ONGC
Oil And Natural Gas Corp.
Historical option data for ONGC
03 Dec 2024 04:12 PM IST
| ONGC 26DEC2024 294 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.07
Vega: 0.09
Theta: -0.06
Gamma: 0.01
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 3 Dec | 262.35 | 0.6 | 0.05 | 29.14 | 625 | 34 | 941 | |||
| 2 Dec | 257.55 | 0.55 | -0.05 | 31.20 | 520 | -16 | 915 | |||
| 29 Nov | 256.70 | 0.6 | -0.05 | 30.34 | 421 | 42 | 951 | |||
| 28 Nov | 252.20 | 0.65 | -0.20 | 33.18 | 379 | 105 | 906 | |||
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| 27 Nov | 254.30 | 0.85 | -0.15 | 33.23 | 419 | -69 | 801 | |||
| 26 Nov | 254.25 | 1 | -0.35 | 34.19 | 419 | 19 | 870 | |||
| 25 Nov | 257.90 | 1.35 | 0.75 | 32.67 | 898 | 109 | 844 | |||
| 22 Nov | 245.60 | 0.6 | 0.05 | 34.32 | 150 | 27 | 762 | |||
| 21 Nov | 242.15 | 0.55 | -0.15 | 35.21 | 270 | 62 | 735 | |||
| 20 Nov | 248.00 | 0.7 | 0.00 | 32.13 | 316 | 673 | 678 | |||
| 19 Nov | 248.00 | 0.7 | 32.13 | 316 | 66 | 678 | ||||
For Oil And Natural Gas Corp. - strike price 294 expiring on 26DEC2024
Delta for 294 CE is 0.07
Historical price for 294 CE is as follows
On 3 Dec ONGC was trading at 262.35. The strike last trading price was 0.6, which was 0.05 higher than the previous day. The implied volatity was 29.14, the open interest changed by 34 which increased total open position to 941
On 2 Dec ONGC was trading at 257.55. The strike last trading price was 0.55, which was -0.05 lower than the previous day. The implied volatity was 31.20, the open interest changed by -16 which decreased total open position to 915
On 29 Nov ONGC was trading at 256.70. The strike last trading price was 0.6, which was -0.05 lower than the previous day. The implied volatity was 30.34, the open interest changed by 42 which increased total open position to 951
On 28 Nov ONGC was trading at 252.20. The strike last trading price was 0.65, which was -0.20 lower than the previous day. The implied volatity was 33.18, the open interest changed by 105 which increased total open position to 906
On 27 Nov ONGC was trading at 254.30. The strike last trading price was 0.85, which was -0.15 lower than the previous day. The implied volatity was 33.23, the open interest changed by -69 which decreased total open position to 801
On 26 Nov ONGC was trading at 254.25. The strike last trading price was 1, which was -0.35 lower than the previous day. The implied volatity was 34.19, the open interest changed by 19 which increased total open position to 870
On 25 Nov ONGC was trading at 257.90. The strike last trading price was 1.35, which was 0.75 higher than the previous day. The implied volatity was 32.67, the open interest changed by 109 which increased total open position to 844
On 22 Nov ONGC was trading at 245.60. The strike last trading price was 0.6, which was 0.05 higher than the previous day. The implied volatity was 34.32, the open interest changed by 27 which increased total open position to 762
On 21 Nov ONGC was trading at 242.15. The strike last trading price was 0.55, which was -0.15 lower than the previous day. The implied volatity was 35.21, the open interest changed by 62 which increased total open position to 735
On 20 Nov ONGC was trading at 248.00. The strike last trading price was 0.7, which was 0.00 lower than the previous day. The implied volatity was 32.13, the open interest changed by 673 which increased total open position to 678
On 19 Nov ONGC was trading at 248.00. The strike last trading price was 0.7, which was lower than the previous day. The implied volatity was 32.13, the open interest changed by 66 which increased total open position to 678
| ONGC 26DEC2024 294 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.92
Vega: 0.10
Theta: 0.01
Gamma: 0.01
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 3 Dec | 262.35 | 30.95 | -4.95 | 30.17 | 11 | -3 | 532 |
| 2 Dec | 257.55 | 35.9 | -0.25 | 39.78 | 14 | 6 | 539 |
| 29 Nov | 256.70 | 36.15 | -3.35 | 36.37 | 97 | -1 | 533 |
| 28 Nov | 252.20 | 39.5 | 1.00 | 34.21 | 24 | 19 | 534 |
| 27 Nov | 254.30 | 38.5 | -0.25 | 39.32 | 34 | 31 | 512 |
| 26 Nov | 254.25 | 38.75 | 3.60 | 38.76 | 108 | 105 | 480 |
| 25 Nov | 257.90 | 35.15 | -12.05 | 40.44 | 56 | 284 | 375 |
| 22 Nov | 245.60 | 47.2 | -2.50 | 41.48 | 260 | 248 | 339 |
| 21 Nov | 242.15 | 49.7 | 8.35 | 37.65 | 91 | 63 | 91 |
| 20 Nov | 248.00 | 41.35 | 0.00 | - | 6 | 28 | 27 |
| 19 Nov | 248.00 | 41.35 | - | 6 | 3 | 27 | |
For Oil And Natural Gas Corp. - strike price 294 expiring on 26DEC2024
Delta for 294 PE is -0.92
Historical price for 294 PE is as follows
On 3 Dec ONGC was trading at 262.35. The strike last trading price was 30.95, which was -4.95 lower than the previous day. The implied volatity was 30.17, the open interest changed by -3 which decreased total open position to 532
On 2 Dec ONGC was trading at 257.55. The strike last trading price was 35.9, which was -0.25 lower than the previous day. The implied volatity was 39.78, the open interest changed by 6 which increased total open position to 539
On 29 Nov ONGC was trading at 256.70. The strike last trading price was 36.15, which was -3.35 lower than the previous day. The implied volatity was 36.37, the open interest changed by -1 which decreased total open position to 533
On 28 Nov ONGC was trading at 252.20. The strike last trading price was 39.5, which was 1.00 higher than the previous day. The implied volatity was 34.21, the open interest changed by 19 which increased total open position to 534
On 27 Nov ONGC was trading at 254.30. The strike last trading price was 38.5, which was -0.25 lower than the previous day. The implied volatity was 39.32, the open interest changed by 31 which increased total open position to 512
On 26 Nov ONGC was trading at 254.25. The strike last trading price was 38.75, which was 3.60 higher than the previous day. The implied volatity was 38.76, the open interest changed by 105 which increased total open position to 480
On 25 Nov ONGC was trading at 257.90. The strike last trading price was 35.15, which was -12.05 lower than the previous day. The implied volatity was 40.44, the open interest changed by 284 which increased total open position to 375
On 22 Nov ONGC was trading at 245.60. The strike last trading price was 47.2, which was -2.50 lower than the previous day. The implied volatity was 41.48, the open interest changed by 248 which increased total open position to 339
On 21 Nov ONGC was trading at 242.15. The strike last trading price was 49.7, which was 8.35 higher than the previous day. The implied volatity was 37.65, the open interest changed by 63 which increased total open position to 91
On 20 Nov ONGC was trading at 248.00. The strike last trading price was 41.35, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 28 which increased total open position to 27
On 19 Nov ONGC was trading at 248.00. The strike last trading price was 41.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 27
