ONGC
Oil And Natural Gas Corp.
Historical option data for ONGC
21 Sep 2025 04:12 PM IST
| ONGC 30SEP2025 250 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.08
Vega: 0.06
Theta: -0.06
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 236.69 | 0.3 | 0.05 | 20.20 | 1,336 | -102 | 2,522 | |||||||||
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| 14 Sept | 233.25 | 0.4 | -0.05 | 20.69 | 1,424 | 91 | 2,498 | |||||||||
| 17 Aug | 236.94 | 2.2 | -0.45 | 17.24 | 144 | -9 | 214 | |||||||||
For Oil And Natural Gas Corp. - strike price 250 expiring on 30SEP2025
Delta for 250 CE is 0.08
Historical price for 250 CE is as follows
On 21 Sept ONGC was trading at 236.69. The strike last trading price was 0.3, which was 0.05 higher than the previous day. The implied volatity was 20.20, the open interest changed by -102 which decreased total open position to 2522
On 14 Sept ONGC was trading at 233.25. The strike last trading price was 0.4, which was -0.05 lower than the previous day. The implied volatity was 20.69, the open interest changed by 91 which increased total open position to 2498
On 17 Aug ONGC was trading at 236.94. The strike last trading price was 2.2, which was -0.45 lower than the previous day. The implied volatity was 17.24, the open interest changed by -9 which decreased total open position to 214
| ONGC 30SEP2025 250 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.84
Vega: 0.10
Theta: -0.07
Gamma: 0.02
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 236.69 | 13.05 | -0.8 | 28.11 | 100 | 0 | 251 |
| 14 Sept | 233.25 | 15.95 | 0.55 | 20.44 | 88 | -29 | 330 |
| 17 Aug | 236.94 | 15.05 | 1.8 | 26.17 | 6 | 6 | 14 |
For Oil And Natural Gas Corp. - strike price 250 expiring on 30SEP2025
Delta for 250 PE is -0.84
Historical price for 250 PE is as follows
On 21 Sept ONGC was trading at 236.69. The strike last trading price was 13.05, which was -0.8 lower than the previous day. The implied volatity was 28.11, the open interest changed by 0 which decreased total open position to 251
On 14 Sept ONGC was trading at 233.25. The strike last trading price was 15.95, which was 0.55 higher than the previous day. The implied volatity was 20.44, the open interest changed by -29 which decreased total open position to 330
On 17 Aug ONGC was trading at 236.94. The strike last trading price was 15.05, which was 1.8 higher than the previous day. The implied volatity was 26.17, the open interest changed by 6 which increased total open position to 14
