ONGC
Oil And Natural Gas Corp.
Historical option data for ONGC
21 Nov 2024 04:02 PM IST
| ONGC 28NOV2024 224 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 242.15 | 18.6 | -6.40 | - | 1 | 0 | 42 | |||
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| 20 Nov | 248.00 | 25 | 0.00 | 42.55 | 6 | 42 | 41 | |||
| 19 Nov | 248.00 | 25 | 42.55 | 6 | -5 | 41 | ||||
For Oil And Natural Gas Corp. - strike price 224 expiring on 28NOV2024
Delta for 224 CE is -
Historical price for 224 CE is as follows
On 21 Nov ONGC was trading at 242.15. The strike last trading price was 18.6, which was -6.40 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 42
On 20 Nov ONGC was trading at 248.00. The strike last trading price was 25, which was 0.00 lower than the previous day. The implied volatity was 42.55, the open interest changed by 42 which increased total open position to 41
On 19 Nov ONGC was trading at 248.00. The strike last trading price was 25, which was lower than the previous day. The implied volatity was 42.55, the open interest changed by -5 which decreased total open position to 41
| ONGC 28NOV2024 224 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.08
Vega: 0.05
Theta: -0.15
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 242.15 | 0.55 | 0.15 | 42.78 | 784 | -70 | 627 |
| 20 Nov | 248.00 | 0.4 | 0.00 | 42.59 | 749 | 697 | 702 |
| 19 Nov | 248.00 | 0.4 | 42.59 | 749 | -164 | 702 | |
For Oil And Natural Gas Corp. - strike price 224 expiring on 28NOV2024
Delta for 224 PE is -0.08
Historical price for 224 PE is as follows
On 21 Nov ONGC was trading at 242.15. The strike last trading price was 0.55, which was 0.15 higher than the previous day. The implied volatity was 42.78, the open interest changed by -70 which decreased total open position to 627
On 20 Nov ONGC was trading at 248.00. The strike last trading price was 0.4, which was 0.00 lower than the previous day. The implied volatity was 42.59, the open interest changed by 697 which increased total open position to 702
On 19 Nov ONGC was trading at 248.00. The strike last trading price was 0.4, which was lower than the previous day. The implied volatity was 42.59, the open interest changed by -164 which decreased total open position to 702
