ONGC
Oil And Natural Gas Corp.
Historical option data for ONGC
21 Sep 2025 04:12 PM IST
| ONGC 30SEP2025 240 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.35
Vega: 0.15
Theta: -0.11
Gamma: 0.07
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
|
|
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| 21 Sept | 236.69 | 1.2 | 0.05 | 12.69 | 6,474 | 489 | 7,702 | |||||||||
| 14 Sept | 233.25 | 1.45 | -0.3 | 17.13 | 3,937 | 177 | 6,485 | |||||||||
| 17 Aug | 236.94 | 5.1 | -1 | 15.53 | 127 | 34 | 148 | |||||||||
For Oil And Natural Gas Corp. - strike price 240 expiring on 30SEP2025
Delta for 240 CE is 0.35
Historical price for 240 CE is as follows
On 21 Sept ONGC was trading at 236.69. The strike last trading price was 1.2, which was 0.05 higher than the previous day. The implied volatity was 12.69, the open interest changed by 489 which increased total open position to 7702
On 14 Sept ONGC was trading at 233.25. The strike last trading price was 1.45, which was -0.3 lower than the previous day. The implied volatity was 17.13, the open interest changed by 177 which increased total open position to 6485
On 17 Aug ONGC was trading at 236.94. The strike last trading price was 5.1, which was -1 lower than the previous day. The implied volatity was 15.53, the open interest changed by 34 which increased total open position to 148
| ONGC 30SEP2025 240 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.62
Vega: 0.16
Theta: -0.08
Gamma: 0.06
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 236.69 | 3.95 | -0.8 | 16.71 | 1,001 | -5 | 754 |
| 14 Sept | 233.25 | 7.05 | 0.3 | 17.01 | 292 | 30 | 944 |
| 17 Aug | 236.94 | 7.8 | 1 | 22.53 | 18 | 11 | 36 |
For Oil And Natural Gas Corp. - strike price 240 expiring on 30SEP2025
Delta for 240 PE is -0.62
Historical price for 240 PE is as follows
On 21 Sept ONGC was trading at 236.69. The strike last trading price was 3.95, which was -0.8 lower than the previous day. The implied volatity was 16.71, the open interest changed by -5 which decreased total open position to 754
On 14 Sept ONGC was trading at 233.25. The strike last trading price was 7.05, which was 0.3 higher than the previous day. The implied volatity was 17.01, the open interest changed by 30 which increased total open position to 944
On 17 Aug ONGC was trading at 236.94. The strike last trading price was 7.8, which was 1 higher than the previous day. The implied volatity was 22.53, the open interest changed by 11 which increased total open position to 36
