ONGC
Oil And Natural Gas Corp.
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
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 9 Jan | 234.09 | 2.96 | 0.27 | 15.97 | 1,401 | 183 | 428 | |||||||||
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| 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
|
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| 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































































































































































































































