ONGC
Oil And Natural Gas Corp.
Historical option data for ONGC
20 Dec 2024 04:12 PM IST
| ONGC 26DEC2024 230 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.94
Vega: 0.03
Theta: -0.11
Gamma: 0.02
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 237.10 | 8 | -5.25 | 16.69 | 376 | 73 | 115 | |||
| 19 Dec | 241.85 | 13.25 | -2.20 | 32.55 | 107 | 12 | 39 | |||
| 18 Dec | 244.15 | 15.45 | -2.90 | 39.27 | 4 | 1 | 27 | |||
| 17 Dec | 247.40 | 18.35 | -4.95 | 38.63 | 4 | 1 | 24 | |||
| 16 Dec | 251.80 | 23.3 | -3.10 | 44.59 | 5 | 2 | 23 | |||
| 13 Dec | 254.25 | 26.4 | 1.00 | 38.99 | 2 | 1 | 21 | |||
| 12 Dec | 254.05 | 25.4 | -8.00 | 35.64 | 3 | -2 | 20 | |||
| 11 Dec | 256.60 | 33.4 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 10 Dec | 256.90 | 33.4 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 9 Dec | 258.90 | 33.4 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Dec | 260.05 | 33.4 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Dec | 261.30 | 33.4 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 4 Dec | 260.70 | 33.4 | -0.90 | 42.99 | 6 | 1 | 23 | |||
| 3 Dec | 262.35 | 34.3 | 4.55 | 39.64 | 13 | 0 | 22 | |||
| 2 Dec | 257.55 | 29.75 | 0.70 | 31.51 | 2 | 1 | 22 | |||
| 29 Nov | 256.70 | 29.05 | 2.85 | 27.02 | 4 | -1 | 21 | |||
| 28 Nov | 252.20 | 26.2 | -0.20 | 33.10 | 22 | 5 | 22 | |||
| 27 Nov | 254.30 | 26.4 | -1.90 | - | 7 | 2 | 18 | |||
| 26 Nov | 254.25 | 28.3 | -2.75 | 35.92 | 3 | 1 | 16 | |||
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| 25 Nov | 257.90 | 31.05 | 10.80 | 19.28 | 27 | 11 | 14 | |||
| 22 Nov | 245.60 | 20.25 | 2.95 | 30.58 | 15 | 7 | 10 | |||
| 21 Nov | 242.15 | 17.3 | 17.30 | 27.61 | 3 | 2 | 2 | |||
| 20 Nov | 248.00 | 0 | -72.30 | 0.00 | 0 | 0 | 0 | |||
| 18 Nov | 250.65 | 72.3 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 250.80 | 72.3 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 252.55 | 72.3 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 256.15 | 72.3 | 72.30 | - | 0 | 0 | 0 | |||
| 21 Oct | 276.60 | 0 | - | 0 | 0 | 0 | ||||
For Oil And Natural Gas Corp. - strike price 230 expiring on 26DEC2024
Delta for 230 CE is 0.94
Historical price for 230 CE is as follows
On 20 Dec ONGC was trading at 237.10. The strike last trading price was 8, which was -5.25 lower than the previous day. The implied volatity was 16.69, the open interest changed by 73 which increased total open position to 115
On 19 Dec ONGC was trading at 241.85. The strike last trading price was 13.25, which was -2.20 lower than the previous day. The implied volatity was 32.55, the open interest changed by 12 which increased total open position to 39
On 18 Dec ONGC was trading at 244.15. The strike last trading price was 15.45, which was -2.90 lower than the previous day. The implied volatity was 39.27, the open interest changed by 1 which increased total open position to 27
On 17 Dec ONGC was trading at 247.40. The strike last trading price was 18.35, which was -4.95 lower than the previous day. The implied volatity was 38.63, the open interest changed by 1 which increased total open position to 24
On 16 Dec ONGC was trading at 251.80. The strike last trading price was 23.3, which was -3.10 lower than the previous day. The implied volatity was 44.59, the open interest changed by 2 which increased total open position to 23
On 13 Dec ONGC was trading at 254.25. The strike last trading price was 26.4, which was 1.00 higher than the previous day. The implied volatity was 38.99, the open interest changed by 1 which increased total open position to 21
On 12 Dec ONGC was trading at 254.05. The strike last trading price was 25.4, which was -8.00 lower than the previous day. The implied volatity was 35.64, the open interest changed by -2 which decreased total open position to 20
On 11 Dec ONGC was trading at 256.60. The strike last trading price was 33.4, 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 10 Dec ONGC was trading at 256.90. The strike last trading price was 33.4, 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 9 Dec ONGC was trading at 258.90. The strike last trading price was 33.4, 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 Dec ONGC was trading at 260.05. The strike last trading price was 33.4, 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 Dec ONGC was trading at 261.30. The strike last trading price was 33.4, 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 Dec ONGC was trading at 260.70. The strike last trading price was 33.4, which was -0.90 lower than the previous day. The implied volatity was 42.99, the open interest changed by 1 which increased total open position to 23
On 3 Dec ONGC was trading at 262.35. The strike last trading price was 34.3, which was 4.55 higher than the previous day. The implied volatity was 39.64, the open interest changed by 0 which decreased total open position to 22
On 2 Dec ONGC was trading at 257.55. The strike last trading price was 29.75, which was 0.70 higher than the previous day. The implied volatity was 31.51, the open interest changed by 1 which increased total open position to 22
On 29 Nov ONGC was trading at 256.70. The strike last trading price was 29.05, which was 2.85 higher than the previous day. The implied volatity was 27.02, the open interest changed by -1 which decreased total open position to 21
On 28 Nov ONGC was trading at 252.20. The strike last trading price was 26.2, which was -0.20 lower than the previous day. The implied volatity was 33.10, the open interest changed by 5 which increased total open position to 22
On 27 Nov ONGC was trading at 254.30. The strike last trading price was 26.4, which was -1.90 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 18
On 26 Nov ONGC was trading at 254.25. The strike last trading price was 28.3, which was -2.75 lower than the previous day. The implied volatity was 35.92, the open interest changed by 1 which increased total open position to 16
On 25 Nov ONGC was trading at 257.90. The strike last trading price was 31.05, which was 10.80 higher than the previous day. The implied volatity was 19.28, the open interest changed by 11 which increased total open position to 14
On 22 Nov ONGC was trading at 245.60. The strike last trading price was 20.25, which was 2.95 higher than the previous day. The implied volatity was 30.58, the open interest changed by 7 which increased total open position to 10
On 21 Nov ONGC was trading at 242.15. The strike last trading price was 17.3, which was 17.30 higher than the previous day. The implied volatity was 27.61, 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 -72.30 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 72.3, 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 72.3, 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 72.3, 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 72.3, which was 72.30 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 21 Oct ONGC was trading at 276.60. 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 26DEC2024 230 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.17
Vega: 0.08
Theta: -0.16
Gamma: 0.03
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 237.10 | 0.75 | 0.25 | 27.57 | 1,293 | -23 | 629 |
| 19 Dec | 241.85 | 0.5 | 0.05 | 30.79 | 1,183 | 40 | 681 |
| 18 Dec | 244.15 | 0.45 | 0.10 | 30.72 | 374 | 6 | 640 |
| 17 Dec | 247.40 | 0.35 | 0.05 | 31.46 | 389 | 78 | 641 |
| 16 Dec | 251.80 | 0.3 | 0.00 | 34.63 | 159 | -38 | 563 |
| 13 Dec | 254.25 | 0.3 | -0.10 | 33.79 | 530 | 25 | 604 |
| 12 Dec | 254.05 | 0.4 | 0.05 | 33.64 | 121 | 12 | 579 |
| 11 Dec | 256.60 | 0.35 | -0.05 | 34.48 | 138 | 33 | 567 |
| 10 Dec | 256.90 | 0.4 | 0.05 | 34.06 | 595 | -52 | 531 |
| 9 Dec | 258.90 | 0.35 | 0.00 | 33.96 | 163 | -22 | 583 |
| 6 Dec | 260.05 | 0.35 | -0.15 | 32.57 | 226 | 61 | 606 |
| 5 Dec | 261.30 | 0.5 | 0.00 | 35.11 | 333 | 3 | 560 |
| 4 Dec | 260.70 | 0.5 | 0.00 | 33.94 | 349 | 74 | 560 |
| 3 Dec | 262.35 | 0.5 | -0.45 | 34.14 | 481 | -4 | 486 |
| 2 Dec | 257.55 | 0.95 | -0.20 | 35.36 | 435 | 41 | 489 |
| 29 Nov | 256.70 | 1.15 | -0.50 | 34.70 | 513 | 65 | 448 |
| 28 Nov | 252.20 | 1.65 | 0.00 | 34.54 | 259 | 61 | 383 |
| 27 Nov | 254.30 | 1.65 | -0.10 | 35.53 | 343 | 125 | 323 |
| 26 Nov | 254.25 | 1.75 | 0.35 | 35.49 | 141 | 65 | 195 |
| 25 Nov | 257.90 | 1.4 | -1.35 | 36.10 | 369 | -17 | 130 |
| 22 Nov | 245.60 | 2.75 | -0.95 | 30.97 | 143 | 68 | 215 |
| 21 Nov | 242.15 | 3.7 | 3.70 | 31.71 | 267 | 147 | 147 |
| 20 Nov | 248.00 | 0 | -2.30 | 0.00 | 0 | 0 | 0 |
| 18 Nov | 250.65 | 2.3 | -0.10 | 32.07 | 99 | 37 | 270 |
| 14 Nov | 250.80 | 2.4 | 0.15 | 31.37 | 666 | 118 | 233 |
| 13 Nov | 252.55 | 2.25 | 0.80 | 31.02 | 141 | 101 | 111 |
| 12 Nov | 256.15 | 1.45 | 1.45 | 29.18 | 10 | 9 | 9 |
| 21 Oct | 276.60 | 0 | - | 0 | 0 | 0 | |
For Oil And Natural Gas Corp. - strike price 230 expiring on 26DEC2024
Delta for 230 PE is -0.17
Historical price for 230 PE is as follows
On 20 Dec ONGC was trading at 237.10. The strike last trading price was 0.75, which was 0.25 higher than the previous day. The implied volatity was 27.57, the open interest changed by -23 which decreased total open position to 629
On 19 Dec ONGC was trading at 241.85. The strike last trading price was 0.5, which was 0.05 higher than the previous day. The implied volatity was 30.79, the open interest changed by 40 which increased total open position to 681
On 18 Dec ONGC was trading at 244.15. The strike last trading price was 0.45, which was 0.10 higher than the previous day. The implied volatity was 30.72, the open interest changed by 6 which increased total open position to 640
On 17 Dec ONGC was trading at 247.40. The strike last trading price was 0.35, which was 0.05 higher than the previous day. The implied volatity was 31.46, the open interest changed by 78 which increased total open position to 641
On 16 Dec ONGC was trading at 251.80. The strike last trading price was 0.3, which was 0.00 lower than the previous day. The implied volatity was 34.63, the open interest changed by -38 which decreased total open position to 563
On 13 Dec ONGC was trading at 254.25. The strike last trading price was 0.3, which was -0.10 lower than the previous day. The implied volatity was 33.79, the open interest changed by 25 which increased total open position to 604
On 12 Dec ONGC was trading at 254.05. The strike last trading price was 0.4, which was 0.05 higher than the previous day. The implied volatity was 33.64, the open interest changed by 12 which increased total open position to 579
On 11 Dec ONGC was trading at 256.60. The strike last trading price was 0.35, which was -0.05 lower than the previous day. The implied volatity was 34.48, the open interest changed by 33 which increased total open position to 567
On 10 Dec ONGC was trading at 256.90. The strike last trading price was 0.4, which was 0.05 higher than the previous day. The implied volatity was 34.06, the open interest changed by -52 which decreased total open position to 531
On 9 Dec ONGC was trading at 258.90. The strike last trading price was 0.35, which was 0.00 lower than the previous day. The implied volatity was 33.96, the open interest changed by -22 which decreased total open position to 583
On 6 Dec ONGC was trading at 260.05. The strike last trading price was 0.35, which was -0.15 lower than the previous day. The implied volatity was 32.57, the open interest changed by 61 which increased total open position to 606
On 5 Dec ONGC was trading at 261.30. The strike last trading price was 0.5, which was 0.00 lower than the previous day. The implied volatity was 35.11, the open interest changed by 3 which increased total open position to 560
On 4 Dec ONGC was trading at 260.70. The strike last trading price was 0.5, which was 0.00 lower than the previous day. The implied volatity was 33.94, the open interest changed by 74 which increased total open position to 560
On 3 Dec ONGC was trading at 262.35. The strike last trading price was 0.5, which was -0.45 lower than the previous day. The implied volatity was 34.14, the open interest changed by -4 which decreased total open position to 486
On 2 Dec ONGC was trading at 257.55. The strike last trading price was 0.95, which was -0.20 lower than the previous day. The implied volatity was 35.36, the open interest changed by 41 which increased total open position to 489
On 29 Nov ONGC was trading at 256.70. The strike last trading price was 1.15, which was -0.50 lower than the previous day. The implied volatity was 34.70, the open interest changed by 65 which increased total open position to 448
On 28 Nov ONGC was trading at 252.20. The strike last trading price was 1.65, which was 0.00 lower than the previous day. The implied volatity was 34.54, the open interest changed by 61 which increased total open position to 383
On 27 Nov ONGC was trading at 254.30. The strike last trading price was 1.65, which was -0.10 lower than the previous day. The implied volatity was 35.53, the open interest changed by 125 which increased total open position to 323
On 26 Nov ONGC was trading at 254.25. The strike last trading price was 1.75, which was 0.35 higher than the previous day. The implied volatity was 35.49, the open interest changed by 65 which increased total open position to 195
On 25 Nov ONGC was trading at 257.90. The strike last trading price was 1.4, which was -1.35 lower than the previous day. The implied volatity was 36.10, the open interest changed by -17 which decreased total open position to 130
On 22 Nov ONGC was trading at 245.60. The strike last trading price was 2.75, which was -0.95 lower than the previous day. The implied volatity was 30.97, the open interest changed by 68 which increased total open position to 215
On 21 Nov ONGC was trading at 242.15. The strike last trading price was 3.7, which was 3.70 higher than the previous day. The implied volatity was 31.71, the open interest changed by 147 which increased total open position to 147
On 20 Nov ONGC was trading at 248.00. The strike last trading price was 0, which was -2.30 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 2.3, which was -0.10 lower than the previous day. The implied volatity was 32.07, the open interest changed by 37 which increased total open position to 270
On 14 Nov ONGC was trading at 250.80. The strike last trading price was 2.4, which was 0.15 higher than the previous day. The implied volatity was 31.37, the open interest changed by 118 which increased total open position to 233
On 13 Nov ONGC was trading at 252.55. The strike last trading price was 2.25, which was 0.80 higher than the previous day. The implied volatity was 31.02, the open interest changed by 101 which increased total open position to 111
On 12 Nov ONGC was trading at 256.15. The strike last trading price was 1.45, which was 1.45 higher than the previous day. The implied volatity was 29.18, the open interest changed by 9 which increased total open position to 9
On 21 Oct ONGC was trading at 276.60. 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
