[--[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 237 CE
Delta: 0.42
Vega: 0.20
Theta: -0.12
Gamma: 0.05
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
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
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