ONGC
Oil And Natural Gas Corp.
Historical option data for ONGC
21 Nov 2024 04:12 PM IST
| ONGC 28NOV2024 245 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.42
Vega: 0.13
Theta: -0.30
Gamma: 0.04
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 242.15 | 2.95 | 2.95 | 29.33 | 3,974 | 481 | 481 | |||
| 20 Nov | 248.00 | 0 | -8.65 | 0.00 | 0 | 0 | 0 | |||
| 18 Nov | 250.65 | 8.65 | -0.60 | 28.41 | 833 | 174 | 406 | |||
|
|
||||||||||
| 14 Nov | 250.80 | 9.25 | -1.05 | 25.63 | 390 | 65 | 229 | |||
| 13 Nov | 252.55 | 10.3 | -3.35 | 26.81 | 426 | 52 | 168 | |||
| 12 Nov | 256.15 | 13.65 | -0.30 | 27.81 | 140 | -7 | 117 | |||
| 11 Nov | 256.90 | 13.95 | -3.65 | 20.01 | 144 | 25 | 120 | |||
| 8 Nov | 262.55 | 17.6 | -3.80 | - | 48 | 7 | 94 | |||
| 7 Nov | 265.20 | 21.4 | -2.55 | - | 42 | -6 | 86 | |||
| 6 Nov | 269.05 | 23.95 | 0.05 | - | 55 | 33 | 89 | |||
| 5 Nov | 267.40 | 23.9 | 2.10 | - | 52 | 5 | 57 | |||
| 4 Nov | 265.30 | 21.8 | -4.00 | - | 52 | 18 | 48 | |||
| 1 Nov | 271.75 | 25.8 | 0.60 | - | 1 | 0 | 30 | |||
| 31 Oct | 266.15 | 25.2 | 2.55 | - | 42 | 21 | 24 | |||
| 30 Oct | 261.65 | 22.65 | -1.30 | - | 2 | 0 | 3 | |||
| 29 Oct | 265.00 | 23.95 | 0.00 | - | 0 | 3 | 0 | |||
| 28 Oct | 263.35 | 23.95 | -32.65 | - | 3 | 0 | 0 | |||
| 25 Oct | 264.05 | 56.6 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 269.10 | 56.6 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 270.85 | 56.6 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 270.80 | 56.6 | 56.60 | - | 0 | 0 | 0 | |||
| 21 Oct | 276.60 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 283.30 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 281.60 | 0 | - | 0 | 0 | 0 | ||||
For Oil And Natural Gas Corp. - strike price 245 expiring on 28NOV2024
Delta for 245 CE is 0.42
Historical price for 245 CE 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 29.33, the open interest changed by 481 which increased total open position to 481
On 20 Nov ONGC was trading at 248.00. The strike last trading price was 0, which was -8.65 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 8.65, which was -0.60 lower than the previous day. The implied volatity was 28.41, the open interest changed by 174 which increased total open position to 406
On 14 Nov ONGC was trading at 250.80. The strike last trading price was 9.25, which was -1.05 lower than the previous day. The implied volatity was 25.63, the open interest changed by 65 which increased total open position to 229
On 13 Nov ONGC was trading at 252.55. The strike last trading price was 10.3, which was -3.35 lower than the previous day. The implied volatity was 26.81, the open interest changed by 52 which increased total open position to 168
On 12 Nov ONGC was trading at 256.15. The strike last trading price was 13.65, which was -0.30 lower than the previous day. The implied volatity was 27.81, the open interest changed by -7 which decreased total open position to 117
On 11 Nov ONGC was trading at 256.90. The strike last trading price was 13.95, which was -3.65 lower than the previous day. The implied volatity was 20.01, the open interest changed by 25 which increased total open position to 120
On 8 Nov ONGC was trading at 262.55. The strike last trading price was 17.6, which was -3.80 lower than the previous day. The implied volatity was -, the open interest changed by 7 which increased total open position to 94
On 7 Nov ONGC was trading at 265.20. The strike last trading price was 21.4, which was -2.55 lower than the previous day. The implied volatity was -, the open interest changed by -6 which decreased total open position to 86
On 6 Nov ONGC was trading at 269.05. The strike last trading price was 23.95, which was 0.05 higher than the previous day. The implied volatity was -, the open interest changed by 33 which increased total open position to 89
On 5 Nov ONGC was trading at 267.40. The strike last trading price was 23.9, which was 2.10 higher than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 57
On 4 Nov ONGC was trading at 265.30. The strike last trading price was 21.8, which was -4.00 lower than the previous day. The implied volatity was -, the open interest changed by 18 which increased total open position to 48
On 1 Nov ONGC was trading at 271.75. The strike last trading price was 25.8, which was 0.60 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 30
On 31 Oct ONGC was trading at 266.15. The strike last trading price was 25.2, which was 2.55 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 22.65, which was -1.30 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 23.95, 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 28 Oct ONGC was trading at 263.35. The strike last trading price was 23.95, which was -32.65 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 56.6, 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 56.6, 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 56.6, 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 56.6, which was 56.60 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 0, 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 0, 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 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| ONGC 28NOV2024 245 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.58
Vega: 0.13
Theta: -0.24
Gamma: 0.04
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 242.15 | 5.15 | 5.15 | 29.48 | 3,039 | 292 | 292 |
| 20 Nov | 248.00 | 0 | -1.95 | 0.00 | 0 | 0 | 0 |
| 18 Nov | 250.65 | 1.95 | -0.35 | 27.47 | 2,283 | 132 | 826 |
| 14 Nov | 250.80 | 2.3 | -0.05 | 26.16 | 1,677 | 67 | 700 |
| 13 Nov | 252.55 | 2.35 | 0.55 | 27.14 | 2,098 | -72 | 636 |
| 12 Nov | 256.15 | 1.8 | -0.70 | 28.62 | 2,416 | 189 | 730 |
| 11 Nov | 256.90 | 2.5 | 0.35 | 33.99 | 1,452 | 164 | 541 |
| 8 Nov | 262.55 | 2.15 | 0.65 | 34.33 | 823 | 118 | 386 |
| 7 Nov | 265.20 | 1.5 | 0.15 | 33.78 | 547 | -2 | 274 |
| 6 Nov | 269.05 | 1.35 | -0.40 | 34.65 | 807 | 48 | 276 |
| 5 Nov | 267.40 | 1.75 | -1.35 | 35.90 | 622 | 88 | 235 |
| 4 Nov | 265.30 | 3.1 | 0.85 | 41.11 | 663 | 21 | 155 |
| 1 Nov | 271.75 | 2.25 | -0.60 | 42.07 | 28 | 5 | 131 |
| 31 Oct | 266.15 | 2.85 | -0.85 | - | 476 | 21 | 127 |
| 30 Oct | 261.65 | 3.7 | 0.35 | - | 58 | 15 | 106 |
| 29 Oct | 265.00 | 3.35 | -0.60 | - | 42 | 15 | 90 |
| 28 Oct | 263.35 | 3.95 | 0.00 | - | 84 | 26 | 75 |
| 25 Oct | 264.05 | 3.95 | 0.65 | - | 64 | 49 | 49 |
| 24 Oct | 269.10 | 3.3 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 270.85 | 3.3 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 270.80 | 3.3 | 3.30 | - | 0 | 0 | 0 |
| 21 Oct | 276.60 | 0 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 283.30 | 0 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 281.60 | 0 | - | 0 | 0 | 0 | |
For Oil And Natural Gas Corp. - strike price 245 expiring on 28NOV2024
Delta for 245 PE is -0.58
Historical price for 245 PE is as follows
On 21 Nov ONGC was trading at 242.15. The strike last trading price was 5.15, which was 5.15 higher than the previous day. The implied volatity was 29.48, the open interest changed by 292 which increased total open position to 292
On 20 Nov ONGC was trading at 248.00. The strike last trading price was 0, which was -1.95 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 1.95, which was -0.35 lower than the previous day. The implied volatity was 27.47, the open interest changed by 132 which increased total open position to 826
On 14 Nov ONGC was trading at 250.80. The strike last trading price was 2.3, which was -0.05 lower than the previous day. The implied volatity was 26.16, the open interest changed by 67 which increased total open position to 700
On 13 Nov ONGC was trading at 252.55. The strike last trading price was 2.35, which was 0.55 higher than the previous day. The implied volatity was 27.14, the open interest changed by -72 which decreased total open position to 636
On 12 Nov ONGC was trading at 256.15. The strike last trading price was 1.8, which was -0.70 lower than the previous day. The implied volatity was 28.62, the open interest changed by 189 which increased total open position to 730
On 11 Nov ONGC was trading at 256.90. The strike last trading price was 2.5, which was 0.35 higher than the previous day. The implied volatity was 33.99, the open interest changed by 164 which increased total open position to 541
On 8 Nov ONGC was trading at 262.55. The strike last trading price was 2.15, which was 0.65 higher than the previous day. The implied volatity was 34.33, the open interest changed by 118 which increased total open position to 386
On 7 Nov ONGC was trading at 265.20. The strike last trading price was 1.5, which was 0.15 higher than the previous day. The implied volatity was 33.78, the open interest changed by -2 which decreased total open position to 274
On 6 Nov ONGC was trading at 269.05. The strike last trading price was 1.35, which was -0.40 lower than the previous day. The implied volatity was 34.65, the open interest changed by 48 which increased total open position to 276
On 5 Nov ONGC was trading at 267.40. The strike last trading price was 1.75, which was -1.35 lower than the previous day. The implied volatity was 35.90, the open interest changed by 88 which increased total open position to 235
On 4 Nov ONGC was trading at 265.30. The strike last trading price was 3.1, which was 0.85 higher than the previous day. The implied volatity was 41.11, the open interest changed by 21 which increased total open position to 155
On 1 Nov ONGC was trading at 271.75. The strike last trading price was 2.25, which was -0.60 lower than the previous day. The implied volatity was 42.07, the open interest changed by 5 which increased total open position to 131
On 31 Oct ONGC was trading at 266.15. The strike last trading price was 2.85, which was -0.85 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 3.7, 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 29 Oct ONGC was trading at 265.00. The strike last trading price was 3.35, which was -0.60 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 3.95, 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 25 Oct ONGC was trading at 264.05. The strike last trading price was 3.95, which was 0.65 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 3.3, 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 3.3, 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 3.3, which was 3.30 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 0, 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 0, 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 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
