ONGC
Oil And Natural Gas Corp.
Historical option data for ONGC
21 Nov 2024 04:12 PM IST
| ONGC 28NOV2024 229 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.87
Vega: 0.07
Theta: -0.24
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 242.15 | 14.6 | -5.65 | 37.76 | 29 | 5 | 63 | |||
| 20 Nov | 248.00 | 20.25 | 0.00 | 38.80 | 3 | 58 | 58 | |||
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| 19 Nov | 248.00 | 20.25 | 38.80 | 3 | 1 | 58 | ||||
For Oil And Natural Gas Corp. - strike price 229 expiring on 28NOV2024
Delta for 229 CE is 0.87
Historical price for 229 CE is as follows
On 21 Nov ONGC was trading at 242.15. The strike last trading price was 14.6, which was -5.65 lower than the previous day. The implied volatity was 37.76, the open interest changed by 5 which increased total open position to 63
On 20 Nov ONGC was trading at 248.00. The strike last trading price was 20.25, which was 0.00 lower than the previous day. The implied volatity was 38.80, the open interest changed by 58 which increased total open position to 58
On 19 Nov ONGC was trading at 248.00. The strike last trading price was 20.25, which was lower than the previous day. The implied volatity was 38.80, the open interest changed by 1 which increased total open position to 58
| ONGC 28NOV2024 229 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.12
Vega: 0.07
Theta: -0.18
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 242.15 | 0.8 | 0.25 | 37.60 | 934 | -59 | 307 |
| 20 Nov | 248.00 | 0.55 | 0.00 | 38.18 | 337 | 366 | 373 |
| 19 Nov | 248.00 | 0.55 | 38.18 | 337 | -75 | 373 | |
For Oil And Natural Gas Corp. - strike price 229 expiring on 28NOV2024
Delta for 229 PE is -0.12
Historical price for 229 PE is as follows
On 21 Nov ONGC was trading at 242.15. The strike last trading price was 0.8, which was 0.25 higher than the previous day. The implied volatity was 37.60, the open interest changed by -59 which decreased total open position to 307
On 20 Nov ONGC was trading at 248.00. The strike last trading price was 0.55, which was 0.00 lower than the previous day. The implied volatity was 38.18, the open interest changed by 366 which increased total open position to 373
On 19 Nov ONGC was trading at 248.00. The strike last trading price was 0.55, which was lower than the previous day. The implied volatity was 38.18, the open interest changed by -75 which decreased total open position to 373
