ONGC
Oil And Natural Gas Corp.
Historical option data for ONGC
21 Nov 2024 04:12 PM IST
| ONGC 28NOV2024 225 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.77
Vega: 0.10
Theta: -0.63
Gamma: 0.01
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 242.15 | 21.6 | 21.60 | 80.52 | 3 | 2 | 2 | |||
| 20 Nov | 248.00 | 0 | -74.20 | 0.00 | 0 | 0 | 0 | |||
| 18 Nov | 250.65 | 74.2 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 250.80 | 74.2 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 252.55 | 74.2 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 256.15 | 74.2 | 74.20 | - | 0 | 0 | 0 | |||
| 11 Nov | 256.90 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 8 Nov | 262.55 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 7 Nov | 265.20 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Nov | 269.05 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Nov | 267.40 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
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| 4 Nov | 265.30 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 1 Nov | 271.75 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 31 Oct | 266.15 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 261.65 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 265.00 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 263.35 | 0 | - | 0 | 0 | 0 | ||||
For Oil And Natural Gas Corp. - strike price 225 expiring on 28NOV2024
Delta for 225 CE is 0.77
Historical price for 225 CE is as follows
On 21 Nov ONGC was trading at 242.15. The strike last trading price was 21.6, which was 21.60 higher than the previous day. The implied volatity was 80.52, the open interest changed by 2 which increased total open position to 2
On 20 Nov ONGC was trading at 248.00. The strike last trading price was 0, which was -74.20 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 18 Nov ONGC was trading at 250.65. The strike last trading price was 74.2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 Nov ONGC was trading at 250.80. The strike last trading price was 74.2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Nov ONGC was trading at 252.55. The strike last trading price was 74.2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Nov ONGC was trading at 256.15. The strike last trading price was 74.2, which was 74.20 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Nov ONGC was trading at 256.90. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 8 Nov ONGC was trading at 262.55. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 7 Nov ONGC was trading at 265.20. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 6 Nov ONGC was trading at 269.05. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 5 Nov ONGC was trading at 267.40. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 4 Nov ONGC was trading at 265.30. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 1 Nov ONGC was trading at 271.75. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 31 Oct ONGC was trading at 266.15. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct ONGC was trading at 261.65. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct ONGC was trading at 265.00. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct ONGC was trading at 263.35. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| ONGC 28NOV2024 225 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.09
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 | 0.55 | 40.99 | 100 | 22 | 22 |
| 20 Nov | 248.00 | 0 | -0.30 | 0.00 | 0 | 0 | 0 |
| 18 Nov | 250.65 | 0.3 | -0.10 | 40.10 | 145 | -1 | 90 |
| 14 Nov | 250.80 | 0.4 | 0.00 | 36.42 | 72 | 14 | 92 |
| 13 Nov | 252.55 | 0.4 | -0.75 | 36.11 | 171 | 82 | 82 |
| 12 Nov | 256.15 | 1.15 | 1.15 | 18.82 | 0 | 0 | 0 |
| 11 Nov | 256.90 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 8 Nov | 262.55 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 7 Nov | 265.20 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Nov | 269.05 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 5 Nov | 267.40 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 4 Nov | 265.30 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 1 Nov | 271.75 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 31 Oct | 266.15 | 0 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 261.65 | 0 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 265.00 | 0 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 263.35 | 0 | - | 0 | 0 | 0 | |
For Oil And Natural Gas Corp. - strike price 225 expiring on 28NOV2024
Delta for 225 PE is -0.09
Historical price for 225 PE is as follows
On 21 Nov ONGC was trading at 242.15. The strike last trading price was 0.55, which was 0.55 higher than the previous day. The implied volatity was 40.99, the open interest changed by 22 which increased total open position to 22
On 20 Nov ONGC was trading at 248.00. The strike last trading price was 0, which was -0.30 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 18 Nov ONGC was trading at 250.65. The strike last trading price was 0.3, which was -0.10 lower than the previous day. The implied volatity was 40.10, the open interest changed by -1 which decreased total open position to 90
On 14 Nov ONGC was trading at 250.80. The strike last trading price was 0.4, which was 0.00 lower than the previous day. The implied volatity was 36.42, the open interest changed by 14 which increased total open position to 92
On 13 Nov ONGC was trading at 252.55. The strike last trading price was 0.4, which was -0.75 lower than the previous day. The implied volatity was 36.11, the open interest changed by 82 which increased total open position to 82
On 12 Nov ONGC was trading at 256.15. The strike last trading price was 1.15, which was 1.15 higher than the previous day. The implied volatity was 18.82, the open interest changed by 0 which decreased total open position to 0
On 11 Nov ONGC was trading at 256.90. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 8 Nov ONGC was trading at 262.55. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 7 Nov ONGC was trading at 265.20. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 6 Nov ONGC was trading at 269.05. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 5 Nov ONGC was trading at 267.40. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 4 Nov ONGC was trading at 265.30. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 1 Nov ONGC was trading at 271.75. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 31 Oct ONGC was trading at 266.15. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct ONGC was trading at 261.65. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct ONGC was trading at 265.00. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct ONGC was trading at 263.35. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
