ONGC
Oil And Natural Gas Corp.
Historical option data for ONGC
21 Nov 2024 04:12 PM IST
| ONGC 28NOV2024 239 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.66
Vega: 0.12
Theta: -0.31
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 242.15 | 6.2 | -4.40 | 30.20 | 752 | 93 | 492 | |||
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| 20 Nov | 248.00 | 10.6 | 0.00 | 26.47 | 298 | 399 | 399 | |||
| 19 Nov | 248.00 | 10.6 | 26.47 | 298 | -11 | 399 | ||||
For Oil And Natural Gas Corp. - strike price 239 expiring on 28NOV2024
Delta for 239 CE is 0.66
Historical price for 239 CE is as follows
On 21 Nov ONGC was trading at 242.15. The strike last trading price was 6.2, which was -4.40 lower than the previous day. The implied volatity was 30.20, the open interest changed by 93 which increased total open position to 492
On 20 Nov ONGC was trading at 248.00. The strike last trading price was 10.6, which was 0.00 lower than the previous day. The implied volatity was 26.47, the open interest changed by 399 which increased total open position to 399
On 19 Nov ONGC was trading at 248.00. The strike last trading price was 10.6, which was lower than the previous day. The implied volatity was 26.47, the open interest changed by -11 which decreased total open position to 399
| ONGC 28NOV2024 239 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.35
Vega: 0.12
Theta: -0.26
Gamma: 0.03
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 242.15 | 2.6 | 1.00 | 31.88 | 3,308 | -400 | 913 |
| 20 Nov | 248.00 | 1.6 | 0.00 | 33.00 | 3,342 | 1,313 | 1,315 |
| 19 Nov | 248.00 | 1.6 | 33.00 | 3,342 | 492 | 1,315 | |
For Oil And Natural Gas Corp. - strike price 239 expiring on 28NOV2024
Delta for 239 PE is -0.35
Historical price for 239 PE is as follows
On 21 Nov ONGC was trading at 242.15. The strike last trading price was 2.6, which was 1.00 higher than the previous day. The implied volatity was 31.88, the open interest changed by -400 which decreased total open position to 913
On 20 Nov ONGC was trading at 248.00. The strike last trading price was 1.6, which was 0.00 lower than the previous day. The implied volatity was 33.00, the open interest changed by 1313 which increased total open position to 1315
On 19 Nov ONGC was trading at 248.00. The strike last trading price was 1.6, which was lower than the previous day. The implied volatity was 33.00, the open interest changed by 492 which increased total open position to 1315
