ONGC
Oil And Natural Gas Corp.
Historical option data for ONGC
21 Nov 2024 04:12 PM IST
| ONGC 28NOV2024 234 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.79
Vega: 0.10
Theta: -0.28
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 242.15 | 10.15 | -4.55 | 33.69 | 269 | 43 | 189 | |||
| 20 Nov | 248.00 | 14.7 | 0.00 | 19.93 | 69 | 146 | 152 | |||
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| 19 Nov | 248.00 | 14.7 | 19.93 | 69 | -7 | 152 | ||||
For Oil And Natural Gas Corp. - strike price 234 expiring on 28NOV2024
Delta for 234 CE is 0.79
Historical price for 234 CE is as follows
On 21 Nov ONGC was trading at 242.15. The strike last trading price was 10.15, which was -4.55 lower than the previous day. The implied volatity was 33.69, the open interest changed by 43 which increased total open position to 189
On 20 Nov ONGC was trading at 248.00. The strike last trading price was 14.7, which was 0.00 lower than the previous day. The implied volatity was 19.93, the open interest changed by 146 which increased total open position to 152
On 19 Nov ONGC was trading at 248.00. The strike last trading price was 14.7, which was lower than the previous day. The implied volatity was 19.93, the open interest changed by -7 which decreased total open position to 152
| ONGC 28NOV2024 234 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.21
Vega: 0.10
Theta: -0.23
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 242.15 | 1.45 | 0.50 | 34.71 | 2,126 | -227 | 890 |
| 20 Nov | 248.00 | 0.95 | 0.00 | 35.65 | 2,064 | 1,117 | 1,123 |
| 19 Nov | 248.00 | 0.95 | 35.65 | 2,064 | -158 | 1,123 | |
For Oil And Natural Gas Corp. - strike price 234 expiring on 28NOV2024
Delta for 234 PE is -0.21
Historical price for 234 PE is as follows
On 21 Nov ONGC was trading at 242.15. The strike last trading price was 1.45, which was 0.50 higher than the previous day. The implied volatity was 34.71, the open interest changed by -227 which decreased total open position to 890
On 20 Nov ONGC was trading at 248.00. The strike last trading price was 0.95, which was 0.00 lower than the previous day. The implied volatity was 35.65, the open interest changed by 1117 which increased total open position to 1123
On 19 Nov ONGC was trading at 248.00. The strike last trading price was 0.95, which was lower than the previous day. The implied volatity was 35.65, the open interest changed by -158 which decreased total open position to 1123
