ONGC
Oil And Natural Gas Corp.
Historical option data for ONGC
20 Dec 2024 04:12 PM IST
| ONGC 26DEC2024 264 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.03
Vega: 0.02
Theta: -0.08
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 237.10 | 0.15 | -0.15 | 42.68 | 787 | -81 | 6,012 | |||
| 19 Dec | 241.85 | 0.3 | -0.05 | 37.80 | 562 | -53 | 6,093 | |||
| 18 Dec | 244.15 | 0.35 | -0.20 | 34.04 | 1,163 | -27 | 6,149 | |||
| 17 Dec | 247.40 | 0.55 | -0.30 | 31.07 | 2,010 | 95 | 6,194 | |||
| 16 Dec | 251.80 | 0.85 | -0.35 | 26.35 | 1,314 | -31 | 6,108 | |||
| 13 Dec | 254.25 | 1.2 | -0.15 | 20.54 | 3,290 | 72 | 6,139 | |||
| 12 Dec | 254.05 | 1.35 | -0.70 | 22.20 | 2,089 | -19 | 6,067 | |||
| 11 Dec | 256.60 | 2.05 | -0.25 | 20.79 | 1,660 | 89 | 6,088 | |||
| 10 Dec | 256.90 | 2.3 | -1.10 | 21.91 | 2,155 | 276 | 6,057 | |||
| 9 Dec | 258.90 | 3.4 | -0.80 | 23.01 | 1,677 | -4 | 5,780 | |||
| 6 Dec | 260.05 | 4.2 | -0.30 | 21.79 | 2,206 | -65 | 5,786 | |||
| 5 Dec | 261.30 | 4.5 | -0.60 | 20.33 | 4,656 | 1,541 | 5,850 | |||
| 4 Dec | 260.70 | 5.1 | -0.80 | 23.10 | 2,280 | -4 | 4,309 | |||
| 3 Dec | 262.35 | 5.9 | 1.35 | 23.31 | 5,053 | 74 | 4,323 | |||
| 2 Dec | 257.55 | 4.55 | -0.35 | 24.84 | 7,435 | 3,586 | 4,249 | |||
| 29 Nov | 256.70 | 4.9 | 0.65 | 25.45 | 886 | 27 | 667 | |||
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| 28 Nov | 252.20 | 4.25 | -0.65 | 27.94 | 752 | 70 | 641 | |||
| 27 Nov | 254.30 | 4.9 | -0.20 | 27.39 | 198 | 20 | 569 | |||
| 26 Nov | 254.25 | 5.1 | -1.95 | 27.83 | 255 | 97 | 551 | |||
| 25 Nov | 257.90 | 7.05 | 4.40 | 27.55 | 660 | 11 | 455 | |||
| 22 Nov | 245.60 | 2.65 | 0.20 | 27.05 | 182 | -28 | 416 | |||
| 21 Nov | 242.15 | 2.45 | -1.00 | 28.76 | 285 | 26 | 445 | |||
| 20 Nov | 248.00 | 3.45 | 0.00 | 26.21 | 511 | 419 | 419 | |||
| 19 Nov | 248.00 | 3.45 | 26.21 | 511 | 42 | 419 | ||||
For Oil And Natural Gas Corp. - strike price 264 expiring on 26DEC2024
Delta for 264 CE is 0.03
Historical price for 264 CE is as follows
On 20 Dec ONGC was trading at 237.10. The strike last trading price was 0.15, which was -0.15 lower than the previous day. The implied volatity was 42.68, the open interest changed by -81 which decreased total open position to 6012
On 19 Dec ONGC was trading at 241.85. The strike last trading price was 0.3, which was -0.05 lower than the previous day. The implied volatity was 37.80, the open interest changed by -53 which decreased total open position to 6093
On 18 Dec ONGC was trading at 244.15. The strike last trading price was 0.35, which was -0.20 lower than the previous day. The implied volatity was 34.04, the open interest changed by -27 which decreased total open position to 6149
On 17 Dec ONGC was trading at 247.40. The strike last trading price was 0.55, which was -0.30 lower than the previous day. The implied volatity was 31.07, the open interest changed by 95 which increased total open position to 6194
On 16 Dec ONGC was trading at 251.80. The strike last trading price was 0.85, which was -0.35 lower than the previous day. The implied volatity was 26.35, the open interest changed by -31 which decreased total open position to 6108
On 13 Dec ONGC was trading at 254.25. The strike last trading price was 1.2, which was -0.15 lower than the previous day. The implied volatity was 20.54, the open interest changed by 72 which increased total open position to 6139
On 12 Dec ONGC was trading at 254.05. The strike last trading price was 1.35, which was -0.70 lower than the previous day. The implied volatity was 22.20, the open interest changed by -19 which decreased total open position to 6067
On 11 Dec ONGC was trading at 256.60. The strike last trading price was 2.05, which was -0.25 lower than the previous day. The implied volatity was 20.79, the open interest changed by 89 which increased total open position to 6088
On 10 Dec ONGC was trading at 256.90. The strike last trading price was 2.3, which was -1.10 lower than the previous day. The implied volatity was 21.91, the open interest changed by 276 which increased total open position to 6057
On 9 Dec ONGC was trading at 258.90. The strike last trading price was 3.4, which was -0.80 lower than the previous day. The implied volatity was 23.01, the open interest changed by -4 which decreased total open position to 5780
On 6 Dec ONGC was trading at 260.05. The strike last trading price was 4.2, which was -0.30 lower than the previous day. The implied volatity was 21.79, the open interest changed by -65 which decreased total open position to 5786
On 5 Dec ONGC was trading at 261.30. The strike last trading price was 4.5, which was -0.60 lower than the previous day. The implied volatity was 20.33, the open interest changed by 1541 which increased total open position to 5850
On 4 Dec ONGC was trading at 260.70. The strike last trading price was 5.1, which was -0.80 lower than the previous day. The implied volatity was 23.10, the open interest changed by -4 which decreased total open position to 4309
On 3 Dec ONGC was trading at 262.35. The strike last trading price was 5.9, which was 1.35 higher than the previous day. The implied volatity was 23.31, the open interest changed by 74 which increased total open position to 4323
On 2 Dec ONGC was trading at 257.55. The strike last trading price was 4.55, which was -0.35 lower than the previous day. The implied volatity was 24.84, the open interest changed by 3586 which increased total open position to 4249
On 29 Nov ONGC was trading at 256.70. The strike last trading price was 4.9, which was 0.65 higher than the previous day. The implied volatity was 25.45, the open interest changed by 27 which increased total open position to 667
On 28 Nov ONGC was trading at 252.20. The strike last trading price was 4.25, which was -0.65 lower than the previous day. The implied volatity was 27.94, the open interest changed by 70 which increased total open position to 641
On 27 Nov ONGC was trading at 254.30. The strike last trading price was 4.9, which was -0.20 lower than the previous day. The implied volatity was 27.39, the open interest changed by 20 which increased total open position to 569
On 26 Nov ONGC was trading at 254.25. The strike last trading price was 5.1, which was -1.95 lower than the previous day. The implied volatity was 27.83, the open interest changed by 97 which increased total open position to 551
On 25 Nov ONGC was trading at 257.90. The strike last trading price was 7.05, which was 4.40 higher than the previous day. The implied volatity was 27.55, the open interest changed by 11 which increased total open position to 455
On 22 Nov ONGC was trading at 245.60. The strike last trading price was 2.65, which was 0.20 higher than the previous day. The implied volatity was 27.05, the open interest changed by -28 which decreased total open position to 416
On 21 Nov ONGC was trading at 242.15. The strike last trading price was 2.45, which was -1.00 lower than the previous day. The implied volatity was 28.76, the open interest changed by 26 which increased total open position to 445
On 20 Nov ONGC was trading at 248.00. The strike last trading price was 3.45, which was 0.00 lower than the previous day. The implied volatity was 26.21, the open interest changed by 419 which increased total open position to 419
On 19 Nov ONGC was trading at 248.00. The strike last trading price was 3.45, which was lower than the previous day. The implied volatity was 26.21, the open interest changed by 42 which increased total open position to 419
| ONGC 26DEC2024 264 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 237.10 | 21.1 | 0.35 | - | 5 | -1 | 360 |
| 19 Dec | 241.85 | 20.75 | 1.05 | - | 2 | 0 | 361 |
| 18 Dec | 244.15 | 19.7 | 3.15 | 29.65 | 32 | -4 | 364 |
| 17 Dec | 247.40 | 16.55 | 4.50 | 24.63 | 14 | -4 | 369 |
| 16 Dec | 251.80 | 12.05 | 2.80 | 19.17 | 58 | -11 | 374 |
| 13 Dec | 254.25 | 9.25 | -1.15 | 20.46 | 167 | -16 | 391 |
| 12 Dec | 254.05 | 10.4 | 2.15 | 22.61 | 234 | -31 | 407 |
| 11 Dec | 256.60 | 8.25 | -0.65 | 22.60 | 147 | -5 | 438 |
| 10 Dec | 256.90 | 8.9 | 1.75 | 24.28 | 330 | -113 | 503 |
| 9 Dec | 258.90 | 7.15 | 0.45 | 21.72 | 296 | -38 | 615 |
| 6 Dec | 260.05 | 6.7 | -0.15 | 22.17 | 645 | 10 | 658 |
| 5 Dec | 261.30 | 6.85 | -0.20 | 24.80 | 861 | 142 | 650 |
| 4 Dec | 260.70 | 7.05 | 0.05 | 24.03 | 817 | -7 | 514 |
| 3 Dec | 262.35 | 7 | -3.05 | 25.82 | 1,878 | 188 | 521 |
| 2 Dec | 257.55 | 10.05 | -0.45 | 28.27 | 668 | 98 | 332 |
| 29 Nov | 256.70 | 10.5 | -2.70 | 27.28 | 138 | 41 | 238 |
| 28 Nov | 252.20 | 13.2 | 0.35 | 27.81 | 163 | 42 | 198 |
| 27 Nov | 254.30 | 12.85 | -0.75 | 30.45 | 26 | 5 | 157 |
| 26 Nov | 254.25 | 13.6 | 2.60 | 32.34 | 41 | 3 | 151 |
| 25 Nov | 257.90 | 11 | -8.45 | 31.65 | 207 | 69 | 148 |
| 22 Nov | 245.60 | 19.45 | -2.20 | 30.00 | 7 | 2 | 81 |
| 21 Nov | 242.15 | 21.65 | 5.35 | 29.08 | 5 | 0 | 79 |
| 20 Nov | 248.00 | 16.3 | 0.00 | 24.73 | 26 | 79 | 77 |
| 19 Nov | 248.00 | 16.3 | 24.73 | 26 | 13 | 77 | |
For Oil And Natural Gas Corp. - strike price 264 expiring on 26DEC2024
Delta for 264 PE is -
Historical price for 264 PE is as follows
On 20 Dec ONGC was trading at 237.10. The strike last trading price was 21.1, which was 0.35 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 360
On 19 Dec ONGC was trading at 241.85. The strike last trading price was 20.75, which was 1.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 361
On 18 Dec ONGC was trading at 244.15. The strike last trading price was 19.7, which was 3.15 higher than the previous day. The implied volatity was 29.65, the open interest changed by -4 which decreased total open position to 364
On 17 Dec ONGC was trading at 247.40. The strike last trading price was 16.55, which was 4.50 higher than the previous day. The implied volatity was 24.63, the open interest changed by -4 which decreased total open position to 369
On 16 Dec ONGC was trading at 251.80. The strike last trading price was 12.05, which was 2.80 higher than the previous day. The implied volatity was 19.17, the open interest changed by -11 which decreased total open position to 374
On 13 Dec ONGC was trading at 254.25. The strike last trading price was 9.25, which was -1.15 lower than the previous day. The implied volatity was 20.46, the open interest changed by -16 which decreased total open position to 391
On 12 Dec ONGC was trading at 254.05. The strike last trading price was 10.4, which was 2.15 higher than the previous day. The implied volatity was 22.61, the open interest changed by -31 which decreased total open position to 407
On 11 Dec ONGC was trading at 256.60. The strike last trading price was 8.25, which was -0.65 lower than the previous day. The implied volatity was 22.60, the open interest changed by -5 which decreased total open position to 438
On 10 Dec ONGC was trading at 256.90. The strike last trading price was 8.9, which was 1.75 higher than the previous day. The implied volatity was 24.28, the open interest changed by -113 which decreased total open position to 503
On 9 Dec ONGC was trading at 258.90. The strike last trading price was 7.15, which was 0.45 higher than the previous day. The implied volatity was 21.72, the open interest changed by -38 which decreased total open position to 615
On 6 Dec ONGC was trading at 260.05. The strike last trading price was 6.7, which was -0.15 lower than the previous day. The implied volatity was 22.17, the open interest changed by 10 which increased total open position to 658
On 5 Dec ONGC was trading at 261.30. The strike last trading price was 6.85, which was -0.20 lower than the previous day. The implied volatity was 24.80, the open interest changed by 142 which increased total open position to 650
On 4 Dec ONGC was trading at 260.70. The strike last trading price was 7.05, which was 0.05 higher than the previous day. The implied volatity was 24.03, the open interest changed by -7 which decreased total open position to 514
On 3 Dec ONGC was trading at 262.35. The strike last trading price was 7, which was -3.05 lower than the previous day. The implied volatity was 25.82, the open interest changed by 188 which increased total open position to 521
On 2 Dec ONGC was trading at 257.55. The strike last trading price was 10.05, which was -0.45 lower than the previous day. The implied volatity was 28.27, the open interest changed by 98 which increased total open position to 332
On 29 Nov ONGC was trading at 256.70. The strike last trading price was 10.5, which was -2.70 lower than the previous day. The implied volatity was 27.28, the open interest changed by 41 which increased total open position to 238
On 28 Nov ONGC was trading at 252.20. The strike last trading price was 13.2, which was 0.35 higher than the previous day. The implied volatity was 27.81, the open interest changed by 42 which increased total open position to 198
On 27 Nov ONGC was trading at 254.30. The strike last trading price was 12.85, which was -0.75 lower than the previous day. The implied volatity was 30.45, the open interest changed by 5 which increased total open position to 157
On 26 Nov ONGC was trading at 254.25. The strike last trading price was 13.6, which was 2.60 higher than the previous day. The implied volatity was 32.34, the open interest changed by 3 which increased total open position to 151
On 25 Nov ONGC was trading at 257.90. The strike last trading price was 11, which was -8.45 lower than the previous day. The implied volatity was 31.65, the open interest changed by 69 which increased total open position to 148
On 22 Nov ONGC was trading at 245.60. The strike last trading price was 19.45, which was -2.20 lower than the previous day. The implied volatity was 30.00, the open interest changed by 2 which increased total open position to 81
On 21 Nov ONGC was trading at 242.15. The strike last trading price was 21.65, which was 5.35 higher than the previous day. The implied volatity was 29.08, the open interest changed by 0 which decreased total open position to 79
On 20 Nov ONGC was trading at 248.00. The strike last trading price was 16.3, which was 0.00 lower than the previous day. The implied volatity was 24.73, the open interest changed by 79 which increased total open position to 77
On 19 Nov ONGC was trading at 248.00. The strike last trading price was 16.3, which was lower than the previous day. The implied volatity was 24.73, the open interest changed by 13 which increased total open position to 77
