ONGC
Oil And Natural Gas Corp.
Historical option data for ONGC
20 Dec 2024 04:12 PM IST
| ONGC 26DEC2024 245 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.20
Vega: 0.09
Theta: -0.20
Gamma: 0.03
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 237.10 | 0.9 | -1.50 | 26.81 | 7,212 | 656 | 1,595 | |||
| 19 Dec | 241.85 | 2.4 | -0.95 | 25.59 | 3,980 | 68 | 948 | |||
| 18 Dec | 244.15 | 3.35 | -2.20 | 25.14 | 4,005 | 474 | 890 | |||
| 17 Dec | 247.40 | 5.55 | -3.60 | 26.76 | 711 | 177 | 414 | |||
| 16 Dec | 251.80 | 9.15 | -2.50 | 28.86 | 156 | 41 | 238 | |||
| 13 Dec | 254.25 | 11.65 | 0.45 | 21.95 | 307 | 46 | 192 | |||
| 12 Dec | 254.05 | 11.2 | -2.55 | 23.80 | 94 | 2 | 148 | |||
| 11 Dec | 256.60 | 13.75 | 0.15 | 22.27 | 46 | 12 | 143 | |||
| 10 Dec | 256.90 | 13.6 | -2.45 | 22.44 | 66 | 3 | 131 | |||
| 9 Dec | 258.90 | 16.05 | -3.40 | 26.86 | 17 | 2 | 128 | |||
| 6 Dec | 260.05 | 19.45 | 1.65 | 37.75 | 8 | 2 | 125 | |||
| 5 Dec | 261.30 | 17.8 | -2.55 | 16.30 | 66 | 12 | 121 | |||
| 4 Dec | 260.70 | 20.35 | 1.35 | 37.95 | 4 | -1 | 108 | |||
| 3 Dec | 262.35 | 19 | 3.15 | 21.57 | 95 | 4 | 111 | |||
| 2 Dec | 257.55 | 15.85 | 0.15 | 24.69 | 253 | 26 | 109 | |||
| 29 Nov | 256.70 | 15.7 | 1.90 | 24.67 | 42 | -3 | 83 | |||
| 28 Nov | 252.20 | 13.8 | -1.50 | 28.84 | 71 | 13 | 85 | |||
| 27 Nov | 254.30 | 15.3 | 0.45 | 29.01 | 39 | 12 | 72 | |||
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| 26 Nov | 254.25 | 14.85 | -3.25 | 27.05 | 41 | 10 | 60 | |||
| 25 Nov | 257.90 | 18.1 | 8.40 | 25.41 | 252 | 18 | 50 | |||
| 22 Nov | 245.60 | 9.7 | 1.40 | 27.83 | 190 | 26 | 58 | |||
| 21 Nov | 242.15 | 8.3 | 8.30 | 28.23 | 66 | 31 | 31 | |||
| 20 Nov | 248.00 | 0 | -13.00 | 0.00 | 0 | 0 | 0 | |||
| 18 Nov | 250.65 | 13 | -18.20 | 25.49 | 54 | 42 | 42 | |||
| 14 Nov | 250.80 | 31.2 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 252.55 | 31.2 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 256.15 | 31.2 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 256.90 | 31.2 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 262.55 | 31.2 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 265.20 | 31.2 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 267.40 | 31.2 | - | 0 | 0 | 0 | ||||
For Oil And Natural Gas Corp. - strike price 245 expiring on 26DEC2024
Delta for 245 CE is 0.20
Historical price for 245 CE is as follows
On 20 Dec ONGC was trading at 237.10. The strike last trading price was 0.9, which was -1.50 lower than the previous day. The implied volatity was 26.81, the open interest changed by 656 which increased total open position to 1595
On 19 Dec ONGC was trading at 241.85. The strike last trading price was 2.4, which was -0.95 lower than the previous day. The implied volatity was 25.59, the open interest changed by 68 which increased total open position to 948
On 18 Dec ONGC was trading at 244.15. The strike last trading price was 3.35, which was -2.20 lower than the previous day. The implied volatity was 25.14, the open interest changed by 474 which increased total open position to 890
On 17 Dec ONGC was trading at 247.40. The strike last trading price was 5.55, which was -3.60 lower than the previous day. The implied volatity was 26.76, the open interest changed by 177 which increased total open position to 414
On 16 Dec ONGC was trading at 251.80. The strike last trading price was 9.15, which was -2.50 lower than the previous day. The implied volatity was 28.86, the open interest changed by 41 which increased total open position to 238
On 13 Dec ONGC was trading at 254.25. The strike last trading price was 11.65, which was 0.45 higher than the previous day. The implied volatity was 21.95, the open interest changed by 46 which increased total open position to 192
On 12 Dec ONGC was trading at 254.05. The strike last trading price was 11.2, which was -2.55 lower than the previous day. The implied volatity was 23.80, the open interest changed by 2 which increased total open position to 148
On 11 Dec ONGC was trading at 256.60. The strike last trading price was 13.75, which was 0.15 higher than the previous day. The implied volatity was 22.27, the open interest changed by 12 which increased total open position to 143
On 10 Dec ONGC was trading at 256.90. The strike last trading price was 13.6, which was -2.45 lower than the previous day. The implied volatity was 22.44, the open interest changed by 3 which increased total open position to 131
On 9 Dec ONGC was trading at 258.90. The strike last trading price was 16.05, which was -3.40 lower than the previous day. The implied volatity was 26.86, the open interest changed by 2 which increased total open position to 128
On 6 Dec ONGC was trading at 260.05. The strike last trading price was 19.45, which was 1.65 higher than the previous day. The implied volatity was 37.75, the open interest changed by 2 which increased total open position to 125
On 5 Dec ONGC was trading at 261.30. The strike last trading price was 17.8, which was -2.55 lower than the previous day. The implied volatity was 16.30, the open interest changed by 12 which increased total open position to 121
On 4 Dec ONGC was trading at 260.70. The strike last trading price was 20.35, which was 1.35 higher than the previous day. The implied volatity was 37.95, the open interest changed by -1 which decreased total open position to 108
On 3 Dec ONGC was trading at 262.35. The strike last trading price was 19, which was 3.15 higher than the previous day. The implied volatity was 21.57, the open interest changed by 4 which increased total open position to 111
On 2 Dec ONGC was trading at 257.55. The strike last trading price was 15.85, which was 0.15 higher than the previous day. The implied volatity was 24.69, the open interest changed by 26 which increased total open position to 109
On 29 Nov ONGC was trading at 256.70. The strike last trading price was 15.7, which was 1.90 higher than the previous day. The implied volatity was 24.67, the open interest changed by -3 which decreased total open position to 83
On 28 Nov ONGC was trading at 252.20. The strike last trading price was 13.8, which was -1.50 lower than the previous day. The implied volatity was 28.84, the open interest changed by 13 which increased total open position to 85
On 27 Nov ONGC was trading at 254.30. The strike last trading price was 15.3, which was 0.45 higher than the previous day. The implied volatity was 29.01, the open interest changed by 12 which increased total open position to 72
On 26 Nov ONGC was trading at 254.25. The strike last trading price was 14.85, which was -3.25 lower than the previous day. The implied volatity was 27.05, the open interest changed by 10 which increased total open position to 60
On 25 Nov ONGC was trading at 257.90. The strike last trading price was 18.1, which was 8.40 higher than the previous day. The implied volatity was 25.41, the open interest changed by 18 which increased total open position to 50
On 22 Nov ONGC was trading at 245.60. The strike last trading price was 9.7, which was 1.40 higher than the previous day. The implied volatity was 27.83, the open interest changed by 26 which increased total open position to 58
On 21 Nov ONGC was trading at 242.15. The strike last trading price was 8.3, which was 8.30 higher than the previous day. The implied volatity was 28.23, the open interest changed by 31 which increased total open position to 31
On 20 Nov ONGC was trading at 248.00. The strike last trading price was 0, which was -13.00 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 13, which was -18.20 lower than the previous day. The implied volatity was 25.49, the open interest changed by 42 which increased total open position to 42
On 14 Nov ONGC was trading at 250.80. The strike last trading price was 31.2, 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 31.2, 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 31.2, 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 31.2, 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 31.2, 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 31.2, 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 31.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| ONGC 26DEC2024 245 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.75
Vega: 0.10
Theta: -0.22
Gamma: 0.03
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 237.10 | 8.6 | 4.00 | 33.37 | 1,313 | -74 | 533 |
| 19 Dec | 241.85 | 4.6 | 0.90 | 24.58 | 930 | -25 | 607 |
| 18 Dec | 244.15 | 3.7 | 1.20 | 23.65 | 3,338 | 55 | 637 |
| 17 Dec | 247.40 | 2.5 | 1.10 | 23.75 | 2,749 | 36 | 579 |
| 16 Dec | 251.80 | 1.4 | 0.50 | 24.47 | 1,010 | 7 | 541 |
| 13 Dec | 254.25 | 0.9 | -0.45 | 23.04 | 2,346 | -65 | 534 |
| 12 Dec | 254.05 | 1.35 | 0.30 | 24.45 | 938 | 55 | 602 |
| 11 Dec | 256.60 | 1.05 | -0.25 | 25.41 | 563 | 28 | 540 |
| 10 Dec | 256.90 | 1.3 | 0.20 | 26.18 | 807 | -12 | 513 |
| 9 Dec | 258.90 | 1.1 | 0.00 | 26.37 | 482 | -5 | 530 |
| 6 Dec | 260.05 | 1.1 | -0.10 | 25.98 | 640 | -92 | 535 |
| 5 Dec | 261.30 | 1.2 | -0.15 | 27.26 | 1,093 | 135 | 620 |
| 4 Dec | 260.70 | 1.35 | -0.10 | 27.22 | 670 | 13 | 487 |
| 3 Dec | 262.35 | 1.45 | -1.15 | 28.52 | 923 | -3 | 473 |
| 2 Dec | 257.55 | 2.6 | -0.35 | 30.15 | 1,599 | 221 | 476 |
| 29 Nov | 256.70 | 2.95 | -1.20 | 29.58 | 852 | 37 | 262 |
| 28 Nov | 252.20 | 4.15 | 0.15 | 29.76 | 496 | 5 | 225 |
| 27 Nov | 254.30 | 4 | -0.40 | 30.84 | 216 | 60 | 221 |
| 26 Nov | 254.25 | 4.4 | 1.00 | 31.79 | 125 | 30 | 161 |
| 25 Nov | 257.90 | 3.4 | -3.85 | 31.99 | 260 | 108 | 132 |
| 22 Nov | 245.60 | 7.25 | -2.25 | 28.75 | 119 | 61 | 85 |
| 21 Nov | 242.15 | 9.5 | 9.50 | 31.20 | 59 | 32 | 32 |
| 20 Nov | 248.00 | 0 | -5.35 | 0.00 | 0 | 0 | 0 |
| 18 Nov | 250.65 | 5.35 | -1.95 | 28.18 | 62 | 52 | 52 |
| 14 Nov | 250.80 | 7.3 | 0.00 | 3.24 | 0 | 0 | 0 |
| 13 Nov | 252.55 | 7.3 | 0.00 | 3.53 | 0 | 0 | 0 |
| 12 Nov | 256.15 | 7.3 | 0.00 | 4.78 | 0 | 0 | 0 |
| 11 Nov | 256.90 | 7.3 | 0.00 | 5.14 | 0 | 0 | 0 |
| 8 Nov | 262.55 | 7.3 | 0.00 | 6.26 | 0 | 0 | 0 |
| 7 Nov | 265.20 | 7.3 | 0.00 | 7.41 | 0 | 0 | 0 |
| 5 Nov | 267.40 | 7.3 | 7.85 | 0 | 0 | 0 | |
For Oil And Natural Gas Corp. - strike price 245 expiring on 26DEC2024
Delta for 245 PE is -0.75
Historical price for 245 PE is as follows
On 20 Dec ONGC was trading at 237.10. The strike last trading price was 8.6, which was 4.00 higher than the previous day. The implied volatity was 33.37, the open interest changed by -74 which decreased total open position to 533
On 19 Dec ONGC was trading at 241.85. The strike last trading price was 4.6, which was 0.90 higher than the previous day. The implied volatity was 24.58, the open interest changed by -25 which decreased total open position to 607
On 18 Dec ONGC was trading at 244.15. The strike last trading price was 3.7, which was 1.20 higher than the previous day. The implied volatity was 23.65, the open interest changed by 55 which increased total open position to 637
On 17 Dec ONGC was trading at 247.40. The strike last trading price was 2.5, which was 1.10 higher than the previous day. The implied volatity was 23.75, the open interest changed by 36 which increased total open position to 579
On 16 Dec ONGC was trading at 251.80. The strike last trading price was 1.4, which was 0.50 higher than the previous day. The implied volatity was 24.47, the open interest changed by 7 which increased total open position to 541
On 13 Dec ONGC was trading at 254.25. The strike last trading price was 0.9, which was -0.45 lower than the previous day. The implied volatity was 23.04, the open interest changed by -65 which decreased total open position to 534
On 12 Dec ONGC was trading at 254.05. The strike last trading price was 1.35, which was 0.30 higher than the previous day. The implied volatity was 24.45, the open interest changed by 55 which increased total open position to 602
On 11 Dec ONGC was trading at 256.60. The strike last trading price was 1.05, which was -0.25 lower than the previous day. The implied volatity was 25.41, the open interest changed by 28 which increased total open position to 540
On 10 Dec ONGC was trading at 256.90. The strike last trading price was 1.3, which was 0.20 higher than the previous day. The implied volatity was 26.18, the open interest changed by -12 which decreased total open position to 513
On 9 Dec ONGC was trading at 258.90. The strike last trading price was 1.1, which was 0.00 lower than the previous day. The implied volatity was 26.37, the open interest changed by -5 which decreased total open position to 530
On 6 Dec ONGC was trading at 260.05. The strike last trading price was 1.1, which was -0.10 lower than the previous day. The implied volatity was 25.98, the open interest changed by -92 which decreased total open position to 535
On 5 Dec ONGC was trading at 261.30. The strike last trading price was 1.2, which was -0.15 lower than the previous day. The implied volatity was 27.26, the open interest changed by 135 which increased total open position to 620
On 4 Dec ONGC was trading at 260.70. The strike last trading price was 1.35, which was -0.10 lower than the previous day. The implied volatity was 27.22, the open interest changed by 13 which increased total open position to 487
On 3 Dec ONGC was trading at 262.35. The strike last trading price was 1.45, which was -1.15 lower than the previous day. The implied volatity was 28.52, the open interest changed by -3 which decreased total open position to 473
On 2 Dec ONGC was trading at 257.55. The strike last trading price was 2.6, which was -0.35 lower than the previous day. The implied volatity was 30.15, the open interest changed by 221 which increased total open position to 476
On 29 Nov ONGC was trading at 256.70. The strike last trading price was 2.95, which was -1.20 lower than the previous day. The implied volatity was 29.58, the open interest changed by 37 which increased total open position to 262
On 28 Nov ONGC was trading at 252.20. The strike last trading price was 4.15, which was 0.15 higher than the previous day. The implied volatity was 29.76, the open interest changed by 5 which increased total open position to 225
On 27 Nov ONGC was trading at 254.30. The strike last trading price was 4, which was -0.40 lower than the previous day. The implied volatity was 30.84, the open interest changed by 60 which increased total open position to 221
On 26 Nov ONGC was trading at 254.25. The strike last trading price was 4.4, which was 1.00 higher than the previous day. The implied volatity was 31.79, the open interest changed by 30 which increased total open position to 161
On 25 Nov ONGC was trading at 257.90. The strike last trading price was 3.4, which was -3.85 lower than the previous day. The implied volatity was 31.99, the open interest changed by 108 which increased total open position to 132
On 22 Nov ONGC was trading at 245.60. The strike last trading price was 7.25, which was -2.25 lower than the previous day. The implied volatity was 28.75, the open interest changed by 61 which increased total open position to 85
On 21 Nov ONGC was trading at 242.15. The strike last trading price was 9.5, which was 9.50 higher than the previous day. The implied volatity was 31.20, the open interest changed by 32 which increased total open position to 32
On 20 Nov ONGC was trading at 248.00. The strike last trading price was 0, which was -5.35 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 5.35, which was -1.95 lower than the previous day. The implied volatity was 28.18, the open interest changed by 52 which increased total open position to 52
On 14 Nov ONGC was trading at 250.80. The strike last trading price was 7.3, which was 0.00 lower than the previous day. The implied volatity was 3.24, 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 7.3, which was 0.00 lower than the previous day. The implied volatity was 3.53, 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 7.3, which was 0.00 lower than the previous day. The implied volatity was 4.78, 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 7.3, which was 0.00 lower than the previous day. The implied volatity was 5.14, 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 7.3, which was 0.00 lower than the previous day. The implied volatity was 6.26, 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 7.3, which was 0.00 lower than the previous day. The implied volatity was 7.41, 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 7.3, which was lower than the previous day. The implied volatity was 7.85, the open interest changed by 0 which decreased total open position to 0
