`
[--[65.84.65.76]--]
ONGC
Oil And Natural Gas Corp.

250.8 -1.75 (-0.69%)

Back to Option Chain


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
Date Close Ltp Change IV Volume Change OI OI
14 Nov 250.80 3.4 -0.65 23.91 5,501 228 1,425
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
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