ONGC
Oil And Natural Gas Corp.
Historical option data for ONGC
21 Sep 2025 04:12 PM IST
| ONGC 30SEP2025 265 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.02
Vega: 0.02
Theta: -0.03
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 236.69 | 0.1 | 0 | 30.47 | 48 | 0 | 108 | |||||||||
| 14 Sept | 233.25 | 0.1 | -0.05 | 26.67 | 16 | -3 | 114 | |||||||||
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| 17 Aug | 236.94 | 6.45 | 0 | 7.99 | 0 | 0 | 0 | |||||||||
For Oil And Natural Gas Corp. - strike price 265 expiring on 30SEP2025
Delta for 265 CE is 0.02
Historical price for 265 CE is as follows
On 21 Sept ONGC was trading at 236.69. The strike last trading price was 0.1, which was 0 lower than the previous day. The implied volatity was 30.47, the open interest changed by 0 which decreased total open position to 108
On 14 Sept ONGC was trading at 233.25. The strike last trading price was 0.1, which was -0.05 lower than the previous day. The implied volatity was 26.67, the open interest changed by -3 which decreased total open position to 114
On 17 Aug ONGC was trading at 236.94. The strike last trading price was 6.45, which was 0 lower than the previous day. The implied volatity was 7.99, the open interest changed by 0 which decreased total open position to 0
| ONGC 30SEP2025 265 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 236.69 | 27.5 | 0 | 0.00 | 0 | 0 | 0 |
| 14 Sept | 233.25 | 27.5 | 0 | 0.00 | 0 | 0 | 0 |
| 17 Aug | 236.94 | 27.75 | 0 | - | 0 | 0 | 0 |
For Oil And Natural Gas Corp. - strike price 265 expiring on 30SEP2025
Delta for 265 PE is 0.00
Historical price for 265 PE is as follows
On 21 Sept ONGC was trading at 236.69. The strike last trading price was 27.5, 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
On 14 Sept ONGC was trading at 233.25. The strike last trading price was 27.5, 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
On 17 Aug ONGC was trading at 236.94. The strike last trading price was 27.75, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
