ONGC
Oil And Natural Gas Corp.
Historical option data for ONGC
09 Jan 2026 04:11 PM IST
| ONGC 27-JAN-2026 237 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.42
Vega: 0.20
Theta: -0.12
Gamma: 0.05
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 9 Jan | 234.09 | 2.5 | 0.05 | 16.04 | 2,276 | 93 | 420 | |||||||||
| 8 Jan | 231.42 | 2.31 | -3.16 | 19.79 | 839 | 235 | 327 | |||||||||
| 7 Jan | 239.06 | 5.43 | -1.8 | 15.34 | 70 | -14 | 93 | |||||||||
| 6 Jan | 241.89 | 7.2 | 1.97 | 14.18 | 170 | -54 | 108 | |||||||||
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| 5 Jan | 238.09 | 5.1 | -2.41 | 16.10 | 1,173 | 108 | 156 | |||||||||
| 2 Jan | 241.46 | 7.53 | 2.38 | 12.78 | 32 | -1 | 47 | |||||||||
| 1 Jan | 237.94 | 5.15 | -2.5 | 14.76 | 132 | 3 | 48 | |||||||||
| 31 Dec | 240.38 | 7.79 | 0.74 | 18.36 | 153 | 38 | 38 | |||||||||
For Oil And Natural Gas Corp. - strike price 237 expiring on 27JAN2026
Delta for 237 CE is 0.42
Historical price for 237 CE is as follows
On 9 Jan ONGC was trading at 234.09. The strike last trading price was 2.5, which was 0.05 higher than the previous day. The implied volatity was 16.04, the open interest changed by 93 which increased total open position to 420
On 8 Jan ONGC was trading at 231.42. The strike last trading price was 2.31, which was -3.16 lower than the previous day. The implied volatity was 19.79, the open interest changed by 235 which increased total open position to 327
On 7 Jan ONGC was trading at 239.06. The strike last trading price was 5.43, which was -1.8 lower than the previous day. The implied volatity was 15.34, the open interest changed by -14 which decreased total open position to 93
On 6 Jan ONGC was trading at 241.89. The strike last trading price was 7.2, which was 1.97 higher than the previous day. The implied volatity was 14.18, the open interest changed by -54 which decreased total open position to 108
On 5 Jan ONGC was trading at 238.09. The strike last trading price was 5.1, which was -2.41 lower than the previous day. The implied volatity was 16.10, the open interest changed by 108 which increased total open position to 156
On 2 Jan ONGC was trading at 241.46. The strike last trading price was 7.53, which was 2.38 higher than the previous day. The implied volatity was 12.78, the open interest changed by -1 which decreased total open position to 47
On 1 Jan ONGC was trading at 237.94. The strike last trading price was 5.15, which was -2.5 lower than the previous day. The implied volatity was 14.76, the open interest changed by 3 which increased total open position to 48
On 31 Dec ONGC was trading at 240.38. The strike last trading price was 7.79, which was 0.74 higher than the previous day. The implied volatity was 18.36, the open interest changed by 38 which increased total open position to 38
| ONGC 27JAN2026 237 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.56
Vega: 0.20
Theta: -0.08
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 9 Jan | 234.09 | 5.21 | -2.35 | 20.33 | 315 | 13 | 328 |
| 8 Jan | 231.42 | 7.74 | 4.77 | 24.17 | 1,165 | -177 | 316 |
| 7 Jan | 239.06 | 2.91 | 0.9 | 20.03 | 2,473 | -1,008 | 492 |
| 6 Jan | 241.89 | 2.05 | -1.36 | 19.56 | 2,462 | 1,020 | 1,501 |
| 5 Jan | 238.09 | 3.47 | 1.85 | 19.84 | 3,086 | 265 | 484 |
| 2 Jan | 241.46 | 1.6 | -1.17 | 16.39 | 143 | 21 | 218 |
| 1 Jan | 237.94 | 2.76 | 0.3 | 15.55 | 185 | -2 | 197 |
| 31 Dec | 240.38 | 2.29 | -5.99 | 17.10 | 442 | 200 | 200 |
For Oil And Natural Gas Corp. - strike price 237 expiring on 27JAN2026
Delta for 237 PE is -0.56
Historical price for 237 PE is as follows
On 9 Jan ONGC was trading at 234.09. The strike last trading price was 5.21, which was -2.35 lower than the previous day. The implied volatity was 20.33, the open interest changed by 13 which increased total open position to 328
On 8 Jan ONGC was trading at 231.42. The strike last trading price was 7.74, which was 4.77 higher than the previous day. The implied volatity was 24.17, the open interest changed by -177 which decreased total open position to 316
On 7 Jan ONGC was trading at 239.06. The strike last trading price was 2.91, which was 0.9 higher than the previous day. The implied volatity was 20.03, the open interest changed by -1008 which decreased total open position to 492
On 6 Jan ONGC was trading at 241.89. The strike last trading price was 2.05, which was -1.36 lower than the previous day. The implied volatity was 19.56, the open interest changed by 1020 which increased total open position to 1501
On 5 Jan ONGC was trading at 238.09. The strike last trading price was 3.47, which was 1.85 higher than the previous day. The implied volatity was 19.84, the open interest changed by 265 which increased total open position to 484
On 2 Jan ONGC was trading at 241.46. The strike last trading price was 1.6, which was -1.17 lower than the previous day. The implied volatity was 16.39, the open interest changed by 21 which increased total open position to 218
On 1 Jan ONGC was trading at 237.94. The strike last trading price was 2.76, which was 0.3 higher than the previous day. The implied volatity was 15.55, the open interest changed by -2 which decreased total open position to 197
On 31 Dec ONGC was trading at 240.38. The strike last trading price was 2.29, which was -5.99 lower than the previous day. The implied volatity was 17.10, the open interest changed by 200 which increased total open position to 200































































































































































































































