ONGC
Oil And Natural Gas Corp.
Historical option data for ONGC
03 Dec 2024 04:12 PM IST
| ONGC 26DEC2024 255 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.72
Vega: 0.22
Theta: -0.16
Gamma: 0.02
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 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 | |||
| 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 0.72
Historical price for 255 CE is as follows
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: -0.29
Vega: 0.23
Theta: -0.11
Gamma: 0.02
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 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 -0.29
Historical price for 255 PE is as follows
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
