ONGC
Oil And Natural Gas Corp.
Historical option data for ONGC
21 Sep 2025 04:12 PM IST
| ONGC 30SEP2025 215 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 236.69 | 22 | -0.95 | - | 1 | 0 | 70 | |||||||||
| 14 Sept | 233.25 | 19.55 | -0.45 | 24.49 | 8 | 0 | 74 | |||||||||
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| 17 Aug | 236.94 | 31.85 | 0 | - | 0 | 0 | 0 | |||||||||
For Oil And Natural Gas Corp. - strike price 215 expiring on 30SEP2025
Delta for 215 CE is -
Historical price for 215 CE is as follows
On 21 Sept ONGC was trading at 236.69. The strike last trading price was 22, which was -0.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 70
On 14 Sept ONGC was trading at 233.25. The strike last trading price was 19.55, which was -0.45 lower than the previous day. The implied volatity was 24.49, the open interest changed by 0 which decreased total open position to 74
On 17 Aug ONGC was trading at 236.94. The strike last trading price was 31.85, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| ONGC 30SEP2025 215 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.02
Vega: 0.02
Theta: -0.03
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 236.69 | 0.1 | 0 | 29.30 | 19 | -3 | 174 |
| 14 Sept | 233.25 | 0.3 | 0 | 24.57 | 10 | 0 | 165 |
| 17 Aug | 236.94 | 3.7 | 0 | 8.59 | 0 | 0 | 0 |
For Oil And Natural Gas Corp. - strike price 215 expiring on 30SEP2025
Delta for 215 PE is -0.02
Historical price for 215 PE is as follows
On 21 Sept ONGC was trading at 236.69. The strike last trading price was 0.1, which was 0 lower than the previous day. The implied volatity was 29.30, the open interest changed by -3 which decreased total open position to 174
On 14 Sept ONGC was trading at 233.25. The strike last trading price was 0.3, which was 0 lower than the previous day. The implied volatity was 24.57, the open interest changed by 0 which decreased total open position to 165
On 17 Aug ONGC was trading at 236.94. The strike last trading price was 3.7, which was 0 lower than the previous day. The implied volatity was 8.59, the open interest changed by 0 which decreased total open position to 0
