ONGC
Oil And Natural Gas Corp.
Historical option data for ONGC
21 Nov 2024 04:12 PM IST
| ONGC 28NOV2024 254 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.13
Vega: 0.07
Theta: -0.15
Gamma: 0.02
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 242.15 | 0.6 | -1.30 | 28.24 | 5,570 | -59 | 4,991 | |||
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| 20 Nov | 248.00 | 1.9 | 0.00 | 25.55 | 16,391 | 5,050 | 5,081 | |||
| 19 Nov | 248.00 | 1.9 | 25.55 | 16,391 | 342 | 5,081 | ||||
For Oil And Natural Gas Corp. - strike price 254 expiring on 28NOV2024
Delta for 254 CE is 0.13
Historical price for 254 CE is as follows
On 21 Nov ONGC was trading at 242.15. The strike last trading price was 0.6, which was -1.30 lower than the previous day. The implied volatity was 28.24, the open interest changed by -59 which decreased total open position to 4991
On 20 Nov ONGC was trading at 248.00. The strike last trading price was 1.9, which was 0.00 lower than the previous day. The implied volatity was 25.55, the open interest changed by 5050 which increased total open position to 5081
On 19 Nov ONGC was trading at 248.00. The strike last trading price was 1.9, which was lower than the previous day. The implied volatity was 25.55, the open interest changed by 342 which increased total open position to 5081
| ONGC 28NOV2024 254 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.87
Vega: 0.07
Theta: -0.09
Gamma: 0.02
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 242.15 | 11.8 | 3.95 | 28.75 | 480 | -142 | 830 |
| 20 Nov | 248.00 | 7.85 | 0.00 | 30.04 | 3,044 | 972 | 973 |
| 19 Nov | 248.00 | 7.85 | 30.04 | 3,044 | 119 | 973 | |
For Oil And Natural Gas Corp. - strike price 254 expiring on 28NOV2024
Delta for 254 PE is -0.87
Historical price for 254 PE is as follows
On 21 Nov ONGC was trading at 242.15. The strike last trading price was 11.8, which was 3.95 higher than the previous day. The implied volatity was 28.75, the open interest changed by -142 which decreased total open position to 830
On 20 Nov ONGC was trading at 248.00. The strike last trading price was 7.85, which was 0.00 lower than the previous day. The implied volatity was 30.04, the open interest changed by 972 which increased total open position to 973
On 19 Nov ONGC was trading at 248.00. The strike last trading price was 7.85, which was lower than the previous day. The implied volatity was 30.04, the open interest changed by 119 which increased total open position to 973
