ONGC
Oil And Natural Gas Corp.
Historical option data for ONGC
21 Sep 2025 04:12 PM IST
| ONGC 30SEP2025 255 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.05
Vega: 0.04
Theta: -0.05
Gamma: 0.01
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
|
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| 21 Sept | 236.69 | 0.2 | 0 | 23.97 | 275 | -54 | 446 | |||||||||
| 14 Sept | 233.25 | 0.3 | 0 | 23.84 | 136 | 17 | 534 | |||||||||
| 17 Aug | 236.94 | 9.45 | 0 | 5.14 | 0 | 0 | 0 | |||||||||
For Oil And Natural Gas Corp. - strike price 255 expiring on 30SEP2025
Delta for 255 CE is 0.05
Historical price for 255 CE is as follows
On 21 Sept ONGC was trading at 236.69. The strike last trading price was 0.2, which was 0 lower than the previous day. The implied volatity was 23.97, the open interest changed by -54 which decreased total open position to 446
On 14 Sept ONGC was trading at 233.25. The strike last trading price was 0.3, which was 0 lower than the previous day. The implied volatity was 23.84, the open interest changed by 17 which increased total open position to 534
On 17 Aug ONGC was trading at 236.94. The strike last trading price was 9.45, which was 0 lower than the previous day. The implied volatity was 5.14, the open interest changed by 0 which decreased total open position to 0
| ONGC 30SEP2025 255 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.80
Vega: 0.12
Theta: -0.19
Gamma: 0.01
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 236.69 | 19.15 | 0.4 | 45.93 | 4 | -2 | 51 |
| 14 Sept | 233.25 | 20.65 | 0.4 | 19.57 | 4 | -3 | 76 |
| 17 Aug | 236.94 | 22.9 | 0 | 0.00 | 0 | 0 | 0 |
For Oil And Natural Gas Corp. - strike price 255 expiring on 30SEP2025
Delta for 255 PE is -0.80
Historical price for 255 PE is as follows
On 21 Sept ONGC was trading at 236.69. The strike last trading price was 19.15, which was 0.4 higher than the previous day. The implied volatity was 45.93, the open interest changed by -2 which decreased total open position to 51
On 14 Sept ONGC was trading at 233.25. The strike last trading price was 20.65, which was 0.4 higher than the previous day. The implied volatity was 19.57, the open interest changed by -3 which decreased total open position to 76
On 17 Aug ONGC was trading at 236.94. The strike last trading price was 22.9, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
