ONGC
Oil And Natural Gas Corp.
Historical option data for ONGC
21 Sep 2025 04:12 PM IST
| ONGC 30SEP2025 270 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.02
Vega: 0.02
Theta: -0.03
Gamma: 0.00
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 236.69 | 0.1 | 0 | 35.01 | 4 | 2 | 278 | |||||||||
|
|
||||||||||||||||
| 14 Sept | 233.25 | 0.1 | 0 | 30.00 | 60 | -3 | 294 | |||||||||
| 17 Aug | 236.94 | 0.6 | -0.15 | 22.21 | 3 | 3 | 35 | |||||||||
For Oil And Natural Gas Corp. - strike price 270 expiring on 30SEP2025
Delta for 270 CE is 0.02
Historical price for 270 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 35.01, the open interest changed by 2 which increased total open position to 278
On 14 Sept ONGC was trading at 233.25. The strike last trading price was 0.1, which was 0 lower than the previous day. The implied volatity was 30.00, the open interest changed by -3 which decreased total open position to 294
On 17 Aug ONGC was trading at 236.94. The strike last trading price was 0.6, which was -0.15 lower than the previous day. The implied volatity was 22.21, the open interest changed by 3 which increased total open position to 35
| ONGC 30SEP2025 270 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.87
Vega: 0.09
Theta: -0.19
Gamma: 0.01
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 236.69 | 33.9 | 0.35 | 63.05 | 10 | -10 | 615 |
| 14 Sept | 233.25 | 35.05 | 0 | 0.00 | 0 | 0 | 0 |
| 17 Aug | 236.94 | 33 | 2.5 | 35.72 | 2 | 2 | 7 |
For Oil And Natural Gas Corp. - strike price 270 expiring on 30SEP2025
Delta for 270 PE is -0.87
Historical price for 270 PE is as follows
On 21 Sept ONGC was trading at 236.69. The strike last trading price was 33.9, which was 0.35 higher than the previous day. The implied volatity was 63.05, the open interest changed by -10 which decreased total open position to 615
On 14 Sept ONGC was trading at 233.25. The strike last trading price was 35.05, 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 33, which was 2.5 higher than the previous day. The implied volatity was 35.72, the open interest changed by 2 which increased total open position to 7
