ONGC
Oil And Natural Gas Corp.
Historical option data for ONGC
20 Dec 2024 04:12 PM IST
| ONGC 26DEC2024 249 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.12
Vega: 0.06
Theta: -0.15
Gamma: 0.02
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 237.10 | 0.5 | -0.75 | 29.37 | 1,767 | 132 | 746 | |||
| 19 Dec | 241.85 | 1.25 | -0.60 | 26.20 | 1,616 | 86 | 616 | |||
|
|
||||||||||
| 18 Dec | 244.15 | 1.85 | -1.55 | 25.37 | 1,690 | 170 | 533 | |||
| 17 Dec | 247.40 | 3.4 | -2.75 | 26.14 | 1,036 | 100 | 364 | |||
| 16 Dec | 251.80 | 6.15 | -2.25 | 26.52 | 269 | -7 | 267 | |||
| 13 Dec | 254.25 | 8.4 | 0.35 | 21.45 | 821 | 39 | 274 | |||
| 12 Dec | 254.05 | 8.05 | -2.35 | 22.72 | 123 | -17 | 237 | |||
| 11 Dec | 256.60 | 10.4 | 0.10 | 21.93 | 63 | 7 | 255 | |||
| 10 Dec | 256.90 | 10.3 | -2.40 | 22.03 | 136 | 13 | 245 | |||
| 9 Dec | 258.90 | 12.7 | -1.15 | 25.91 | 62 | 19 | 231 | |||
| 6 Dec | 260.05 | 13.85 | -0.55 | 23.04 | 19 | 2 | 212 | |||
| 5 Dec | 261.30 | 14.4 | -0.35 | 19.36 | 105 | 43 | 205 | |||
| 4 Dec | 260.70 | 14.75 | -0.80 | 24.00 | 72 | 14 | 162 | |||
| 3 Dec | 262.35 | 15.55 | 2.65 | 21.85 | 150 | 12 | 146 | |||
| 2 Dec | 257.55 | 12.9 | -0.20 | 25.20 | 339 | 4 | 134 | |||
| 29 Nov | 256.70 | 13.1 | 2.05 | 26.23 | 262 | -5 | 134 | |||
| 28 Nov | 252.20 | 11.05 | -1.10 | 28.03 | 322 | 28 | 138 | |||
| 27 Nov | 254.30 | 12.15 | -0.10 | 27.10 | 86 | 3 | 109 | |||
| 26 Nov | 254.25 | 12.25 | -3.15 | 27.37 | 88 | 20 | 107 | |||
| 25 Nov | 257.90 | 15.4 | 8.05 | 26.78 | 336 | -34 | 85 | |||
| 22 Nov | 245.60 | 7.35 | 0.90 | 26.56 | 296 | 63 | 182 | |||
| 21 Nov | 242.15 | 6.45 | -2.35 | 27.87 | 175 | 27 | 121 | |||
| 20 Nov | 248.00 | 8.8 | 0.00 | 25.38 | 397 | 94 | 95 | |||
| 19 Nov | 248.00 | 8.8 | 25.38 | 397 | -61 | 95 | ||||
For Oil And Natural Gas Corp. - strike price 249 expiring on 26DEC2024
Delta for 249 CE is 0.12
Historical price for 249 CE is as follows
On 20 Dec ONGC was trading at 237.10. The strike last trading price was 0.5, which was -0.75 lower than the previous day. The implied volatity was 29.37, the open interest changed by 132 which increased total open position to 746
On 19 Dec ONGC was trading at 241.85. The strike last trading price was 1.25, which was -0.60 lower than the previous day. The implied volatity was 26.20, the open interest changed by 86 which increased total open position to 616
On 18 Dec ONGC was trading at 244.15. The strike last trading price was 1.85, which was -1.55 lower than the previous day. The implied volatity was 25.37, the open interest changed by 170 which increased total open position to 533
On 17 Dec ONGC was trading at 247.40. The strike last trading price was 3.4, which was -2.75 lower than the previous day. The implied volatity was 26.14, the open interest changed by 100 which increased total open position to 364
On 16 Dec ONGC was trading at 251.80. The strike last trading price was 6.15, which was -2.25 lower than the previous day. The implied volatity was 26.52, the open interest changed by -7 which decreased total open position to 267
On 13 Dec ONGC was trading at 254.25. The strike last trading price was 8.4, which was 0.35 higher than the previous day. The implied volatity was 21.45, the open interest changed by 39 which increased total open position to 274
On 12 Dec ONGC was trading at 254.05. The strike last trading price was 8.05, which was -2.35 lower than the previous day. The implied volatity was 22.72, the open interest changed by -17 which decreased total open position to 237
On 11 Dec ONGC was trading at 256.60. The strike last trading price was 10.4, which was 0.10 higher than the previous day. The implied volatity was 21.93, the open interest changed by 7 which increased total open position to 255
On 10 Dec ONGC was trading at 256.90. The strike last trading price was 10.3, which was -2.40 lower than the previous day. The implied volatity was 22.03, the open interest changed by 13 which increased total open position to 245
On 9 Dec ONGC was trading at 258.90. The strike last trading price was 12.7, which was -1.15 lower than the previous day. The implied volatity was 25.91, the open interest changed by 19 which increased total open position to 231
On 6 Dec ONGC was trading at 260.05. The strike last trading price was 13.85, which was -0.55 lower than the previous day. The implied volatity was 23.04, the open interest changed by 2 which increased total open position to 212
On 5 Dec ONGC was trading at 261.30. The strike last trading price was 14.4, which was -0.35 lower than the previous day. The implied volatity was 19.36, the open interest changed by 43 which increased total open position to 205
On 4 Dec ONGC was trading at 260.70. The strike last trading price was 14.75, which was -0.80 lower than the previous day. The implied volatity was 24.00, the open interest changed by 14 which increased total open position to 162
On 3 Dec ONGC was trading at 262.35. The strike last trading price was 15.55, which was 2.65 higher than the previous day. The implied volatity was 21.85, the open interest changed by 12 which increased total open position to 146
On 2 Dec ONGC was trading at 257.55. The strike last trading price was 12.9, which was -0.20 lower than the previous day. The implied volatity was 25.20, the open interest changed by 4 which increased total open position to 134
On 29 Nov ONGC was trading at 256.70. The strike last trading price was 13.1, which was 2.05 higher than the previous day. The implied volatity was 26.23, the open interest changed by -5 which decreased total open position to 134
On 28 Nov ONGC was trading at 252.20. The strike last trading price was 11.05, which was -1.10 lower than the previous day. The implied volatity was 28.03, the open interest changed by 28 which increased total open position to 138
On 27 Nov ONGC was trading at 254.30. The strike last trading price was 12.15, which was -0.10 lower than the previous day. The implied volatity was 27.10, the open interest changed by 3 which increased total open position to 109
On 26 Nov ONGC was trading at 254.25. The strike last trading price was 12.25, which was -3.15 lower than the previous day. The implied volatity was 27.37, the open interest changed by 20 which increased total open position to 107
On 25 Nov ONGC was trading at 257.90. The strike last trading price was 15.4, which was 8.05 higher than the previous day. The implied volatity was 26.78, the open interest changed by -34 which decreased total open position to 85
On 22 Nov ONGC was trading at 245.60. The strike last trading price was 7.35, which was 0.90 higher than the previous day. The implied volatity was 26.56, the open interest changed by 63 which increased total open position to 182
On 21 Nov ONGC was trading at 242.15. The strike last trading price was 6.45, which was -2.35 lower than the previous day. The implied volatity was 27.87, the open interest changed by 27 which increased total open position to 121
On 20 Nov ONGC was trading at 248.00. The strike last trading price was 8.8, which was 0.00 lower than the previous day. The implied volatity was 25.38, the open interest changed by 94 which increased total open position to 95
On 19 Nov ONGC was trading at 248.00. The strike last trading price was 8.8, which was lower than the previous day. The implied volatity was 25.38, the open interest changed by -61 which decreased total open position to 95
| ONGC 26DEC2024 249 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.82
Vega: 0.08
Theta: -0.20
Gamma: 0.02
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 237.10 | 12.25 | 4.75 | 38.60 | 220 | 0 | 327 |
| 19 Dec | 241.85 | 7.5 | 1.30 | 25.51 | 237 | -8 | 326 |
| 18 Dec | 244.15 | 6.2 | 1.75 | 23.77 | 1,073 | -10 | 336 |
| 17 Dec | 247.40 | 4.45 | 2.10 | 23.95 | 1,915 | 100 | 347 |
| 16 Dec | 251.80 | 2.35 | 0.90 | 22.58 | 886 | 26 | 255 |
| 13 Dec | 254.25 | 1.45 | -0.65 | 21.02 | 2,043 | 11 | 233 |
| 12 Dec | 254.05 | 2.1 | 0.50 | 22.74 | 999 | -50 | 224 |
| 11 Dec | 256.60 | 1.6 | -0.40 | 23.72 | 493 | -58 | 274 |
| 10 Dec | 256.90 | 2 | 0.40 | 25.01 | 916 | -61 | 329 |
| 9 Dec | 258.90 | 1.6 | 0.05 | 24.70 | 526 | 9 | 392 |
| 6 Dec | 260.05 | 1.55 | -0.25 | 24.36 | 511 | 47 | 386 |
| 5 Dec | 261.30 | 1.8 | -0.10 | 26.56 | 773 | -13 | 339 |
| 4 Dec | 260.70 | 1.9 | 0.00 | 25.99 | 592 | -31 | 351 |
| 3 Dec | 262.35 | 1.9 | -1.60 | 26.79 | 1,097 | 79 | 383 |
| 2 Dec | 257.55 | 3.5 | -0.40 | 29.26 | 1,093 | 140 | 307 |
| 29 Nov | 256.70 | 3.9 | -1.45 | 28.68 | 622 | -62 | 169 |
| 28 Nov | 252.20 | 5.35 | 0.15 | 28.80 | 780 | 36 | 231 |
| 27 Nov | 254.30 | 5.2 | -0.45 | 30.24 | 72 | 14 | 194 |
| 26 Nov | 254.25 | 5.65 | 1.25 | 31.24 | 128 | 12 | 181 |
| 25 Nov | 257.90 | 4.4 | -4.65 | 31.41 | 335 | 94 | 171 |
| 22 Nov | 245.60 | 9.05 | -2.35 | 28.09 | 57 | 4 | 81 |
| 21 Nov | 242.15 | 11.4 | 3.30 | 30.15 | 65 | -10 | 77 |
| 20 Nov | 248.00 | 8.1 | 0.00 | 28.29 | 172 | 87 | 87 |
| 19 Nov | 248.00 | 8.1 | 28.29 | 172 | 56 | 87 | |
For Oil And Natural Gas Corp. - strike price 249 expiring on 26DEC2024
Delta for 249 PE is -0.82
Historical price for 249 PE is as follows
On 20 Dec ONGC was trading at 237.10. The strike last trading price was 12.25, which was 4.75 higher than the previous day. The implied volatity was 38.60, the open interest changed by 0 which decreased total open position to 327
On 19 Dec ONGC was trading at 241.85. The strike last trading price was 7.5, which was 1.30 higher than the previous day. The implied volatity was 25.51, the open interest changed by -8 which decreased total open position to 326
On 18 Dec ONGC was trading at 244.15. The strike last trading price was 6.2, which was 1.75 higher than the previous day. The implied volatity was 23.77, the open interest changed by -10 which decreased total open position to 336
On 17 Dec ONGC was trading at 247.40. The strike last trading price was 4.45, which was 2.10 higher than the previous day. The implied volatity was 23.95, the open interest changed by 100 which increased total open position to 347
On 16 Dec ONGC was trading at 251.80. The strike last trading price was 2.35, which was 0.90 higher than the previous day. The implied volatity was 22.58, the open interest changed by 26 which increased total open position to 255
On 13 Dec ONGC was trading at 254.25. The strike last trading price was 1.45, which was -0.65 lower than the previous day. The implied volatity was 21.02, the open interest changed by 11 which increased total open position to 233
On 12 Dec ONGC was trading at 254.05. The strike last trading price was 2.1, which was 0.50 higher than the previous day. The implied volatity was 22.74, the open interest changed by -50 which decreased total open position to 224
On 11 Dec ONGC was trading at 256.60. The strike last trading price was 1.6, which was -0.40 lower than the previous day. The implied volatity was 23.72, the open interest changed by -58 which decreased total open position to 274
On 10 Dec ONGC was trading at 256.90. The strike last trading price was 2, which was 0.40 higher than the previous day. The implied volatity was 25.01, the open interest changed by -61 which decreased total open position to 329
On 9 Dec ONGC was trading at 258.90. The strike last trading price was 1.6, which was 0.05 higher than the previous day. The implied volatity was 24.70, the open interest changed by 9 which increased total open position to 392
On 6 Dec ONGC was trading at 260.05. The strike last trading price was 1.55, which was -0.25 lower than the previous day. The implied volatity was 24.36, the open interest changed by 47 which increased total open position to 386
On 5 Dec ONGC was trading at 261.30. The strike last trading price was 1.8, which was -0.10 lower than the previous day. The implied volatity was 26.56, the open interest changed by -13 which decreased total open position to 339
On 4 Dec ONGC was trading at 260.70. The strike last trading price was 1.9, which was 0.00 lower than the previous day. The implied volatity was 25.99, the open interest changed by -31 which decreased total open position to 351
On 3 Dec ONGC was trading at 262.35. The strike last trading price was 1.9, which was -1.60 lower than the previous day. The implied volatity was 26.79, the open interest changed by 79 which increased total open position to 383
On 2 Dec ONGC was trading at 257.55. The strike last trading price was 3.5, which was -0.40 lower than the previous day. The implied volatity was 29.26, the open interest changed by 140 which increased total open position to 307
On 29 Nov ONGC was trading at 256.70. The strike last trading price was 3.9, which was -1.45 lower than the previous day. The implied volatity was 28.68, the open interest changed by -62 which decreased total open position to 169
On 28 Nov ONGC was trading at 252.20. The strike last trading price was 5.35, which was 0.15 higher than the previous day. The implied volatity was 28.80, the open interest changed by 36 which increased total open position to 231
On 27 Nov ONGC was trading at 254.30. The strike last trading price was 5.2, which was -0.45 lower than the previous day. The implied volatity was 30.24, the open interest changed by 14 which increased total open position to 194
On 26 Nov ONGC was trading at 254.25. The strike last trading price was 5.65, which was 1.25 higher than the previous day. The implied volatity was 31.24, the open interest changed by 12 which increased total open position to 181
On 25 Nov ONGC was trading at 257.90. The strike last trading price was 4.4, which was -4.65 lower than the previous day. The implied volatity was 31.41, the open interest changed by 94 which increased total open position to 171
On 22 Nov ONGC was trading at 245.60. The strike last trading price was 9.05, which was -2.35 lower than the previous day. The implied volatity was 28.09, the open interest changed by 4 which increased total open position to 81
On 21 Nov ONGC was trading at 242.15. The strike last trading price was 11.4, which was 3.30 higher than the previous day. The implied volatity was 30.15, the open interest changed by -10 which decreased total open position to 77
On 20 Nov ONGC was trading at 248.00. The strike last trading price was 8.1, which was 0.00 lower than the previous day. The implied volatity was 28.29, the open interest changed by 87 which increased total open position to 87
On 19 Nov ONGC was trading at 248.00. The strike last trading price was 8.1, which was lower than the previous day. The implied volatity was 28.29, the open interest changed by 56 which increased total open position to 87
