ONGC
Oil And Natural Gas Corp.
Historical option data for ONGC
21 Nov 2024 04:12 PM IST
| ONGC 28NOV2024 259 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.07
Vega: 0.05
Theta: -0.11
Gamma: 0.01
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 242.15 | 0.35 | -0.55 | 31.81 | 4,168 | -32 | 3,200 | |||
| 20 Nov | 248.00 | 0.9 | 0.00 | 26.45 | 10,212 | 3,232 | 3,253 | |||
|
|
||||||||||
| 19 Nov | 248.00 | 0.9 | 26.45 | 10,212 | 214 | 3,253 | ||||
For Oil And Natural Gas Corp. - strike price 259 expiring on 28NOV2024
Delta for 259 CE is 0.07
Historical price for 259 CE is as follows
On 21 Nov ONGC was trading at 242.15. The strike last trading price was 0.35, which was -0.55 lower than the previous day. The implied volatity was 31.81, the open interest changed by -32 which decreased total open position to 3200
On 20 Nov ONGC was trading at 248.00. The strike last trading price was 0.9, which was 0.00 lower than the previous day. The implied volatity was 26.45, the open interest changed by 3232 which increased total open position to 3253
On 19 Nov ONGC was trading at 248.00. The strike last trading price was 0.9, which was lower than the previous day. The implied volatity was 26.45, the open interest changed by 214 which increased total open position to 3253
| ONGC 28NOV2024 259 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.93
Vega: 0.04
Theta: -0.03
Gamma: 0.01
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 242.15 | 16.45 | 4.30 | 30.64 | 85 | -47 | 463 |
| 20 Nov | 248.00 | 12.15 | 0.00 | 35.19 | 737 | 510 | 510 |
| 19 Nov | 248.00 | 12.15 | 35.19 | 737 | -109 | 510 | |
For Oil And Natural Gas Corp. - strike price 259 expiring on 28NOV2024
Delta for 259 PE is -0.93
Historical price for 259 PE is as follows
On 21 Nov ONGC was trading at 242.15. The strike last trading price was 16.45, which was 4.30 higher than the previous day. The implied volatity was 30.64, the open interest changed by -47 which decreased total open position to 463
On 20 Nov ONGC was trading at 248.00. The strike last trading price was 12.15, which was 0.00 lower than the previous day. The implied volatity was 35.19, the open interest changed by 510 which increased total open position to 510
On 19 Nov ONGC was trading at 248.00. The strike last trading price was 12.15, which was lower than the previous day. The implied volatity was 35.19, the open interest changed by -109 which decreased total open position to 510
