ONGC
Oil And Natural Gas Corp.
Historical option data for ONGC
21 Nov 2024 04:02 PM IST
| ONGC 28NOV2024 279 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.02
Vega: 0.01
Theta: -0.05
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 242.15 | 0.1 | -0.05 | 47.08 | 152 | -32 | 632 | |||
|
|
||||||||||
| 20 Nov | 248.00 | 0.15 | 0.00 | 37.52 | 135 | 664 | 691 | |||
| 19 Nov | 248.00 | 0.15 | 37.52 | 135 | -9 | 691 | ||||
For Oil And Natural Gas Corp. - strike price 279 expiring on 28NOV2024
Delta for 279 CE is 0.02
Historical price for 279 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 47.08, the open interest changed by -32 which decreased total open position to 632
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 37.52, the open interest changed by 664 which increased total open position to 691
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 37.52, the open interest changed by -9 which decreased total open position to 691
| ONGC 28NOV2024 279 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 242.15 | 31.5 | 0.00 | 0.00 | 0 | 137 | 0 |
| 20 Nov | 248.00 | 31.5 | 0.00 | 0.00 | 0 | 137 | 0 |
| 19 Nov | 248.00 | 31.5 | 0.00 | 0 | 0 | 0 | |
For Oil And Natural Gas Corp. - strike price 279 expiring on 28NOV2024
Delta for 279 PE is 0.00
Historical price for 279 PE is as follows
On 21 Nov ONGC was trading at 242.15. The strike last trading price was 31.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 137 which increased total open position to 0
On 20 Nov ONGC was trading at 248.00. The strike last trading price was 31.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 137 which increased total open position to 0
On 19 Nov ONGC was trading at 248.00. The strike last trading price was 31.5, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
