ONGC
Oil And Natural Gas Corp.
Historical option data for ONGC
21 Nov 2024 04:02 PM IST
| ONGC 28NOV2024 284 CE | ||||||||||
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Delta: 0.02
Vega: 0.01
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 | -0.05 | 52.10 | 467 | -128 | 1,351 | |||
| 20 Nov | 248.00 | 0.15 | 0.00 | 42.34 | 195 | 1,479 | 1,480 | |||
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| 19 Nov | 248.00 | 0.15 | 42.34 | 195 | -85 | 1,480 | ||||
For Oil And Natural Gas Corp. - strike price 284 expiring on 28NOV2024
Delta for 284 CE is 0.02
Historical price for 284 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 52.10, the open interest changed by -128 which decreased total open position to 1351
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 42.34, the open interest changed by 1479 which increased total open position to 1480
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 42.34, the open interest changed by -85 which decreased total open position to 1480
| ONGC 28NOV2024 284 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.98
Vega: 0.02
Theta: 0.01
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 242.15 | 41.25 | 5.55 | 54.96 | 11 | -6 | 770 |
| 20 Nov | 248.00 | 35.7 | 0.00 | 51.51 | 8 | 776 | 777 |
| 19 Nov | 248.00 | 35.7 | 51.51 | 8 | -7 | 777 | |
For Oil And Natural Gas Corp. - strike price 284 expiring on 28NOV2024
Delta for 284 PE is -0.98
Historical price for 284 PE is as follows
On 21 Nov ONGC was trading at 242.15. The strike last trading price was 41.25, which was 5.55 higher than the previous day. The implied volatity was 54.96, the open interest changed by -6 which decreased total open position to 770
On 20 Nov ONGC was trading at 248.00. The strike last trading price was 35.7, which was 0.00 lower than the previous day. The implied volatity was 51.51, the open interest changed by 776 which increased total open position to 777
On 19 Nov ONGC was trading at 248.00. The strike last trading price was 35.7, which was lower than the previous day. The implied volatity was 51.51, the open interest changed by -7 which decreased total open position to 777
