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[--[65.84.65.76]--]
ONGC
Oil And Natural Gas Corp.

250.8 -1.75 (-0.69%)

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Historical option data for ONGC

14 Nov 2024 04:12 PM IST
ONGC 28NOV2024 240 CE
Delta: 0.83
Vega: 0.13
Theta: -0.18
Gamma: 0.02
Date Close Ltp Change IV Volume Change OI OI
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
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 0.83

Historical price for 240 CE is as follows

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: -0.18
Vega: 0.13
Theta: -0.12
Gamma: 0.02
Date Close Ltp Change IV Volume Change OI OI
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 -0.18

Historical price for 240 PE is as follows

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