ONGC
Oil And Natural Gas Corp.
Historical option data for ONGC
21 Sep 2025 04:12 PM IST
| ONGC 30SEP2025 235 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.75
Vega: 0.13
Theta: -0.11
Gamma: 0.07
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 236.69 | 3.5 | 0.35 | 10.44 | 4,043 | -79 | 5,155 | |||||||||
| 14 Sept | 233.25 | 3.15 | -0.55 | 16.74 | 3,483 | 213 | 2,069 | |||||||||
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| 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 0.75
Historical price for 235 CE is as follows
On 21 Sept ONGC was trading at 236.69. The strike last trading price was 3.5, which was 0.35 higher than the previous day. The implied volatity was 10.44, the open interest changed by -79 which decreased total open position to 5155
On 14 Sept ONGC was trading at 233.25. The strike last trading price was 3.15, which was -0.55 lower than the previous day. The implied volatity was 16.74, the open interest changed by 213 which increased total open position to 2069
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: -0.32
Vega: 0.15
Theta: -0.08
Gamma: 0.06
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 236.69 | 1.35 | -0.4 | 15.47 | 2,563 | 20 | 1,495 |
| 14 Sept | 233.25 | 3.85 | 0.15 | 17.01 | 1,207 | 68 | 1,575 |
| 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 -0.32
Historical price for 235 PE is as follows
On 21 Sept ONGC was trading at 236.69. The strike last trading price was 1.35, which was -0.4 lower than the previous day. The implied volatity was 15.47, the open interest changed by 20 which increased total open position to 1495
On 14 Sept ONGC was trading at 233.25. The strike last trading price was 3.85, which was 0.15 higher than the previous day. The implied volatity was 17.01, the open interest changed by 68 which increased total open position to 1575
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
