ONGC
Oil And Natural Gas Corp.
Historical option data for ONGC
20 Dec 2024 04:12 PM IST
| ONGC 26DEC2024 240 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.39
Vega: 0.12
Theta: -0.26
Gamma: 0.05
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 237.10 | 2 | -2.90 | 24.04 | 3,211 | 9 | 652 | |||
| 19 Dec | 241.85 | 4.9 | -1.45 | 25.60 | 3,506 | 235 | 646 | |||
| 18 Dec | 244.15 | 6.35 | -2.85 | 26.11 | 623 | 102 | 413 | |||
| 17 Dec | 247.40 | 9.2 | -4.35 | 28.90 | 543 | -15 | 309 | |||
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| 16 Dec | 251.80 | 13.55 | -2.15 | 33.60 | 42 | 15 | 323 | |||
| 13 Dec | 254.25 | 15.7 | 0.05 | - | 198 | 3 | 304 | |||
| 12 Dec | 254.05 | 15.65 | -2.70 | 26.12 | 56 | 3 | 303 | |||
| 11 Dec | 256.60 | 18.35 | 0.25 | 23.35 | 33 | 4 | 300 | |||
| 10 Dec | 256.90 | 18.1 | -2.75 | 22.87 | 22 | 7 | 297 | |||
| 9 Dec | 258.90 | 20.85 | -2.15 | 31.38 | 96 | 53 | 290 | |||
| 6 Dec | 260.05 | 23 | 0.00 | 34.98 | 8 | -3 | 237 | |||
| 5 Dec | 261.30 | 23 | -0.05 | 24.26 | 46 | -20 | 239 | |||
| 4 Dec | 260.70 | 23.05 | -0.45 | 29.03 | 15 | -3 | 259 | |||
| 3 Dec | 262.35 | 23.5 | 3.20 | 18.44 | 127 | -42 | 261 | |||
| 2 Dec | 257.55 | 20.3 | 0.05 | 26.60 | 182 | 57 | 301 | |||
| 29 Nov | 256.70 | 20.25 | 2.65 | 27.64 | 220 | -30 | 247 | |||
| 28 Nov | 252.20 | 17.6 | -1.10 | 29.93 | 88 | 32 | 277 | |||
| 27 Nov | 254.30 | 18.7 | 0.10 | 27.46 | 139 | 83 | 246 | |||
| 26 Nov | 254.25 | 18.6 | -3.90 | 27.06 | 118 | 3 | 163 | |||
| 25 Nov | 257.90 | 22.5 | 10.00 | 27.14 | 265 | 59 | 160 | |||
| 22 Nov | 245.60 | 12.5 | 1.50 | 27.51 | 1,069 | 44 | 145 | |||
| 21 Nov | 242.15 | 11 | 11.00 | 28.60 | 259 | 99 | 99 | |||
| 20 Nov | 248.00 | 0 | -16.80 | 0.00 | 0 | 0 | 0 | |||
| 18 Nov | 250.65 | 16.8 | -47.20 | 26.99 | 11 | 9 | 9 | |||
| 14 Nov | 250.80 | 64 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 252.55 | 64 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 256.15 | 64 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 256.90 | 64 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 262.55 | 64 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 265.20 | 64 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 267.40 | 64 | 64.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 276.60 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 283.30 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 281.60 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 283.70 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 286.50 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 289.45 | 0 | - | 0 | 0 | 0 | ||||
For Oil And Natural Gas Corp. - strike price 240 expiring on 26DEC2024
Delta for 240 CE is 0.39
Historical price for 240 CE is as follows
On 20 Dec ONGC was trading at 237.10. The strike last trading price was 2, which was -2.90 lower than the previous day. The implied volatity was 24.04, the open interest changed by 9 which increased total open position to 652
On 19 Dec ONGC was trading at 241.85. The strike last trading price was 4.9, which was -1.45 lower than the previous day. The implied volatity was 25.60, the open interest changed by 235 which increased total open position to 646
On 18 Dec ONGC was trading at 244.15. The strike last trading price was 6.35, which was -2.85 lower than the previous day. The implied volatity was 26.11, the open interest changed by 102 which increased total open position to 413
On 17 Dec ONGC was trading at 247.40. The strike last trading price was 9.2, which was -4.35 lower than the previous day. The implied volatity was 28.90, the open interest changed by -15 which decreased total open position to 309
On 16 Dec ONGC was trading at 251.80. The strike last trading price was 13.55, which was -2.15 lower than the previous day. The implied volatity was 33.60, the open interest changed by 15 which increased total open position to 323
On 13 Dec ONGC was trading at 254.25. The strike last trading price was 15.7, which was 0.05 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 304
On 12 Dec ONGC was trading at 254.05. The strike last trading price was 15.65, which was -2.70 lower than the previous day. The implied volatity was 26.12, the open interest changed by 3 which increased total open position to 303
On 11 Dec ONGC was trading at 256.60. The strike last trading price was 18.35, which was 0.25 higher than the previous day. The implied volatity was 23.35, the open interest changed by 4 which increased total open position to 300
On 10 Dec ONGC was trading at 256.90. The strike last trading price was 18.1, which was -2.75 lower than the previous day. The implied volatity was 22.87, the open interest changed by 7 which increased total open position to 297
On 9 Dec ONGC was trading at 258.90. The strike last trading price was 20.85, which was -2.15 lower than the previous day. The implied volatity was 31.38, the open interest changed by 53 which increased total open position to 290
On 6 Dec ONGC was trading at 260.05. The strike last trading price was 23, which was 0.00 lower than the previous day. The implied volatity was 34.98, the open interest changed by -3 which decreased total open position to 237
On 5 Dec ONGC was trading at 261.30. The strike last trading price was 23, which was -0.05 lower than the previous day. The implied volatity was 24.26, the open interest changed by -20 which decreased total open position to 239
On 4 Dec ONGC was trading at 260.70. The strike last trading price was 23.05, which was -0.45 lower than the previous day. The implied volatity was 29.03, the open interest changed by -3 which decreased total open position to 259
On 3 Dec ONGC was trading at 262.35. The strike last trading price was 23.5, which was 3.20 higher than the previous day. The implied volatity was 18.44, the open interest changed by -42 which decreased total open position to 261
On 2 Dec ONGC was trading at 257.55. The strike last trading price was 20.3, which was 0.05 higher than the previous day. The implied volatity was 26.60, the open interest changed by 57 which increased total open position to 301
On 29 Nov ONGC was trading at 256.70. The strike last trading price was 20.25, which was 2.65 higher than the previous day. The implied volatity was 27.64, the open interest changed by -30 which decreased total open position to 247
On 28 Nov ONGC was trading at 252.20. The strike last trading price was 17.6, which was -1.10 lower than the previous day. The implied volatity was 29.93, the open interest changed by 32 which increased total open position to 277
On 27 Nov ONGC was trading at 254.30. The strike last trading price was 18.7, which was 0.10 higher than the previous day. The implied volatity was 27.46, the open interest changed by 83 which increased total open position to 246
On 26 Nov ONGC was trading at 254.25. The strike last trading price was 18.6, which was -3.90 lower than the previous day. The implied volatity was 27.06, the open interest changed by 3 which increased total open position to 163
On 25 Nov ONGC was trading at 257.90. The strike last trading price was 22.5, which was 10.00 higher than the previous day. The implied volatity was 27.14, the open interest changed by 59 which increased total open position to 160
On 22 Nov ONGC was trading at 245.60. The strike last trading price was 12.5, which was 1.50 higher than the previous day. The implied volatity was 27.51, the open interest changed by 44 which increased total open position to 145
On 21 Nov ONGC was trading at 242.15. The strike last trading price was 11, which was 11.00 higher than the previous day. The implied volatity was 28.60, the open interest changed by 99 which increased total open position to 99
On 20 Nov ONGC was trading at 248.00. The strike last trading price was 0, which was -16.80 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 16.8, which was -47.20 lower than the previous day. The implied volatity was 26.99, the open interest changed by 9 which increased total open position to 9
On 14 Nov ONGC was trading at 250.80. The strike last trading price was 64, 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 64, 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 64, 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 11 Nov ONGC was trading at 256.90. The strike last trading price was 64, 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 8 Nov ONGC was trading at 262.55. The strike last trading price was 64, 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 7 Nov ONGC was trading at 265.20. The strike last trading price was 64, 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 5 Nov ONGC was trading at 267.40. The strike last trading price was 64, which was 64.00 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 21 Oct ONGC was trading at 276.60. 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 18 Oct ONGC was trading at 283.30. 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 17 Oct ONGC was trading at 281.60. 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 15 Oct ONGC was trading at 283.70. 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 14 Oct ONGC was trading at 286.50. 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 7 Oct ONGC was trading at 289.45. 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 26DEC2024 240 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.59
Vega: 0.12
Theta: -0.24
Gamma: 0.04
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 237.10 | 4.65 | 2.50 | 28.66 | 5,237 | -266 | 793 |
| 19 Dec | 241.85 | 2.15 | 0.45 | 24.88 | 4,633 | 88 | 1,071 |
| 18 Dec | 244.15 | 1.7 | 0.55 | 24.34 | 2,513 | 60 | 979 |
| 17 Dec | 247.40 | 1.15 | 0.40 | 24.94 | 1,835 | 184 | 920 |
| 16 Dec | 251.80 | 0.75 | 0.25 | 27.12 | 775 | -29 | 734 |
| 13 Dec | 254.25 | 0.5 | -0.30 | 25.46 | 1,972 | 54 | 757 |
| 12 Dec | 254.05 | 0.8 | 0.15 | 26.82 | 716 | -14 | 703 |
| 11 Dec | 256.60 | 0.65 | -0.15 | 27.82 | 591 | 26 | 719 |
| 10 Dec | 256.90 | 0.8 | 0.05 | 28.23 | 719 | -8 | 697 |
| 9 Dec | 258.90 | 0.75 | 0.00 | 29.06 | 545 | 12 | 702 |
| 6 Dec | 260.05 | 0.75 | -0.10 | 28.28 | 390 | -8 | 690 |
| 5 Dec | 261.30 | 0.85 | -0.10 | 29.61 | 914 | 17 | 698 |
| 4 Dec | 260.70 | 0.95 | -0.05 | 29.41 | 399 | -21 | 680 |
| 3 Dec | 262.35 | 1 | -0.85 | 30.30 | 1,294 | -91 | 706 |
| 2 Dec | 257.55 | 1.85 | -0.25 | 31.82 | 1,558 | 186 | 799 |
| 29 Nov | 256.70 | 2.1 | -0.90 | 30.97 | 1,128 | 214 | 612 |
| 28 Nov | 252.20 | 3 | 0.10 | 31.04 | 972 | 59 | 399 |
| 27 Nov | 254.30 | 2.9 | -0.25 | 31.98 | 362 | 89 | 341 |
| 26 Nov | 254.25 | 3.15 | 0.60 | 32.48 | 169 | 15 | 251 |
| 25 Nov | 257.90 | 2.55 | -2.60 | 33.39 | 387 | 136 | 236 |
| 22 Nov | 245.60 | 5.15 | -1.45 | 28.70 | 442 | 89 | 189 |
| 21 Nov | 242.15 | 6.6 | 6.60 | 29.43 | 174 | 100 | 100 |
| 20 Nov | 248.00 | 0 | -4.05 | 0.00 | 0 | 0 | 0 |
| 18 Nov | 250.65 | 4.05 | -0.10 | 29.42 | 92 | 11 | 180 |
| 14 Nov | 250.80 | 4.15 | 0.40 | 28.81 | 116 | 43 | 168 |
| 13 Nov | 252.55 | 3.75 | 0.70 | 27.93 | 116 | 71 | 119 |
| 12 Nov | 256.15 | 3.05 | -0.55 | 28.36 | 40 | 14 | 48 |
| 11 Nov | 256.90 | 3.6 | 0.65 | 31.32 | 32 | 20 | 34 |
| 8 Nov | 262.55 | 2.95 | 0.45 | 31.02 | 6 | 3 | 12 |
| 7 Nov | 265.20 | 2.5 | -0.50 | 31.73 | 3 | 1 | 9 |
| 5 Nov | 267.40 | 3 | -1.45 | 34.66 | 8 | 7 | 7 |
| 21 Oct | 276.60 | 4.45 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 283.30 | 4.45 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 281.60 | 4.45 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 283.70 | 4.45 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 286.50 | 4.45 | 4.45 | - | 0 | 0 | 0 |
| 7 Oct | 289.45 | 0 | - | 0 | 0 | 0 | |
For Oil And Natural Gas Corp. - strike price 240 expiring on 26DEC2024
Delta for 240 PE is -0.59
Historical price for 240 PE is as follows
On 20 Dec ONGC was trading at 237.10. The strike last trading price was 4.65, which was 2.50 higher than the previous day. The implied volatity was 28.66, the open interest changed by -266 which decreased total open position to 793
On 19 Dec ONGC was trading at 241.85. The strike last trading price was 2.15, which was 0.45 higher than the previous day. The implied volatity was 24.88, the open interest changed by 88 which increased total open position to 1071
On 18 Dec ONGC was trading at 244.15. The strike last trading price was 1.7, which was 0.55 higher than the previous day. The implied volatity was 24.34, the open interest changed by 60 which increased total open position to 979
On 17 Dec ONGC was trading at 247.40. The strike last trading price was 1.15, which was 0.40 higher than the previous day. The implied volatity was 24.94, the open interest changed by 184 which increased total open position to 920
On 16 Dec ONGC was trading at 251.80. The strike last trading price was 0.75, which was 0.25 higher than the previous day. The implied volatity was 27.12, the open interest changed by -29 which decreased total open position to 734
On 13 Dec ONGC was trading at 254.25. The strike last trading price was 0.5, which was -0.30 lower than the previous day. The implied volatity was 25.46, the open interest changed by 54 which increased total open position to 757
On 12 Dec ONGC was trading at 254.05. The strike last trading price was 0.8, which was 0.15 higher than the previous day. The implied volatity was 26.82, the open interest changed by -14 which decreased total open position to 703
On 11 Dec ONGC was trading at 256.60. The strike last trading price was 0.65, which was -0.15 lower than the previous day. The implied volatity was 27.82, the open interest changed by 26 which increased total open position to 719
On 10 Dec ONGC was trading at 256.90. The strike last trading price was 0.8, which was 0.05 higher than the previous day. The implied volatity was 28.23, the open interest changed by -8 which decreased total open position to 697
On 9 Dec ONGC was trading at 258.90. The strike last trading price was 0.75, which was 0.00 lower than the previous day. The implied volatity was 29.06, the open interest changed by 12 which increased total open position to 702
On 6 Dec ONGC was trading at 260.05. The strike last trading price was 0.75, which was -0.10 lower than the previous day. The implied volatity was 28.28, the open interest changed by -8 which decreased total open position to 690
On 5 Dec ONGC was trading at 261.30. The strike last trading price was 0.85, which was -0.10 lower than the previous day. The implied volatity was 29.61, the open interest changed by 17 which increased total open position to 698
On 4 Dec ONGC was trading at 260.70. The strike last trading price was 0.95, which was -0.05 lower than the previous day. The implied volatity was 29.41, the open interest changed by -21 which decreased total open position to 680
On 3 Dec ONGC was trading at 262.35. The strike last trading price was 1, which was -0.85 lower than the previous day. The implied volatity was 30.30, the open interest changed by -91 which decreased total open position to 706
On 2 Dec ONGC was trading at 257.55. The strike last trading price was 1.85, which was -0.25 lower than the previous day. The implied volatity was 31.82, the open interest changed by 186 which increased total open position to 799
On 29 Nov ONGC was trading at 256.70. The strike last trading price was 2.1, which was -0.90 lower than the previous day. The implied volatity was 30.97, the open interest changed by 214 which increased total open position to 612
On 28 Nov ONGC was trading at 252.20. The strike last trading price was 3, which was 0.10 higher than the previous day. The implied volatity was 31.04, the open interest changed by 59 which increased total open position to 399
On 27 Nov ONGC was trading at 254.30. The strike last trading price was 2.9, which was -0.25 lower than the previous day. The implied volatity was 31.98, the open interest changed by 89 which increased total open position to 341
On 26 Nov ONGC was trading at 254.25. The strike last trading price was 3.15, which was 0.60 higher than the previous day. The implied volatity was 32.48, the open interest changed by 15 which increased total open position to 251
On 25 Nov ONGC was trading at 257.90. The strike last trading price was 2.55, which was -2.60 lower than the previous day. The implied volatity was 33.39, the open interest changed by 136 which increased total open position to 236
On 22 Nov ONGC was trading at 245.60. The strike last trading price was 5.15, which was -1.45 lower than the previous day. The implied volatity was 28.70, the open interest changed by 89 which increased total open position to 189
On 21 Nov ONGC was trading at 242.15. The strike last trading price was 6.6, which was 6.60 higher than the previous day. The implied volatity was 29.43, the open interest changed by 100 which increased total open position to 100
On 20 Nov ONGC was trading at 248.00. The strike last trading price was 0, which was -4.05 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 4.05, which was -0.10 lower than the previous day. The implied volatity was 29.42, the open interest changed by 11 which increased total open position to 180
On 14 Nov ONGC was trading at 250.80. The strike last trading price was 4.15, which was 0.40 higher than the previous day. The implied volatity was 28.81, the open interest changed by 43 which increased total open position to 168
On 13 Nov ONGC was trading at 252.55. The strike last trading price was 3.75, which was 0.70 higher than the previous day. The implied volatity was 27.93, the open interest changed by 71 which increased total open position to 119
On 12 Nov ONGC was trading at 256.15. The strike last trading price was 3.05, which was -0.55 lower than the previous day. The implied volatity was 28.36, the open interest changed by 14 which increased total open position to 48
On 11 Nov ONGC was trading at 256.90. The strike last trading price was 3.6, which was 0.65 higher than the previous day. The implied volatity was 31.32, the open interest changed by 20 which increased total open position to 34
On 8 Nov ONGC was trading at 262.55. The strike last trading price was 2.95, which was 0.45 higher than the previous day. The implied volatity was 31.02, the open interest changed by 3 which increased total open position to 12
On 7 Nov ONGC was trading at 265.20. The strike last trading price was 2.5, which was -0.50 lower than the previous day. The implied volatity was 31.73, the open interest changed by 1 which increased total open position to 9
On 5 Nov ONGC was trading at 267.40. The strike last trading price was 3, which was -1.45 lower than the previous day. The implied volatity was 34.66, the open interest changed by 7 which increased total open position to 7
On 21 Oct ONGC was trading at 276.60. The strike last trading price was 4.45, 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 18 Oct ONGC was trading at 283.30. The strike last trading price was 4.45, 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 17 Oct ONGC was trading at 281.60. The strike last trading price was 4.45, 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 15 Oct ONGC was trading at 283.70. The strike last trading price was 4.45, 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 14 Oct ONGC was trading at 286.50. The strike last trading price was 4.45, which was 4.45 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 7 Oct ONGC was trading at 289.45. 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
