ONGC
Oil And Natural Gas Corp.
Historical option data for ONGC
20 Dec 2024 04:12 PM IST
| ONGC 26DEC2024 244 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.23
Vega: 0.09
Theta: -0.22
Gamma: 0.04
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 237.10 | 1.1 | -1.70 | 26.73 | 3,528 | 136 | 710 | |||
| 19 Dec | 241.85 | 2.8 | -1.00 | 25.53 | 2,654 | 120 | 579 | |||
| 18 Dec | 244.15 | 3.8 | -2.35 | 24.87 | 898 | 180 | 452 | |||
| 17 Dec | 247.40 | 6.15 | -4.20 | 26.70 | 412 | 97 | 271 | |||
| 16 Dec | 251.80 | 10.35 | -1.70 | 32.41 | 16 | -4 | 176 | |||
| 13 Dec | 254.25 | 12.05 | -0.35 | 15.97 | 134 | -22 | 180 | |||
| 12 Dec | 254.05 | 12.4 | -2.05 | 26.81 | 40 | -8 | 202 | |||
| 11 Dec | 256.60 | 14.45 | 0.00 | 20.21 | 16 | -6 | 210 | |||
| 10 Dec | 256.90 | 14.45 | -2.35 | 22.32 | 20 | -4 | 215 | |||
| 9 Dec | 258.90 | 16.8 | -2.25 | 26.05 | 38 | -13 | 219 | |||
| 6 Dec | 260.05 | 19.05 | -1.30 | 30.49 | 11 | -3 | 232 | |||
| 5 Dec | 261.30 | 20.35 | 1.25 | 31.87 | 41 | -11 | 238 | |||
| 4 Dec | 260.70 | 19.1 | -1.05 | 25.22 | 8 | -1 | 249 | |||
| 3 Dec | 262.35 | 20.15 | 3.30 | 23.96 | 95 | -24 | 253 | |||
| 2 Dec | 257.55 | 16.85 | -0.15 | 25.84 | 242 | 4 | 278 | |||
| 29 Nov | 256.70 | 17 | 2.55 | 27.35 | 232 | 121 | 274 | |||
| 28 Nov | 252.20 | 14.45 | -1.20 | 28.71 | 34 | 8 | 150 | |||
| 27 Nov | 254.30 | 15.65 | -0.10 | 27.43 | 30 | 6 | 142 | |||
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| 26 Nov | 254.25 | 15.75 | -3.25 | 27.85 | 31 | 11 | 136 | |||
| 25 Nov | 257.90 | 19 | 9.00 | 25.94 | 302 | -107 | 127 | |||
| 22 Nov | 245.60 | 10 | 1.20 | 27.01 | 262 | -58 | 176 | |||
| 21 Nov | 242.15 | 8.8 | -2.60 | 28.29 | 266 | 47 | 234 | |||
| 20 Nov | 248.00 | 11.4 | 0.00 | 24.70 | 365 | 187 | 188 | |||
| 19 Nov | 248.00 | 11.4 | 24.70 | 365 | 11 | 188 | ||||
For Oil And Natural Gas Corp. - strike price 244 expiring on 26DEC2024
Delta for 244 CE is 0.23
Historical price for 244 CE is as follows
On 20 Dec ONGC was trading at 237.10. The strike last trading price was 1.1, which was -1.70 lower than the previous day. The implied volatity was 26.73, the open interest changed by 136 which increased total open position to 710
On 19 Dec ONGC was trading at 241.85. The strike last trading price was 2.8, which was -1.00 lower than the previous day. The implied volatity was 25.53, the open interest changed by 120 which increased total open position to 579
On 18 Dec ONGC was trading at 244.15. The strike last trading price was 3.8, which was -2.35 lower than the previous day. The implied volatity was 24.87, the open interest changed by 180 which increased total open position to 452
On 17 Dec ONGC was trading at 247.40. The strike last trading price was 6.15, which was -4.20 lower than the previous day. The implied volatity was 26.70, the open interest changed by 97 which increased total open position to 271
On 16 Dec ONGC was trading at 251.80. The strike last trading price was 10.35, which was -1.70 lower than the previous day. The implied volatity was 32.41, the open interest changed by -4 which decreased total open position to 176
On 13 Dec ONGC was trading at 254.25. The strike last trading price was 12.05, which was -0.35 lower than the previous day. The implied volatity was 15.97, the open interest changed by -22 which decreased total open position to 180
On 12 Dec ONGC was trading at 254.05. The strike last trading price was 12.4, which was -2.05 lower than the previous day. The implied volatity was 26.81, the open interest changed by -8 which decreased total open position to 202
On 11 Dec ONGC was trading at 256.60. The strike last trading price was 14.45, which was 0.00 lower than the previous day. The implied volatity was 20.21, the open interest changed by -6 which decreased total open position to 210
On 10 Dec ONGC was trading at 256.90. The strike last trading price was 14.45, which was -2.35 lower than the previous day. The implied volatity was 22.32, the open interest changed by -4 which decreased total open position to 215
On 9 Dec ONGC was trading at 258.90. The strike last trading price was 16.8, which was -2.25 lower than the previous day. The implied volatity was 26.05, the open interest changed by -13 which decreased total open position to 219
On 6 Dec ONGC was trading at 260.05. The strike last trading price was 19.05, which was -1.30 lower than the previous day. The implied volatity was 30.49, the open interest changed by -3 which decreased total open position to 232
On 5 Dec ONGC was trading at 261.30. The strike last trading price was 20.35, which was 1.25 higher than the previous day. The implied volatity was 31.87, the open interest changed by -11 which decreased total open position to 238
On 4 Dec ONGC was trading at 260.70. The strike last trading price was 19.1, which was -1.05 lower than the previous day. The implied volatity was 25.22, the open interest changed by -1 which decreased total open position to 249
On 3 Dec ONGC was trading at 262.35. The strike last trading price was 20.15, which was 3.30 higher than the previous day. The implied volatity was 23.96, the open interest changed by -24 which decreased total open position to 253
On 2 Dec ONGC was trading at 257.55. The strike last trading price was 16.85, which was -0.15 lower than the previous day. The implied volatity was 25.84, the open interest changed by 4 which increased total open position to 278
On 29 Nov ONGC was trading at 256.70. The strike last trading price was 17, which was 2.55 higher than the previous day. The implied volatity was 27.35, the open interest changed by 121 which increased total open position to 274
On 28 Nov ONGC was trading at 252.20. The strike last trading price was 14.45, which was -1.20 lower than the previous day. The implied volatity was 28.71, the open interest changed by 8 which increased total open position to 150
On 27 Nov ONGC was trading at 254.30. The strike last trading price was 15.65, which was -0.10 lower than the previous day. The implied volatity was 27.43, the open interest changed by 6 which increased total open position to 142
On 26 Nov ONGC was trading at 254.25. The strike last trading price was 15.75, which was -3.25 lower than the previous day. The implied volatity was 27.85, the open interest changed by 11 which increased total open position to 136
On 25 Nov ONGC was trading at 257.90. The strike last trading price was 19, which was 9.00 higher than the previous day. The implied volatity was 25.94, the open interest changed by -107 which decreased total open position to 127
On 22 Nov ONGC was trading at 245.60. The strike last trading price was 10, which was 1.20 higher than the previous day. The implied volatity was 27.01, the open interest changed by -58 which decreased total open position to 176
On 21 Nov ONGC was trading at 242.15. The strike last trading price was 8.8, which was -2.60 lower than the previous day. The implied volatity was 28.29, the open interest changed by 47 which increased total open position to 234
On 20 Nov ONGC was trading at 248.00. The strike last trading price was 11.4, which was 0.00 lower than the previous day. The implied volatity was 24.70, the open interest changed by 187 which increased total open position to 188
On 19 Nov ONGC was trading at 248.00. The strike last trading price was 11.4, which was lower than the previous day. The implied volatity was 24.70, the open interest changed by 11 which increased total open position to 188
| ONGC 26DEC2024 244 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.72
Vega: 0.10
Theta: -0.23
Gamma: 0.03
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 237.10 | 7.75 | 3.75 | 32.34 | 1,956 | 62 | 783 |
| 19 Dec | 241.85 | 4 | 0.80 | 24.53 | 1,070 | 31 | 734 |
| 18 Dec | 244.15 | 3.2 | 1.00 | 23.71 | 1,880 | -134 | 702 |
| 17 Dec | 247.40 | 2.2 | 1.00 | 24.27 | 2,134 | 132 | 840 |
| 16 Dec | 251.80 | 1.2 | 0.40 | 24.70 | 821 | -2 | 713 |
| 13 Dec | 254.25 | 0.8 | -0.40 | 23.54 | 1,533 | 64 | 728 |
| 12 Dec | 254.05 | 1.2 | 0.25 | 24.81 | 756 | -44 | 676 |
| 11 Dec | 256.60 | 0.95 | -0.20 | 25.87 | 429 | 40 | 721 |
| 10 Dec | 256.90 | 1.15 | 0.15 | 26.36 | 478 | 14 | 679 |
| 9 Dec | 258.90 | 1 | -0.05 | 26.77 | 417 | 26 | 668 |
| 6 Dec | 260.05 | 1.05 | -0.10 | 26.70 | 562 | 6 | 641 |
| 5 Dec | 261.30 | 1.15 | -0.10 | 27.97 | 667 | 7 | 631 |
| 4 Dec | 260.70 | 1.25 | -0.10 | 27.60 | 683 | 25 | 624 |
| 3 Dec | 262.35 | 1.35 | -1.10 | 28.91 | 991 | -60 | 606 |
| 2 Dec | 257.55 | 2.45 | -0.30 | 30.60 | 1,379 | 62 | 659 |
| 29 Nov | 256.70 | 2.75 | -1.15 | 29.82 | 713 | 65 | 592 |
| 28 Nov | 252.20 | 3.9 | 0.20 | 30.04 | 620 | -15 | 530 |
| 27 Nov | 254.30 | 3.7 | -0.45 | 30.84 | 111 | -17 | 545 |
| 26 Nov | 254.25 | 4.15 | 0.95 | 32.04 | 412 | 228 | 561 |
| 25 Nov | 257.90 | 3.2 | -3.45 | 32.22 | 377 | 3 | 334 |
| 22 Nov | 245.60 | 6.65 | -1.90 | 28.25 | 176 | 60 | 391 |
| 21 Nov | 242.15 | 8.55 | 2.60 | 29.73 | 188 | -30 | 331 |
| 20 Nov | 248.00 | 5.95 | 0.00 | 28.46 | 276 | 361 | 365 |
| 19 Nov | 248.00 | 5.95 | 28.46 | 276 | 48 | 365 | |
For Oil And Natural Gas Corp. - strike price 244 expiring on 26DEC2024
Delta for 244 PE is -0.72
Historical price for 244 PE is as follows
On 20 Dec ONGC was trading at 237.10. The strike last trading price was 7.75, which was 3.75 higher than the previous day. The implied volatity was 32.34, the open interest changed by 62 which increased total open position to 783
On 19 Dec ONGC was trading at 241.85. The strike last trading price was 4, which was 0.80 higher than the previous day. The implied volatity was 24.53, the open interest changed by 31 which increased total open position to 734
On 18 Dec ONGC was trading at 244.15. The strike last trading price was 3.2, which was 1.00 higher than the previous day. The implied volatity was 23.71, the open interest changed by -134 which decreased total open position to 702
On 17 Dec ONGC was trading at 247.40. The strike last trading price was 2.2, which was 1.00 higher than the previous day. The implied volatity was 24.27, the open interest changed by 132 which increased total open position to 840
On 16 Dec ONGC was trading at 251.80. The strike last trading price was 1.2, which was 0.40 higher than the previous day. The implied volatity was 24.70, the open interest changed by -2 which decreased total open position to 713
On 13 Dec ONGC was trading at 254.25. The strike last trading price was 0.8, which was -0.40 lower than the previous day. The implied volatity was 23.54, the open interest changed by 64 which increased total open position to 728
On 12 Dec ONGC was trading at 254.05. The strike last trading price was 1.2, which was 0.25 higher than the previous day. The implied volatity was 24.81, the open interest changed by -44 which decreased total open position to 676
On 11 Dec ONGC was trading at 256.60. The strike last trading price was 0.95, which was -0.20 lower than the previous day. The implied volatity was 25.87, the open interest changed by 40 which increased total open position to 721
On 10 Dec ONGC was trading at 256.90. The strike last trading price was 1.15, which was 0.15 higher than the previous day. The implied volatity was 26.36, the open interest changed by 14 which increased total open position to 679
On 9 Dec ONGC was trading at 258.90. The strike last trading price was 1, which was -0.05 lower than the previous day. The implied volatity was 26.77, the open interest changed by 26 which increased total open position to 668
On 6 Dec ONGC was trading at 260.05. The strike last trading price was 1.05, which was -0.10 lower than the previous day. The implied volatity was 26.70, the open interest changed by 6 which increased total open position to 641
On 5 Dec ONGC was trading at 261.30. The strike last trading price was 1.15, which was -0.10 lower than the previous day. The implied volatity was 27.97, the open interest changed by 7 which increased total open position to 631
On 4 Dec ONGC was trading at 260.70. The strike last trading price was 1.25, which was -0.10 lower than the previous day. The implied volatity was 27.60, the open interest changed by 25 which increased total open position to 624
On 3 Dec ONGC was trading at 262.35. The strike last trading price was 1.35, which was -1.10 lower than the previous day. The implied volatity was 28.91, the open interest changed by -60 which decreased total open position to 606
On 2 Dec ONGC was trading at 257.55. The strike last trading price was 2.45, which was -0.30 lower than the previous day. The implied volatity was 30.60, the open interest changed by 62 which increased total open position to 659
On 29 Nov ONGC was trading at 256.70. The strike last trading price was 2.75, which was -1.15 lower than the previous day. The implied volatity was 29.82, the open interest changed by 65 which increased total open position to 592
On 28 Nov ONGC was trading at 252.20. The strike last trading price was 3.9, which was 0.20 higher than the previous day. The implied volatity was 30.04, the open interest changed by -15 which decreased total open position to 530
On 27 Nov ONGC was trading at 254.30. The strike last trading price was 3.7, which was -0.45 lower than the previous day. The implied volatity was 30.84, the open interest changed by -17 which decreased total open position to 545
On 26 Nov ONGC was trading at 254.25. The strike last trading price was 4.15, which was 0.95 higher than the previous day. The implied volatity was 32.04, the open interest changed by 228 which increased total open position to 561
On 25 Nov ONGC was trading at 257.90. The strike last trading price was 3.2, which was -3.45 lower than the previous day. The implied volatity was 32.22, the open interest changed by 3 which increased total open position to 334
On 22 Nov ONGC was trading at 245.60. The strike last trading price was 6.65, which was -1.90 lower than the previous day. The implied volatity was 28.25, the open interest changed by 60 which increased total open position to 391
On 21 Nov ONGC was trading at 242.15. The strike last trading price was 8.55, which was 2.60 higher than the previous day. The implied volatity was 29.73, the open interest changed by -30 which decreased total open position to 331
On 20 Nov ONGC was trading at 248.00. The strike last trading price was 5.95, which was 0.00 lower than the previous day. The implied volatity was 28.46, the open interest changed by 361 which increased total open position to 365
On 19 Nov ONGC was trading at 248.00. The strike last trading price was 5.95, which was lower than the previous day. The implied volatity was 28.46, the open interest changed by 48 which increased total open position to 365
