ONGC
Oil And Natural Gas Corp.
Historical option data for ONGC
21 Nov 2024 04:12 PM IST
| ONGC 28NOV2024 230 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.86
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 | 13.65 | 13.65 | 36.45 | 22 | 7 | 7 | |||
| 20 Nov | 248.00 | 0 | -21.95 | 0.00 | 0 | 0 | 0 | |||
| 18 Nov | 250.65 | 21.95 | 0.20 | 36.14 | 2 | 0 | 46 | |||
| 14 Nov | 250.80 | 21.75 | -1.95 | - | 9 | 1 | 46 | |||
| 13 Nov | 252.55 | 23.7 | -4.30 | 35.66 | 30 | -13 | 41 | |||
| 12 Nov | 256.15 | 28 | -0.90 | 42.53 | 5 | 0 | 55 | |||
| 11 Nov | 256.90 | 28.9 | -1.80 | 36.44 | 8 | -1 | 56 | |||
| 8 Nov | 262.55 | 30.7 | -4.60 | - | 9 | 0 | 58 | |||
| 7 Nov | 265.20 | 35.3 | -1.10 | - | 21 | -3 | 58 | |||
| 6 Nov | 269.05 | 36.4 | -1.60 | - | 2 | 0 | 61 | |||
| 5 Nov | 267.40 | 38 | 2.55 | - | 11 | 4 | 62 | |||
| 4 Nov | 265.30 | 35.45 | -0.55 | - | 60 | 56 | 59 | |||
| 1 Nov | 271.75 | 36 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 31 Oct | 266.15 | 36 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 261.65 | 36 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 265.00 | 36 | 0.00 | - | 0 | 2 | 0 | |||
| 28 Oct | 263.35 | 36 | -1.00 | - | 2 | 2 | 2 | |||
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| 25 Oct | 264.05 | 37 | -60.30 | - | 1 | 0 | 0 | |||
| 24 Oct | 269.10 | 97.3 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 270.85 | 97.3 | - | 0 | 0 | 0 | ||||
For Oil And Natural Gas Corp. - strike price 230 expiring on 28NOV2024
Delta for 230 CE is 0.86
Historical price for 230 CE is as follows
On 21 Nov ONGC was trading at 242.15. The strike last trading price was 13.65, which was 13.65 higher than the previous day. The implied volatity was 36.45, the open interest changed by 7 which increased total open position to 7
On 20 Nov ONGC was trading at 248.00. The strike last trading price was 0, which was -21.95 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 21.95, which was 0.20 higher than the previous day. The implied volatity was 36.14, the open interest changed by 0 which decreased total open position to 46
On 14 Nov ONGC was trading at 250.80. The strike last trading price was 21.75, which was -1.95 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 46
On 13 Nov ONGC was trading at 252.55. The strike last trading price was 23.7, which was -4.30 lower than the previous day. The implied volatity was 35.66, the open interest changed by -13 which decreased total open position to 41
On 12 Nov ONGC was trading at 256.15. The strike last trading price was 28, which was -0.90 lower than the previous day. The implied volatity was 42.53, the open interest changed by 0 which decreased total open position to 55
On 11 Nov ONGC was trading at 256.90. The strike last trading price was 28.9, which was -1.80 lower than the previous day. The implied volatity was 36.44, the open interest changed by -1 which decreased total open position to 56
On 8 Nov ONGC was trading at 262.55. The strike last trading price was 30.7, which was -4.60 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 58
On 7 Nov ONGC was trading at 265.20. The strike last trading price was 35.3, which was -1.10 lower than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 58
On 6 Nov ONGC was trading at 269.05. The strike last trading price was 36.4, which was -1.60 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 61
On 5 Nov ONGC was trading at 267.40. The strike last trading price was 38, which was 2.55 higher than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 62
On 4 Nov ONGC was trading at 265.30. The strike last trading price was 35.45, which was -0.55 lower than the previous day. The implied volatity was -, the open interest changed by 56 which increased total open position to 59
On 1 Nov ONGC was trading at 271.75. The strike last trading price was 36, 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 36, 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 36, 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 36, 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 36, which was -1.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct ONGC was trading at 264.05. The strike last trading price was 37, which was -60.30 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct ONGC was trading at 269.10. The strike last trading price was 97.3, 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 23 Oct ONGC was trading at 270.85. The strike last trading price was 97.3, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| ONGC 28NOV2024 230 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.14
Vega: 0.08
Theta: -0.19
Gamma: 0.02
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 242.15 | 0.95 | 0.95 | 37.67 | 725 | 77 | 77 |
| 20 Nov | 248.00 | 0 | -0.50 | 0.00 | 0 | 0 | 0 |
| 18 Nov | 250.65 | 0.5 | -0.05 | 37.62 | 388 | -6 | 867 |
| 14 Nov | 250.80 | 0.55 | -0.10 | 33.05 | 385 | 19 | 880 |
| 13 Nov | 252.55 | 0.65 | 0.10 | 34.30 | 1,172 | 180 | 875 |
| 12 Nov | 256.15 | 0.55 | -0.25 | 35.75 | 1,096 | -134 | 709 |
| 11 Nov | 256.90 | 0.8 | 0.10 | 39.35 | 741 | 197 | 870 |
| 8 Nov | 262.55 | 0.7 | 0.20 | 38.76 | 281 | 7 | 672 |
| 7 Nov | 265.20 | 0.5 | 0.05 | 38.49 | 133 | -14 | 666 |
| 6 Nov | 269.05 | 0.45 | -0.15 | 38.94 | 433 | -44 | 689 |
| 5 Nov | 267.40 | 0.6 | -0.65 | 39.72 | 600 | 112 | 737 |
| 4 Nov | 265.30 | 1.25 | 0.35 | 44.55 | 1,072 | 291 | 624 |
| 1 Nov | 271.75 | 0.9 | -0.35 | 44.95 | 29 | 4 | 329 |
| 31 Oct | 266.15 | 1.25 | -0.20 | - | 226 | 52 | 326 |
| 30 Oct | 261.65 | 1.45 | 0.00 | - | 120 | 54 | 273 |
| 29 Oct | 265.00 | 1.45 | -0.25 | - | 170 | 92 | 214 |
| 28 Oct | 263.35 | 1.7 | -0.15 | - | 210 | 72 | 122 |
| 25 Oct | 264.05 | 1.85 | 0.65 | - | 46 | 25 | 50 |
| 24 Oct | 269.10 | 1.2 | -0.05 | - | 21 | 13 | 24 |
| 23 Oct | 270.85 | 1.25 | - | 13 | 10 | 10 | |
For Oil And Natural Gas Corp. - strike price 230 expiring on 28NOV2024
Delta for 230 PE is -0.14
Historical price for 230 PE is as follows
On 21 Nov ONGC was trading at 242.15. The strike last trading price was 0.95, which was 0.95 higher than the previous day. The implied volatity was 37.67, the open interest changed by 77 which increased total open position to 77
On 20 Nov ONGC was trading at 248.00. The strike last trading price was 0, which was -0.50 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 0.5, which was -0.05 lower than the previous day. The implied volatity was 37.62, the open interest changed by -6 which decreased total open position to 867
On 14 Nov ONGC was trading at 250.80. The strike last trading price was 0.55, which was -0.10 lower than the previous day. The implied volatity was 33.05, the open interest changed by 19 which increased total open position to 880
On 13 Nov ONGC was trading at 252.55. The strike last trading price was 0.65, which was 0.10 higher than the previous day. The implied volatity was 34.30, the open interest changed by 180 which increased total open position to 875
On 12 Nov ONGC was trading at 256.15. The strike last trading price was 0.55, which was -0.25 lower than the previous day. The implied volatity was 35.75, the open interest changed by -134 which decreased total open position to 709
On 11 Nov ONGC was trading at 256.90. The strike last trading price was 0.8, which was 0.10 higher than the previous day. The implied volatity was 39.35, the open interest changed by 197 which increased total open position to 870
On 8 Nov ONGC was trading at 262.55. The strike last trading price was 0.7, which was 0.20 higher than the previous day. The implied volatity was 38.76, the open interest changed by 7 which increased total open position to 672
On 7 Nov ONGC was trading at 265.20. The strike last trading price was 0.5, which was 0.05 higher than the previous day. The implied volatity was 38.49, the open interest changed by -14 which decreased total open position to 666
On 6 Nov ONGC was trading at 269.05. The strike last trading price was 0.45, which was -0.15 lower than the previous day. The implied volatity was 38.94, the open interest changed by -44 which decreased total open position to 689
On 5 Nov ONGC was trading at 267.40. The strike last trading price was 0.6, which was -0.65 lower than the previous day. The implied volatity was 39.72, the open interest changed by 112 which increased total open position to 737
On 4 Nov ONGC was trading at 265.30. The strike last trading price was 1.25, which was 0.35 higher than the previous day. The implied volatity was 44.55, the open interest changed by 291 which increased total open position to 624
On 1 Nov ONGC was trading at 271.75. The strike last trading price was 0.9, which was -0.35 lower than the previous day. The implied volatity was 44.95, the open interest changed by 4 which increased total open position to 329
On 31 Oct ONGC was trading at 266.15. The strike last trading price was 1.25, which was -0.20 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 1.45, 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 1.45, which was -0.25 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 1.7, which was -0.15 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct ONGC was trading at 264.05. The strike last trading price was 1.85, which was 0.65 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct ONGC was trading at 269.10. The strike last trading price was 1.2, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct ONGC was trading at 270.85. The strike last trading price was 1.25, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
