, which was -148.9 lower than the previous day. The implied volatity was 37.1, the open interest changed by 57 which increased total open position to 326
On 26 May OFSS was trading at 9882.00. The strike last trading price was 354.9, which was -50.75 lower than the previous day. The implied volatity was 38.73, the open interest changed by 4 which increased total open position to 269
On 25 May OFSS was trading at 9703.00. The strike last trading price was 385, which was -116.85 lower than the previous day. The implied volatity was 35.62, the open interest changed by 69 which increased total open position to 264
On 22 May OFSS was trading at 9525.00. The strike last trading price was 501.8, which was 76.7 higher than the previous day. The implied volatity was 34.97, the open interest changed by 2 which increased total open position to 195
On 21 May OFSS was trading at 9730.50. The strike last trading price was 426.9, which was -25.8 lower than the previous day. The implied volatity was 35.6, the open interest changed by 4 which increased total open position to 193
On 20 May OFSS was trading at 9703.50. The strike last trading price was 449, which was -27.2 lower than the previous day. The implied volatity was 36.72, the open interest changed by 4 which increased total open position to 189
On 19 May OFSS was trading at 9646.00. The strike last trading price was 470.5, which was -192.4 lower than the previous day. The implied volatity was 37.27, the open interest changed by 185 which increased total open position to 185
On 18 May OFSS was trading at 9408.50. The strike last trading price was 0, which was -662.9 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 -662.9 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 -662.9 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 -662.9 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 -662.9 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 -662.9 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
