ONGC
Oil And Natural Gas Corp.
Historical option data for ONGC
21 Sep 2025 04:12 PM IST
| ONGC 30SEP2025 225 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 | 12.4 | 0.7 | - | 158 | -12 | 239 | |||||||||
| 14 Sept | 233.25 | 10.15 | -0.7 | 18.89 | 109 | -1 | 258 | |||||||||
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| 17 Aug | 236.94 | 13.6 | -3.6 | - | 1 | 1 | 2 | |||||||||
For Oil And Natural Gas Corp. - strike price 225 expiring on 30SEP2025
Delta for 225 CE is -
Historical price for 225 CE is as follows
On 21 Sept ONGC was trading at 236.69. The strike last trading price was 12.4, which was 0.7 higher than the previous day. The implied volatity was -, the open interest changed by -12 which decreased total open position to 239
On 14 Sept ONGC was trading at 233.25. The strike last trading price was 10.15, which was -0.7 lower than the previous day. The implied volatity was 18.89, the open interest changed by -1 which decreased total open position to 258
On 17 Aug ONGC was trading at 236.94. The strike last trading price was 13.6, which was -3.6 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 2
| ONGC 30SEP2025 225 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.06
Vega: 0.05
Theta: -0.04
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 236.69 | 0.2 | -0.05 | 20.33 | 109 | -16 | 455 |
| 14 Sept | 233.25 | 0.85 | -0.05 | 18.94 | 374 | -40 | 541 |
| 17 Aug | 236.94 | 2.2 | 0.4 | 22.19 | 45 | -4 | 69 |
For Oil And Natural Gas Corp. - strike price 225 expiring on 30SEP2025
Delta for 225 PE is -0.06
Historical price for 225 PE is as follows
On 21 Sept ONGC was trading at 236.69. The strike last trading price was 0.2, which was -0.05 lower than the previous day. The implied volatity was 20.33, the open interest changed by -16 which decreased total open position to 455
On 14 Sept ONGC was trading at 233.25. The strike last trading price was 0.85, which was -0.05 lower than the previous day. The implied volatity was 18.94, the open interest changed by -40 which decreased total open position to 541
On 17 Aug ONGC was trading at 236.94. The strike last trading price was 2.2, which was 0.4 higher than the previous day. The implied volatity was 22.19, the open interest changed by -4 which decreased total open position to 69
