ONGC
Oil And Natural Gas Corp.
Historical option data for ONGC
20 Dec 2024 04:12 PM IST
| ONGC 26DEC2024 254 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.07
Vega: 0.04
Theta: -0.12
Gamma: 0.01
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 237.10 | 0.3 | -0.35 | 33.73 | 1,630 | 77 | 1,073 | |||
| 19 Dec | 241.85 | 0.65 | -0.30 | 29.23 | 1,282 | -44 | 998 | |||
| 18 Dec | 244.15 | 0.95 | -0.85 | 27.62 | 1,713 | -24 | 1,030 | |||
| 17 Dec | 247.40 | 1.8 | -1.50 | 27.11 | 2,642 | 251 | 1,055 | |||
| 16 Dec | 251.80 | 3.3 | -1.55 | 24.84 | 1,633 | 219 | 810 | |||
| 13 Dec | 254.25 | 4.85 | 0.05 | 19.99 | 2,794 | 45 | 594 | |||
|
|
||||||||||
| 12 Dec | 254.05 | 4.8 | -1.85 | 21.69 | 721 | 41 | 546 | |||
| 11 Dec | 256.60 | 6.65 | -0.10 | 20.84 | 352 | -30 | 504 | |||
| 10 Dec | 256.90 | 6.75 | -2.00 | 21.59 | 419 | -23 | 536 | |||
| 9 Dec | 258.90 | 8.75 | -1.25 | 23.90 | 276 | 39 | 559 | |||
| 6 Dec | 260.05 | 10 | -0.40 | 22.63 | 356 | -91 | 520 | |||
| 5 Dec | 261.30 | 10.4 | -0.50 | 19.75 | 303 | 39 | 611 | |||
| 4 Dec | 260.70 | 10.9 | -1.10 | 23.47 | 204 | 50 | 571 | |||
| 3 Dec | 262.35 | 12 | 2.70 | 23.75 | 676 | -124 | 526 | |||
| 2 Dec | 257.55 | 9.3 | -0.45 | 24.11 | 1,465 | 45 | 657 | |||
| 29 Nov | 256.70 | 9.75 | 1.40 | 25.64 | 748 | -34 | 617 | |||
| 28 Nov | 252.20 | 8.35 | -0.80 | 28.21 | 730 | 93 | 647 | |||
| 27 Nov | 254.30 | 9.15 | -0.15 | 26.90 | 442 | 116 | 553 | |||
| 26 Nov | 254.25 | 9.3 | -2.85 | 27.24 | 295 | 28 | 438 | |||
| 25 Nov | 257.90 | 12.15 | 6.65 | 27.09 | 884 | -198 | 410 | |||
| 22 Nov | 245.60 | 5.5 | 0.75 | 27.20 | 279 | 32 | 640 | |||
| 21 Nov | 242.15 | 4.75 | -1.80 | 28.15 | 579 | -20 | 608 | |||
| 20 Nov | 248.00 | 6.55 | 0.00 | 25.57 | 524 | 628 | 626 | |||
| 19 Nov | 248.00 | 6.55 | 25.57 | 524 | 50 | 626 | ||||
For Oil And Natural Gas Corp. - strike price 254 expiring on 26DEC2024
Delta for 254 CE is 0.07
Historical price for 254 CE is as follows
On 20 Dec ONGC was trading at 237.10. The strike last trading price was 0.3, which was -0.35 lower than the previous day. The implied volatity was 33.73, the open interest changed by 77 which increased total open position to 1073
On 19 Dec ONGC was trading at 241.85. The strike last trading price was 0.65, which was -0.30 lower than the previous day. The implied volatity was 29.23, the open interest changed by -44 which decreased total open position to 998
On 18 Dec ONGC was trading at 244.15. The strike last trading price was 0.95, which was -0.85 lower than the previous day. The implied volatity was 27.62, the open interest changed by -24 which decreased total open position to 1030
On 17 Dec ONGC was trading at 247.40. The strike last trading price was 1.8, which was -1.50 lower than the previous day. The implied volatity was 27.11, the open interest changed by 251 which increased total open position to 1055
On 16 Dec ONGC was trading at 251.80. The strike last trading price was 3.3, which was -1.55 lower than the previous day. The implied volatity was 24.84, the open interest changed by 219 which increased total open position to 810
On 13 Dec ONGC was trading at 254.25. The strike last trading price was 4.85, which was 0.05 higher than the previous day. The implied volatity was 19.99, the open interest changed by 45 which increased total open position to 594
On 12 Dec ONGC was trading at 254.05. The strike last trading price was 4.8, which was -1.85 lower than the previous day. The implied volatity was 21.69, the open interest changed by 41 which increased total open position to 546
On 11 Dec ONGC was trading at 256.60. The strike last trading price was 6.65, which was -0.10 lower than the previous day. The implied volatity was 20.84, the open interest changed by -30 which decreased total open position to 504
On 10 Dec ONGC was trading at 256.90. The strike last trading price was 6.75, which was -2.00 lower than the previous day. The implied volatity was 21.59, the open interest changed by -23 which decreased total open position to 536
On 9 Dec ONGC was trading at 258.90. The strike last trading price was 8.75, which was -1.25 lower than the previous day. The implied volatity was 23.90, the open interest changed by 39 which increased total open position to 559
On 6 Dec ONGC was trading at 260.05. The strike last trading price was 10, which was -0.40 lower than the previous day. The implied volatity was 22.63, the open interest changed by -91 which decreased total open position to 520
On 5 Dec ONGC was trading at 261.30. The strike last trading price was 10.4, which was -0.50 lower than the previous day. The implied volatity was 19.75, the open interest changed by 39 which increased total open position to 611
On 4 Dec ONGC was trading at 260.70. The strike last trading price was 10.9, which was -1.10 lower than the previous day. The implied volatity was 23.47, the open interest changed by 50 which increased total open position to 571
On 3 Dec ONGC was trading at 262.35. The strike last trading price was 12, which was 2.70 higher than the previous day. The implied volatity was 23.75, the open interest changed by -124 which decreased total open position to 526
On 2 Dec ONGC was trading at 257.55. The strike last trading price was 9.3, which was -0.45 lower than the previous day. The implied volatity was 24.11, the open interest changed by 45 which increased total open position to 657
On 29 Nov ONGC was trading at 256.70. The strike last trading price was 9.75, which was 1.40 higher than the previous day. The implied volatity was 25.64, the open interest changed by -34 which decreased total open position to 617
On 28 Nov ONGC was trading at 252.20. The strike last trading price was 8.35, which was -0.80 lower than the previous day. The implied volatity was 28.21, the open interest changed by 93 which increased total open position to 647
On 27 Nov ONGC was trading at 254.30. The strike last trading price was 9.15, which was -0.15 lower than the previous day. The implied volatity was 26.90, the open interest changed by 116 which increased total open position to 553
On 26 Nov ONGC was trading at 254.25. The strike last trading price was 9.3, which was -2.85 lower than the previous day. The implied volatity was 27.24, the open interest changed by 28 which increased total open position to 438
On 25 Nov ONGC was trading at 257.90. The strike last trading price was 12.15, which was 6.65 higher than the previous day. The implied volatity was 27.09, the open interest changed by -198 which decreased total open position to 410
On 22 Nov ONGC was trading at 245.60. The strike last trading price was 5.5, which was 0.75 higher than the previous day. The implied volatity was 27.20, the open interest changed by 32 which increased total open position to 640
On 21 Nov ONGC was trading at 242.15. The strike last trading price was 4.75, which was -1.80 lower than the previous day. The implied volatity was 28.15, the open interest changed by -20 which decreased total open position to 608
On 20 Nov ONGC was trading at 248.00. The strike last trading price was 6.55, which was 0.00 lower than the previous day. The implied volatity was 25.57, the open interest changed by 628 which increased total open position to 626
On 19 Nov ONGC was trading at 248.00. The strike last trading price was 6.55, which was lower than the previous day. The implied volatity was 25.57, the open interest changed by 50 which increased total open position to 626
| ONGC 26DEC2024 254 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.85
Vega: 0.07
Theta: -0.22
Gamma: 0.02
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 237.10 | 17.15 | 5.30 | 47.39 | 132 | -9 | 604 |
| 19 Dec | 241.85 | 11.85 | 1.55 | 27.59 | 84 | 6 | 609 |
| 18 Dec | 244.15 | 10.3 | 2.50 | 25.49 | 211 | 18 | 605 |
| 17 Dec | 247.40 | 7.8 | 3.35 | 24.19 | 682 | 17 | 587 |
| 16 Dec | 251.80 | 4.45 | 1.55 | 20.84 | 830 | 58 | 568 |
| 13 Dec | 254.25 | 2.9 | -0.80 | 19.74 | 1,762 | -94 | 526 |
| 12 Dec | 254.05 | 3.7 | 0.80 | 21.04 | 1,394 | 33 | 622 |
| 11 Dec | 256.60 | 2.9 | -0.55 | 22.61 | 742 | 26 | 594 |
| 10 Dec | 256.90 | 3.45 | 0.80 | 24.12 | 973 | -74 | 554 |
| 9 Dec | 258.90 | 2.65 | 0.10 | 23.04 | 733 | 25 | 624 |
| 6 Dec | 260.05 | 2.55 | -0.20 | 23.06 | 640 | 35 | 603 |
| 5 Dec | 261.30 | 2.75 | -0.25 | 25.01 | 1,277 | -58 | 573 |
| 4 Dec | 260.70 | 3 | 0.00 | 24.97 | 997 | 23 | 633 |
| 3 Dec | 262.35 | 3 | -2.05 | 26.05 | 1,282 | -32 | 609 |
| 2 Dec | 257.55 | 5.05 | -0.55 | 28.40 | 1,821 | 212 | 656 |
| 29 Nov | 256.70 | 5.6 | -1.80 | 28.16 | 843 | 29 | 392 |
| 28 Nov | 252.20 | 7.4 | 0.20 | 28.18 | 691 | 88 | 362 |
| 27 Nov | 254.30 | 7.2 | -0.55 | 29.95 | 243 | 62 | 273 |
| 26 Nov | 254.25 | 7.75 | 1.70 | 31.17 | 193 | 11 | 212 |
| 25 Nov | 257.90 | 6.05 | -5.95 | 31.01 | 596 | -86 | 201 |
| 22 Nov | 245.60 | 12 | -2.40 | 28.25 | 62 | 26 | 313 |
| 21 Nov | 242.15 | 14.4 | 3.40 | 29.67 | 105 | -14 | 288 |
| 20 Nov | 248.00 | 11 | 0.00 | 29.12 | 297 | 302 | 304 |
| 19 Nov | 248.00 | 11 | 29.12 | 297 | 156 | 304 | |
For Oil And Natural Gas Corp. - strike price 254 expiring on 26DEC2024
Delta for 254 PE is -0.85
Historical price for 254 PE is as follows
On 20 Dec ONGC was trading at 237.10. The strike last trading price was 17.15, which was 5.30 higher than the previous day. The implied volatity was 47.39, the open interest changed by -9 which decreased total open position to 604
On 19 Dec ONGC was trading at 241.85. The strike last trading price was 11.85, which was 1.55 higher than the previous day. The implied volatity was 27.59, the open interest changed by 6 which increased total open position to 609
On 18 Dec ONGC was trading at 244.15. The strike last trading price was 10.3, which was 2.50 higher than the previous day. The implied volatity was 25.49, the open interest changed by 18 which increased total open position to 605
On 17 Dec ONGC was trading at 247.40. The strike last trading price was 7.8, which was 3.35 higher than the previous day. The implied volatity was 24.19, the open interest changed by 17 which increased total open position to 587
On 16 Dec ONGC was trading at 251.80. The strike last trading price was 4.45, which was 1.55 higher than the previous day. The implied volatity was 20.84, the open interest changed by 58 which increased total open position to 568
On 13 Dec ONGC was trading at 254.25. The strike last trading price was 2.9, which was -0.80 lower than the previous day. The implied volatity was 19.74, the open interest changed by -94 which decreased total open position to 526
On 12 Dec ONGC was trading at 254.05. The strike last trading price was 3.7, which was 0.80 higher than the previous day. The implied volatity was 21.04, the open interest changed by 33 which increased total open position to 622
On 11 Dec ONGC was trading at 256.60. The strike last trading price was 2.9, which was -0.55 lower than the previous day. The implied volatity was 22.61, the open interest changed by 26 which increased total open position to 594
On 10 Dec ONGC was trading at 256.90. The strike last trading price was 3.45, which was 0.80 higher than the previous day. The implied volatity was 24.12, the open interest changed by -74 which decreased total open position to 554
On 9 Dec ONGC was trading at 258.90. The strike last trading price was 2.65, which was 0.10 higher than the previous day. The implied volatity was 23.04, the open interest changed by 25 which increased total open position to 624
On 6 Dec ONGC was trading at 260.05. The strike last trading price was 2.55, which was -0.20 lower than the previous day. The implied volatity was 23.06, the open interest changed by 35 which increased total open position to 603
On 5 Dec ONGC was trading at 261.30. The strike last trading price was 2.75, which was -0.25 lower than the previous day. The implied volatity was 25.01, the open interest changed by -58 which decreased total open position to 573
On 4 Dec ONGC was trading at 260.70. The strike last trading price was 3, which was 0.00 lower than the previous day. The implied volatity was 24.97, the open interest changed by 23 which increased total open position to 633
On 3 Dec ONGC was trading at 262.35. The strike last trading price was 3, which was -2.05 lower than the previous day. The implied volatity was 26.05, the open interest changed by -32 which decreased total open position to 609
On 2 Dec ONGC was trading at 257.55. The strike last trading price was 5.05, which was -0.55 lower than the previous day. The implied volatity was 28.40, the open interest changed by 212 which increased total open position to 656
On 29 Nov ONGC was trading at 256.70. The strike last trading price was 5.6, which was -1.80 lower than the previous day. The implied volatity was 28.16, the open interest changed by 29 which increased total open position to 392
On 28 Nov ONGC was trading at 252.20. The strike last trading price was 7.4, which was 0.20 higher than the previous day. The implied volatity was 28.18, the open interest changed by 88 which increased total open position to 362
On 27 Nov ONGC was trading at 254.30. The strike last trading price was 7.2, which was -0.55 lower than the previous day. The implied volatity was 29.95, the open interest changed by 62 which increased total open position to 273
On 26 Nov ONGC was trading at 254.25. The strike last trading price was 7.75, which was 1.70 higher than the previous day. The implied volatity was 31.17, the open interest changed by 11 which increased total open position to 212
On 25 Nov ONGC was trading at 257.90. The strike last trading price was 6.05, which was -5.95 lower than the previous day. The implied volatity was 31.01, the open interest changed by -86 which decreased total open position to 201
On 22 Nov ONGC was trading at 245.60. The strike last trading price was 12, which was -2.40 lower than the previous day. The implied volatity was 28.25, the open interest changed by 26 which increased total open position to 313
On 21 Nov ONGC was trading at 242.15. The strike last trading price was 14.4, which was 3.40 higher than the previous day. The implied volatity was 29.67, the open interest changed by -14 which decreased total open position to 288
On 20 Nov ONGC was trading at 248.00. The strike last trading price was 11, which was 0.00 lower than the previous day. The implied volatity was 29.12, the open interest changed by 302 which increased total open position to 304
On 19 Nov ONGC was trading at 248.00. The strike last trading price was 11, which was lower than the previous day. The implied volatity was 29.12, the open interest changed by 156 which increased total open position to 304
