ONGC
Oil And Natural Gas Corp.
Historical option data for ONGC
17 Aug 2025 12:56 AM IST
| ONGC 30SEP2025 235 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.66
Vega: 0.31
Theta: -0.09
Gamma: 0.03
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
|
|
||||||||||||||||
| 17 Aug | 236.94 | 7.6 | -1.4 | 14.58 | 29 | 4 | 44 | |||||||||
For Oil And Natural Gas Corp. - strike price 235 expiring on 30SEP2025
Delta for 235 CE is 0.66
Historical price for 235 CE is as follows
On 17 Aug ONGC was trading at 236.94. The strike last trading price was 7.6, which was -1.4 lower than the previous day. The implied volatity was 14.58, the open interest changed by 4 which increased total open position to 44
| ONGC 30SEP2025 235 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.39
Vega: 0.33
Theta: -0.05
Gamma: 0.02
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 17 Aug | 236.94 | 5.5 | 0.8 | 22.73 | 32 | 23 | 86 |
For Oil And Natural Gas Corp. - strike price 235 expiring on 30SEP2025
Delta for 235 PE is -0.39
Historical price for 235 PE is as follows
On 17 Aug ONGC was trading at 236.94. The strike last trading price was 5.5, which was 0.8 higher than the previous day. The implied volatity was 22.73, the open interest changed by 23 which increased total open position to 86
