ONGC
Oil And Natural Gas Corp.
Historical option data for ONGC
14 Nov 2024 04:12 PM IST
| ONGC 28NOV2024 250 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.58
Vega: 0.19
Theta: -0.21
Gamma: 0.03
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 250.80 | 5.85 | -0.90 | 24.32 | 3,891 | 222 | 896 | |||
| 13 Nov | 252.55 | 6.75 | -2.95 | 25.15 | 5,318 | 91 | 673 | |||
| 12 Nov | 256.15 | 9.7 | -0.45 | 26.15 | 1,421 | 183 | 594 | |||
| 11 Nov | 256.90 | 10.15 | -2.85 | 22.14 | 629 | 120 | 405 | |||
| 8 Nov | 262.55 | 13 | -4.10 | 15.19 | 170 | 42 | 286 | |||
| 7 Nov | 265.20 | 17.1 | -1.60 | 11.29 | 137 | -29 | 246 | |||
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| 6 Nov | 269.05 | 18.7 | -1.20 | - | 157 | 54 | 274 | |||
| 5 Nov | 267.40 | 19.9 | 2.00 | 23.68 | 190 | 11 | 220 | |||
| 4 Nov | 265.30 | 17.9 | -5.30 | 22.07 | 230 | 23 | 207 | |||
| 1 Nov | 271.75 | 23.2 | 1.95 | - | 24 | -1 | 184 | |||
| 31 Oct | 266.15 | 21.25 | 2.80 | - | 123 | 29 | 182 | |||
| 30 Oct | 261.65 | 18.45 | -2.60 | - | 72 | 17 | 153 | |||
| 29 Oct | 265.00 | 21.05 | 1.20 | - | 134 | 27 | 135 | |||
| 28 Oct | 263.35 | 19.85 | -1.15 | - | 174 | 35 | 107 | |||
| 25 Oct | 264.05 | 21 | -3.50 | - | 67 | 36 | 72 | |||
| 24 Oct | 269.10 | 24.5 | -1.30 | - | 25 | 23 | 36 | |||
| 23 Oct | 270.85 | 25.8 | 0.30 | - | 12 | 8 | 11 | |||
| 22 Oct | 270.80 | 25.5 | -61.30 | - | 4 | 3 | 3 | |||
| 21 Oct | 276.60 | 86.8 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 283.30 | 86.8 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 281.60 | 86.8 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 285.40 | 86.8 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 283.70 | 86.8 | - | 0 | 0 | 0 | ||||
For Oil And Natural Gas Corp. - strike price 250 expiring on 28NOV2024
Delta for 250 CE is 0.58
Historical price for 250 CE is as follows
On 14 Nov ONGC was trading at 250.80. The strike last trading price was 5.85, which was -0.90 lower than the previous day. The implied volatity was 24.32, the open interest changed by 222 which increased total open position to 896
On 13 Nov ONGC was trading at 252.55. The strike last trading price was 6.75, which was -2.95 lower than the previous day. The implied volatity was 25.15, the open interest changed by 91 which increased total open position to 673
On 12 Nov ONGC was trading at 256.15. The strike last trading price was 9.7, which was -0.45 lower than the previous day. The implied volatity was 26.15, the open interest changed by 183 which increased total open position to 594
On 11 Nov ONGC was trading at 256.90. The strike last trading price was 10.15, which was -2.85 lower than the previous day. The implied volatity was 22.14, the open interest changed by 120 which increased total open position to 405
On 8 Nov ONGC was trading at 262.55. The strike last trading price was 13, which was -4.10 lower than the previous day. The implied volatity was 15.19, the open interest changed by 42 which increased total open position to 286
On 7 Nov ONGC was trading at 265.20. The strike last trading price was 17.1, which was -1.60 lower than the previous day. The implied volatity was 11.29, the open interest changed by -29 which decreased total open position to 246
On 6 Nov ONGC was trading at 269.05. The strike last trading price was 18.7, which was -1.20 lower than the previous day. The implied volatity was -, the open interest changed by 54 which increased total open position to 274
On 5 Nov ONGC was trading at 267.40. The strike last trading price was 19.9, which was 2.00 higher than the previous day. The implied volatity was 23.68, the open interest changed by 11 which increased total open position to 220
On 4 Nov ONGC was trading at 265.30. The strike last trading price was 17.9, which was -5.30 lower than the previous day. The implied volatity was 22.07, the open interest changed by 23 which increased total open position to 207
On 1 Nov ONGC was trading at 271.75. The strike last trading price was 23.2, which was 1.95 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 184
On 31 Oct ONGC was trading at 266.15. The strike last trading price was 21.25, which was 2.80 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 18.45, which was -2.60 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 21.05, which was 1.20 higher 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 19.85, which was -1.15 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 21, which was -3.50 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 24.5, 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 23 Oct ONGC was trading at 270.85. The strike last trading price was 25.8, which was 0.30 higher 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 25.5, which was -61.30 lower 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 86.8, 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 86.8, 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 86.8, 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 16 Oct ONGC was trading at 285.40. The strike last trading price was 86.8, 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 15 Oct ONGC was trading at 283.70. The strike last trading price was 86.8, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| ONGC 28NOV2024 250 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.42
Vega: 0.19
Theta: -0.14
Gamma: 0.03
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 250.80 | 3.8 | -0.05 | 24.35 | 4,117 | 83 | 1,540 |
| 13 Nov | 252.55 | 3.85 | 1.00 | 25.79 | 6,373 | 63 | 1,459 |
| 12 Nov | 256.15 | 2.85 | -0.90 | 26.92 | 4,947 | 123 | 1,486 |
| 11 Nov | 256.90 | 3.75 | 0.45 | 33.00 | 3,265 | 38 | 1,351 |
| 8 Nov | 262.55 | 3.3 | 1.10 | 34.07 | 1,709 | 141 | 1,314 |
| 7 Nov | 265.20 | 2.2 | 0.20 | 32.55 | 1,134 | 109 | 1,176 |
| 6 Nov | 269.05 | 2 | -0.45 | 33.70 | 2,072 | 210 | 1,094 |
| 5 Nov | 267.40 | 2.45 | -1.70 | 34.47 | 1,145 | 70 | 881 |
| 4 Nov | 265.30 | 4.15 | 1.25 | 40.19 | 1,323 | 37 | 765 |
| 1 Nov | 271.75 | 2.9 | -0.95 | 40.68 | 133 | 43 | 730 |
| 31 Oct | 266.15 | 3.85 | -1.05 | - | 874 | 189 | 687 |
| 30 Oct | 261.65 | 4.9 | 0.40 | - | 467 | 104 | 499 |
| 29 Oct | 265.00 | 4.5 | -0.60 | - | 284 | -77 | 395 |
| 28 Oct | 263.35 | 5.1 | 0.00 | - | 767 | 81 | 468 |
| 25 Oct | 264.05 | 5.1 | 1.50 | - | 288 | 30 | 387 |
| 24 Oct | 269.10 | 3.6 | -0.10 | - | 66 | 36 | 355 |
| 23 Oct | 270.85 | 3.7 | -0.10 | - | 335 | 49 | 319 |
| 22 Oct | 270.80 | 3.8 | 1.35 | - | 351 | 157 | 251 |
| 21 Oct | 276.60 | 2.45 | 1.10 | - | 116 | 75 | 88 |
| 18 Oct | 283.30 | 1.35 | 0.35 | - | 4 | 0 | 13 |
| 17 Oct | 281.60 | 1 | 0.00 | - | 0 | 7 | 0 |
| 16 Oct | 285.40 | 1 | -0.55 | - | 19 | 6 | 12 |
| 15 Oct | 283.70 | 1.55 | - | 7 | 4 | 5 | |
For Oil And Natural Gas Corp. - strike price 250 expiring on 28NOV2024
Delta for 250 PE is -0.42
Historical price for 250 PE is as follows
On 14 Nov ONGC was trading at 250.80. The strike last trading price was 3.8, which was -0.05 lower than the previous day. The implied volatity was 24.35, the open interest changed by 83 which increased total open position to 1540
On 13 Nov ONGC was trading at 252.55. The strike last trading price was 3.85, which was 1.00 higher than the previous day. The implied volatity was 25.79, the open interest changed by 63 which increased total open position to 1459
On 12 Nov ONGC was trading at 256.15. The strike last trading price was 2.85, which was -0.90 lower than the previous day. The implied volatity was 26.92, the open interest changed by 123 which increased total open position to 1486
On 11 Nov ONGC was trading at 256.90. The strike last trading price was 3.75, which was 0.45 higher than the previous day. The implied volatity was 33.00, the open interest changed by 38 which increased total open position to 1351
On 8 Nov ONGC was trading at 262.55. The strike last trading price was 3.3, which was 1.10 higher than the previous day. The implied volatity was 34.07, the open interest changed by 141 which increased total open position to 1314
On 7 Nov ONGC was trading at 265.20. The strike last trading price was 2.2, which was 0.20 higher than the previous day. The implied volatity was 32.55, the open interest changed by 109 which increased total open position to 1176
On 6 Nov ONGC was trading at 269.05. The strike last trading price was 2, which was -0.45 lower than the previous day. The implied volatity was 33.70, the open interest changed by 210 which increased total open position to 1094
On 5 Nov ONGC was trading at 267.40. The strike last trading price was 2.45, which was -1.70 lower than the previous day. The implied volatity was 34.47, the open interest changed by 70 which increased total open position to 881
On 4 Nov ONGC was trading at 265.30. The strike last trading price was 4.15, which was 1.25 higher than the previous day. The implied volatity was 40.19, the open interest changed by 37 which increased total open position to 765
On 1 Nov ONGC was trading at 271.75. The strike last trading price was 2.9, which was -0.95 lower than the previous day. The implied volatity was 40.68, the open interest changed by 43 which increased total open position to 730
On 31 Oct ONGC was trading at 266.15. The strike last trading price was 3.85, which was -1.05 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 4.9, which was 0.40 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 4.5, 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 5.1, 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 5.1, which was 1.50 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 3.6, which was -0.10 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 3.7, which was -0.10 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 3.8, which was 1.35 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 2.45, which was 1.10 higher 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 1.35, 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 17 Oct ONGC was trading at 281.60. The strike last trading price was 1, 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 16 Oct ONGC was trading at 285.40. The strike last trading price was 1, which was -0.55 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 15 Oct ONGC was trading at 283.70. The strike last trading price was 1.55, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
