ONGC
Oil And Natural Gas Corp.
Historical option data for ONGC
21 Nov 2024 04:12 PM IST
| ONGC 28NOV2024 244 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.46
Vega: 0.13
Theta: -0.30
Gamma: 0.04
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 242.15 | 3.3 | -3.30 | 28.78 | 5,604 | 258 | 1,208 | |||
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| 20 Nov | 248.00 | 6.6 | 0.00 | 24.91 | 2,082 | 950 | 947 | |||
| 19 Nov | 248.00 | 6.6 | 24.91 | 2,082 | -113 | 947 | ||||
For Oil And Natural Gas Corp. - strike price 244 expiring on 28NOV2024
Delta for 244 CE is 0.46
Historical price for 244 CE is as follows
On 21 Nov ONGC was trading at 242.15. The strike last trading price was 3.3, which was -3.30 lower than the previous day. The implied volatity was 28.78, the open interest changed by 258 which increased total open position to 1208
On 20 Nov ONGC was trading at 248.00. The strike last trading price was 6.6, which was 0.00 lower than the previous day. The implied volatity was 24.91, the open interest changed by 950 which increased total open position to 947
On 19 Nov ONGC was trading at 248.00. The strike last trading price was 6.6, which was lower than the previous day. The implied volatity was 24.91, the open interest changed by -113 which decreased total open position to 947
| ONGC 28NOV2024 244 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.54
Vega: 0.13
Theta: -0.25
Gamma: 0.04
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 242.15 | 4.6 | 1.75 | 29.66 | 4,895 | -139 | 1,473 |
| 20 Nov | 248.00 | 2.85 | 0.00 | 31.34 | 3,846 | 1,612 | 1,632 |
| 19 Nov | 248.00 | 2.85 | 31.34 | 3,846 | 127 | 1,632 | |
For Oil And Natural Gas Corp. - strike price 244 expiring on 28NOV2024
Delta for 244 PE is -0.54
Historical price for 244 PE is as follows
On 21 Nov ONGC was trading at 242.15. The strike last trading price was 4.6, which was 1.75 higher than the previous day. The implied volatity was 29.66, the open interest changed by -139 which decreased total open position to 1473
On 20 Nov ONGC was trading at 248.00. The strike last trading price was 2.85, which was 0.00 lower than the previous day. The implied volatity was 31.34, the open interest changed by 1612 which increased total open position to 1632
On 19 Nov ONGC was trading at 248.00. The strike last trading price was 2.85, which was lower than the previous day. The implied volatity was 31.34, the open interest changed by 127 which increased total open position to 1632
