ONGC
Oil And Natural Gas Corp.
Historical option data for ONGC
21 Nov 2024 04:12 PM IST
| ONGC 28NOV2024 274 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.02
Vega: 0.02
Theta: -0.05
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 242.15 | 0.1 | -0.05 | 41.83 | 1,276 | -497 | 5,860 | |||
| 20 Nov | 248.00 | 0.15 | 0.00 | 32.65 | 2,247 | 6,357 | 6,369 | |||
|
|
||||||||||
| 19 Nov | 248.00 | 0.15 | 32.65 | 2,247 | 175 | 6,369 | ||||
For Oil And Natural Gas Corp. - strike price 274 expiring on 28NOV2024
Delta for 274 CE is 0.02
Historical price for 274 CE is as follows
On 21 Nov ONGC was trading at 242.15. The strike last trading price was 0.1, which was -0.05 lower than the previous day. The implied volatity was 41.83, the open interest changed by -497 which decreased total open position to 5860
On 20 Nov ONGC was trading at 248.00. The strike last trading price was 0.15, which was 0.00 lower than the previous day. The implied volatity was 32.65, the open interest changed by 6357 which increased total open position to 6369
On 19 Nov ONGC was trading at 248.00. The strike last trading price was 0.15, which was lower than the previous day. The implied volatity was 32.65, the open interest changed by 175 which increased total open position to 6369
| ONGC 28NOV2024 274 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.97
Vega: 0.02
Theta: -0.00
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 242.15 | 31.3 | 5.25 | 45.70 | 8 | -3 | 350 |
| 20 Nov | 248.00 | 26.05 | 0.00 | 45.92 | 23 | 353 | 354 |
| 19 Nov | 248.00 | 26.05 | 45.92 | 23 | -13 | 354 | |
For Oil And Natural Gas Corp. - strike price 274 expiring on 28NOV2024
Delta for 274 PE is -0.97
Historical price for 274 PE is as follows
On 21 Nov ONGC was trading at 242.15. The strike last trading price was 31.3, which was 5.25 higher than the previous day. The implied volatity was 45.70, the open interest changed by -3 which decreased total open position to 350
On 20 Nov ONGC was trading at 248.00. The strike last trading price was 26.05, which was 0.00 lower than the previous day. The implied volatity was 45.92, the open interest changed by 353 which increased total open position to 354
On 19 Nov ONGC was trading at 248.00. The strike last trading price was 26.05, which was lower than the previous day. The implied volatity was 45.92, the open interest changed by -13 which decreased total open position to 354
