ONGC
Oil And Natural Gas Corp.
Historical option data for ONGC
21 Sep 2025 04:12 PM IST
| ONGC 30SEP2025 220 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 | 16.6 | 0.35 | - | 12 | 3 | 103 | |||||||||
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| 14 Sept | 233.25 | 14.85 | -0.6 | 22.66 | 133 | -25 | 135 | |||||||||
| 17 Aug | 236.94 | 35.4 | 0 | - | 0 | 0 | 0 | |||||||||
For Oil And Natural Gas Corp. - strike price 220 expiring on 30SEP2025
Delta for 220 CE is -
Historical price for 220 CE is as follows
On 21 Sept ONGC was trading at 236.69. The strike last trading price was 16.6, which was 0.35 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 103
On 14 Sept ONGC was trading at 233.25. The strike last trading price was 14.85, which was -0.6 lower than the previous day. The implied volatity was 22.66, the open interest changed by -25 which decreased total open position to 135
On 17 Aug ONGC was trading at 236.94. The strike last trading price was 35.4, 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 220 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.04
Vega: 0.03
Theta: -0.03
Gamma: 0.01
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 236.69 | 0.15 | 0 | 25.04 | 60 | -24 | 434 |
| 14 Sept | 233.25 | 0.5 | 0 | 21.89 | 152 | 6 | 442 |
| 17 Aug | 236.94 | 1.45 | 0.25 | 23.00 | 11 | 3 | 158 |
For Oil And Natural Gas Corp. - strike price 220 expiring on 30SEP2025
Delta for 220 PE is -0.04
Historical price for 220 PE is as follows
On 21 Sept ONGC was trading at 236.69. The strike last trading price was 0.15, which was 0 lower than the previous day. The implied volatity was 25.04, the open interest changed by -24 which decreased total open position to 434
On 14 Sept ONGC was trading at 233.25. The strike last trading price was 0.5, which was 0 lower than the previous day. The implied volatity was 21.89, the open interest changed by 6 which increased total open position to 442
On 17 Aug ONGC was trading at 236.94. The strike last trading price was 1.45, which was 0.25 higher than the previous day. The implied volatity was 23.00, the open interest changed by 3 which increased total open position to 158
