ONGC
Oil And Natural Gas Corp.
Historical option data for ONGC
21 Nov 2024 04:12 PM IST
| ONGC 28NOV2024 264 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.04
Vega: 0.03
Theta: -0.08
Gamma: 0.01
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
|
|
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| 21 Nov | 242.15 | 0.2 | -0.35 | 34.67 | 3,820 | -208 | 7,976 | |||
| 20 Nov | 248.00 | 0.55 | 0.00 | 29.53 | 7,880 | 8,184 | 8,198 | |||
| 19 Nov | 248.00 | 0.55 | 29.53 | 7,880 | -131 | 8,198 | ||||
For Oil And Natural Gas Corp. - strike price 264 expiring on 28NOV2024
Delta for 264 CE is 0.04
Historical price for 264 CE is as follows
On 21 Nov ONGC was trading at 242.15. The strike last trading price was 0.2, which was -0.35 lower than the previous day. The implied volatity was 34.67, the open interest changed by -208 which decreased total open position to 7976
On 20 Nov ONGC was trading at 248.00. The strike last trading price was 0.55, which was 0.00 lower than the previous day. The implied volatity was 29.53, the open interest changed by 8184 which increased total open position to 8198
On 19 Nov ONGC was trading at 248.00. The strike last trading price was 0.55, which was lower than the previous day. The implied volatity was 29.53, the open interest changed by -131 which decreased total open position to 8198
| ONGC 28NOV2024 264 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.88
Vega: 0.07
Theta: -0.17
Gamma: 0.01
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 242.15 | 22.1 | 5.70 | 49.86 | 64 | -34 | 635 |
| 20 Nov | 248.00 | 16.4 | 0.00 | 36.28 | 324 | 669 | 670 |
| 19 Nov | 248.00 | 16.4 | 36.28 | 324 | -87 | 670 | |
For Oil And Natural Gas Corp. - strike price 264 expiring on 28NOV2024
Delta for 264 PE is -0.88
Historical price for 264 PE is as follows
On 21 Nov ONGC was trading at 242.15. The strike last trading price was 22.1, which was 5.70 higher than the previous day. The implied volatity was 49.86, the open interest changed by -34 which decreased total open position to 635
On 20 Nov ONGC was trading at 248.00. The strike last trading price was 16.4, which was 0.00 lower than the previous day. The implied volatity was 36.28, the open interest changed by 669 which increased total open position to 670
On 19 Nov ONGC was trading at 248.00. The strike last trading price was 16.4, which was lower than the previous day. The implied volatity was 36.28, the open interest changed by -87 which decreased total open position to 670
