ONGC
Oil And Natural Gas Corp.
Historical option data for ONGC
14 Nov 2024 04:12 PM IST
| ONGC 28NOV2024 235 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.92
Vega: 0.07
Theta: -0.12
Gamma: 0.01
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 250.80 | 17.45 | -1.40 | 25.65 | 11 | 0 | 57 | |||
| 13 Nov | 252.55 | 18.85 | -5.80 | 30.89 | 22 | 0 | 57 | |||
| 12 Nov | 256.15 | 24.65 | 2.10 | 49.55 | 72 | 40 | 58 | |||
| 11 Nov | 256.90 | 22.55 | -2.70 | - | 18 | -1 | 18 | |||
| 8 Nov | 262.55 | 25.25 | -5.20 | - | 3 | 2 | 19 | |||
| 7 Nov | 265.20 | 30.45 | -2.95 | - | 14 | -6 | 18 | |||
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| 6 Nov | 269.05 | 33.4 | 0.60 | - | 19 | -9 | 24 | |||
| 5 Nov | 267.40 | 32.8 | 1.85 | - | 16 | -15 | 34 | |||
| 4 Nov | 265.30 | 30.95 | -34.20 | - | 57 | 52 | 52 | |||
| 1 Nov | 271.75 | 65.15 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 266.15 | 65.15 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 261.65 | 65.15 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 265.00 | 65.15 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 263.35 | 65.15 | 65.15 | - | 0 | 0 | 0 | |||
| 25 Oct | 264.05 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 269.10 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 270.85 | 0 | - | 0 | 0 | 0 | ||||
For Oil And Natural Gas Corp. - strike price 235 expiring on 28NOV2024
Delta for 235 CE is 0.92
Historical price for 235 CE is as follows
On 14 Nov ONGC was trading at 250.80. The strike last trading price was 17.45, which was -1.40 lower than the previous day. The implied volatity was 25.65, the open interest changed by 0 which decreased total open position to 57
On 13 Nov ONGC was trading at 252.55. The strike last trading price was 18.85, which was -5.80 lower than the previous day. The implied volatity was 30.89, the open interest changed by 0 which decreased total open position to 57
On 12 Nov ONGC was trading at 256.15. The strike last trading price was 24.65, which was 2.10 higher than the previous day. The implied volatity was 49.55, the open interest changed by 40 which increased total open position to 58
On 11 Nov ONGC was trading at 256.90. The strike last trading price was 22.55, which was -2.70 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 18
On 8 Nov ONGC was trading at 262.55. The strike last trading price was 25.25, which was -5.20 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 19
On 7 Nov ONGC was trading at 265.20. The strike last trading price was 30.45, which was -2.95 lower than the previous day. The implied volatity was -, the open interest changed by -6 which decreased total open position to 18
On 6 Nov ONGC was trading at 269.05. The strike last trading price was 33.4, which was 0.60 higher than the previous day. The implied volatity was -, the open interest changed by -9 which decreased total open position to 24
On 5 Nov ONGC was trading at 267.40. The strike last trading price was 32.8, which was 1.85 higher than the previous day. The implied volatity was -, the open interest changed by -15 which decreased total open position to 34
On 4 Nov ONGC was trading at 265.30. The strike last trading price was 30.95, which was -34.20 lower than the previous day. The implied volatity was -, the open interest changed by 52 which increased total open position to 52
On 1 Nov ONGC was trading at 271.75. The strike last trading price was 65.15, 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 31 Oct ONGC was trading at 266.15. The strike last trading price was 65.15, 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 65.15, 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 65.15, 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 65.15, which was 65.15 higher 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 0, 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 24 Oct ONGC was trading at 269.10. The strike last trading price was 0, 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 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| ONGC 28NOV2024 235 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.11
Vega: 0.09
Theta: -0.09
Gamma: 0.01
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 250.80 | 0.85 | -0.05 | 30.43 | 1,157 | 57 | 470 |
| 13 Nov | 252.55 | 0.9 | 0.15 | 31.03 | 1,714 | 47 | 417 |
| 12 Nov | 256.15 | 0.75 | -0.40 | 32.72 | 751 | -3 | 405 |
| 11 Nov | 256.90 | 1.15 | 0.15 | 37.30 | 1,067 | 202 | 421 |
| 8 Nov | 262.55 | 1 | 0.30 | 37.01 | 519 | 28 | 217 |
| 7 Nov | 265.20 | 0.7 | 0.05 | 36.62 | 323 | -54 | 187 |
| 6 Nov | 269.05 | 0.65 | -0.25 | 37.47 | 519 | -3 | 243 |
| 5 Nov | 267.40 | 0.9 | -0.80 | 38.82 | 279 | 11 | 249 |
| 4 Nov | 265.30 | 1.7 | 0.40 | 43.32 | 727 | 184 | 239 |
| 1 Nov | 271.75 | 1.3 | -0.35 | 44.56 | 5 | 1 | 56 |
| 31 Oct | 266.15 | 1.65 | -0.55 | - | 201 | -10 | 57 |
| 30 Oct | 261.65 | 2.2 | 0.30 | - | 85 | 58 | 66 |
| 29 Oct | 265.00 | 1.9 | -0.40 | - | 13 | 3 | 7 |
| 28 Oct | 263.35 | 2.3 | 2.30 | - | 4 | 3 | 3 |
| 25 Oct | 264.05 | 0 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 269.10 | 0 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 270.85 | 0 | - | 0 | 0 | 0 | |
For Oil And Natural Gas Corp. - strike price 235 expiring on 28NOV2024
Delta for 235 PE is -0.11
Historical price for 235 PE is as follows
On 14 Nov ONGC was trading at 250.80. The strike last trading price was 0.85, which was -0.05 lower than the previous day. The implied volatity was 30.43, the open interest changed by 57 which increased total open position to 470
On 13 Nov ONGC was trading at 252.55. The strike last trading price was 0.9, which was 0.15 higher than the previous day. The implied volatity was 31.03, the open interest changed by 47 which increased total open position to 417
On 12 Nov ONGC was trading at 256.15. The strike last trading price was 0.75, which was -0.40 lower than the previous day. The implied volatity was 32.72, the open interest changed by -3 which decreased total open position to 405
On 11 Nov ONGC was trading at 256.90. The strike last trading price was 1.15, which was 0.15 higher than the previous day. The implied volatity was 37.30, the open interest changed by 202 which increased total open position to 421
On 8 Nov ONGC was trading at 262.55. The strike last trading price was 1, which was 0.30 higher than the previous day. The implied volatity was 37.01, the open interest changed by 28 which increased total open position to 217
On 7 Nov ONGC was trading at 265.20. The strike last trading price was 0.7, which was 0.05 higher than the previous day. The implied volatity was 36.62, the open interest changed by -54 which decreased total open position to 187
On 6 Nov ONGC was trading at 269.05. The strike last trading price was 0.65, which was -0.25 lower than the previous day. The implied volatity was 37.47, the open interest changed by -3 which decreased total open position to 243
On 5 Nov ONGC was trading at 267.40. The strike last trading price was 0.9, which was -0.80 lower than the previous day. The implied volatity was 38.82, the open interest changed by 11 which increased total open position to 249
On 4 Nov ONGC was trading at 265.30. The strike last trading price was 1.7, which was 0.40 higher than the previous day. The implied volatity was 43.32, the open interest changed by 184 which increased total open position to 239
On 1 Nov ONGC was trading at 271.75. The strike last trading price was 1.3, which was -0.35 lower than the previous day. The implied volatity was 44.56, the open interest changed by 1 which increased total open position to 56
On 31 Oct ONGC was trading at 266.15. The strike last trading price was 1.65, which was -0.55 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 2.2, which was 0.30 higher 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 1.9, which was -0.40 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 2.3, which was 2.30 higher 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 0, 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 24 Oct ONGC was trading at 269.10. The strike last trading price was 0, 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 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
