ONGC
Oil And Natural Gas Corp.
Historical option data for ONGC
20 Dec 2024 04:12 PM IST
| ONGC 26DEC2024 259 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.04
Vega: 0.02
Theta: -0.07
Gamma: 0.01
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 237.10 | 0.15 | -0.20 | 36.14 | 1,141 | -75 | 5,504 | |||
| 19 Dec | 241.85 | 0.35 | -0.15 | 32.05 | 568 | -108 | 5,578 | |||
| 18 Dec | 244.15 | 0.5 | -0.40 | 29.93 | 1,076 | 81 | 5,692 | |||
| 17 Dec | 247.40 | 0.9 | -0.65 | 28.15 | 2,035 | 3 | 5,582 | |||
| 16 Dec | 251.80 | 1.55 | -0.95 | 24.23 | 1,746 | -70 | 5,581 | |||
| 13 Dec | 254.25 | 2.5 | 0.00 | 19.91 | 3,514 | 222 | 5,646 | |||
| 12 Dec | 254.05 | 2.5 | -1.25 | 21.02 | 3,352 | 349 | 5,424 | |||
| 11 Dec | 256.60 | 3.75 | -0.25 | 20.07 | 3,139 | 1,036 | 5,070 | |||
| 10 Dec | 256.90 | 4 | -1.55 | 21.22 | 2,498 | 273 | 4,184 | |||
| 9 Dec | 258.90 | 5.55 | -1.05 | 22.76 | 796 | 36 | 3,944 | |||
| 6 Dec | 260.05 | 6.6 | -0.35 | 21.58 | 510 | -44 | 3,905 | |||
| 5 Dec | 261.30 | 6.95 | -0.70 | 19.56 | 1,267 | 22 | 3,951 | |||
| 4 Dec | 260.70 | 7.65 | -0.80 | 23.17 | 602 | 37 | 3,929 | |||
| 3 Dec | 262.35 | 8.45 | 1.80 | 22.74 | 5,356 | 3,029 | 3,894 | |||
| 2 Dec | 257.55 | 6.65 | -0.45 | 24.59 | 3,173 | 98 | 866 | |||
| 29 Nov | 256.70 | 7.1 | 1.15 | 25.72 | 1,309 | 129 | 770 | |||
| 28 Nov | 252.20 | 5.95 | -0.75 | 27.68 | 825 | 172 | 641 | |||
| 27 Nov | 254.30 | 6.7 | -0.30 | 26.87 | 237 | 79 | 467 | |||
| 26 Nov | 254.25 | 7 | -2.30 | 27.66 | 272 | 55 | 389 | |||
| 25 Nov | 257.90 | 9.3 | 5.50 | 27.12 | 626 | -99 | 336 | |||
| 22 Nov | 245.60 | 3.8 | 0.45 | 26.83 | 441 | -84 | 351 | |||
| 21 Nov | 242.15 | 3.35 | -1.45 | 28.10 | 280 | -3 | 435 | |||
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| 20 Nov | 248.00 | 4.8 | 0.00 | 25.89 | 592 | 438 | 438 | |||
| 19 Nov | 248.00 | 4.8 | 25.89 | 592 | 167 | 438 | ||||
For Oil And Natural Gas Corp. - strike price 259 expiring on 26DEC2024
Delta for 259 CE is 0.04
Historical price for 259 CE is as follows
On 20 Dec ONGC was trading at 237.10. The strike last trading price was 0.15, which was -0.20 lower than the previous day. The implied volatity was 36.14, the open interest changed by -75 which decreased total open position to 5504
On 19 Dec ONGC was trading at 241.85. The strike last trading price was 0.35, which was -0.15 lower than the previous day. The implied volatity was 32.05, the open interest changed by -108 which decreased total open position to 5578
On 18 Dec ONGC was trading at 244.15. The strike last trading price was 0.5, which was -0.40 lower than the previous day. The implied volatity was 29.93, the open interest changed by 81 which increased total open position to 5692
On 17 Dec ONGC was trading at 247.40. The strike last trading price was 0.9, which was -0.65 lower than the previous day. The implied volatity was 28.15, the open interest changed by 3 which increased total open position to 5582
On 16 Dec ONGC was trading at 251.80. The strike last trading price was 1.55, which was -0.95 lower than the previous day. The implied volatity was 24.23, the open interest changed by -70 which decreased total open position to 5581
On 13 Dec ONGC was trading at 254.25. The strike last trading price was 2.5, which was 0.00 lower than the previous day. The implied volatity was 19.91, the open interest changed by 222 which increased total open position to 5646
On 12 Dec ONGC was trading at 254.05. The strike last trading price was 2.5, which was -1.25 lower than the previous day. The implied volatity was 21.02, the open interest changed by 349 which increased total open position to 5424
On 11 Dec ONGC was trading at 256.60. The strike last trading price was 3.75, which was -0.25 lower than the previous day. The implied volatity was 20.07, the open interest changed by 1036 which increased total open position to 5070
On 10 Dec ONGC was trading at 256.90. The strike last trading price was 4, which was -1.55 lower than the previous day. The implied volatity was 21.22, the open interest changed by 273 which increased total open position to 4184
On 9 Dec ONGC was trading at 258.90. The strike last trading price was 5.55, which was -1.05 lower than the previous day. The implied volatity was 22.76, the open interest changed by 36 which increased total open position to 3944
On 6 Dec ONGC was trading at 260.05. The strike last trading price was 6.6, which was -0.35 lower than the previous day. The implied volatity was 21.58, the open interest changed by -44 which decreased total open position to 3905
On 5 Dec ONGC was trading at 261.30. The strike last trading price was 6.95, which was -0.70 lower than the previous day. The implied volatity was 19.56, the open interest changed by 22 which increased total open position to 3951
On 4 Dec ONGC was trading at 260.70. The strike last trading price was 7.65, which was -0.80 lower than the previous day. The implied volatity was 23.17, the open interest changed by 37 which increased total open position to 3929
On 3 Dec ONGC was trading at 262.35. The strike last trading price was 8.45, which was 1.80 higher than the previous day. The implied volatity was 22.74, the open interest changed by 3029 which increased total open position to 3894
On 2 Dec ONGC was trading at 257.55. The strike last trading price was 6.65, which was -0.45 lower than the previous day. The implied volatity was 24.59, the open interest changed by 98 which increased total open position to 866
On 29 Nov ONGC was trading at 256.70. The strike last trading price was 7.1, which was 1.15 higher than the previous day. The implied volatity was 25.72, the open interest changed by 129 which increased total open position to 770
On 28 Nov ONGC was trading at 252.20. The strike last trading price was 5.95, which was -0.75 lower than the previous day. The implied volatity was 27.68, the open interest changed by 172 which increased total open position to 641
On 27 Nov ONGC was trading at 254.30. The strike last trading price was 6.7, which was -0.30 lower than the previous day. The implied volatity was 26.87, the open interest changed by 79 which increased total open position to 467
On 26 Nov ONGC was trading at 254.25. The strike last trading price was 7, which was -2.30 lower than the previous day. The implied volatity was 27.66, the open interest changed by 55 which increased total open position to 389
On 25 Nov ONGC was trading at 257.90. The strike last trading price was 9.3, which was 5.50 higher than the previous day. The implied volatity was 27.12, the open interest changed by -99 which decreased total open position to 336
On 22 Nov ONGC was trading at 245.60. The strike last trading price was 3.8, which was 0.45 higher than the previous day. The implied volatity was 26.83, the open interest changed by -84 which decreased total open position to 351
On 21 Nov ONGC was trading at 242.15. The strike last trading price was 3.35, which was -1.45 lower than the previous day. The implied volatity was 28.10, the open interest changed by -3 which decreased total open position to 435
On 20 Nov ONGC was trading at 248.00. The strike last trading price was 4.8, which was 0.00 lower than the previous day. The implied volatity was 25.89, the open interest changed by 438 which increased total open position to 438
On 19 Nov ONGC was trading at 248.00. The strike last trading price was 4.8, which was lower than the previous day. The implied volatity was 25.89, the open interest changed by 167 which increased total open position to 438
| ONGC 26DEC2024 259 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 237.10 | 20.8 | 4.30 | - | 35 | -15 | 451 |
| 19 Dec | 241.85 | 16.5 | 1.65 | 28.29 | 29 | -6 | 466 |
| 18 Dec | 244.15 | 14.85 | 2.95 | 26.74 | 79 | -14 | 475 |
| 17 Dec | 247.40 | 11.9 | 4.15 | 23.97 | 139 | -47 | 490 |
| 16 Dec | 251.80 | 7.75 | 2.25 | 19.61 | 158 | -24 | 541 |
| 13 Dec | 254.25 | 5.5 | -1.05 | 19.48 | 751 | -8 | 566 |
| 12 Dec | 254.05 | 6.55 | 1.55 | 21.24 | 995 | -69 | 574 |
| 11 Dec | 256.60 | 5 | -0.60 | 21.82 | 736 | 40 | 642 |
| 10 Dec | 256.90 | 5.6 | 1.05 | 23.25 | 1,235 | -107 | 767 |
| 9 Dec | 258.90 | 4.55 | 0.40 | 22.55 | 1,088 | -25 | 909 |
| 6 Dec | 260.05 | 4.15 | -0.25 | 22.07 | 1,211 | -33 | 935 |
| 5 Dec | 261.30 | 4.4 | -0.25 | 24.53 | 1,816 | -14 | 981 |
| 4 Dec | 260.70 | 4.65 | 0.05 | 24.21 | 934 | 0 | 997 |
| 3 Dec | 262.35 | 4.6 | -2.55 | 25.46 | 2,523 | 331 | 999 |
| 2 Dec | 257.55 | 7.15 | -0.60 | 27.81 | 1,820 | -226 | 667 |
| 29 Nov | 256.70 | 7.75 | -2.45 | 27.54 | 1,177 | 669 | 906 |
| 28 Nov | 252.20 | 10.2 | 0.45 | 28.51 | 287 | 79 | 237 |
| 27 Nov | 254.30 | 9.75 | -0.65 | 30.01 | 89 | 26 | 157 |
| 26 Nov | 254.25 | 10.4 | 2.25 | 31.52 | 214 | 63 | 130 |
| 25 Nov | 257.90 | 8.15 | -7.90 | 30.78 | 347 | 42 | 66 |
| 22 Nov | 245.60 | 16.05 | -1.65 | 30.93 | 3 | 1 | 25 |
| 21 Nov | 242.15 | 17.7 | 5.20 | 28.79 | 1 | 0 | 24 |
| 20 Nov | 248.00 | 12.5 | 0.00 | 23.89 | 29 | 24 | 24 |
| 19 Nov | 248.00 | 12.5 | 23.89 | 29 | 23 | 24 | |
For Oil And Natural Gas Corp. - strike price 259 expiring on 26DEC2024
Delta for 259 PE is -
Historical price for 259 PE is as follows
On 20 Dec ONGC was trading at 237.10. The strike last trading price was 20.8, which was 4.30 higher than the previous day. The implied volatity was -, the open interest changed by -15 which decreased total open position to 451
On 19 Dec ONGC was trading at 241.85. The strike last trading price was 16.5, which was 1.65 higher than the previous day. The implied volatity was 28.29, the open interest changed by -6 which decreased total open position to 466
On 18 Dec ONGC was trading at 244.15. The strike last trading price was 14.85, which was 2.95 higher than the previous day. The implied volatity was 26.74, the open interest changed by -14 which decreased total open position to 475
On 17 Dec ONGC was trading at 247.40. The strike last trading price was 11.9, which was 4.15 higher than the previous day. The implied volatity was 23.97, the open interest changed by -47 which decreased total open position to 490
On 16 Dec ONGC was trading at 251.80. The strike last trading price was 7.75, which was 2.25 higher than the previous day. The implied volatity was 19.61, the open interest changed by -24 which decreased total open position to 541
On 13 Dec ONGC was trading at 254.25. The strike last trading price was 5.5, which was -1.05 lower than the previous day. The implied volatity was 19.48, the open interest changed by -8 which decreased total open position to 566
On 12 Dec ONGC was trading at 254.05. The strike last trading price was 6.55, which was 1.55 higher than the previous day. The implied volatity was 21.24, the open interest changed by -69 which decreased total open position to 574
On 11 Dec ONGC was trading at 256.60. The strike last trading price was 5, which was -0.60 lower than the previous day. The implied volatity was 21.82, the open interest changed by 40 which increased total open position to 642
On 10 Dec ONGC was trading at 256.90. The strike last trading price was 5.6, which was 1.05 higher than the previous day. The implied volatity was 23.25, the open interest changed by -107 which decreased total open position to 767
On 9 Dec ONGC was trading at 258.90. The strike last trading price was 4.55, which was 0.40 higher than the previous day. The implied volatity was 22.55, the open interest changed by -25 which decreased total open position to 909
On 6 Dec ONGC was trading at 260.05. The strike last trading price was 4.15, which was -0.25 lower than the previous day. The implied volatity was 22.07, the open interest changed by -33 which decreased total open position to 935
On 5 Dec ONGC was trading at 261.30. The strike last trading price was 4.4, which was -0.25 lower than the previous day. The implied volatity was 24.53, the open interest changed by -14 which decreased total open position to 981
On 4 Dec ONGC was trading at 260.70. The strike last trading price was 4.65, which was 0.05 higher than the previous day. The implied volatity was 24.21, the open interest changed by 0 which decreased total open position to 997
On 3 Dec ONGC was trading at 262.35. The strike last trading price was 4.6, which was -2.55 lower than the previous day. The implied volatity was 25.46, the open interest changed by 331 which increased total open position to 999
On 2 Dec ONGC was trading at 257.55. The strike last trading price was 7.15, which was -0.60 lower than the previous day. The implied volatity was 27.81, the open interest changed by -226 which decreased total open position to 667
On 29 Nov ONGC was trading at 256.70. The strike last trading price was 7.75, which was -2.45 lower than the previous day. The implied volatity was 27.54, the open interest changed by 669 which increased total open position to 906
On 28 Nov ONGC was trading at 252.20. The strike last trading price was 10.2, which was 0.45 higher than the previous day. The implied volatity was 28.51, the open interest changed by 79 which increased total open position to 237
On 27 Nov ONGC was trading at 254.30. The strike last trading price was 9.75, which was -0.65 lower than the previous day. The implied volatity was 30.01, the open interest changed by 26 which increased total open position to 157
On 26 Nov ONGC was trading at 254.25. The strike last trading price was 10.4, which was 2.25 higher than the previous day. The implied volatity was 31.52, the open interest changed by 63 which increased total open position to 130
On 25 Nov ONGC was trading at 257.90. The strike last trading price was 8.15, which was -7.90 lower than the previous day. The implied volatity was 30.78, the open interest changed by 42 which increased total open position to 66
On 22 Nov ONGC was trading at 245.60. The strike last trading price was 16.05, which was -1.65 lower than the previous day. The implied volatity was 30.93, the open interest changed by 1 which increased total open position to 25
On 21 Nov ONGC was trading at 242.15. The strike last trading price was 17.7, which was 5.20 higher than the previous day. The implied volatity was 28.79, the open interest changed by 0 which decreased total open position to 24
On 20 Nov ONGC was trading at 248.00. The strike last trading price was 12.5, which was 0.00 lower than the previous day. The implied volatity was 23.89, the open interest changed by 24 which increased total open position to 24
On 19 Nov ONGC was trading at 248.00. The strike last trading price was 12.5, which was lower than the previous day. The implied volatity was 23.89, the open interest changed by 23 which increased total open position to 24
