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 : 249.26 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
200.00	49.10 C- 49.10 O-49.75 H-52.35 L-49.10	3.60/ 7.91 %	53.90 K/ -1925.000	6/ 50.00 %	29.00	9.38 / 11.85	Short Covering	Bullish	25.82	27.33	0 Delta : 0 Theta : 0 Rho : 0 Vega : 0 Gamma : 0
220.00	32.00 C- 32.00 O-32.00 H-32.00 L-32.00	3.00/ 10.34 %	221.38 K/ -1925.000	1/ -50.00 %	5.00	83.90 / 57.95	Short Covering	Bullish	5.05	208.00	0.844 Delta : 0.844 Theta : -0.467 Rho : 0.0439 Vega : 0.094 Gamma : 0.0073
225.00	27.20 C- 27.20 O-24.50 H-27.65 L-24.50	4.45/ 19.56 %	154.00 K/ -17325.000	12/ 20.00 %	58.00	75.64 / 35.99	Short Covering	Bullish	3.69	15.58	0.821 Delta : 0.821 Theta : -0.460 Rho : 0.0437 Vega : 0.102 Gamma : 0.0088
230.00	20.30 C- 20.30 O-19.85 H-23.65 L-19.30	2.90/ 16.67 %	621.77 K/ -57750.000	77/ 45.28 %	373.00	45.51 / 36.62	Short Covering	Bullish	3.07	6.42	0.877 Delta : 0.877 Theta : -0.236 Rho : 0.0488 Vega : 0.080 Gamma : 0.0115
232.50	17.65 C- 17.65 O-16.40 H-21.20 L-16.40	2.60/ 17.28 %	248.32 K/ -19250.000	54/ 68.75 %	262.00	39.27 / 34.15	Short Covering	Bullish	3.01	4.44	0.876 Delta : 0.876 Theta : -0.209 Rho : 0.0494 Vega : 0.080 Gamma : 0.0133
235.00	15.40 C- 15.40 O-14.80 H-18.40 L-14.10	2.55/ 19.84 %	866.25 K/ -78925.000	77/ -13.48 %	373.00	37.73 / 32.72	Short Covering	Bullish	1.79	9.05	0.846 Delta : 0.846 Theta : -0.228 Rho : 0.0481 Vega : 0.093 Gamma : 0.0160
237.50	13.25 C- 13.25 O-12.30 H-15.90 L-12.15	2.50/ 23.26 %	386.93 K/ 21175.00	64/ -31.91 %	310.00	36.50 / 31.41	Position Build Up	Bullish	2.25	7.95	0.807 Delta : 0.807 Theta : -0.249 Rho : 0.0463 Vega : 0.107 Gamma : 0.0192
240.00	10.90 C- 10.90 O-9.50 H-14.40 L-9.45	2.15/ 24.57 %	10556.70 K/ -107800.000	936/ 73.33 %	4539.00	32.81 / 29.99	Short Covering	Bullish	0.418	3.57	0.775 Delta : 0.775 Theta : -0.245 Rho : 0.0449 Vega : 0.117 Gamma : 0.0233
242.50	8.95 C- 8.95 O-7.85 H-12.35 L-7.70	1.90/ 26.95 %	542.85 K/ -123200.000	304/ -14.85 %	1475.00	31.79 / 29.63	Short Covering	Bullish	1.62	3.30	0.716 Delta : 0.716 Theta : -0.263 Rho : 0.0417 Vega : 0.133 Gamma : 0.0272
245.00	7.25 C- 7.25 O-6.05 H-10.35 L-5.95	1.65/ 29.46 %	3582.43 K/ -1099175.000	2798/ 42.25 %	13640.00	31.46 / 29.64	Short Covering	Bullish	0.600	1.36	0.644 Delta : 0.644 Theta : -0.281 Rho : 0.0377 Vega : 0.146 Gamma : 0.0303
247.50	5.75 C- 5.75 O-4.55 H-8.50 L-4.55	1.40/ 32.18 %	3228.22 K/ -38500.000	2651/ 60.76 %	12956.00	31.22 / 29.61	Short Covering	Bullish	0.389	0.861	0.565 Delta : 0.565 Theta : -0.290 Rho : 0.0333 Vega : 0.154 Gamma : 0.0322
250.00	4.55 C- 4.55 O-3.30 H-6.95 L-3.30	1.15/ 33.82 %	11039.88 K/ 359975.00	21664/ 319.11 %	106535	31.61 / 30.20	Position Build Up	Bullish	0.235	0.245	0.484 Delta : 0.484 Theta : -0.294 Rho : 0.0286 Vega : 0.156 Gamma : 0.0322
252.50	3.55 C- 3.55 O-2.80 H-5.60 L-2.80	1.00/ 39.22 %	3386.07 K/ 344575.00	6173/ 768.21 %	30540.00	32.02 / 30.25	Position Build Up	Bullish	0.180	0.378	0.407 Delta : 0.407 Theta : -0.287 Rho : 0.0241 Vega : 0.152 Gamma : 0.0310
255.00	2.80 C- 2.80 O-2.15 H-4.50 L-2.15	0.800/ 40.00 %	3721.03 K/ 94325.00	10718/ 440.22 %	53331.00	32.90 / 31.25	Position Build Up	Bullish	0.120	0.050	0.338 Delta : 0.338 Theta : -0.275 Rho : 0.0200 Vega : 0.143 Gamma : 0.0284
257.50	2.20 C- 2.20 O-1.80 H-3.60 L-1.70	0.650/ 41.94 %	642.95 K/ 242550.00	1100/ 478.95 %	5507.00	33.77 / 32.09	Position Build Up	Bullish	0.228	0.175	0.277 Delta : 0.277 Theta : -0.258 Rho : 0.0165 Vega : 0.131 Gamma : 0.0253
260.00	1.70 C- 1.70 O-1.25 H-2.90 L-1.25	0.500/ 41.67 %	4718.18 K/ 814275.00	9224/ 695.17 %	46549.00	34.44 / 32.93	Position Build Up	Bullish	0.122	0.0231	0.225 Delta : 0.225 Theta : -0.234 Rho : 0.0134 Vega : 0.117 Gamma : 0.0222
262.50	1.35 C- 1.35 O-1.00 H-2.30 L-1.00	0.400/ 42.11 %	650.65 K/ 154000.00	563/ 766.15 %	2863.00	35.53 / 34.00	Position Build Up	Bullish	0.175	0.0355	0.183 Delta : 0.183 Theta : -0.212 Rho : 0.0109 Vega : 0.104 Gamma : 0.0191
265.00	1.10 C- 1.10 O-0.750 H-1.80 L-0.750	0.350/ 46.67 %	1349.42 K/ 53900.00	2117/ 252.83 %	10854.00	36.87 / 34.98	Position Build Up	Bullish	0.091	0.0179	0.151 Delta : 0.151 Theta : -0.194 Rho : 0.0090 Vega : 0.092 Gamma : 0.0162
267.50	0.900 C- 0.900 O-0.650 H-1.45 L-0.650	0.250/ 38.46 %	340.73 K/ 5775.00	321/ 426.23 %	1660.00	38.17 / 36.78	Position Build Up	Bullish	0.407	0.165	0.125 Delta : 0.125 Theta : -0.176 Rho : 0.0074 Vega : 0.080 Gamma : 0.0138
270.00	0.700 C- 0.700 O-0.550 H-1.20 L-0.550	0.200/ 40.00 %	3661.35 K/ -254100.000	5875/ 958.56 %	30642.00	38.87 / 37.39	Short Covering	Bullish	0.150	0.0044	0.100 Delta : 0.100 Theta : -0.152 Rho : 0.0060 Vega : 0.069 Gamma : 0.0115
272.50	0.600 C- 0.600 O-0.500 H-0.900 L-0.500	0.150/ 33.33 %	296.45 K/ 44275.00	178/ 747.62 %	936.00	40.50 / 39.30	Position Build Up	Bullish	0.331	0.0449	0.085 Delta : 0.085 Theta : -0.140 Rho : 0.0051 Vega : 0.061 Gamma : 0.0098
275.00	0.500 C- 0.500 O-0.400 H-0.800 L-0.400	0.100/ 25.00 %	1416.80 K/ 165550.00	719/ 536.28 %	3815.00	41.76 / 41.01	Position Build Up	Bullish	0.106	0.0236	0.071 Delta : 0.071 Theta : -0.126 Rho : 0.0042 Vega : 0.053 Gamma : 0.0083
280.00	0.400 C- 0.400 O-0.300 H-0.550 L-0.250	0.100/ 33.33 %	2190.65 K/ -26950.000	971/ 729.91 %	5241.00	45.33 / 43.73	Short Covering	Bullish	0.250	0.0010	0.055 Delta : 0.055 Theta : -0.111 Rho : 0.0033 Vega : 0.0434 Gamma : 0.0062
285.00	0.200 C- 0.200 O-0.150 H-0.300 L-0.150	0.0500/ 33.33 %	1888.42 K/ -3850.000	1109/ 548.54 %	6089.00	44.70 / 43.25	Short Covering	Bullish	0.536	0.0018	0.0303 Delta : 0.0303 Theta : -0.068 Rho : 0.0018 Vega : 0.0268 Gamma : 0.0039
26700.00	122.80 C- 122.80 O-235.60 H-237.00 L-114.20	-155.70/ -55.91 %	22.10 K/ 18525.00	42/ 1300.00 %	21730.00	227.34 / 500.00	Short Build Up	Bearish	0	0	0 Delta : 0 Theta : 0 Rho : 0 Vega : 0 Gamma : 0

Risk Free rate : 6.25%, Dividend Yield : 7.08 %