ONGC
Oil And Natural Gas Corp.
Historical option data for ONGC
03 Dec 2024 04:12 PM IST
| ONGC 26DEC2024 274 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.27
Vega: 0.22
Theta: -0.13
Gamma: 0.02
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
|
|
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| 3 Dec | 262.35 | 2.6 | 0.55 | 24.37 | 1,575 | -28 | 633 | |||
| 2 Dec | 257.55 | 2.05 | -0.15 | 26.09 | 1,842 | 82 | 670 | |||
| 29 Nov | 256.70 | 2.2 | 0.20 | 25.85 | 523 | 11 | 606 | |||
| 28 Nov | 252.20 | 2 | -0.50 | 28.35 | 969 | 138 | 595 | |||
| 27 Nov | 254.30 | 2.5 | -0.30 | 28.43 | 173 | 27 | 457 | |||
| 26 Nov | 254.25 | 2.8 | -1.05 | 29.45 | 180 | 45 | 430 | |||
| 25 Nov | 257.90 | 3.85 | 2.40 | 28.39 | 837 | 94 | 382 | |||
| 22 Nov | 245.60 | 1.45 | 0.05 | 28.98 | 192 | 62 | 350 | |||
| 21 Nov | 242.15 | 1.4 | -0.50 | 30.74 | 255 | 5 | 287 | |||
| 20 Nov | 248.00 | 1.9 | 0.00 | 27.87 | 274 | 282 | 279 | |||
| 19 Nov | 248.00 | 1.9 | 27.87 | 274 | 61 | 279 | ||||
For Oil And Natural Gas Corp. - strike price 274 expiring on 26DEC2024
Delta for 274 CE is 0.27
Historical price for 274 CE is as follows
On 3 Dec ONGC was trading at 262.35. The strike last trading price was 2.6, which was 0.55 higher than the previous day. The implied volatity was 24.37, the open interest changed by -28 which decreased total open position to 633
On 2 Dec ONGC was trading at 257.55. The strike last trading price was 2.05, which was -0.15 lower than the previous day. The implied volatity was 26.09, the open interest changed by 82 which increased total open position to 670
On 29 Nov ONGC was trading at 256.70. The strike last trading price was 2.2, which was 0.20 higher than the previous day. The implied volatity was 25.85, the open interest changed by 11 which increased total open position to 606
On 28 Nov ONGC was trading at 252.20. The strike last trading price was 2, which was -0.50 lower than the previous day. The implied volatity was 28.35, the open interest changed by 138 which increased total open position to 595
On 27 Nov ONGC was trading at 254.30. The strike last trading price was 2.5, which was -0.30 lower than the previous day. The implied volatity was 28.43, the open interest changed by 27 which increased total open position to 457
On 26 Nov ONGC was trading at 254.25. The strike last trading price was 2.8, which was -1.05 lower than the previous day. The implied volatity was 29.45, the open interest changed by 45 which increased total open position to 430
On 25 Nov ONGC was trading at 257.90. The strike last trading price was 3.85, which was 2.40 higher than the previous day. The implied volatity was 28.39, the open interest changed by 94 which increased total open position to 382
On 22 Nov ONGC was trading at 245.60. The strike last trading price was 1.45, which was 0.05 higher than the previous day. The implied volatity was 28.98, the open interest changed by 62 which increased total open position to 350
On 21 Nov ONGC was trading at 242.15. The strike last trading price was 1.4, which was -0.50 lower than the previous day. The implied volatity was 30.74, the open interest changed by 5 which increased total open position to 287
On 20 Nov ONGC was trading at 248.00. The strike last trading price was 1.9, which was 0.00 lower than the previous day. The implied volatity was 27.87, the open interest changed by 282 which increased total open position to 279
On 19 Nov ONGC was trading at 248.00. The strike last trading price was 1.9, which was lower than the previous day. The implied volatity was 27.87, the open interest changed by 61 which increased total open position to 279
| ONGC 26DEC2024 274 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.72
Vega: 0.22
Theta: -0.07
Gamma: 0.02
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 3 Dec | 262.35 | 13.25 | -4.25 | 25.60 | 258 | 24 | 243 |
| 2 Dec | 257.55 | 17.5 | -0.65 | 30.51 | 101 | 3 | 219 |
| 29 Nov | 256.70 | 18.15 | -3.10 | 30.10 | 65 | 24 | 214 |
| 28 Nov | 252.20 | 21.25 | 0.40 | 30.11 | 66 | 42 | 187 |
| 27 Nov | 254.30 | 20.85 | -0.20 | 34.27 | 27 | 19 | 143 |
| 26 Nov | 254.25 | 21.05 | 3.25 | 34.15 | 10 | 3 | 123 |
| 25 Nov | 257.90 | 17.8 | -9.45 | 33.31 | 93 | 75 | 120 |
| 22 Nov | 245.60 | 27.25 | -2.05 | 27.67 | 28 | 25 | 70 |
| 21 Nov | 242.15 | 29.3 | 4.55 | 20.84 | 6 | 4 | 43 |
| 20 Nov | 248.00 | 24.75 | 0.00 | 26.39 | 4 | 39 | 38 |
| 19 Nov | 248.00 | 24.75 | 26.39 | 4 | 2 | 38 | |
For Oil And Natural Gas Corp. - strike price 274 expiring on 26DEC2024
Delta for 274 PE is -0.72
Historical price for 274 PE is as follows
On 3 Dec ONGC was trading at 262.35. The strike last trading price was 13.25, which was -4.25 lower than the previous day. The implied volatity was 25.60, the open interest changed by 24 which increased total open position to 243
On 2 Dec ONGC was trading at 257.55. The strike last trading price was 17.5, which was -0.65 lower than the previous day. The implied volatity was 30.51, the open interest changed by 3 which increased total open position to 219
On 29 Nov ONGC was trading at 256.70. The strike last trading price was 18.15, which was -3.10 lower than the previous day. The implied volatity was 30.10, the open interest changed by 24 which increased total open position to 214
On 28 Nov ONGC was trading at 252.20. The strike last trading price was 21.25, which was 0.40 higher than the previous day. The implied volatity was 30.11, the open interest changed by 42 which increased total open position to 187
On 27 Nov ONGC was trading at 254.30. The strike last trading price was 20.85, which was -0.20 lower than the previous day. The implied volatity was 34.27, the open interest changed by 19 which increased total open position to 143
On 26 Nov ONGC was trading at 254.25. The strike last trading price was 21.05, which was 3.25 higher than the previous day. The implied volatity was 34.15, the open interest changed by 3 which increased total open position to 123
On 25 Nov ONGC was trading at 257.90. The strike last trading price was 17.8, which was -9.45 lower than the previous day. The implied volatity was 33.31, the open interest changed by 75 which increased total open position to 120
On 22 Nov ONGC was trading at 245.60. The strike last trading price was 27.25, which was -2.05 lower than the previous day. The implied volatity was 27.67, the open interest changed by 25 which increased total open position to 70
On 21 Nov ONGC was trading at 242.15. The strike last trading price was 29.3, which was 4.55 higher than the previous day. The implied volatity was 20.84, the open interest changed by 4 which increased total open position to 43
On 20 Nov ONGC was trading at 248.00. The strike last trading price was 24.75, which was 0.00 lower than the previous day. The implied volatity was 26.39, the open interest changed by 39 which increased total open position to 38
On 19 Nov ONGC was trading at 248.00. The strike last trading price was 24.75, which was lower than the previous day. The implied volatity was 26.39, the open interest changed by 2 which increased total open position to 38
