ONGC
Oil And Natural Gas Corp.
Historical option data for ONGC
20 Dec 2024 04:12 PM IST
| ONGC 26DEC2024 239 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.44
Vega: 0.12
Theta: -0.26
Gamma: 0.06
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 237.10 | 2.35 | -3.25 | 23.57 | 1,260 | 81 | 234 | |||
| 19 Dec | 241.85 | 5.6 | -1.60 | 26.12 | 556 | 64 | 152 | |||
| 18 Dec | 244.15 | 7.2 | -2.80 | 27.41 | 11 | 2 | 89 | |||
| 17 Dec | 247.40 | 10 | -4.50 | 29.26 | 97 | 27 | 86 | |||
| 16 Dec | 251.80 | 14.5 | -2.15 | 34.92 | 9 | -2 | 58 | |||
| 13 Dec | 254.25 | 16.65 | -2.80 | - | 21 | -4 | 61 | |||
| 12 Dec | 254.05 | 19.45 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Dec | 256.60 | 19.45 | -0.15 | 26.02 | 2 | 0 | 65 | |||
| 10 Dec | 256.90 | 19.6 | -4.40 | 29.97 | 2 | 0 | 66 | |||
| 9 Dec | 258.90 | 24 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Dec | 260.05 | 24 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Dec | 261.30 | 24 | 0.00 | 0.00 | 0 | -2 | 0 | |||
| 4 Dec | 260.70 | 24 | -2.55 | 29.63 | 6 | 0 | 68 | |||
| 3 Dec | 262.35 | 26.55 | 5.65 | 39.73 | 3 | 0 | 68 | |||
| 2 Dec | 257.55 | 20.9 | 2.30 | 24.29 | 24 | -4 | 68 | |||
| 29 Nov | 256.70 | 18.6 | -0.65 | - | 3 | 0 | 71 | |||
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| 28 Nov | 252.20 | 19.25 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 27 Nov | 254.30 | 19.25 | 0.00 | 0.00 | 0 | 11 | 0 | |||
| 26 Nov | 254.25 | 19.25 | -3.55 | 26.25 | 17 | 9 | 69 | |||
| 25 Nov | 257.90 | 22.8 | 9.60 | 23.15 | 10 | 10 | 61 | |||
| 22 Nov | 245.60 | 13.2 | 1.90 | 27.75 | 95 | 17 | 68 | |||
| 21 Nov | 242.15 | 11.3 | -3.60 | 27.65 | 33 | 9 | 51 | |||
| 20 Nov | 248.00 | 14.9 | 0.00 | 25.47 | 28 | 42 | 42 | |||
| 19 Nov | 248.00 | 14.9 | 25.47 | 28 | 2 | 42 | ||||
For Oil And Natural Gas Corp. - strike price 239 expiring on 26DEC2024
Delta for 239 CE is 0.44
Historical price for 239 CE is as follows
On 20 Dec ONGC was trading at 237.10. The strike last trading price was 2.35, which was -3.25 lower than the previous day. The implied volatity was 23.57, the open interest changed by 81 which increased total open position to 234
On 19 Dec ONGC was trading at 241.85. The strike last trading price was 5.6, which was -1.60 lower than the previous day. The implied volatity was 26.12, the open interest changed by 64 which increased total open position to 152
On 18 Dec ONGC was trading at 244.15. The strike last trading price was 7.2, which was -2.80 lower than the previous day. The implied volatity was 27.41, the open interest changed by 2 which increased total open position to 89
On 17 Dec ONGC was trading at 247.40. The strike last trading price was 10, which was -4.50 lower than the previous day. The implied volatity was 29.26, the open interest changed by 27 which increased total open position to 86
On 16 Dec ONGC was trading at 251.80. The strike last trading price was 14.5, which was -2.15 lower than the previous day. The implied volatity was 34.92, the open interest changed by -2 which decreased total open position to 58
On 13 Dec ONGC was trading at 254.25. The strike last trading price was 16.65, which was -2.80 lower than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 61
On 12 Dec ONGC was trading at 254.05. The strike last trading price was 19.45, 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 19.45, which was -0.15 lower than the previous day. The implied volatity was 26.02, the open interest changed by 0 which decreased total open position to 65
On 10 Dec ONGC was trading at 256.90. The strike last trading price was 19.6, which was -4.40 lower than the previous day. The implied volatity was 29.97, the open interest changed by 0 which decreased total open position to 66
On 9 Dec ONGC was trading at 258.90. 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 0 which decreased total open position to 0
On 6 Dec ONGC was trading at 260.05. 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 0 which decreased total open position to 0
On 5 Dec ONGC was trading at 261.30. 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 -2 which decreased total open position to 0
On 4 Dec ONGC was trading at 260.70. The strike last trading price was 24, which was -2.55 lower than the previous day. The implied volatity was 29.63, the open interest changed by 0 which decreased total open position to 68
On 3 Dec ONGC was trading at 262.35. The strike last trading price was 26.55, which was 5.65 higher than the previous day. The implied volatity was 39.73, the open interest changed by 0 which decreased total open position to 68
On 2 Dec ONGC was trading at 257.55. The strike last trading price was 20.9, which was 2.30 higher than the previous day. The implied volatity was 24.29, the open interest changed by -4 which decreased total open position to 68
On 29 Nov ONGC was trading at 256.70. The strike last trading price was 18.6, which was -0.65 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 71
On 28 Nov ONGC was trading at 252.20. The strike last trading price was 19.25, 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 19.25, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 11 which increased total open position to 0
On 26 Nov ONGC was trading at 254.25. The strike last trading price was 19.25, which was -3.55 lower than the previous day. The implied volatity was 26.25, the open interest changed by 9 which increased total open position to 69
On 25 Nov ONGC was trading at 257.90. The strike last trading price was 22.8, which was 9.60 higher than the previous day. The implied volatity was 23.15, the open interest changed by 10 which increased total open position to 61
On 22 Nov ONGC was trading at 245.60. The strike last trading price was 13.2, which was 1.90 higher than the previous day. The implied volatity was 27.75, the open interest changed by 17 which increased total open position to 68
On 21 Nov ONGC was trading at 242.15. The strike last trading price was 11.3, which was -3.60 lower than the previous day. The implied volatity was 27.65, the open interest changed by 9 which increased total open position to 51
On 20 Nov ONGC was trading at 248.00. The strike last trading price was 14.9, which was 0.00 lower than the previous day. The implied volatity was 25.47, the open interest changed by 42 which increased total open position to 42
On 19 Nov ONGC was trading at 248.00. The strike last trading price was 14.9, which was lower than the previous day. The implied volatity was 25.47, the open interest changed by 2 which increased total open position to 42
| ONGC 26DEC2024 239 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.54
Vega: 0.12
Theta: -0.25
Gamma: 0.05
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 237.10 | 4 | 2.15 | 28.07 | 2,702 | -2 | 255 |
| 19 Dec | 241.85 | 1.85 | 0.40 | 25.36 | 1,588 | 118 | 261 |
| 18 Dec | 244.15 | 1.45 | 0.40 | 24.69 | 1,185 | -12 | 142 |
| 17 Dec | 247.40 | 1.05 | 0.35 | 25.94 | 1,054 | -37 | 159 |
| 16 Dec | 251.80 | 0.7 | 0.20 | 28.10 | 263 | -8 | 197 |
| 13 Dec | 254.25 | 0.5 | -0.20 | 26.70 | 806 | 14 | 211 |
| 12 Dec | 254.05 | 0.7 | 0.10 | 27.06 | 239 | 27 | 197 |
| 11 Dec | 256.60 | 0.6 | -0.15 | 28.40 | 224 | -1 | 173 |
| 10 Dec | 256.90 | 0.75 | 0.10 | 28.89 | 351 | -6 | 185 |
| 9 Dec | 258.90 | 0.65 | 0.00 | 29.06 | 128 | 20 | 186 |
| 6 Dec | 260.05 | 0.65 | -0.15 | 28.24 | 108 | -21 | 167 |
| 5 Dec | 261.30 | 0.8 | -0.05 | 30.13 | 270 | -9 | 186 |
| 4 Dec | 260.70 | 0.85 | -0.10 | 29.51 | 165 | -19 | 195 |
| 3 Dec | 262.35 | 0.95 | -0.75 | 30.85 | 697 | -105 | 215 |
| 2 Dec | 257.55 | 1.7 | -0.25 | 31.98 | 997 | 32 | 317 |
| 29 Nov | 256.70 | 1.95 | -0.90 | 31.19 | 551 | 68 | 287 |
| 28 Nov | 252.20 | 2.85 | 0.15 | 31.51 | 357 | 50 | 221 |
| 27 Nov | 254.30 | 2.7 | -0.25 | 32.13 | 31 | 4 | 170 |
| 26 Nov | 254.25 | 2.95 | 0.65 | 32.67 | 54 | -2 | 166 |
| 25 Nov | 257.90 | 2.3 | -2.70 | 33.11 | 294 | -103 | 168 |
| 22 Nov | 245.60 | 5 | -1.45 | 29.48 | 59 | 22 | 293 |
| 21 Nov | 242.15 | 6.45 | 2.25 | 30.38 | 234 | 77 | 271 |
| 20 Nov | 248.00 | 4.2 | 0.00 | 28.54 | 341 | 194 | 187 |
| 19 Nov | 248.00 | 4.2 | 28.54 | 341 | 137 | 187 | |
For Oil And Natural Gas Corp. - strike price 239 expiring on 26DEC2024
Delta for 239 PE is -0.54
Historical price for 239 PE is as follows
On 20 Dec ONGC was trading at 237.10. The strike last trading price was 4, which was 2.15 higher than the previous day. The implied volatity was 28.07, the open interest changed by -2 which decreased total open position to 255
On 19 Dec ONGC was trading at 241.85. The strike last trading price was 1.85, which was 0.40 higher than the previous day. The implied volatity was 25.36, the open interest changed by 118 which increased total open position to 261
On 18 Dec ONGC was trading at 244.15. The strike last trading price was 1.45, which was 0.40 higher than the previous day. The implied volatity was 24.69, the open interest changed by -12 which decreased total open position to 142
On 17 Dec ONGC was trading at 247.40. The strike last trading price was 1.05, which was 0.35 higher than the previous day. The implied volatity was 25.94, the open interest changed by -37 which decreased total open position to 159
On 16 Dec ONGC was trading at 251.80. The strike last trading price was 0.7, which was 0.20 higher than the previous day. The implied volatity was 28.10, the open interest changed by -8 which decreased total open position to 197
On 13 Dec ONGC was trading at 254.25. The strike last trading price was 0.5, which was -0.20 lower than the previous day. The implied volatity was 26.70, the open interest changed by 14 which increased total open position to 211
On 12 Dec ONGC was trading at 254.05. The strike last trading price was 0.7, which was 0.10 higher than the previous day. The implied volatity was 27.06, the open interest changed by 27 which increased total open position to 197
On 11 Dec ONGC was trading at 256.60. The strike last trading price was 0.6, which was -0.15 lower than the previous day. The implied volatity was 28.40, the open interest changed by -1 which decreased total open position to 173
On 10 Dec ONGC was trading at 256.90. The strike last trading price was 0.75, which was 0.10 higher than the previous day. The implied volatity was 28.89, the open interest changed by -6 which decreased total open position to 185
On 9 Dec ONGC was trading at 258.90. The strike last trading price was 0.65, which was 0.00 lower than the previous day. The implied volatity was 29.06, the open interest changed by 20 which increased total open position to 186
On 6 Dec ONGC was trading at 260.05. The strike last trading price was 0.65, which was -0.15 lower than the previous day. The implied volatity was 28.24, the open interest changed by -21 which decreased total open position to 167
On 5 Dec ONGC was trading at 261.30. The strike last trading price was 0.8, which was -0.05 lower than the previous day. The implied volatity was 30.13, the open interest changed by -9 which decreased total open position to 186
On 4 Dec ONGC was trading at 260.70. The strike last trading price was 0.85, which was -0.10 lower than the previous day. The implied volatity was 29.51, the open interest changed by -19 which decreased total open position to 195
On 3 Dec ONGC was trading at 262.35. The strike last trading price was 0.95, which was -0.75 lower than the previous day. The implied volatity was 30.85, the open interest changed by -105 which decreased total open position to 215
On 2 Dec ONGC was trading at 257.55. The strike last trading price was 1.7, which was -0.25 lower than the previous day. The implied volatity was 31.98, the open interest changed by 32 which increased total open position to 317
On 29 Nov ONGC was trading at 256.70. The strike last trading price was 1.95, which was -0.90 lower than the previous day. The implied volatity was 31.19, the open interest changed by 68 which increased total open position to 287
On 28 Nov ONGC was trading at 252.20. The strike last trading price was 2.85, which was 0.15 higher than the previous day. The implied volatity was 31.51, the open interest changed by 50 which increased total open position to 221
On 27 Nov ONGC was trading at 254.30. The strike last trading price was 2.7, which was -0.25 lower than the previous day. The implied volatity was 32.13, the open interest changed by 4 which increased total open position to 170
On 26 Nov ONGC was trading at 254.25. The strike last trading price was 2.95, which was 0.65 higher than the previous day. The implied volatity was 32.67, the open interest changed by -2 which decreased total open position to 166
On 25 Nov ONGC was trading at 257.90. The strike last trading price was 2.3, which was -2.70 lower than the previous day. The implied volatity was 33.11, the open interest changed by -103 which decreased total open position to 168
On 22 Nov ONGC was trading at 245.60. The strike last trading price was 5, which was -1.45 lower than the previous day. The implied volatity was 29.48, the open interest changed by 22 which increased total open position to 293
On 21 Nov ONGC was trading at 242.15. The strike last trading price was 6.45, which was 2.25 higher than the previous day. The implied volatity was 30.38, the open interest changed by 77 which increased total open position to 271
On 20 Nov ONGC was trading at 248.00. The strike last trading price was 4.2, which was 0.00 lower than the previous day. The implied volatity was 28.54, the open interest changed by 194 which increased total open position to 187
On 19 Nov ONGC was trading at 248.00. The strike last trading price was 4.2, which was lower than the previous day. The implied volatity was 28.54, the open interest changed by 137 which increased total open position to 187
