ONGC
Oil And Natural Gas Corp.
Historical option data for ONGC
21 Nov 2024 04:12 PM IST
| ONGC 28NOV2024 269 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.02
Vega: 0.02
Theta: -0.05
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 242.15 | 0.1 | -0.10 | 36.43 | 1,348 | -5 | 12,704 | |||
| 20 Nov | 248.00 | 0.2 | 0.00 | 28.90 | 5,098 | 12,709 | 12,710 | |||
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| 19 Nov | 248.00 | 0.2 | 28.90 | 5,098 | 7 | 12,710 | ||||
For Oil And Natural Gas Corp. - strike price 269 expiring on 28NOV2024
Delta for 269 CE is 0.02
Historical price for 269 CE is as follows
On 21 Nov ONGC was trading at 242.15. The strike last trading price was 0.1, which was -0.10 lower than the previous day. The implied volatity was 36.43, the open interest changed by -5 which decreased total open position to 12704
On 20 Nov ONGC was trading at 248.00. The strike last trading price was 0.2, which was 0.00 lower than the previous day. The implied volatity was 28.90, the open interest changed by 12709 which increased total open position to 12710
On 19 Nov ONGC was trading at 248.00. The strike last trading price was 0.2, which was lower than the previous day. The implied volatity was 28.90, the open interest changed by 7 which increased total open position to 12710
| ONGC 28NOV2024 269 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.97
Vega: 0.02
Theta: 0.00
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 242.15 | 26.5 | 5.75 | 39.76 | 5 | -4 | 568 |
| 20 Nov | 248.00 | 20.75 | 0.00 | 35.38 | 34 | 572 | 572 |
| 19 Nov | 248.00 | 20.75 | 35.38 | 34 | -8 | 572 | |
For Oil And Natural Gas Corp. - strike price 269 expiring on 28NOV2024
Delta for 269 PE is -0.97
Historical price for 269 PE is as follows
On 21 Nov ONGC was trading at 242.15. The strike last trading price was 26.5, which was 5.75 higher than the previous day. The implied volatity was 39.76, the open interest changed by -4 which decreased total open position to 568
On 20 Nov ONGC was trading at 248.00. The strike last trading price was 20.75, which was 0.00 lower than the previous day. The implied volatity was 35.38, the open interest changed by 572 which increased total open position to 572
On 19 Nov ONGC was trading at 248.00. The strike last trading price was 20.75, which was lower than the previous day. The implied volatity was 35.38, the open interest changed by -8 which decreased total open position to 572
