ONGC
Oil And Natural Gas Corp.
Historical option data for ONGC
20 Dec 2024 04:12 PM IST
| ONGC 26DEC2024 234 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.73
Vega: 0.10
Theta: -0.22
Gamma: 0.05
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 237.10 | 4.95 | -4.65 | 21.18 | 241 | 48 | 97 | |||
| 19 Dec | 241.85 | 9.6 | -1.25 | 29.02 | 59 | 24 | 47 | |||
| 18 Dec | 244.15 | 10.85 | -3.55 | 23.84 | 15 | 5 | 21 | |||
| 17 Dec | 247.40 | 14.4 | -5.40 | 32.45 | 10 | 3 | 14 | |||
| 16 Dec | 251.80 | 19.8 | -0.50 | 46.75 | 1 | 0 | 10 | |||
| 13 Dec | 254.25 | 20.3 | -7.90 | - | 3 | -2 | 10 | |||
| 12 Dec | 254.05 | 28.2 | 0.00 | 0.00 | 0 | 0 | 0 | |||
|
|
||||||||||
| 11 Dec | 256.60 | 28.2 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 10 Dec | 256.90 | 28.2 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 9 Dec | 258.90 | 28.2 | 0.00 | 0.00 | 0 | -2 | 0 | |||
| 6 Dec | 260.05 | 28.2 | -0.40 | 34.61 | 2 | -1 | 13 | |||
| 5 Dec | 261.30 | 28.6 | -0.55 | 17.23 | 10 | -1 | 14 | |||
| 4 Dec | 260.70 | 29.15 | 5.70 | 36.32 | 2 | 0 | 15 | |||
| 3 Dec | 262.35 | 23.45 | 0.00 | 0.00 | 0 | -3 | 0 | |||
| 2 Dec | 257.55 | 23.45 | -0.05 | - | 6 | 0 | 18 | |||
| 29 Nov | 256.70 | 23.5 | 0.00 | 0.00 | 0 | 5 | 0 | |||
| 28 Nov | 252.20 | 23.5 | -0.50 | 36.56 | 8 | 5 | 18 | |||
| 27 Nov | 254.30 | 24 | 0.00 | 0.00 | 0 | 4 | 0 | |||
| 26 Nov | 254.25 | 24 | 0.20 | 29.89 | 4 | 0 | 9 | |||
| 25 Nov | 257.90 | 23.8 | 5.10 | - | 3 | 0 | 10 | |||
| 22 Nov | 245.60 | 18.7 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 21 Nov | 242.15 | 18.7 | 0.00 | 0.00 | 0 | 10 | 0 | |||
| 20 Nov | 248.00 | 18.7 | 0.00 | 25.89 | 5 | 10 | 10 | |||
| 19 Nov | 248.00 | 18.7 | 25.89 | 5 | 1 | 10 | ||||
For Oil And Natural Gas Corp. - strike price 234 expiring on 26DEC2024
Delta for 234 CE is 0.73
Historical price for 234 CE is as follows
On 20 Dec ONGC was trading at 237.10. The strike last trading price was 4.95, which was -4.65 lower than the previous day. The implied volatity was 21.18, the open interest changed by 48 which increased total open position to 97
On 19 Dec ONGC was trading at 241.85. The strike last trading price was 9.6, which was -1.25 lower than the previous day. The implied volatity was 29.02, the open interest changed by 24 which increased total open position to 47
On 18 Dec ONGC was trading at 244.15. The strike last trading price was 10.85, which was -3.55 lower than the previous day. The implied volatity was 23.84, the open interest changed by 5 which increased total open position to 21
On 17 Dec ONGC was trading at 247.40. The strike last trading price was 14.4, which was -5.40 lower than the previous day. The implied volatity was 32.45, the open interest changed by 3 which increased total open position to 14
On 16 Dec ONGC was trading at 251.80. The strike last trading price was 19.8, which was -0.50 lower than the previous day. The implied volatity was 46.75, the open interest changed by 0 which decreased total open position to 10
On 13 Dec ONGC was trading at 254.25. The strike last trading price was 20.3, which was -7.90 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 10
On 12 Dec ONGC was trading at 254.05. The strike last trading price was 28.2, 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 11 Dec ONGC was trading at 256.60. The strike last trading price was 28.2, 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 28.2, 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 28.2, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -2 which decreased total open position to 0
On 6 Dec ONGC was trading at 260.05. The strike last trading price was 28.2, which was -0.40 lower than the previous day. The implied volatity was 34.61, the open interest changed by -1 which decreased total open position to 13
On 5 Dec ONGC was trading at 261.30. The strike last trading price was 28.6, which was -0.55 lower than the previous day. The implied volatity was 17.23, the open interest changed by -1 which decreased total open position to 14
On 4 Dec ONGC was trading at 260.70. The strike last trading price was 29.15, which was 5.70 higher than the previous day. The implied volatity was 36.32, the open interest changed by 0 which decreased total open position to 15
On 3 Dec ONGC was trading at 262.35. The strike last trading price was 23.45, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -3 which decreased total open position to 0
On 2 Dec ONGC was trading at 257.55. The strike last trading price was 23.45, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 18
On 29 Nov ONGC was trading at 256.70. The strike last trading price was 23.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 5 which increased total open position to 0
On 28 Nov ONGC was trading at 252.20. The strike last trading price was 23.5, which was -0.50 lower than the previous day. The implied volatity was 36.56, the open interest changed by 5 which increased total open position to 18
On 27 Nov ONGC was trading at 254.30. The strike last trading price was 24, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 26 Nov ONGC was trading at 254.25. The strike last trading price was 24, which was 0.20 higher than the previous day. The implied volatity was 29.89, the open interest changed by 0 which decreased total open position to 9
On 25 Nov ONGC was trading at 257.90. The strike last trading price was 23.8, which was 5.10 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10
On 22 Nov ONGC was trading at 245.60. The strike last trading price was 18.7, 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 21 Nov ONGC was trading at 242.15. The strike last trading price was 18.7, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 10 which increased total open position to 0
On 20 Nov ONGC was trading at 248.00. The strike last trading price was 18.7, which was 0.00 lower than the previous day. The implied volatity was 25.89, the open interest changed by 10 which increased total open position to 10
On 19 Nov ONGC was trading at 248.00. The strike last trading price was 18.7, which was lower than the previous day. The implied volatity was 25.89, the open interest changed by 1 which increased total open position to 10
| ONGC 26DEC2024 234 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.31
Vega: 0.11
Theta: -0.22
Gamma: 0.04
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 237.10 | 1.7 | 0.90 | 27.25 | 1,527 | 172 | 680 |
| 19 Dec | 241.85 | 0.8 | 0.15 | 27.24 | 1,044 | 110 | 526 |
| 18 Dec | 244.15 | 0.65 | 0.15 | 26.80 | 1,109 | 156 | 425 |
| 17 Dec | 247.40 | 0.5 | 0.05 | 28.07 | 489 | 36 | 274 |
| 16 Dec | 251.80 | 0.45 | 0.10 | 31.89 | 72 | -1 | 235 |
| 13 Dec | 254.25 | 0.35 | -0.15 | 30.28 | 204 | 14 | 237 |
| 12 Dec | 254.05 | 0.5 | 0.05 | 30.65 | 111 | 32 | 225 |
| 11 Dec | 256.60 | 0.45 | -0.05 | 31.95 | 111 | -70 | 194 |
| 10 Dec | 256.90 | 0.5 | 0.05 | 31.42 | 169 | -4 | 266 |
| 9 Dec | 258.90 | 0.45 | -0.05 | 31.68 | 132 | -1 | 267 |
| 6 Dec | 260.05 | 0.5 | -0.05 | 31.25 | 90 | 11 | 283 |
| 5 Dec | 261.30 | 0.55 | -0.05 | 32.11 | 292 | 71 | 273 |
| 4 Dec | 260.70 | 0.6 | -0.05 | 31.62 | 277 | 0 | 207 |
| 3 Dec | 262.35 | 0.65 | -0.55 | 32.52 | 301 | -26 | 213 |
| 2 Dec | 257.55 | 1.2 | -0.25 | 33.62 | 423 | 34 | 248 |
| 29 Nov | 256.70 | 1.45 | -0.60 | 33.13 | 383 | 82 | 216 |
| 28 Nov | 252.20 | 2.05 | 0.05 | 32.87 | 28 | 2 | 133 |
| 27 Nov | 254.30 | 2 | -0.30 | 33.72 | 14 | -1 | 131 |
| 26 Nov | 254.25 | 2.3 | 0.50 | 34.74 | 10 | -1 | 133 |
| 25 Nov | 257.90 | 1.8 | -1.65 | 35.11 | 190 | -18 | 132 |
| 22 Nov | 245.60 | 3.45 | -1.20 | 29.61 | 27 | 4 | 154 |
| 21 Nov | 242.15 | 4.65 | 1.50 | 30.63 | 125 | 2 | 151 |
| 20 Nov | 248.00 | 3.15 | 0.00 | 29.93 | 249 | 149 | 149 |
| 19 Nov | 248.00 | 3.15 | 29.93 | 249 | -33 | 149 | |
For Oil And Natural Gas Corp. - strike price 234 expiring on 26DEC2024
Delta for 234 PE is -0.31
Historical price for 234 PE is as follows
On 20 Dec ONGC was trading at 237.10. The strike last trading price was 1.7, which was 0.90 higher than the previous day. The implied volatity was 27.25, the open interest changed by 172 which increased total open position to 680
On 19 Dec ONGC was trading at 241.85. The strike last trading price was 0.8, which was 0.15 higher than the previous day. The implied volatity was 27.24, the open interest changed by 110 which increased total open position to 526
On 18 Dec ONGC was trading at 244.15. The strike last trading price was 0.65, which was 0.15 higher than the previous day. The implied volatity was 26.80, the open interest changed by 156 which increased total open position to 425
On 17 Dec ONGC was trading at 247.40. The strike last trading price was 0.5, which was 0.05 higher than the previous day. The implied volatity was 28.07, the open interest changed by 36 which increased total open position to 274
On 16 Dec ONGC was trading at 251.80. The strike last trading price was 0.45, which was 0.10 higher than the previous day. The implied volatity was 31.89, the open interest changed by -1 which decreased total open position to 235
On 13 Dec ONGC was trading at 254.25. The strike last trading price was 0.35, which was -0.15 lower than the previous day. The implied volatity was 30.28, the open interest changed by 14 which increased total open position to 237
On 12 Dec ONGC was trading at 254.05. The strike last trading price was 0.5, which was 0.05 higher than the previous day. The implied volatity was 30.65, the open interest changed by 32 which increased total open position to 225
On 11 Dec ONGC was trading at 256.60. The strike last trading price was 0.45, which was -0.05 lower than the previous day. The implied volatity was 31.95, the open interest changed by -70 which decreased total open position to 194
On 10 Dec ONGC was trading at 256.90. The strike last trading price was 0.5, which was 0.05 higher than the previous day. The implied volatity was 31.42, the open interest changed by -4 which decreased total open position to 266
On 9 Dec ONGC was trading at 258.90. The strike last trading price was 0.45, which was -0.05 lower than the previous day. The implied volatity was 31.68, the open interest changed by -1 which decreased total open position to 267
On 6 Dec ONGC was trading at 260.05. The strike last trading price was 0.5, which was -0.05 lower than the previous day. The implied volatity was 31.25, the open interest changed by 11 which increased total open position to 283
On 5 Dec ONGC was trading at 261.30. The strike last trading price was 0.55, which was -0.05 lower than the previous day. The implied volatity was 32.11, the open interest changed by 71 which increased total open position to 273
On 4 Dec ONGC was trading at 260.70. The strike last trading price was 0.6, which was -0.05 lower than the previous day. The implied volatity was 31.62, the open interest changed by 0 which decreased total open position to 207
On 3 Dec ONGC was trading at 262.35. The strike last trading price was 0.65, which was -0.55 lower than the previous day. The implied volatity was 32.52, the open interest changed by -26 which decreased total open position to 213
On 2 Dec ONGC was trading at 257.55. The strike last trading price was 1.2, which was -0.25 lower than the previous day. The implied volatity was 33.62, the open interest changed by 34 which increased total open position to 248
On 29 Nov ONGC was trading at 256.70. The strike last trading price was 1.45, which was -0.60 lower than the previous day. The implied volatity was 33.13, the open interest changed by 82 which increased total open position to 216
On 28 Nov ONGC was trading at 252.20. The strike last trading price was 2.05, which was 0.05 higher than the previous day. The implied volatity was 32.87, the open interest changed by 2 which increased total open position to 133
On 27 Nov ONGC was trading at 254.30. The strike last trading price was 2, which was -0.30 lower than the previous day. The implied volatity was 33.72, the open interest changed by -1 which decreased total open position to 131
On 26 Nov ONGC was trading at 254.25. The strike last trading price was 2.3, which was 0.50 higher than the previous day. The implied volatity was 34.74, the open interest changed by -1 which decreased total open position to 133
On 25 Nov ONGC was trading at 257.90. The strike last trading price was 1.8, which was -1.65 lower than the previous day. The implied volatity was 35.11, the open interest changed by -18 which decreased total open position to 132
On 22 Nov ONGC was trading at 245.60. The strike last trading price was 3.45, which was -1.20 lower than the previous day. The implied volatity was 29.61, the open interest changed by 4 which increased total open position to 154
On 21 Nov ONGC was trading at 242.15. The strike last trading price was 4.65, which was 1.50 higher than the previous day. The implied volatity was 30.63, the open interest changed by 2 which increased total open position to 151
On 20 Nov ONGC was trading at 248.00. The strike last trading price was 3.15, which was 0.00 lower than the previous day. The implied volatity was 29.93, the open interest changed by 149 which increased total open position to 149
On 19 Nov ONGC was trading at 248.00. The strike last trading price was 3.15, which was lower than the previous day. The implied volatity was 29.93, the open interest changed by -33 which decreased total open position to 149
