ONGC
Oil And Natural Gas Corp.
Historical option data for ONGC
21 Sep 2025 04:12 PM IST
| ONGC 30SEP2025 245 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.14
Vega: 0.09
Theta: -0.07
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 236.69 | 0.45 | -0.05 | 15.55 | 1,341 | 32 | 1,714 | |||||||||
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| 14 Sept | 233.25 | 0.7 | -0.15 | 18.53 | 1,868 | 115 | 1,616 | |||||||||
| 17 Aug | 236.94 | 13.4 | 0 | 2.04 | 0 | 0 | 0 | |||||||||
For Oil And Natural Gas Corp. - strike price 245 expiring on 30SEP2025
Delta for 245 CE is 0.14
Historical price for 245 CE is as follows
On 21 Sept ONGC was trading at 236.69. The strike last trading price was 0.45, which was -0.05 lower than the previous day. The implied volatity was 15.55, the open interest changed by 32 which increased total open position to 1714
On 14 Sept ONGC was trading at 233.25. The strike last trading price was 0.7, which was -0.15 lower than the previous day. The implied volatity was 18.53, the open interest changed by 115 which increased total open position to 1616
On 17 Aug ONGC was trading at 236.94. The strike last trading price was 13.4, which was 0 lower than the previous day. The implied volatity was 2.04, the open interest changed by 0 which decreased total open position to 0
| ONGC 30SEP2025 245 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.80
Vega: 0.11
Theta: -0.05
Gamma: 0.03
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 236.69 | 8 | -1 | 19.74 | 174 | -15 | 340 |
| 14 Sept | 233.25 | 11.4 | 0.55 | 19.39 | 71 | -2 | 462 |
| 17 Aug | 236.94 | 11 | 1 | 23.82 | 1 | 1 | 0 |
For Oil And Natural Gas Corp. - strike price 245 expiring on 30SEP2025
Delta for 245 PE is -0.80
Historical price for 245 PE is as follows
On 21 Sept ONGC was trading at 236.69. The strike last trading price was 8, which was -1 lower than the previous day. The implied volatity was 19.74, the open interest changed by -15 which decreased total open position to 340
On 14 Sept ONGC was trading at 233.25. The strike last trading price was 11.4, which was 0.55 higher than the previous day. The implied volatity was 19.39, the open interest changed by -2 which decreased total open position to 462
On 17 Aug ONGC was trading at 236.94. The strike last trading price was 11, which was 1 higher than the previous day. The implied volatity was 23.82, the open interest changed by 1 which increased total open position to 0
