ONGC
Oil And Natural Gas Corp.
Historical option data for ONGC
14 Nov 2024 04:12 PM IST
| ONGC 28NOV2024 255 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.41
Vega: 0.19
Theta: -0.19
Gamma: 0.03
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 250.80 | 3.4 | -0.65 | 23.91 | 5,501 | 228 | 1,425 | |||
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| 13 Nov | 252.55 | 4.05 | -2.40 | 24.28 | 7,155 | 319 | 1,214 | |||
| 12 Nov | 256.15 | 6.45 | -0.60 | 25.28 | 4,097 | 260 | 908 | |||
| 11 Nov | 256.90 | 7.05 | -2.50 | 23.42 | 2,751 | 435 | 649 | |||
| 8 Nov | 262.55 | 9.55 | -3.60 | 19.74 | 477 | 71 | 215 | |||
| 7 Nov | 265.20 | 13.15 | -1.60 | 19.64 | 138 | -11 | 146 | |||
| 6 Nov | 269.05 | 14.75 | -1.10 | - | 301 | 77 | 156 | |||
| 5 Nov | 267.40 | 15.85 | 1.60 | 24.74 | 143 | 8 | 77 | |||
| 4 Nov | 265.30 | 14.25 | -5.05 | 24.55 | 196 | -12 | 69 | |||
| 1 Nov | 271.75 | 19.3 | 1.80 | - | 3 | -1 | 80 | |||
| 31 Oct | 266.15 | 17.5 | 2.10 | - | 120 | 31 | 82 | |||
| 30 Oct | 261.65 | 15.4 | -2.00 | - | 90 | 12 | 50 | |||
| 29 Oct | 265.00 | 17.4 | 0.30 | - | 43 | 7 | 37 | |||
| 28 Oct | 263.35 | 17.1 | -31.45 | - | 64 | 29 | 29 | |||
| 25 Oct | 264.05 | 48.55 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 269.10 | 48.55 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 270.85 | 48.55 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 270.80 | 48.55 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 276.60 | 48.55 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 283.30 | 48.55 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 281.60 | 48.55 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 285.40 | 48.55 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 283.70 | 48.55 | - | 0 | 0 | 0 | ||||
For Oil And Natural Gas Corp. - strike price 255 expiring on 28NOV2024
Delta for 255 CE is 0.41
Historical price for 255 CE is as follows
On 14 Nov ONGC was trading at 250.80. The strike last trading price was 3.4, which was -0.65 lower than the previous day. The implied volatity was 23.91, the open interest changed by 228 which increased total open position to 1425
On 13 Nov ONGC was trading at 252.55. The strike last trading price was 4.05, which was -2.40 lower than the previous day. The implied volatity was 24.28, the open interest changed by 319 which increased total open position to 1214
On 12 Nov ONGC was trading at 256.15. The strike last trading price was 6.45, which was -0.60 lower than the previous day. The implied volatity was 25.28, the open interest changed by 260 which increased total open position to 908
On 11 Nov ONGC was trading at 256.90. The strike last trading price was 7.05, which was -2.50 lower than the previous day. The implied volatity was 23.42, the open interest changed by 435 which increased total open position to 649
On 8 Nov ONGC was trading at 262.55. The strike last trading price was 9.55, which was -3.60 lower than the previous day. The implied volatity was 19.74, the open interest changed by 71 which increased total open position to 215
On 7 Nov ONGC was trading at 265.20. The strike last trading price was 13.15, which was -1.60 lower than the previous day. The implied volatity was 19.64, the open interest changed by -11 which decreased total open position to 146
On 6 Nov ONGC was trading at 269.05. The strike last trading price was 14.75, which was -1.10 lower than the previous day. The implied volatity was -, the open interest changed by 77 which increased total open position to 156
On 5 Nov ONGC was trading at 267.40. The strike last trading price was 15.85, which was 1.60 higher than the previous day. The implied volatity was 24.74, the open interest changed by 8 which increased total open position to 77
On 4 Nov ONGC was trading at 265.30. The strike last trading price was 14.25, which was -5.05 lower than the previous day. The implied volatity was 24.55, the open interest changed by -12 which decreased total open position to 69
On 1 Nov ONGC was trading at 271.75. The strike last trading price was 19.3, which was 1.80 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 80
On 31 Oct ONGC was trading at 266.15. The strike last trading price was 17.5, which was 2.10 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 15.4, which was -2.00 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 17.4, 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 28 Oct ONGC was trading at 263.35. The strike last trading price was 17.1, which was -31.45 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 48.55, 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 24 Oct ONGC was trading at 269.10. The strike last trading price was 48.55, 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 23 Oct ONGC was trading at 270.85. The strike last trading price was 48.55, 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 22 Oct ONGC was trading at 270.80. The strike last trading price was 48.55, 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 21 Oct ONGC was trading at 276.60. The strike last trading price was 48.55, 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 48.55, 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 48.55, 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 48.55, 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 48.55, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| ONGC 28NOV2024 255 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.59
Vega: 0.19
Theta: -0.13
Gamma: 0.03
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 250.80 | 6.45 | 0.25 | 24.57 | 1,096 | -14 | 562 |
| 13 Nov | 252.55 | 6.2 | 1.75 | 25.24 | 3,855 | -253 | 581 |
| 12 Nov | 256.15 | 4.45 | -1.15 | 25.36 | 5,383 | -59 | 856 |
| 11 Nov | 256.90 | 5.6 | 0.80 | 32.68 | 4,485 | 369 | 906 |
| 8 Nov | 262.55 | 4.8 | 1.60 | 33.58 | 1,522 | 56 | 537 |
| 7 Nov | 265.20 | 3.2 | 0.25 | 31.44 | 608 | 3 | 486 |
| 6 Nov | 269.05 | 2.95 | -0.40 | 33.00 | 1,773 | 90 | 483 |
| 5 Nov | 267.40 | 3.35 | -2.10 | 33.16 | 689 | 77 | 394 |
| 4 Nov | 265.30 | 5.45 | 1.30 | 39.18 | 1,360 | 161 | 319 |
| 1 Nov | 271.75 | 4.15 | -0.95 | 41.25 | 38 | 5 | 159 |
| 31 Oct | 266.15 | 5.1 | -1.45 | - | 421 | 57 | 155 |
| 30 Oct | 261.65 | 6.55 | 0.70 | - | 119 | 23 | 97 |
| 29 Oct | 265.00 | 5.85 | -0.65 | - | 82 | -10 | 73 |
| 28 Oct | 263.35 | 6.5 | -0.25 | - | 193 | 39 | 83 |
| 25 Oct | 264.05 | 6.75 | 2.25 | - | 47 | 20 | 44 |
| 24 Oct | 269.10 | 4.5 | -0.05 | - | 6 | 3 | 25 |
| 23 Oct | 270.85 | 4.55 | -0.25 | - | 24 | 8 | 21 |
| 22 Oct | 270.80 | 4.8 | 1.70 | - | 22 | 5 | 10 |
| 21 Oct | 276.60 | 3.1 | -2.05 | - | 10 | 5 | 5 |
| 18 Oct | 283.30 | 5.15 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 281.60 | 5.15 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 285.40 | 5.15 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 283.70 | 5.15 | - | 0 | 0 | 0 | |
For Oil And Natural Gas Corp. - strike price 255 expiring on 28NOV2024
Delta for 255 PE is -0.59
Historical price for 255 PE is as follows
On 14 Nov ONGC was trading at 250.80. The strike last trading price was 6.45, which was 0.25 higher than the previous day. The implied volatity was 24.57, the open interest changed by -14 which decreased total open position to 562
On 13 Nov ONGC was trading at 252.55. The strike last trading price was 6.2, which was 1.75 higher than the previous day. The implied volatity was 25.24, the open interest changed by -253 which decreased total open position to 581
On 12 Nov ONGC was trading at 256.15. The strike last trading price was 4.45, which was -1.15 lower than the previous day. The implied volatity was 25.36, the open interest changed by -59 which decreased total open position to 856
On 11 Nov ONGC was trading at 256.90. The strike last trading price was 5.6, which was 0.80 higher than the previous day. The implied volatity was 32.68, the open interest changed by 369 which increased total open position to 906
On 8 Nov ONGC was trading at 262.55. The strike last trading price was 4.8, which was 1.60 higher than the previous day. The implied volatity was 33.58, the open interest changed by 56 which increased total open position to 537
On 7 Nov ONGC was trading at 265.20. The strike last trading price was 3.2, which was 0.25 higher than the previous day. The implied volatity was 31.44, the open interest changed by 3 which increased total open position to 486
On 6 Nov ONGC was trading at 269.05. The strike last trading price was 2.95, which was -0.40 lower than the previous day. The implied volatity was 33.00, the open interest changed by 90 which increased total open position to 483
On 5 Nov ONGC was trading at 267.40. The strike last trading price was 3.35, which was -2.10 lower than the previous day. The implied volatity was 33.16, the open interest changed by 77 which increased total open position to 394
On 4 Nov ONGC was trading at 265.30. The strike last trading price was 5.45, which was 1.30 higher than the previous day. The implied volatity was 39.18, the open interest changed by 161 which increased total open position to 319
On 1 Nov ONGC was trading at 271.75. The strike last trading price was 4.15, which was -0.95 lower than the previous day. The implied volatity was 41.25, the open interest changed by 5 which increased total open position to 159
On 31 Oct ONGC was trading at 266.15. The strike last trading price was 5.1, which was -1.45 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 6.55, which was 0.70 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 5.85, which was -0.65 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 6.5, which was -0.25 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 6.75, which was 2.25 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 4.5, which was -0.05 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 4.55, which was -0.25 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 4.8, which was 1.70 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 3.1, which was -2.05 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 5.15, 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 5.15, 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 5.15, 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 5.15, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
