ONGC
Oil And Natural Gas Corp.
Historical option data for ONGC
21 Sep 2025 04:12 PM IST
| ONGC 30SEP2025 260 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.03
Vega: 0.03
Theta: -0.04
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 236.69 | 0.15 | 0 | 27.93 | 92 | 24 | 703 | |||||||||
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| 14 Sept | 233.25 | 0.15 | -0.05 | 24.66 | 179 | -94 | 512 | |||||||||
| 17 Aug | 236.94 | 0.95 | -0.3 | 18.98 | 39 | 14 | 117 | |||||||||
For Oil And Natural Gas Corp. - strike price 260 expiring on 30SEP2025
Delta for 260 CE is 0.03
Historical price for 260 CE is as follows
On 21 Sept ONGC was trading at 236.69. The strike last trading price was 0.15, which was 0 lower than the previous day. The implied volatity was 27.93, the open interest changed by 24 which increased total open position to 703
On 14 Sept ONGC was trading at 233.25. The strike last trading price was 0.15, which was -0.05 lower than the previous day. The implied volatity was 24.66, the open interest changed by -94 which decreased total open position to 512
On 17 Aug ONGC was trading at 236.94. The strike last trading price was 0.95, which was -0.3 lower than the previous day. The implied volatity was 18.98, the open interest changed by 14 which increased total open position to 117
| ONGC 30SEP2025 260 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.92
Vega: 0.06
Theta: -0.03
Gamma: 0.01
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 236.69 | 22.75 | -0.8 | 35.32 | 16 | -6 | 164 |
| 14 Sept | 233.25 | 24.25 | -0.05 | - | 6 | 3 | 187 |
| 17 Aug | 236.94 | 24 | 3 | 31.82 | 4 | 4 | 21 |
For Oil And Natural Gas Corp. - strike price 260 expiring on 30SEP2025
Delta for 260 PE is -0.92
Historical price for 260 PE is as follows
On 21 Sept ONGC was trading at 236.69. The strike last trading price was 22.75, which was -0.8 lower than the previous day. The implied volatity was 35.32, the open interest changed by -6 which decreased total open position to 164
On 14 Sept ONGC was trading at 233.25. The strike last trading price was 24.25, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 187
On 17 Aug ONGC was trading at 236.94. The strike last trading price was 24, which was 3 higher than the previous day. The implied volatity was 31.82, the open interest changed by 4 which increased total open position to 21
