[--[65.84.65.76]--]

ONGC

Oil And Natural Gas Corp.
234.09 +2.67 (1.15%)
L: 232 H: 238.25

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Historical option data for ONGC

09 Jan 2026 04:11 PM IST
ONGC 27-JAN-2026 236 CE
Delta: 0.47
Vega: 0.21
Theta: -0.12
Gamma: 0.05
Date Close Ltp Change IV Volume OI Chg OI
9 Jan 234.09 2.96 0.27 15.97 1,401 183 428
8 Jan 231.42 2.62 -3.49 19.65 522 160 245
7 Jan 239.06 6.06 -2.06 15.13 95 16 83
6 Jan 241.89 8.12 2.33 15.03 69 0 67
5 Jan 238.09 5.7 -2.59 16.03 460 67 82
2 Jan 241.46 8.29 2.37 12.51 24 -12 16
1 Jan 237.94 5.88 -2.37 15.24 93 13 27
31 Dec 240.38 8.52 1 18.63 49 16 16


For Oil And Natural Gas Corp. - strike price 236 expiring on 27JAN2026

Delta for 236 CE is 0.47

Historical price for 236 CE is as follows

On 9 Jan ONGC was trading at 234.09. The strike last trading price was 2.96, which was 0.27 higher than the previous day. The implied volatity was 15.97, the open interest changed by 183 which increased total open position to 428


On 8 Jan ONGC was trading at 231.42. The strike last trading price was 2.62, which was -3.49 lower than the previous day. The implied volatity was 19.65, the open interest changed by 160 which increased total open position to 245


On 7 Jan ONGC was trading at 239.06. The strike last trading price was 6.06, which was -2.06 lower than the previous day. The implied volatity was 15.13, the open interest changed by 16 which increased total open position to 83


On 6 Jan ONGC was trading at 241.89. The strike last trading price was 8.12, which was 2.33 higher than the previous day. The implied volatity was 15.03, the open interest changed by 0 which decreased total open position to 67


On 5 Jan ONGC was trading at 238.09. The strike last trading price was 5.7, which was -2.59 lower than the previous day. The implied volatity was 16.03, the open interest changed by 67 which increased total open position to 82


On 2 Jan ONGC was trading at 241.46. The strike last trading price was 8.29, which was 2.37 higher than the previous day. The implied volatity was 12.51, the open interest changed by -12 which decreased total open position to 16


On 1 Jan ONGC was trading at 237.94. The strike last trading price was 5.88, which was -2.37 lower than the previous day. The implied volatity was 15.24, the open interest changed by 13 which increased total open position to 27


On 31 Dec ONGC was trading at 240.38. The strike last trading price was 8.52, which was 1 higher than the previous day. The implied volatity was 18.63, the open interest changed by 16 which increased total open position to 16


ONGC 27JAN2026 236 PE
Delta: -0.52
Vega: 0.21
Theta: -0.08
Gamma: 0.04
Date Close Ltp Change IV Volume OI Chg OI
9 Jan 234.09 4.63 -2.1 20.47 609 -116 326
8 Jan 231.42 7 4.38 23.63 994 171 443
7 Jan 239.06 2.57 0.81 20.16 327 -38 272
6 Jan 241.89 1.86 -1.2 20.06 266 55 307
5 Jan 238.09 3.09 1.68 19.96 2,124 154 257
2 Jan 241.46 1.4 -1.06 16.65 262 43 104
1 Jan 237.94 2.47 0.35 15.94 95 26 62
31 Dec 240.38 2.03 -5.73 17.33 92 37 37


For Oil And Natural Gas Corp. - strike price 236 expiring on 27JAN2026

Delta for 236 PE is -0.52

Historical price for 236 PE is as follows

On 9 Jan ONGC was trading at 234.09. The strike last trading price was 4.63, which was -2.1 lower than the previous day. The implied volatity was 20.47, the open interest changed by -116 which decreased total open position to 326


On 8 Jan ONGC was trading at 231.42. The strike last trading price was 7, which was 4.38 higher than the previous day. The implied volatity was 23.63, the open interest changed by 171 which increased total open position to 443


On 7 Jan ONGC was trading at 239.06. The strike last trading price was 2.57, which was 0.81 higher than the previous day. The implied volatity was 20.16, the open interest changed by -38 which decreased total open position to 272


On 6 Jan ONGC was trading at 241.89. The strike last trading price was 1.86, which was -1.2 lower than the previous day. The implied volatity was 20.06, the open interest changed by 55 which increased total open position to 307


On 5 Jan ONGC was trading at 238.09. The strike last trading price was 3.09, which was 1.68 higher than the previous day. The implied volatity was 19.96, the open interest changed by 154 which increased total open position to 257


On 2 Jan ONGC was trading at 241.46. The strike last trading price was 1.4, which was -1.06 lower than the previous day. The implied volatity was 16.65, the open interest changed by 43 which increased total open position to 104


On 1 Jan ONGC was trading at 237.94. The strike last trading price was 2.47, which was 0.35 higher than the previous day. The implied volatity was 15.94, the open interest changed by 26 which increased total open position to 62


On 31 Dec ONGC was trading at 240.38. The strike last trading price was 2.03, which was -5.73 lower than the previous day. The implied volatity was 17.33, the open interest changed by 37 which increased total open position to 37