ONGC
Oil And Natural Gas Corp.
Historical option data for ONGC
21 Sep 2025 04:12 PM IST
| ONGC 30SEP2025 280 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.01
Vega: 0.01
Theta: -0.02
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 236.69 | 0.05 | 0 | 39.63 | 38 | -38 | 133 | |||||||||
| 14 Sept | 233.25 | 0.1 | 0.05 | 36.39 | 28 | 22 | 158 | |||||||||
| 17 Aug | 236.94 | 0.45 | 0 | 25.75 | 8 | 0 | 204 | |||||||||
For Oil And Natural Gas Corp. - strike price 280 expiring on 30SEP2025
Delta for 280 CE is 0.01
Historical price for 280 CE is as follows
On 21 Sept ONGC was trading at 236.69. The strike last trading price was 0.05, which was 0 lower than the previous day. The implied volatity was 39.63, the open interest changed by -38 which decreased total open position to 133
On 14 Sept ONGC was trading at 233.25. The strike last trading price was 0.1, which was 0.05 higher than the previous day. The implied volatity was 36.39, the open interest changed by 22 which increased total open position to 158
On 17 Aug ONGC was trading at 236.94. The strike last trading price was 0.45, which was 0 lower than the previous day. The implied volatity was 25.75, the open interest changed by 0 which decreased total open position to 204
| ONGC 30SEP2025 280 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.88
Vega: 0.08
Theta: -0.23
Gamma: 0.01
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 236.69 | 44 | -0.4 | 77.15 | 6 | 0 | 285 |
| 14 Sept | 233.25 | 44.85 | 0.5 | - | 1 | -1 | 303 |
| 17 Aug | 236.94 | 39.95 | 0 | 0.00 | 0 | 0 | 0 |
For Oil And Natural Gas Corp. - strike price 280 expiring on 30SEP2025
Delta for 280 PE is -0.88
Historical price for 280 PE is as follows
On 21 Sept ONGC was trading at 236.69. The strike last trading price was 44, which was -0.4 lower than the previous day. The implied volatity was 77.15, the open interest changed by 0 which decreased total open position to 285
On 14 Sept ONGC was trading at 233.25. The strike last trading price was 44.85, which was 0.5 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 303
On 17 Aug ONGC was trading at 236.94. The strike last trading price was 39.95, 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
