Call Option Chain of Oil & Natural Gas Corporation Ltd. (ONGC) with Implied Volatility & Greeks

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Call Option Chain of Oil & Natural Gas Corporation Ltd. (ONGC)

Birds Eye View of Oil & Natural Gas Corporation Ltd.

Spot Close : 244.24 Expiry date : Call Put Show All OHLC Show All Greeks

Oil & Natural Gas Corporation Ltd. Option for Expiry Date 29/05/2025

Strike Price	Close / OHL	Change/ Change %	Open Interest / Change	Contracts/ % Change	Turnover (in Lac)	Implied Volatility / Prev	Interpretation	Signal	PCR OI	PCR Vol	Greeks Delta / All
210.00	33.80 C- 33.80 O-32.50 H-33.80 L-32.50	-5.25/ -13.44 %	9625.00/ 0.000	2/NA	9.00	11.82 / 68.74	Position UnWinding	Bearish	51.00	21.50	-258.57 Delta : -258.57 Theta : -64.83 Rho : 62.24 Vega : 0 Gamma : 0
220.00	24.75 C- 24.75 O-23.00 H-25.00 L-22.50	3.25/ 15.12 %	219.45 K/ -1925.000	8/ 166.67 %	38.00	56.63 / 6.93	Short Covering	Bullish	3.75	21.75	0.930 Delta : 0.930 Theta : -0.233 Rho : 0.0332 Vega : 0.0421 Gamma : 0.0076
225.00	19.00 C- 19.00 O-17.20 H-19.70 L-17.20	1.65/ 9.51 %	123.20 K/ -5775.000	6/ -85.00 %	28.00	0.819 / 42.32	Short Covering	Bullish	3.31	7.67	0 Delta : 0 Theta : 0 Rho : 0 Vega : 0 Gamma : 0
227.50	16.00 C- 16.00 O-15.15 H-16.20 L-14.80	1.65/ 11.50 %	78.92 K/ -17325.000	37/ -22.92 %	173.00	6.46 / 28.04	Short Covering	Bullish	3.61	1.70	0.997 Delta : 0.997 Theta : -0.0388 Rho : 0.0373 Vega : 0 Gamma : 0
230.00	14.30 C- 14.30 O-11.30 H-15.00 L-11.30	1.95/ 15.79 %	527.45 K/ -9625.000	80/ -70.80 %	375.00	25.71 / 32.51	Short Covering	Bullish	2.59	5.46	0.967 Delta : 0.967 Theta : -0.088 Rho : 0.0364 Vega : 0.0232 Gamma : 0.0092
232.50	11.85 C- 11.85 O-8.90 H-12.05 L-8.85	2.00/ 20.30 %	204.05 K/ -7700.000	62/ -44.64 %	290.00	23.46 / 27.44	Short Covering	Bullish	4.34	3.74	0.950 Delta : 0.950 Theta : -0.100 Rho : 0.0362 Vega : 0.0321 Gamma : 0.0140
235.00	9.60 C- 9.60 O-7.10 H-10.10 L-6.75	1.70/ 21.52 %	641.02 K/ -105875.000	273/ -14.69 %	1280.00	24.49 / 27.98	Short Covering	Bullish	2.79	3.71	0.892 Delta : 0.892 Theta : -0.154 Rho : 0.0342 Vega : 0.058 Gamma : 0.0241
237.50	7.30 C- 7.30 O-5.05 H-8.00 L-4.85	1.30/ 21.67 %	302.23 K/ -34650.000	304/ -50.08 %	1428.00	22.26 / 26.96	Short Covering	Bullish	3.38	2.64	0.839 Delta : 0.839 Theta : -0.176 Rho : 0.0324 Vega : 0.077 Gamma : 0.0351
240.00	5.25 C- 5.25 O-3.80 H-6.05 L-3.20	1.00/ 23.53 %	10518.20 K/ 102025.00	2157/ -42.14 %	10159.00	21.27 / 25.39	Position Build Up	Bullish	0.420	1.67	0.743 Delta : 0.743 Theta : -0.209 Rho : 0.0289 Vega : 0.101 Gamma : 0.0485
242.50	3.65 C- 3.65 O-3.50 H-4.40 L-2.40	0.550/ 17.74 %	748.83 K/ -157850.000	2881/ 40.81 %	13634.00	21.81 / 26.33	Short Covering	Bullish	1.22	0.755	0.605 Delta : 0.605 Theta : -0.244 Rho : 0.0236 Vega : 0.121 Gamma : 0.056
245.00	2.40 C- 2.40 O-1.90 H-3.00 L-1.45	0.200/ 9.09 %	4261.95 K/ 257950.00	4714/ -44.49 %	22446.00	22.22 / 27.10	Position Build Up	Bullish	0.244	0.425	0.460 Delta : 0.460 Theta : -0.249 Rho : 0.0181 Vega : 0.124 Gamma : 0.057
247.50	1.55 C- 1.55 O-1.50 H-1.95 L-1.05	0.0500/ 3.33 %	4354.35 K/ -157850.000	1797/ -71.53 %	8616.00	23.11 / 27.56	Short Covering	Bullish	0.208	0.299	0.331 Delta : 0.331 Theta : -0.232 Rho : 0.0130 Vega : 0.114 Gamma : 0.050
250.00	1.05 C- 1.05 O-1.05 H-1.40 L-0.850	-0.100/ -8.70 %	12244.92 K/ -180950.000	4546/ -61.37 %	21974.00	24.77 / 29.65	Position UnWinding	Bearish	0.112	0.098	0.235 Delta : 0.235 Theta : -0.208 Rho : 0.0093 Vega : 0.096 Gamma : 0.0396
252.50	0.700 C- 0.700 O-0.700 H-0.950 L-0.600	-0.150/ -17.65 %	3703.70 K/ 28875.00	1116/ -58.42 %	5440.00	26.17 / 31.11	Short Build Up	Bearish	0.136	0.072	0.164 Delta : 0.164 Theta : -0.176 Rho : 0.0065 Vega : 0.077 Gamma : 0.0302
255.00	0.500 C- 0.500 O-0.500 H-0.650 L-0.450	-0.150/ -23.08 %	3717.18 K/ -282975.000	1666/ -63.15 %	8195.00	28.04 / 32.79	Position UnWinding	Bearish	0.105	0.0444	0.118 Delta : 0.118 Theta : -0.150 Rho : 0.0047 Vega : 0.062 Gamma : 0.0225
257.50	0.350 C- 0.350 O-0.300 H-0.500 L-0.300	-0.100/ -22.22 %	627.55 K/ -17325.000	250/ -69.70 %	1241.00	29.57 / 33.47	Position UnWinding	Bearish	0.224	0.124	0.084 Delta : 0.084 Theta : -0.122 Rho : 0.0033 Vega : 0.0483 Gamma : 0.0167
260.00	0.300 C- 0.300 O-0.350 H-0.400 L-0.250	-0.100/ -25.00 %	5085.85 K/ -205975.000	1999/ -67.95 %	10017.00	32.39 / 36.18	Position UnWinding	Bearish	0.099	0.0345	0.068 Delta : 0.068 Theta : -0.114 Rho : 0.0027 Vega : 0.0413 Gamma : 0.0130
262.50	0.250 C- 0.250 O-0.300 H-0.300 L-0.150	-0.050/ -16.67 %	494.73 K/ -57750.000	76/ -75.40 %	384.00	34.78 / 37.32	Position UnWinding	Bearish	0.163	0.118	0.055 Delta : 0.055 Theta : -0.103 Rho : 0.0022 Vega : 0.0349 Gamma : 0.0102
265.00	0.200 C- 0.200 O-0.250 H-0.250 L-0.150	-0.0500/ -20.00 %	1201.20 K/ -200200.000	441/ -61.08 %	2251.00	36.70 / 39.19	Position UnWinding	Bearish	0	0	0.0434 Delta : 0.0434 Theta : -0.090 Rho : 0.0017 Vega : 0.0288 Gamma : 0.0080
267.50	0.100 C- 0.100 O-0.150 H-0.150 L-0.100	-0.100/ -50.00 %	263.73 K/ -28875.000	32/ -51.52 %	165.00	35.60 / 40.63	Position UnWinding	Bearish	0	0	0.0242 Delta : 0.0242 Theta : -0.054 Rho : 0.0010 Vega : 0.0178 Gamma : 0.0051
270.00	0.150 C- 0.150 O-0.150 H-0.200 L-0.100	-0.0500/ -25.00 %	3416.88 K/ -86625.000	2173/ -42.04 %	11300.00	41.22 / 43.62	Position UnWinding	Bearish	0.079	0.0037	0.0305 Delta : 0.0305 Theta : -0.076 Rho : 0.0012 Vega : 0.0216 Gamma : 0.0053
272.50	0.150 C- 0.150 O-0.100 H-0.150 L-0.100	-0.0500/ -25.00 %	286.82 K/ -9625.000	20/ -88.24 %	105.00	44.32 / 46.56	Position UnWinding	Bearish	0	0	0.0287 Delta : 0.0287 Theta : -0.077 Rho : 0.0011 Vega : 0.0205 Gamma : 0.0047
275.00	0.100 C- 0.100 O-0.100 H-0.150 L-0.050	-0.050/ -33.33 %	1106.88 K/ -171325.000	330/ -16.88 %	1748.00	44.46 / 47.15	Position UnWinding	Bearish	0.134	0.0030	0.0200 Delta : 0.0200 Theta : -0.057 Rho : 0.0008 Vega : 0.0151 Gamma : 0.0035
280.00	0.100 C- 0.100 O-0.100 H-0.150 L-0.050	NA	2820.12 K/ 325325.00	442/ -64.75 %	2383.00	50.10 / 49.49	Short Build Up	Bearish	0.184	0.0249	0.0180 Delta : 0.0180 Theta : -0.059 Rho : 0.0007 Vega : 0.0139 Gamma : 0.0028
285.00	0.050 C- 0.050 O-0.100 H-0.100 L-0.050	-0.050/ -50.00 %	1811.42 K/ -1925.000	36/ -82.52 %	198.00	50.70 / 54.49	Position UnWinding	Bearish	0.516	1.11	0.0095 Delta : 0.0095 Theta : -0.0342 Rho : 0.0004 Vega : 0.0080 Gamma : 0.0016
13300.00	4.70 C- 4.70 O-4.85 H-6.25 L-3.65	NA	392.52 K/ 0.000	283/NA	72613.00	299.44 / 0	NA	NA	0	0	-22902.81 Delta : -22902.81 Theta : 1543167 Rho : 0 Vega : 0 Gamma : 0
27650.00	11.10 C- 11.10 O-10.20 H-15.00 L-9.25	NA	1950.00/ 0.000	3/NA	1888.00	56.28 / 0	NA	NA	0	0	0 Delta : 0 Theta : 0 Rho : 0 Vega : 0 Gamma : 0

Risk Free rate : 6.25%, Dividend Yield : 7.04 %