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[--[65.84.65.76]--]
ONGC
Oil And Natural Gas Corp.

237.1 -4.75 (-1.96%)

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Historical option data for ONGC

20 Dec 2024 04:12 PM IST
ONGC 26DEC2024 269 CE
Delta: 0.02
Vega: 0.01
Theta: -0.06
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
20 Dec 237.10 0.1 -0.15 45.96 325 1 1,585
19 Dec 241.85 0.25 -0.05 42.77 51 -16 1,584
18 Dec 244.15 0.3 -0.10 39.04 194 -16 1,631
17 Dec 247.40 0.4 -0.15 34.86 600 -141 1,650
16 Dec 251.80 0.55 -0.15 29.49 701 23 1,798
13 Dec 254.25 0.7 -0.10 22.94 1,246 -68 1,777
12 Dec 254.05 0.8 -0.35 24.21 1,253 124 1,841
11 Dec 256.60 1.15 -0.20 22.23 940 100 1,719
10 Dec 256.90 1.35 -0.65 23.25 1,316 65 1,615
9 Dec 258.90 2 -0.55 23.55 831 148 1,551
6 Dec 260.05 2.55 -0.25 22.19 1,095 -12 1,405
5 Dec 261.30 2.8 -0.55 21.11 1,661 180 1,415
4 Dec 260.70 3.35 -0.60 23.67 2,238 776 1,240
3 Dec 262.35 3.95 0.90 23.73 1,969 78 474
2 Dec 257.55 3.05 -0.40 25.32 1,276 94 400
29 Nov 256.70 3.45 0.55 26.12 503 67 313
28 Nov 252.20 2.9 -0.60 27.92 597 101 247
27 Nov 254.30 3.5 -0.30 27.81 120 22 148
26 Nov 254.25 3.8 -1.30 28.69 117 48 124
25 Nov 257.90 5.1 3.15 27.44 291 -8 77
22 Nov 245.60 1.95 0.10 27.99 47 2 87
21 Nov 242.15 1.85 -0.70 29.77 52 1 85
20 Nov 248.00 2.55 0.00 27.00 178 84 83
19 Nov 248.00 2.55 27.00 178 64 83


For Oil And Natural Gas Corp. - strike price 269 expiring on 26DEC2024

Delta for 269 CE is 0.02

Historical price for 269 CE is as follows

On 20 Dec ONGC was trading at 237.10. The strike last trading price was 0.1, which was -0.15 lower than the previous day. The implied volatity was 45.96, the open interest changed by 1 which increased total open position to 1585


On 19 Dec ONGC was trading at 241.85. The strike last trading price was 0.25, which was -0.05 lower than the previous day. The implied volatity was 42.77, the open interest changed by -16 which decreased total open position to 1584


On 18 Dec ONGC was trading at 244.15. The strike last trading price was 0.3, which was -0.10 lower than the previous day. The implied volatity was 39.04, the open interest changed by -16 which decreased total open position to 1631


On 17 Dec ONGC was trading at 247.40. The strike last trading price was 0.4, which was -0.15 lower than the previous day. The implied volatity was 34.86, the open interest changed by -141 which decreased total open position to 1650


On 16 Dec ONGC was trading at 251.80. The strike last trading price was 0.55, which was -0.15 lower than the previous day. The implied volatity was 29.49, the open interest changed by 23 which increased total open position to 1798


On 13 Dec ONGC was trading at 254.25. The strike last trading price was 0.7, which was -0.10 lower than the previous day. The implied volatity was 22.94, the open interest changed by -68 which decreased total open position to 1777


On 12 Dec ONGC was trading at 254.05. The strike last trading price was 0.8, which was -0.35 lower than the previous day. The implied volatity was 24.21, the open interest changed by 124 which increased total open position to 1841


On 11 Dec ONGC was trading at 256.60. The strike last trading price was 1.15, which was -0.20 lower than the previous day. The implied volatity was 22.23, the open interest changed by 100 which increased total open position to 1719


On 10 Dec ONGC was trading at 256.90. The strike last trading price was 1.35, which was -0.65 lower than the previous day. The implied volatity was 23.25, the open interest changed by 65 which increased total open position to 1615


On 9 Dec ONGC was trading at 258.90. The strike last trading price was 2, which was -0.55 lower than the previous day. The implied volatity was 23.55, the open interest changed by 148 which increased total open position to 1551


On 6 Dec ONGC was trading at 260.05. The strike last trading price was 2.55, which was -0.25 lower than the previous day. The implied volatity was 22.19, the open interest changed by -12 which decreased total open position to 1405


On 5 Dec ONGC was trading at 261.30. The strike last trading price was 2.8, which was -0.55 lower than the previous day. The implied volatity was 21.11, the open interest changed by 180 which increased total open position to 1415


On 4 Dec ONGC was trading at 260.70. The strike last trading price was 3.35, which was -0.60 lower than the previous day. The implied volatity was 23.67, the open interest changed by 776 which increased total open position to 1240


On 3 Dec ONGC was trading at 262.35. The strike last trading price was 3.95, which was 0.90 higher than the previous day. The implied volatity was 23.73, the open interest changed by 78 which increased total open position to 474


On 2 Dec ONGC was trading at 257.55. The strike last trading price was 3.05, which was -0.40 lower than the previous day. The implied volatity was 25.32, the open interest changed by 94 which increased total open position to 400


On 29 Nov ONGC was trading at 256.70. The strike last trading price was 3.45, which was 0.55 higher than the previous day. The implied volatity was 26.12, the open interest changed by 67 which increased total open position to 313


On 28 Nov ONGC was trading at 252.20. The strike last trading price was 2.9, which was -0.60 lower than the previous day. The implied volatity was 27.92, the open interest changed by 101 which increased total open position to 247


On 27 Nov ONGC was trading at 254.30. The strike last trading price was 3.5, which was -0.30 lower than the previous day. The implied volatity was 27.81, the open interest changed by 22 which increased total open position to 148


On 26 Nov ONGC was trading at 254.25. The strike last trading price was 3.8, which was -1.30 lower than the previous day. The implied volatity was 28.69, the open interest changed by 48 which increased total open position to 124


On 25 Nov ONGC was trading at 257.90. The strike last trading price was 5.1, which was 3.15 higher than the previous day. The implied volatity was 27.44, the open interest changed by -8 which decreased total open position to 77


On 22 Nov ONGC was trading at 245.60. The strike last trading price was 1.95, which was 0.10 higher than the previous day. The implied volatity was 27.99, the open interest changed by 2 which increased total open position to 87


On 21 Nov ONGC was trading at 242.15. The strike last trading price was 1.85, which was -0.70 lower than the previous day. The implied volatity was 29.77, the open interest changed by 1 which increased total open position to 85


On 20 Nov ONGC was trading at 248.00. The strike last trading price was 2.55, which was 0.00 lower than the previous day. The implied volatity was 27.00, the open interest changed by 84 which increased total open position to 83


On 19 Nov ONGC was trading at 248.00. The strike last trading price was 2.55, which was lower than the previous day. The implied volatity was 27.00, the open interest changed by 64 which increased total open position to 83


ONGC 26DEC2024 269 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
20 Dec 237.10 31.75 10.20 - 15 -3 150
19 Dec 241.85 21.55 0.00 0.00 0 0 0
18 Dec 244.15 21.55 0.00 0.00 0 -11 0
17 Dec 247.40 21.55 4.85 30.60 23 -11 153
16 Dec 251.80 16.7 2.15 - 36 -23 165
13 Dec 254.25 14.55 0.85 29.76 43 -8 188
12 Dec 254.05 13.7 0.85 - 3 -1 197
11 Dec 256.60 12.85 -0.10 27.85 73 17 199
10 Dec 256.90 12.95 1.80 26.29 7 -1 182
9 Dec 258.90 11.15 1.05 24.37 56 -7 183
6 Dec 260.05 10.1 0.00 22.98 157 -8 190
5 Dec 261.30 10.1 -0.15 25.83 181 38 196
4 Dec 260.70 10.25 0.05 24.59 198 7 160
3 Dec 262.35 10.2 -3.40 27.07 288 6 157
2 Dec 257.55 13.6 -0.65 29.43 177 34 154
29 Nov 256.70 14.25 -2.80 29.07 58 29 119
28 Nov 252.20 17.05 0.70 28.82 50 13 91
27 Nov 254.30 16.35 -0.75 30.92 17 7 77
26 Nov 254.25 17.1 2.95 32.95 10 0 70
25 Nov 257.90 14.15 -8.85 32.21 127 67 70
22 Nov 245.60 23 5.45 27.96 2 1 4
21 Nov 242.15 17.55 0.00 0.00 0 3 0
20 Nov 248.00 17.55 0.00 - 2 3 3
19 Nov 248.00 17.55 - 2 0 3


For Oil And Natural Gas Corp. - strike price 269 expiring on 26DEC2024

Delta for 269 PE is -

Historical price for 269 PE is as follows

On 20 Dec ONGC was trading at 237.10. The strike last trading price was 31.75, which was 10.20 higher than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 150


On 19 Dec ONGC was trading at 241.85. The strike last trading price was 21.55, which was 0.00 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 Dec ONGC was trading at 244.15. The strike last trading price was 21.55, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -11 which decreased total open position to 0


On 17 Dec ONGC was trading at 247.40. The strike last trading price was 21.55, which was 4.85 higher than the previous day. The implied volatity was 30.60, the open interest changed by -11 which decreased total open position to 153


On 16 Dec ONGC was trading at 251.80. The strike last trading price was 16.7, which was 2.15 higher than the previous day. The implied volatity was -, the open interest changed by -23 which decreased total open position to 165


On 13 Dec ONGC was trading at 254.25. The strike last trading price was 14.55, which was 0.85 higher than the previous day. The implied volatity was 29.76, the open interest changed by -8 which decreased total open position to 188


On 12 Dec ONGC was trading at 254.05. The strike last trading price was 13.7, which was 0.85 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 197


On 11 Dec ONGC was trading at 256.60. The strike last trading price was 12.85, which was -0.10 lower than the previous day. The implied volatity was 27.85, the open interest changed by 17 which increased total open position to 199


On 10 Dec ONGC was trading at 256.90. The strike last trading price was 12.95, which was 1.80 higher than the previous day. The implied volatity was 26.29, the open interest changed by -1 which decreased total open position to 182


On 9 Dec ONGC was trading at 258.90. The strike last trading price was 11.15, which was 1.05 higher than the previous day. The implied volatity was 24.37, the open interest changed by -7 which decreased total open position to 183


On 6 Dec ONGC was trading at 260.05. The strike last trading price was 10.1, which was 0.00 lower than the previous day. The implied volatity was 22.98, the open interest changed by -8 which decreased total open position to 190


On 5 Dec ONGC was trading at 261.30. The strike last trading price was 10.1, which was -0.15 lower than the previous day. The implied volatity was 25.83, the open interest changed by 38 which increased total open position to 196


On 4 Dec ONGC was trading at 260.70. The strike last trading price was 10.25, which was 0.05 higher than the previous day. The implied volatity was 24.59, the open interest changed by 7 which increased total open position to 160


On 3 Dec ONGC was trading at 262.35. The strike last trading price was 10.2, which was -3.40 lower than the previous day. The implied volatity was 27.07, the open interest changed by 6 which increased total open position to 157


On 2 Dec ONGC was trading at 257.55. The strike last trading price was 13.6, which was -0.65 lower than the previous day. The implied volatity was 29.43, the open interest changed by 34 which increased total open position to 154


On 29 Nov ONGC was trading at 256.70. The strike last trading price was 14.25, which was -2.80 lower than the previous day. The implied volatity was 29.07, the open interest changed by 29 which increased total open position to 119


On 28 Nov ONGC was trading at 252.20. The strike last trading price was 17.05, which was 0.70 higher than the previous day. The implied volatity was 28.82, the open interest changed by 13 which increased total open position to 91


On 27 Nov ONGC was trading at 254.30. The strike last trading price was 16.35, which was -0.75 lower than the previous day. The implied volatity was 30.92, the open interest changed by 7 which increased total open position to 77


On 26 Nov ONGC was trading at 254.25. The strike last trading price was 17.1, which was 2.95 higher than the previous day. The implied volatity was 32.95, the open interest changed by 0 which decreased total open position to 70


On 25 Nov ONGC was trading at 257.90. The strike last trading price was 14.15, which was -8.85 lower than the previous day. The implied volatity was 32.21, the open interest changed by 67 which increased total open position to 70


On 22 Nov ONGC was trading at 245.60. The strike last trading price was 23, which was 5.45 higher than the previous day. The implied volatity was 27.96, the open interest changed by 1 which increased total open position to 4


On 21 Nov ONGC was trading at 242.15. The strike last trading price was 17.55, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0


On 20 Nov ONGC was trading at 248.00. The strike last trading price was 17.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 3


On 19 Nov ONGC was trading at 248.00. The strike last trading price was 17.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3