ONGC
Oil And Natural Gas Corp.
Historical option data for ONGC
21 Sep 2025 04:12 PM IST
| ONGC 30SEP2025 230 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 | 7.6 | 0.55 | - | 557 | 17 | 482 | |||||||||
| 14 Sept | 233.25 | 6.15 | -0.65 | 17.47 | 895 | 46 | 782 | |||||||||
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| 17 Aug | 236.94 | 11.05 | -1.3 | 14.65 | 6 | 3 | 42 | |||||||||
For Oil And Natural Gas Corp. - strike price 230 expiring on 30SEP2025
Delta for 230 CE is -
Historical price for 230 CE is as follows
On 21 Sept ONGC was trading at 236.69. The strike last trading price was 7.6, which was 0.55 higher than the previous day. The implied volatity was -, the open interest changed by 17 which increased total open position to 482
On 14 Sept ONGC was trading at 233.25. The strike last trading price was 6.15, which was -0.65 lower than the previous day. The implied volatity was 17.47, the open interest changed by 46 which increased total open position to 782
On 17 Aug ONGC was trading at 236.94. The strike last trading price was 11.05, which was -1.3 lower than the previous day. The implied volatity was 14.65, the open interest changed by 3 which increased total open position to 42
| ONGC 30SEP2025 230 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.12
Vega: 0.08
Theta: -0.05
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 236.69 | 0.4 | -0.2 | 16.56 | 788 | -56 | 979 |
| 14 Sept | 233.25 | 1.85 | 0 | 17.64 | 1,405 | 72 | 1,160 |
| 17 Aug | 236.94 | 3.45 | 0.7 | 21.83 | 53 | 22 | 149 |
For Oil And Natural Gas Corp. - strike price 230 expiring on 30SEP2025
Delta for 230 PE is -0.12
Historical price for 230 PE is as follows
On 21 Sept ONGC was trading at 236.69. The strike last trading price was 0.4, which was -0.2 lower than the previous day. The implied volatity was 16.56, the open interest changed by -56 which decreased total open position to 979
On 14 Sept ONGC was trading at 233.25. The strike last trading price was 1.85, which was 0 lower than the previous day. The implied volatity was 17.64, the open interest changed by 72 which increased total open position to 1160
On 17 Aug ONGC was trading at 236.94. The strike last trading price was 3.45, which was 0.7 higher than the previous day. The implied volatity was 21.83, the open interest changed by 22 which increased total open position to 149
