ONGC
Oil And Natural Gas Corp.
Historical option data for ONGC
21 Sep 2025 04:12 PM IST
| ONGC 28OCT2025 240 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.50
Vega: 0.31
Theta: -0.10
Gamma: 0.03
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
|
|
||||||||||||||||
| 21 Sept | 236.69 | 5.3 | 0.55 | 17.61 | 642 | 246 | 516 | |||||||||
| 14 Sept | 233.25 | 4.4 | -0.3 | 18.36 | 49 | 22 | 192 | |||||||||
| 17 Aug | 236.94 | 19.2 | 0 | - | 0 | 0 | 0 | |||||||||
For Oil And Natural Gas Corp. - strike price 240 expiring on 28OCT2025
Delta for 240 CE is 0.50
Historical price for 240 CE is as follows
On 21 Sept ONGC was trading at 236.69. The strike last trading price was 5.3, which was 0.55 higher than the previous day. The implied volatity was 17.61, the open interest changed by 246 which increased total open position to 516
On 14 Sept ONGC was trading at 233.25. The strike last trading price was 4.4, which was -0.3 lower than the previous day. The implied volatity was 18.36, the open interest changed by 22 which increased total open position to 192
On 17 Aug ONGC was trading at 236.94. The strike last trading price was 19.2, 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 28OCT2025 240 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.49
Vega: 0.31
Theta: -0.05
Gamma: 0.02
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 236.69 | 6.65 | -0.15 | 21.00 | 153 | 111 | 309 |
| 14 Sept | 233.25 | 8.5 | -0.05 | 19.21 | 1 | 0 | 98 |
| 17 Aug | 236.94 | 14.65 | 0 | - | 0 | 0 | 0 |
For Oil And Natural Gas Corp. - strike price 240 expiring on 28OCT2025
Delta for 240 PE is -0.49
Historical price for 240 PE is as follows
On 21 Sept ONGC was trading at 236.69. The strike last trading price was 6.65, which was -0.15 lower than the previous day. The implied volatity was 21.00, the open interest changed by 111 which increased total open position to 309
On 14 Sept ONGC was trading at 233.25. The strike last trading price was 8.5, which was -0.05 lower than the previous day. The implied volatity was 19.21, the open interest changed by 0 which decreased total open position to 98
On 17 Aug ONGC was trading at 236.94. The strike last trading price was 14.65, 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
