ONGC
Oil And Natural Gas Corp.
Historical option data for ONGC
21 Nov 2024 04:12 PM IST
| ONGC 28NOV2024 240 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.62
Vega: 0.13
Theta: -0.32
Gamma: 0.04
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 242.15 | 5.6 | 5.60 | 30.36 | 1,898 | 394 | 394 | |||
| 20 Nov | 248.00 | 0 | -12.50 | 0.00 | 0 | 0 | 0 | |||
| 18 Nov | 250.65 | 12.5 | -0.80 | 28.29 | 480 | -22 | 159 | |||
| 14 Nov | 250.80 | 13.3 | -1.10 | 27.36 | 202 | 51 | 181 | |||
| 13 Nov | 252.55 | 14.4 | -3.70 | 28.75 | 352 | 63 | 131 | |||
| 12 Nov | 256.15 | 18.1 | -0.05 | 30.58 | 50 | 12 | 75 | |||
| 11 Nov | 256.90 | 18.15 | -3.20 | - | 59 | 10 | 61 | |||
| 8 Nov | 262.55 | 21.35 | -4.10 | - | 13 | 0 | 52 | |||
| 7 Nov | 265.20 | 25.45 | -2.55 | - | 11 | -5 | 53 | |||
| 6 Nov | 269.05 | 28 | -0.55 | - | 25 | -4 | 58 | |||
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| 5 Nov | 267.40 | 28.55 | 1.95 | - | 60 | -13 | 62 | |||
| 4 Nov | 265.30 | 26.6 | -5.15 | - | 70 | 47 | 75 | |||
| 1 Nov | 271.75 | 31.75 | 2.30 | - | 5 | 0 | 28 | |||
| 31 Oct | 266.15 | 29.45 | 3.85 | - | 18 | 13 | 28 | |||
| 30 Oct | 261.65 | 25.6 | -1.60 | - | 9 | 7 | 14 | |||
| 29 Oct | 265.00 | 27.2 | -0.20 | - | 3 | 2 | 7 | |||
| 28 Oct | 263.35 | 27.4 | -68.30 | - | 5 | 3 | 3 | |||
| 25 Oct | 264.05 | 95.7 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 269.10 | 95.7 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 270.85 | 95.7 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 270.80 | 95.7 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 276.60 | 95.7 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 283.30 | 95.7 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 281.60 | 95.7 | - | 0 | 0 | 0 | ||||
For Oil And Natural Gas Corp. - strike price 240 expiring on 28NOV2024
Delta for 240 CE is 0.62
Historical price for 240 CE is as follows
On 21 Nov ONGC was trading at 242.15. The strike last trading price was 5.6, which was 5.60 higher than the previous day. The implied volatity was 30.36, the open interest changed by 394 which increased total open position to 394
On 20 Nov ONGC was trading at 248.00. The strike last trading price was 0, which was -12.50 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 12.5, which was -0.80 lower than the previous day. The implied volatity was 28.29, the open interest changed by -22 which decreased total open position to 159
On 14 Nov ONGC was trading at 250.80. The strike last trading price was 13.3, which was -1.10 lower than the previous day. The implied volatity was 27.36, the open interest changed by 51 which increased total open position to 181
On 13 Nov ONGC was trading at 252.55. The strike last trading price was 14.4, which was -3.70 lower than the previous day. The implied volatity was 28.75, the open interest changed by 63 which increased total open position to 131
On 12 Nov ONGC was trading at 256.15. The strike last trading price was 18.1, which was -0.05 lower than the previous day. The implied volatity was 30.58, the open interest changed by 12 which increased total open position to 75
On 11 Nov ONGC was trading at 256.90. The strike last trading price was 18.15, which was -3.20 lower than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 61
On 8 Nov ONGC was trading at 262.55. The strike last trading price was 21.35, which was -4.10 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 52
On 7 Nov ONGC was trading at 265.20. The strike last trading price was 25.45, which was -2.55 lower than the previous day. The implied volatity was -, the open interest changed by -5 which decreased total open position to 53
On 6 Nov ONGC was trading at 269.05. The strike last trading price was 28, which was -0.55 lower than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 58
On 5 Nov ONGC was trading at 267.40. The strike last trading price was 28.55, which was 1.95 higher than the previous day. The implied volatity was -, the open interest changed by -13 which decreased total open position to 62
On 4 Nov ONGC was trading at 265.30. The strike last trading price was 26.6, which was -5.15 lower than the previous day. The implied volatity was -, the open interest changed by 47 which increased total open position to 75
On 1 Nov ONGC was trading at 271.75. The strike last trading price was 31.75, which was 2.30 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 28
On 31 Oct ONGC was trading at 266.15. The strike last trading price was 29.45, which was 3.85 higher 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 25.6, which was -1.60 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 27.2, which was -0.20 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 27.4, which was -68.30 lower 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 95.7, 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 95.7, 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 95.7, 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 22 Oct ONGC was trading at 270.80. The strike last trading price was 95.7, 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 21 Oct ONGC was trading at 276.60. The strike last trading price was 95.7, 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 95.7, 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 95.7, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| ONGC 28NOV2024 240 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.39
Vega: 0.13
Theta: -0.26
Gamma: 0.04
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 242.15 | 2.95 | 2.95 | 31.61 | 3,343 | 458 | 458 |
| 20 Nov | 248.00 | 0 | -1.15 | 0.00 | 0 | 0 | 0 |
| 18 Nov | 250.65 | 1.15 | -0.25 | 30.34 | 2,183 | -93 | 1,280 |
| 14 Nov | 250.80 | 1.4 | -0.05 | 28.29 | 1,283 | 5 | 1,372 |
| 13 Nov | 252.55 | 1.45 | 0.25 | 29.01 | 3,179 | 46 | 1,377 |
| 12 Nov | 256.15 | 1.2 | -0.45 | 31.00 | 3,435 | 399 | 1,378 |
| 11 Nov | 256.90 | 1.65 | 0.15 | 35.25 | 2,237 | 291 | 1,001 |
| 8 Nov | 262.55 | 1.5 | 0.45 | 35.86 | 679 | 51 | 707 |
| 7 Nov | 265.20 | 1.05 | 0.15 | 35.40 | 435 | 90 | 655 |
| 6 Nov | 269.05 | 0.9 | -0.35 | 35.66 | 688 | -61 | 567 |
| 5 Nov | 267.40 | 1.25 | -1.05 | 37.16 | 605 | 56 | 626 |
| 4 Nov | 265.30 | 2.3 | 0.70 | 42.15 | 882 | 79 | 571 |
| 1 Nov | 271.75 | 1.6 | -0.55 | 42.46 | 111 | 21 | 491 |
| 31 Oct | 266.15 | 2.15 | -0.55 | - | 716 | 136 | 470 |
| 30 Oct | 261.65 | 2.7 | 0.20 | - | 199 | 79 | 335 |
| 29 Oct | 265.00 | 2.5 | -0.45 | - | 147 | 55 | 255 |
| 28 Oct | 263.35 | 2.95 | -0.20 | - | 232 | 85 | 199 |
| 25 Oct | 264.05 | 3.15 | 1.00 | - | 85 | 18 | 114 |
| 24 Oct | 269.10 | 2.15 | 0.05 | - | 41 | 10 | 94 |
| 23 Oct | 270.85 | 2.1 | -0.20 | - | 99 | -3 | 84 |
| 22 Oct | 270.80 | 2.3 | 0.95 | - | 159 | 28 | 68 |
| 21 Oct | 276.60 | 1.35 | 0.35 | - | 71 | 39 | 40 |
| 18 Oct | 283.30 | 1 | 0.00 | - | 1 | 0 | 1 |
| 17 Oct | 281.60 | 1 | - | 6 | 1 | 1 | |
For Oil And Natural Gas Corp. - strike price 240 expiring on 28NOV2024
Delta for 240 PE is -0.39
Historical price for 240 PE is as follows
On 21 Nov ONGC was trading at 242.15. The strike last trading price was 2.95, which was 2.95 higher than the previous day. The implied volatity was 31.61, the open interest changed by 458 which increased total open position to 458
On 20 Nov ONGC was trading at 248.00. The strike last trading price was 0, which was -1.15 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 1.15, which was -0.25 lower than the previous day. The implied volatity was 30.34, the open interest changed by -93 which decreased total open position to 1280
On 14 Nov ONGC was trading at 250.80. The strike last trading price was 1.4, which was -0.05 lower than the previous day. The implied volatity was 28.29, the open interest changed by 5 which increased total open position to 1372
On 13 Nov ONGC was trading at 252.55. The strike last trading price was 1.45, which was 0.25 higher than the previous day. The implied volatity was 29.01, the open interest changed by 46 which increased total open position to 1377
On 12 Nov ONGC was trading at 256.15. The strike last trading price was 1.2, which was -0.45 lower than the previous day. The implied volatity was 31.00, the open interest changed by 399 which increased total open position to 1378
On 11 Nov ONGC was trading at 256.90. The strike last trading price was 1.65, which was 0.15 higher than the previous day. The implied volatity was 35.25, the open interest changed by 291 which increased total open position to 1001
On 8 Nov ONGC was trading at 262.55. The strike last trading price was 1.5, which was 0.45 higher than the previous day. The implied volatity was 35.86, the open interest changed by 51 which increased total open position to 707
On 7 Nov ONGC was trading at 265.20. The strike last trading price was 1.05, which was 0.15 higher than the previous day. The implied volatity was 35.40, the open interest changed by 90 which increased total open position to 655
On 6 Nov ONGC was trading at 269.05. The strike last trading price was 0.9, which was -0.35 lower than the previous day. The implied volatity was 35.66, the open interest changed by -61 which decreased total open position to 567
On 5 Nov ONGC was trading at 267.40. The strike last trading price was 1.25, which was -1.05 lower than the previous day. The implied volatity was 37.16, the open interest changed by 56 which increased total open position to 626
On 4 Nov ONGC was trading at 265.30. The strike last trading price was 2.3, which was 0.70 higher than the previous day. The implied volatity was 42.15, the open interest changed by 79 which increased total open position to 571
On 1 Nov ONGC was trading at 271.75. The strike last trading price was 1.6, which was -0.55 lower than the previous day. The implied volatity was 42.46, the open interest changed by 21 which increased total open position to 491
On 31 Oct ONGC was trading at 266.15. The strike last trading price was 2.15, 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 2.7, which was 0.20 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 2.5, which was -0.45 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 2.95, which was -0.20 lower 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 3.15, which was 1.00 higher 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 2.15, which was 0.05 higher 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 2.1, which was -0.20 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct ONGC was trading at 270.80. The strike last trading price was 2.3, which was 0.95 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 21 Oct ONGC was trading at 276.60. The strike last trading price was 1.35, which was 0.35 higher 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 1, 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 1, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
