ONGC
Oil And Natural Gas Corp.
Historical option data for ONGC
20 Dec 2024 04:12 PM IST
| ONGC 26DEC2024 255 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.07
Vega: 0.04
Theta: -0.12
Gamma: 0.01
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 237.10 | 0.3 | -0.30 | 35.27 | 3,476 | -84 | 2,080 | |||
| 19 Dec | 241.85 | 0.6 | -0.20 | 30.20 | 2,240 | -47 | 2,166 | |||
| 18 Dec | 244.15 | 0.8 | -0.75 | 27.69 | 3,392 | 71 | 2,213 | |||
| 17 Dec | 247.40 | 1.55 | -1.35 | 27.12 | 5,506 | 707 | 2,145 | |||
| 16 Dec | 251.80 | 2.9 | -1.35 | 24.86 | 3,147 | 323 | 1,438 | |||
| 13 Dec | 254.25 | 4.25 | 0.00 | 19.72 | 6,579 | 55 | 1,121 | |||
| 12 Dec | 254.05 | 4.25 | -1.75 | 21.48 | 3,661 | 260 | 1,060 | |||
| 11 Dec | 256.60 | 6 | -0.15 | 20.69 | 1,663 | 17 | 807 | |||
| 10 Dec | 256.90 | 6.15 | -1.95 | 21.60 | 2,316 | 36 | 789 | |||
| 9 Dec | 258.90 | 8.1 | -1.20 | 23.88 | 700 | 32 | 754 | |||
| 6 Dec | 260.05 | 9.3 | -0.30 | 22.56 | 461 | -47 | 742 | |||
| 5 Dec | 261.30 | 9.6 | -0.60 | 19.44 | 845 | 58 | 790 | |||
| 4 Dec | 260.70 | 10.2 | -1.00 | 23.40 | 384 | 45 | 728 | |||
| 3 Dec | 262.35 | 11.2 | 2.40 | 23.33 | 1,965 | -222 | 728 | |||
| 2 Dec | 257.55 | 8.8 | -0.45 | 24.53 | 5,082 | 106 | 960 | |||
| 29 Nov | 256.70 | 9.25 | 1.45 | 25.93 | 2,964 | 139 | 865 | |||
| 28 Nov | 252.20 | 7.8 | -0.80 | 28.00 | 2,844 | 210 | 749 | |||
| 27 Nov | 254.30 | 8.6 | -0.20 | 26.83 | 991 | 216 | 539 | |||
| 26 Nov | 254.25 | 8.8 | -2.80 | 27.32 | 543 | 167 | 327 | |||
| 25 Nov | 257.90 | 11.6 | 6.50 | 27.30 | 894 | 102 | 164 | |||
| 22 Nov | 245.60 | 5.1 | 0.70 | 27.04 | 145 | 40 | 102 | |||
| 21 Nov | 242.15 | 4.4 | 4.40 | 28.00 | 88 | 62 | 62 | |||
| 20 Nov | 248.00 | 0 | -7.90 | 0.00 | 0 | 0 | 0 | |||
| 18 Nov | 250.65 | 7.9 | -0.10 | 26.59 | 207 | 155 | 156 | |||
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| 14 Nov | 250.80 | 8 | -16.80 | 24.92 | 1 | 0 | 0 | |||
| 13 Nov | 252.55 | 24.8 | 0.00 | 0.01 | 0 | 0 | 0 | |||
| 12 Nov | 256.15 | 24.8 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 256.90 | 24.8 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 262.55 | 24.8 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 265.20 | 24.8 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 269.05 | 24.8 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 267.40 | 24.8 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 265.30 | 24.8 | 24.80 | - | 0 | 0 | 0 | |||
| 1 Nov | 271.75 | 0 | - | 0 | 0 | 0 | ||||
For Oil And Natural Gas Corp. - strike price 255 expiring on 26DEC2024
Delta for 255 CE is 0.07
Historical price for 255 CE is as follows
On 20 Dec ONGC was trading at 237.10. The strike last trading price was 0.3, which was -0.30 lower than the previous day. The implied volatity was 35.27, the open interest changed by -84 which decreased total open position to 2080
On 19 Dec ONGC was trading at 241.85. The strike last trading price was 0.6, which was -0.20 lower than the previous day. The implied volatity was 30.20, the open interest changed by -47 which decreased total open position to 2166
On 18 Dec ONGC was trading at 244.15. The strike last trading price was 0.8, which was -0.75 lower than the previous day. The implied volatity was 27.69, the open interest changed by 71 which increased total open position to 2213
On 17 Dec ONGC was trading at 247.40. The strike last trading price was 1.55, which was -1.35 lower than the previous day. The implied volatity was 27.12, the open interest changed by 707 which increased total open position to 2145
On 16 Dec ONGC was trading at 251.80. The strike last trading price was 2.9, which was -1.35 lower than the previous day. The implied volatity was 24.86, the open interest changed by 323 which increased total open position to 1438
On 13 Dec ONGC was trading at 254.25. The strike last trading price was 4.25, which was 0.00 lower than the previous day. The implied volatity was 19.72, the open interest changed by 55 which increased total open position to 1121
On 12 Dec ONGC was trading at 254.05. The strike last trading price was 4.25, which was -1.75 lower than the previous day. The implied volatity was 21.48, the open interest changed by 260 which increased total open position to 1060
On 11 Dec ONGC was trading at 256.60. The strike last trading price was 6, which was -0.15 lower than the previous day. The implied volatity was 20.69, the open interest changed by 17 which increased total open position to 807
On 10 Dec ONGC was trading at 256.90. The strike last trading price was 6.15, which was -1.95 lower than the previous day. The implied volatity was 21.60, the open interest changed by 36 which increased total open position to 789
On 9 Dec ONGC was trading at 258.90. The strike last trading price was 8.1, which was -1.20 lower than the previous day. The implied volatity was 23.88, the open interest changed by 32 which increased total open position to 754
On 6 Dec ONGC was trading at 260.05. The strike last trading price was 9.3, which was -0.30 lower than the previous day. The implied volatity was 22.56, the open interest changed by -47 which decreased total open position to 742
On 5 Dec ONGC was trading at 261.30. The strike last trading price was 9.6, which was -0.60 lower than the previous day. The implied volatity was 19.44, the open interest changed by 58 which increased total open position to 790
On 4 Dec ONGC was trading at 260.70. The strike last trading price was 10.2, which was -1.00 lower than the previous day. The implied volatity was 23.40, the open interest changed by 45 which increased total open position to 728
On 3 Dec ONGC was trading at 262.35. The strike last trading price was 11.2, which was 2.40 higher than the previous day. The implied volatity was 23.33, the open interest changed by -222 which decreased total open position to 728
On 2 Dec ONGC was trading at 257.55. The strike last trading price was 8.8, which was -0.45 lower than the previous day. The implied volatity was 24.53, the open interest changed by 106 which increased total open position to 960
On 29 Nov ONGC was trading at 256.70. The strike last trading price was 9.25, which was 1.45 higher than the previous day. The implied volatity was 25.93, the open interest changed by 139 which increased total open position to 865
On 28 Nov ONGC was trading at 252.20. The strike last trading price was 7.8, which was -0.80 lower than the previous day. The implied volatity was 28.00, the open interest changed by 210 which increased total open position to 749
On 27 Nov ONGC was trading at 254.30. The strike last trading price was 8.6, which was -0.20 lower than the previous day. The implied volatity was 26.83, the open interest changed by 216 which increased total open position to 539
On 26 Nov ONGC was trading at 254.25. The strike last trading price was 8.8, which was -2.80 lower than the previous day. The implied volatity was 27.32, the open interest changed by 167 which increased total open position to 327
On 25 Nov ONGC was trading at 257.90. The strike last trading price was 11.6, which was 6.50 higher than the previous day. The implied volatity was 27.30, the open interest changed by 102 which increased total open position to 164
On 22 Nov ONGC was trading at 245.60. The strike last trading price was 5.1, which was 0.70 higher than the previous day. The implied volatity was 27.04, the open interest changed by 40 which increased total open position to 102
On 21 Nov ONGC was trading at 242.15. The strike last trading price was 4.4, which was 4.40 higher than the previous day. The implied volatity was 28.00, the open interest changed by 62 which increased total open position to 62
On 20 Nov ONGC was trading at 248.00. The strike last trading price was 0, which was -7.90 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 18 Nov ONGC was trading at 250.65. The strike last trading price was 7.9, which was -0.10 lower than the previous day. The implied volatity was 26.59, the open interest changed by 155 which increased total open position to 156
On 14 Nov ONGC was trading at 250.80. The strike last trading price was 8, which was -16.80 lower than the previous day. The implied volatity was 24.92, the open interest changed by 0 which decreased total open position to 0
On 13 Nov ONGC was trading at 252.55. The strike last trading price was 24.8, which was 0.00 lower than the previous day. The implied volatity was 0.01, the open interest changed by 0 which decreased total open position to 0
On 12 Nov ONGC was trading at 256.15. The strike last trading price was 24.8, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Nov ONGC was trading at 256.90. The strike last trading price was 24.8, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 8 Nov ONGC was trading at 262.55. The strike last trading price was 24.8, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 Nov ONGC was trading at 265.20. The strike last trading price was 24.8, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Nov ONGC was trading at 269.05. The strike last trading price was 24.8, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 Nov ONGC was trading at 267.40. The strike last trading price was 24.8, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Nov ONGC was trading at 265.30. The strike last trading price was 24.8, which was 24.80 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 1 Nov ONGC was trading at 271.75. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| ONGC 26DEC2024 255 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.87
Vega: 0.06
Theta: -0.19
Gamma: 0.01
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 237.10 | 18 | 5.15 | 47.06 | 315 | -49 | 700 |
| 19 Dec | 241.85 | 12.85 | 1.65 | 29.29 | 149 | -28 | 748 |
| 18 Dec | 244.15 | 11.2 | 2.60 | 25.99 | 272 | -85 | 777 |
| 17 Dec | 247.40 | 8.6 | 3.60 | 24.45 | 746 | -26 | 862 |
| 16 Dec | 251.80 | 5 | 1.60 | 20.47 | 1,179 | 48 | 888 |
| 13 Dec | 254.25 | 3.4 | -0.85 | 20.02 | 2,751 | -138 | 841 |
| 12 Dec | 254.05 | 4.25 | 1.00 | 21.36 | 2,512 | 123 | 983 |
| 11 Dec | 256.60 | 3.25 | -0.50 | 22.43 | 1,759 | 66 | 861 |
| 10 Dec | 256.90 | 3.75 | 0.80 | 23.61 | 2,877 | -127 | 778 |
| 9 Dec | 258.90 | 2.95 | 0.15 | 22.83 | 1,310 | 0 | 908 |
| 6 Dec | 260.05 | 2.8 | -0.20 | 22.76 | 1,643 | -44 | 955 |
| 5 Dec | 261.30 | 3 | -0.25 | 24.76 | 2,255 | -132 | 1,015 |
| 4 Dec | 260.70 | 3.25 | 0.00 | 24.66 | 1,046 | 31 | 1,151 |
| 3 Dec | 262.35 | 3.25 | -2.10 | 25.80 | 2,464 | 170 | 1,166 |
| 2 Dec | 257.55 | 5.35 | -0.55 | 27.97 | 3,232 | 189 | 1,004 |
| 29 Nov | 256.70 | 5.9 | -1.95 | 27.70 | 1,395 | 217 | 820 |
| 28 Nov | 252.20 | 7.85 | 0.20 | 27.99 | 1,200 | 219 | 600 |
| 27 Nov | 254.30 | 7.65 | -0.65 | 29.88 | 363 | 125 | 381 |
| 26 Nov | 254.25 | 8.3 | 1.95 | 31.43 | 440 | 41 | 253 |
| 25 Nov | 257.90 | 6.35 | -5.95 | 30.66 | 627 | 208 | 208 |
| 22 Nov | 245.60 | 12.3 | -3.35 | 27.09 | 6 | 5 | 5 |
| 21 Nov | 242.15 | 15.65 | 15.65 | - | 0 | 0 | 0 |
| 20 Nov | 248.00 | 0 | -10.50 | 0.00 | 0 | 0 | 0 |
| 18 Nov | 250.65 | 10.5 | 0.70 | 30.12 | 16 | 9 | 31 |
| 14 Nov | 250.80 | 9.8 | 0.20 | 27.33 | 2 | 1 | 22 |
| 13 Nov | 252.55 | 9.6 | 2.20 | 27.81 | 11 | 2 | 22 |
| 12 Nov | 256.15 | 7.4 | -0.75 | 26.29 | 6 | 1 | 20 |
| 11 Nov | 256.90 | 8.15 | -2.70 | 29.80 | 23 | 15 | 15 |
| 8 Nov | 262.55 | 10.85 | 0.00 | 3.16 | 0 | 0 | 0 |
| 7 Nov | 265.20 | 10.85 | 0.00 | 4.45 | 0 | 0 | 0 |
| 6 Nov | 269.05 | 10.85 | 0.00 | 5.25 | 0 | 0 | 0 |
| 5 Nov | 267.40 | 10.85 | 0.00 | 4.90 | 0 | 0 | 0 |
| 4 Nov | 265.30 | 10.85 | 10.85 | 4.32 | 0 | 0 | 0 |
| 1 Nov | 271.75 | 0 | 5.36 | 0 | 0 | 0 | |
For Oil And Natural Gas Corp. - strike price 255 expiring on 26DEC2024
Delta for 255 PE is -0.87
Historical price for 255 PE is as follows
On 20 Dec ONGC was trading at 237.10. The strike last trading price was 18, which was 5.15 higher than the previous day. The implied volatity was 47.06, the open interest changed by -49 which decreased total open position to 700
On 19 Dec ONGC was trading at 241.85. The strike last trading price was 12.85, which was 1.65 higher than the previous day. The implied volatity was 29.29, the open interest changed by -28 which decreased total open position to 748
On 18 Dec ONGC was trading at 244.15. The strike last trading price was 11.2, which was 2.60 higher than the previous day. The implied volatity was 25.99, the open interest changed by -85 which decreased total open position to 777
On 17 Dec ONGC was trading at 247.40. The strike last trading price was 8.6, which was 3.60 higher than the previous day. The implied volatity was 24.45, the open interest changed by -26 which decreased total open position to 862
On 16 Dec ONGC was trading at 251.80. The strike last trading price was 5, which was 1.60 higher than the previous day. The implied volatity was 20.47, the open interest changed by 48 which increased total open position to 888
On 13 Dec ONGC was trading at 254.25. The strike last trading price was 3.4, which was -0.85 lower than the previous day. The implied volatity was 20.02, the open interest changed by -138 which decreased total open position to 841
On 12 Dec ONGC was trading at 254.05. The strike last trading price was 4.25, which was 1.00 higher than the previous day. The implied volatity was 21.36, the open interest changed by 123 which increased total open position to 983
On 11 Dec ONGC was trading at 256.60. The strike last trading price was 3.25, which was -0.50 lower than the previous day. The implied volatity was 22.43, the open interest changed by 66 which increased total open position to 861
On 10 Dec ONGC was trading at 256.90. The strike last trading price was 3.75, which was 0.80 higher than the previous day. The implied volatity was 23.61, the open interest changed by -127 which decreased total open position to 778
On 9 Dec ONGC was trading at 258.90. The strike last trading price was 2.95, which was 0.15 higher than the previous day. The implied volatity was 22.83, the open interest changed by 0 which decreased total open position to 908
On 6 Dec ONGC was trading at 260.05. The strike last trading price was 2.8, which was -0.20 lower than the previous day. The implied volatity was 22.76, the open interest changed by -44 which decreased total open position to 955
On 5 Dec ONGC was trading at 261.30. The strike last trading price was 3, which was -0.25 lower than the previous day. The implied volatity was 24.76, the open interest changed by -132 which decreased total open position to 1015
On 4 Dec ONGC was trading at 260.70. The strike last trading price was 3.25, which was 0.00 lower than the previous day. The implied volatity was 24.66, the open interest changed by 31 which increased total open position to 1151
On 3 Dec ONGC was trading at 262.35. The strike last trading price was 3.25, which was -2.10 lower than the previous day. The implied volatity was 25.80, the open interest changed by 170 which increased total open position to 1166
On 2 Dec ONGC was trading at 257.55. The strike last trading price was 5.35, which was -0.55 lower than the previous day. The implied volatity was 27.97, the open interest changed by 189 which increased total open position to 1004
On 29 Nov ONGC was trading at 256.70. The strike last trading price was 5.9, which was -1.95 lower than the previous day. The implied volatity was 27.70, the open interest changed by 217 which increased total open position to 820
On 28 Nov ONGC was trading at 252.20. The strike last trading price was 7.85, which was 0.20 higher than the previous day. The implied volatity was 27.99, the open interest changed by 219 which increased total open position to 600
On 27 Nov ONGC was trading at 254.30. The strike last trading price was 7.65, which was -0.65 lower than the previous day. The implied volatity was 29.88, the open interest changed by 125 which increased total open position to 381
On 26 Nov ONGC was trading at 254.25. The strike last trading price was 8.3, which was 1.95 higher than the previous day. The implied volatity was 31.43, the open interest changed by 41 which increased total open position to 253
On 25 Nov ONGC was trading at 257.90. The strike last trading price was 6.35, which was -5.95 lower than the previous day. The implied volatity was 30.66, the open interest changed by 208 which increased total open position to 208
On 22 Nov ONGC was trading at 245.60. The strike last trading price was 12.3, which was -3.35 lower than the previous day. The implied volatity was 27.09, the open interest changed by 5 which increased total open position to 5
On 21 Nov ONGC was trading at 242.15. The strike last trading price was 15.65, which was 15.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 20 Nov ONGC was trading at 248.00. The strike last trading price was 0, which was -10.50 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 18 Nov ONGC was trading at 250.65. The strike last trading price was 10.5, which was 0.70 higher than the previous day. The implied volatity was 30.12, the open interest changed by 9 which increased total open position to 31
On 14 Nov ONGC was trading at 250.80. The strike last trading price was 9.8, which was 0.20 higher than the previous day. The implied volatity was 27.33, the open interest changed by 1 which increased total open position to 22
On 13 Nov ONGC was trading at 252.55. The strike last trading price was 9.6, which was 2.20 higher than the previous day. The implied volatity was 27.81, the open interest changed by 2 which increased total open position to 22
On 12 Nov ONGC was trading at 256.15. The strike last trading price was 7.4, which was -0.75 lower than the previous day. The implied volatity was 26.29, the open interest changed by 1 which increased total open position to 20
On 11 Nov ONGC was trading at 256.90. The strike last trading price was 8.15, which was -2.70 lower than the previous day. The implied volatity was 29.80, the open interest changed by 15 which increased total open position to 15
On 8 Nov ONGC was trading at 262.55. The strike last trading price was 10.85, which was 0.00 lower than the previous day. The implied volatity was 3.16, the open interest changed by 0 which decreased total open position to 0
On 7 Nov ONGC was trading at 265.20. The strike last trading price was 10.85, which was 0.00 lower than the previous day. The implied volatity was 4.45, the open interest changed by 0 which decreased total open position to 0
On 6 Nov ONGC was trading at 269.05. The strike last trading price was 10.85, which was 0.00 lower than the previous day. The implied volatity was 5.25, the open interest changed by 0 which decreased total open position to 0
On 5 Nov ONGC was trading at 267.40. The strike last trading price was 10.85, which was 0.00 lower than the previous day. The implied volatity was 4.90, the open interest changed by 0 which decreased total open position to 0
On 4 Nov ONGC was trading at 265.30. The strike last trading price was 10.85, which was 10.85 higher than the previous day. The implied volatity was 4.32, the open interest changed by 0 which decreased total open position to 0
On 1 Nov ONGC was trading at 271.75. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 5.36, the open interest changed by 0 which decreased total open position to 0
