ONGC
Oil And Natural Gas Corp.
Historical option data for ONGC
27 Dec 2024 04:12 PM IST
| ONGC 30JAN2025 245 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.36
Vega: 0.27
Theta: -0.10
Gamma: 0.03
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 27 Dec | 236.90 | 3.4 | -1.85 | 19.80 | 2,163 | 656 | 1,611 | |||
| 26 Dec | 240.25 | 5.25 | -0.10 | 21.17 | 1,923 | 402 | 956 | |||
| 24 Dec | 238.95 | 5.35 | -1.20 | 22.44 | 894 | 206 | 543 | |||
| 23 Dec | 240.85 | 6.55 | 0.30 | 23.10 | 667 | 100 | 337 | |||
| 20 Dec | 237.10 | 6.25 | -2.50 | 26.26 | 315 | 133 | 234 | |||
|
|
||||||||||
| 19 Dec | 241.85 | 8.75 | -0.75 | 26.70 | 129 | 38 | 100 | |||
| 18 Dec | 244.15 | 9.5 | -2.10 | 25.81 | 61 | 52 | 61 | |||
| 17 Dec | 247.40 | 11.6 | -10.85 | 26.33 | 9 | 8 | 8 | |||
| 16 Dec | 251.80 | 22.45 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Dec | 254.25 | 22.45 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Dec | 254.05 | 22.45 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Dec | 256.60 | 22.45 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Dec | 256.90 | 22.45 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Dec | 258.90 | 22.45 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Dec | 260.05 | 22.45 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Dec | 261.30 | 22.45 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Dec | 260.70 | 22.45 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Dec | 262.35 | 22.45 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Dec | 257.55 | 22.45 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Nov | 256.70 | 22.45 | - | 0 | 0 | 0 | ||||
For Oil And Natural Gas Corp. - strike price 245 expiring on 30JAN2025
Delta for 245 CE is 0.36
Historical price for 245 CE is as follows
On 27 Dec ONGC was trading at 236.90. The strike last trading price was 3.4, which was -1.85 lower than the previous day. The implied volatity was 19.80, the open interest changed by 656 which increased total open position to 1611
On 26 Dec ONGC was trading at 240.25. The strike last trading price was 5.25, which was -0.10 lower than the previous day. The implied volatity was 21.17, the open interest changed by 402 which increased total open position to 956
On 24 Dec ONGC was trading at 238.95. The strike last trading price was 5.35, which was -1.20 lower than the previous day. The implied volatity was 22.44, the open interest changed by 206 which increased total open position to 543
On 23 Dec ONGC was trading at 240.85. The strike last trading price was 6.55, which was 0.30 higher than the previous day. The implied volatity was 23.10, the open interest changed by 100 which increased total open position to 337
On 20 Dec ONGC was trading at 237.10. The strike last trading price was 6.25, which was -2.50 lower than the previous day. The implied volatity was 26.26, the open interest changed by 133 which increased total open position to 234
On 19 Dec ONGC was trading at 241.85. The strike last trading price was 8.75, which was -0.75 lower than the previous day. The implied volatity was 26.70, the open interest changed by 38 which increased total open position to 100
On 18 Dec ONGC was trading at 244.15. The strike last trading price was 9.5, which was -2.10 lower than the previous day. The implied volatity was 25.81, the open interest changed by 52 which increased total open position to 61
On 17 Dec ONGC was trading at 247.40. The strike last trading price was 11.6, which was -10.85 lower than the previous day. The implied volatity was 26.33, the open interest changed by 8 which increased total open position to 8
On 16 Dec ONGC was trading at 251.80. The strike last trading price was 22.45, 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 Dec ONGC was trading at 254.25. The strike last trading price was 22.45, 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 Dec ONGC was trading at 254.05. The strike last trading price was 22.45, 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 Dec ONGC was trading at 256.60. The strike last trading price was 22.45, 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 10 Dec ONGC was trading at 256.90. The strike last trading price was 22.45, 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 9 Dec ONGC was trading at 258.90. The strike last trading price was 22.45, 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 6 Dec ONGC was trading at 260.05. The strike last trading price was 22.45, 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 Dec ONGC was trading at 261.30. The strike last trading price was 22.45, 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 4 Dec ONGC was trading at 260.70. The strike last trading price was 22.45, 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 3 Dec ONGC was trading at 262.35. The strike last trading price was 22.45, 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 2 Dec ONGC was trading at 257.55. The strike last trading price was 22.45, 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 29 Nov ONGC was trading at 256.70. The strike last trading price was 22.45, 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 30JAN2025 245 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.61
Vega: 0.28
Theta: -0.06
Gamma: 0.02
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 27 Dec | 236.90 | 10.3 | 2.00 | 24.43 | 459 | 98 | 657 |
| 26 Dec | 240.25 | 8.3 | -1.30 | 23.84 | 632 | 253 | 553 |
| 24 Dec | 238.95 | 9.6 | 0.45 | 25.67 | 307 | 170 | 298 |
| 23 Dec | 240.85 | 9.15 | -2.65 | 27.25 | 122 | 20 | 124 |
| 20 Dec | 237.10 | 11.8 | 2.90 | 28.77 | 64 | 17 | 104 |
| 19 Dec | 241.85 | 8.9 | 0.90 | 27.17 | 43 | 13 | 89 |
| 18 Dec | 244.15 | 8 | 1.55 | 26.63 | 27 | 12 | 74 |
| 17 Dec | 247.40 | 6.45 | 1.70 | 25.68 | 47 | 36 | 61 |
| 16 Dec | 251.80 | 4.75 | 0.75 | 25.14 | 25 | 14 | 15 |
| 13 Dec | 254.25 | 4 | -8.20 | 25.57 | 1 | 0 | 0 |
| 12 Dec | 254.05 | 12.2 | 0.00 | 4.07 | 0 | 0 | 0 |
| 11 Dec | 256.60 | 12.2 | 0.00 | 4.98 | 0 | 0 | 0 |
| 10 Dec | 256.90 | 12.2 | 0.00 | 4.84 | 0 | 0 | 0 |
| 9 Dec | 258.90 | 12.2 | 0.00 | 5.41 | 0 | 0 | 0 |
| 6 Dec | 260.05 | 12.2 | 0.00 | 5.68 | 0 | 0 | 0 |
| 5 Dec | 261.30 | 12.2 | 0.00 | 6.12 | 0 | 0 | 0 |
| 4 Dec | 260.70 | 12.2 | 0.00 | 5.84 | 0 | 0 | 0 |
| 3 Dec | 262.35 | 12.2 | 0.00 | 6.08 | 0 | 0 | 0 |
| 2 Dec | 257.55 | 12.2 | 0.00 | 4.93 | 0 | 0 | 0 |
| 29 Nov | 256.70 | 12.2 | 4.69 | 0 | 0 | 0 | |
For Oil And Natural Gas Corp. - strike price 245 expiring on 30JAN2025
Delta for 245 PE is -0.61
Historical price for 245 PE is as follows
On 27 Dec ONGC was trading at 236.90. The strike last trading price was 10.3, which was 2.00 higher than the previous day. The implied volatity was 24.43, the open interest changed by 98 which increased total open position to 657
On 26 Dec ONGC was trading at 240.25. The strike last trading price was 8.3, which was -1.30 lower than the previous day. The implied volatity was 23.84, the open interest changed by 253 which increased total open position to 553
On 24 Dec ONGC was trading at 238.95. The strike last trading price was 9.6, which was 0.45 higher than the previous day. The implied volatity was 25.67, the open interest changed by 170 which increased total open position to 298
On 23 Dec ONGC was trading at 240.85. The strike last trading price was 9.15, which was -2.65 lower than the previous day. The implied volatity was 27.25, the open interest changed by 20 which increased total open position to 124
On 20 Dec ONGC was trading at 237.10. The strike last trading price was 11.8, which was 2.90 higher than the previous day. The implied volatity was 28.77, the open interest changed by 17 which increased total open position to 104
On 19 Dec ONGC was trading at 241.85. The strike last trading price was 8.9, which was 0.90 higher than the previous day. The implied volatity was 27.17, the open interest changed by 13 which increased total open position to 89
On 18 Dec ONGC was trading at 244.15. The strike last trading price was 8, which was 1.55 higher than the previous day. The implied volatity was 26.63, the open interest changed by 12 which increased total open position to 74
On 17 Dec ONGC was trading at 247.40. The strike last trading price was 6.45, which was 1.70 higher than the previous day. The implied volatity was 25.68, the open interest changed by 36 which increased total open position to 61
On 16 Dec ONGC was trading at 251.80. The strike last trading price was 4.75, which was 0.75 higher than the previous day. The implied volatity was 25.14, the open interest changed by 14 which increased total open position to 15
On 13 Dec ONGC was trading at 254.25. The strike last trading price was 4, which was -8.20 lower than the previous day. The implied volatity was 25.57, the open interest changed by 0 which decreased total open position to 0
On 12 Dec ONGC was trading at 254.05. The strike last trading price was 12.2, which was 0.00 lower than the previous day. The implied volatity was 4.07, the open interest changed by 0 which decreased total open position to 0
On 11 Dec ONGC was trading at 256.60. The strike last trading price was 12.2, which was 0.00 lower than the previous day. The implied volatity was 4.98, the open interest changed by 0 which decreased total open position to 0
On 10 Dec ONGC was trading at 256.90. The strike last trading price was 12.2, which was 0.00 lower than the previous day. The implied volatity was 4.84, the open interest changed by 0 which decreased total open position to 0
On 9 Dec ONGC was trading at 258.90. The strike last trading price was 12.2, which was 0.00 lower than the previous day. The implied volatity was 5.41, the open interest changed by 0 which decreased total open position to 0
On 6 Dec ONGC was trading at 260.05. The strike last trading price was 12.2, which was 0.00 lower than the previous day. The implied volatity was 5.68, the open interest changed by 0 which decreased total open position to 0
On 5 Dec ONGC was trading at 261.30. The strike last trading price was 12.2, which was 0.00 lower than the previous day. The implied volatity was 6.12, the open interest changed by 0 which decreased total open position to 0
On 4 Dec ONGC was trading at 260.70. The strike last trading price was 12.2, which was 0.00 lower than the previous day. The implied volatity was 5.84, the open interest changed by 0 which decreased total open position to 0
On 3 Dec ONGC was trading at 262.35. The strike last trading price was 12.2, which was 0.00 lower than the previous day. The implied volatity was 6.08, the open interest changed by 0 which decreased total open position to 0
On 2 Dec ONGC was trading at 257.55. The strike last trading price was 12.2, which was 0.00 lower than the previous day. The implied volatity was 4.93, the open interest changed by 0 which decreased total open position to 0
On 29 Nov ONGC was trading at 256.70. The strike last trading price was 12.2, which was lower than the previous day. The implied volatity was 4.69, the open interest changed by 0 which decreased total open position to 0
