ONGC
Oil And Natural Gas Corp.
Historical option data for ONGC
21 Nov 2024 04:02 PM IST
| ONGC 28NOV2024 249 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.26
Vega: 0.11
Theta: -0.23
Gamma: 0.04
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
|
|
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| 21 Nov | 242.15 | 1.45 | -2.30 | 27.71 | 6,449 | 91 | 1,716 | |||
| 20 Nov | 248.00 | 3.75 | 0.00 | 24.87 | 6,746 | 1,625 | 1,611 | |||
| 19 Nov | 248.00 | 3.75 | 24.87 | 6,746 | 62 | 1,611 | ||||
For Oil And Natural Gas Corp. - strike price 249 expiring on 28NOV2024
Delta for 249 CE is 0.26
Historical price for 249 CE is as follows
On 21 Nov ONGC was trading at 242.15. The strike last trading price was 1.45, which was -2.30 lower than the previous day. The implied volatity was 27.71, the open interest changed by 91 which increased total open position to 1716
On 20 Nov ONGC was trading at 248.00. The strike last trading price was 3.75, which was 0.00 lower than the previous day. The implied volatity was 24.87, the open interest changed by 1625 which increased total open position to 1611
On 19 Nov ONGC was trading at 248.00. The strike last trading price was 3.75, which was lower than the previous day. The implied volatity was 24.87, the open interest changed by 62 which increased total open position to 1611
| ONGC 28NOV2024 249 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.74
Vega: 0.11
Theta: -0.17
Gamma: 0.03
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 242.15 | 7.65 | 2.80 | 27.96 | 1,287 | -237 | 586 |
| 20 Nov | 248.00 | 4.85 | 0.00 | 30.26 | 4,928 | 823 | 825 |
| 19 Nov | 248.00 | 4.85 | 30.26 | 4,928 | 227 | 825 | |
For Oil And Natural Gas Corp. - strike price 249 expiring on 28NOV2024
Delta for 249 PE is -0.74
Historical price for 249 PE is as follows
On 21 Nov ONGC was trading at 242.15. The strike last trading price was 7.65, which was 2.80 higher than the previous day. The implied volatity was 27.96, the open interest changed by -237 which decreased total open position to 586
On 20 Nov ONGC was trading at 248.00. The strike last trading price was 4.85, which was 0.00 lower than the previous day. The implied volatity was 30.26, the open interest changed by 823 which increased total open position to 825
On 19 Nov ONGC was trading at 248.00. The strike last trading price was 4.85, which was lower than the previous day. The implied volatity was 30.26, the open interest changed by 227 which increased total open position to 825
