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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 245 CE
Delta: 0.72
Vega: 0.16
Theta: -0.20
Gamma: 0.03
Date Close Ltp Change IV Volume Change OI OI
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 0.72

Historical price for 245 CE is as follows

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: -0.28
Vega: 0.17
Theta: -0.13
Gamma: 0.03
Date Close Ltp Change IV Volume Change OI OI
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 -0.28

Historical price for 245 PE is as follows

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