ONGC
Oil And Natural Gas Corp.
Historical option data for ONGC
20 Dec 2024 04:12 PM IST
| ONGC 26DEC2024 235 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.68
Vega: 0.11
Theta: -0.24
Gamma: 0.05
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 237.10 | 4.3 | -4.40 | 21.59 | 895 | 149 | 274 | |||
| 19 Dec | 241.85 | 8.7 | -1.70 | 27.92 | 277 | 2 | 124 | |||
| 18 Dec | 244.15 | 10.4 | -3.15 | 28.85 | 150 | 62 | 124 | |||
| 17 Dec | 247.40 | 13.55 | -5.10 | 32.44 | 68 | 45 | 56 | |||
| 16 Dec | 251.80 | 18.65 | -0.85 | 40.77 | 1 | 0 | 11 | |||
| 13 Dec | 254.25 | 19.5 | -4.00 | - | 1 | 0 | 10 | |||
| 12 Dec | 254.05 | 23.5 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Dec | 256.60 | 23.5 | 0.50 | 31.41 | 1 | 0 | 10 | |||
| 10 Dec | 256.90 | 23 | 1.00 | 26.61 | 1 | 0 | 10 | |||
| 9 Dec | 258.90 | 22 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Dec | 260.05 | 22 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Dec | 261.30 | 22 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 4 Dec | 260.70 | 22 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 3 Dec | 262.35 | 22 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 2 Dec | 257.55 | 22 | 0.00 | 0.00 | 0 | 9 | 0 | |||
| 29 Nov | 256.70 | 22 | -2.70 | - | 10 | 8 | 9 | |||
| 28 Nov | 252.20 | 24.7 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 27 Nov | 254.30 | 24.7 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 26 Nov | 254.25 | 24.7 | 3.60 | 38.24 | 1 | 0 | 0 | |||
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| 25 Nov | 257.90 | 21.1 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 245.60 | 21.1 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Nov | 242.15 | 21.1 | 21.10 | - | 0 | 0 | 0 | |||
| 20 Nov | 248.00 | 0 | -38.45 | 0.00 | 0 | 0 | 0 | |||
| 18 Nov | 250.65 | 38.45 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 250.80 | 38.45 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 252.55 | 38.45 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 256.15 | 38.45 | - | 0 | 0 | 0 | ||||
For Oil And Natural Gas Corp. - strike price 235 expiring on 26DEC2024
Delta for 235 CE is 0.68
Historical price for 235 CE is as follows
On 20 Dec ONGC was trading at 237.10. The strike last trading price was 4.3, which was -4.40 lower than the previous day. The implied volatity was 21.59, the open interest changed by 149 which increased total open position to 274
On 19 Dec ONGC was trading at 241.85. The strike last trading price was 8.7, which was -1.70 lower than the previous day. The implied volatity was 27.92, the open interest changed by 2 which increased total open position to 124
On 18 Dec ONGC was trading at 244.15. The strike last trading price was 10.4, which was -3.15 lower than the previous day. The implied volatity was 28.85, the open interest changed by 62 which increased total open position to 124
On 17 Dec ONGC was trading at 247.40. The strike last trading price was 13.55, which was -5.10 lower than the previous day. The implied volatity was 32.44, the open interest changed by 45 which increased total open position to 56
On 16 Dec ONGC was trading at 251.80. The strike last trading price was 18.65, which was -0.85 lower than the previous day. The implied volatity was 40.77, the open interest changed by 0 which decreased total open position to 11
On 13 Dec ONGC was trading at 254.25. The strike last trading price was 19.5, which was -4.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10
On 12 Dec ONGC was trading at 254.05. 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 0 which decreased total open position to 0
On 11 Dec ONGC was trading at 256.60. The strike last trading price was 23.5, which was 0.50 higher than the previous day. The implied volatity was 31.41, the open interest changed by 0 which decreased total open position to 10
On 10 Dec ONGC was trading at 256.90. The strike last trading price was 23, which was 1.00 higher than the previous day. The implied volatity was 26.61, the open interest changed by 0 which decreased total open position to 10
On 9 Dec ONGC was trading at 258.90. The strike last trading price was 22, 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 22, 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 22, 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 22, 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 3 Dec ONGC was trading at 262.35. The strike last trading price was 22, 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 2 Dec ONGC was trading at 257.55. The strike last trading price was 22, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 9 which increased total open position to 0
On 29 Nov ONGC was trading at 256.70. The strike last trading price was 22, which was -2.70 lower than the previous day. The implied volatity was -, the open interest changed by 8 which increased total open position to 9
On 28 Nov ONGC was trading at 252.20. The strike last trading price was 24.7, 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 27 Nov ONGC was trading at 254.30. The strike last trading price was 24.7, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 26 Nov ONGC was trading at 254.25. The strike last trading price was 24.7, which was 3.60 higher than the previous day. The implied volatity was 38.24, the open interest changed by 0 which decreased total open position to 0
On 25 Nov ONGC was trading at 257.90. The strike last trading price was 21.1, 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 22 Nov ONGC was trading at 245.60. The strike last trading price was 21.1, 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 21 Nov ONGC was trading at 242.15. The strike last trading price was 21.1, which was 21.10 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 20 Nov ONGC was trading at 248.00. The strike last trading price was 0, which was -38.45 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 38.45, 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 38.45, 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 38.45, 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 38.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| ONGC 26DEC2024 235 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.35
Vega: 0.11
Theta: -0.23
Gamma: 0.05
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 237.10 | 2 | 1.10 | 26.84 | 2,540 | 62 | 422 |
| 19 Dec | 241.85 | 0.9 | 0.15 | 26.28 | 1,490 | 141 | 369 |
| 18 Dec | 244.15 | 0.75 | 0.15 | 26.19 | 995 | 58 | 237 |
| 17 Dec | 247.40 | 0.6 | 0.20 | 27.90 | 829 | -28 | 187 |
| 16 Dec | 251.80 | 0.4 | 0.00 | 30.00 | 361 | 17 | 225 |
| 13 Dec | 254.25 | 0.4 | -0.15 | 30.00 | 765 | -122 | 215 |
| 12 Dec | 254.05 | 0.55 | 0.15 | 30.16 | 344 | 13 | 338 |
| 11 Dec | 256.60 | 0.4 | -0.15 | 30.06 | 285 | -12 | 325 |
| 10 Dec | 256.90 | 0.55 | 0.10 | 31.03 | 313 | -29 | 338 |
| 9 Dec | 258.90 | 0.45 | -0.10 | 30.66 | 221 | 43 | 379 |
| 6 Dec | 260.05 | 0.55 | -0.05 | 30.97 | 148 | -32 | 336 |
| 5 Dec | 261.30 | 0.6 | -0.05 | 31.81 | 522 | 20 | 375 |
| 4 Dec | 260.70 | 0.65 | -0.05 | 31.28 | 193 | 68 | 356 |
| 3 Dec | 262.35 | 0.7 | -0.60 | 32.17 | 636 | 0 | 295 |
| 2 Dec | 257.55 | 1.3 | -0.25 | 33.40 | 475 | 20 | 290 |
| 29 Nov | 256.70 | 1.55 | -0.60 | 32.83 | 587 | 127 | 271 |
| 28 Nov | 252.20 | 2.15 | 0.00 | 32.37 | 355 | 25 | 143 |
| 27 Nov | 254.30 | 2.15 | -0.20 | 33.55 | 111 | 40 | 117 |
| 26 Nov | 254.25 | 2.35 | 0.45 | 33.97 | 67 | 18 | 78 |
| 25 Nov | 257.90 | 1.9 | -1.90 | 34.78 | 163 | -4 | 59 |
| 22 Nov | 245.60 | 3.8 | -1.20 | 29.88 | 81 | 38 | 101 |
| 21 Nov | 242.15 | 5 | 5.00 | 30.67 | 75 | 63 | 63 |
| 20 Nov | 248.00 | 0 | -3.00 | 0.00 | 0 | 0 | 0 |
| 18 Nov | 250.65 | 3 | -1.65 | 30.48 | 21 | 10 | 10 |
| 14 Nov | 250.80 | 4.65 | 0.00 | 6.68 | 0 | 0 | 0 |
| 13 Nov | 252.55 | 4.65 | 0.00 | 6.90 | 0 | 0 | 0 |
| 12 Nov | 256.15 | 4.65 | 7.99 | 0 | 0 | 0 | |
For Oil And Natural Gas Corp. - strike price 235 expiring on 26DEC2024
Delta for 235 PE is -0.35
Historical price for 235 PE is as follows
On 20 Dec ONGC was trading at 237.10. The strike last trading price was 2, which was 1.10 higher than the previous day. The implied volatity was 26.84, the open interest changed by 62 which increased total open position to 422
On 19 Dec ONGC was trading at 241.85. The strike last trading price was 0.9, which was 0.15 higher than the previous day. The implied volatity was 26.28, the open interest changed by 141 which increased total open position to 369
On 18 Dec ONGC was trading at 244.15. The strike last trading price was 0.75, which was 0.15 higher than the previous day. The implied volatity was 26.19, the open interest changed by 58 which increased total open position to 237
On 17 Dec ONGC was trading at 247.40. The strike last trading price was 0.6, which was 0.20 higher than the previous day. The implied volatity was 27.90, the open interest changed by -28 which decreased total open position to 187
On 16 Dec ONGC was trading at 251.80. The strike last trading price was 0.4, which was 0.00 lower than the previous day. The implied volatity was 30.00, the open interest changed by 17 which increased total open position to 225
On 13 Dec ONGC was trading at 254.25. The strike last trading price was 0.4, which was -0.15 lower than the previous day. The implied volatity was 30.00, the open interest changed by -122 which decreased total open position to 215
On 12 Dec ONGC was trading at 254.05. The strike last trading price was 0.55, which was 0.15 higher than the previous day. The implied volatity was 30.16, the open interest changed by 13 which increased total open position to 338
On 11 Dec ONGC was trading at 256.60. The strike last trading price was 0.4, which was -0.15 lower than the previous day. The implied volatity was 30.06, the open interest changed by -12 which decreased total open position to 325
On 10 Dec ONGC was trading at 256.90. The strike last trading price was 0.55, which was 0.10 higher than the previous day. The implied volatity was 31.03, the open interest changed by -29 which decreased total open position to 338
On 9 Dec ONGC was trading at 258.90. The strike last trading price was 0.45, which was -0.10 lower than the previous day. The implied volatity was 30.66, the open interest changed by 43 which increased total open position to 379
On 6 Dec ONGC was trading at 260.05. The strike last trading price was 0.55, which was -0.05 lower than the previous day. The implied volatity was 30.97, the open interest changed by -32 which decreased total open position to 336
On 5 Dec ONGC was trading at 261.30. The strike last trading price was 0.6, which was -0.05 lower than the previous day. The implied volatity was 31.81, the open interest changed by 20 which increased total open position to 375
On 4 Dec ONGC was trading at 260.70. The strike last trading price was 0.65, which was -0.05 lower than the previous day. The implied volatity was 31.28, the open interest changed by 68 which increased total open position to 356
On 3 Dec ONGC was trading at 262.35. The strike last trading price was 0.7, which was -0.60 lower than the previous day. The implied volatity was 32.17, the open interest changed by 0 which decreased total open position to 295
On 2 Dec ONGC was trading at 257.55. The strike last trading price was 1.3, which was -0.25 lower than the previous day. The implied volatity was 33.40, the open interest changed by 20 which increased total open position to 290
On 29 Nov ONGC was trading at 256.70. The strike last trading price was 1.55, which was -0.60 lower than the previous day. The implied volatity was 32.83, the open interest changed by 127 which increased total open position to 271
On 28 Nov ONGC was trading at 252.20. The strike last trading price was 2.15, which was 0.00 lower than the previous day. The implied volatity was 32.37, the open interest changed by 25 which increased total open position to 143
On 27 Nov ONGC was trading at 254.30. The strike last trading price was 2.15, which was -0.20 lower than the previous day. The implied volatity was 33.55, the open interest changed by 40 which increased total open position to 117
On 26 Nov ONGC was trading at 254.25. The strike last trading price was 2.35, which was 0.45 higher than the previous day. The implied volatity was 33.97, the open interest changed by 18 which increased total open position to 78
On 25 Nov ONGC was trading at 257.90. The strike last trading price was 1.9, which was -1.90 lower than the previous day. The implied volatity was 34.78, the open interest changed by -4 which decreased total open position to 59
On 22 Nov ONGC was trading at 245.60. The strike last trading price was 3.8, which was -1.20 lower than the previous day. The implied volatity was 29.88, the open interest changed by 38 which increased total open position to 101
On 21 Nov ONGC was trading at 242.15. The strike last trading price was 5, which was 5.00 higher than the previous day. The implied volatity was 30.67, the open interest changed by 63 which increased total open position to 63
On 20 Nov ONGC was trading at 248.00. The strike last trading price was 0, which was -3.00 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 18 Nov ONGC was trading at 250.65. The strike last trading price was 3, which was -1.65 lower than the previous day. The implied volatity was 30.48, the open interest changed by 10 which increased total open position to 10
On 14 Nov ONGC was trading at 250.80. The strike last trading price was 4.65, which was 0.00 lower than the previous day. The implied volatity was 6.68, 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 4.65, which was 0.00 lower than the previous day. The implied volatity was 6.90, 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 4.65, which was lower than the previous day. The implied volatity was 7.99, the open interest changed by 0 which decreased total open position to 0
