ONGC OIL AND NATURAL GAS CORP.

OIL AND NATURAL GAS CORP. — on this desk since 2 Jan 2006.

Prices before Thu 3 Jan 2019 are not comparable with today's. A corporate action in this security carries no published ratio, so nothing before that date can be put on the same share count — it is left out rather than shown unadjusted.

implied move
2.3%
12 days to the expiry read
futures
short cover
price rose and open interest fell
basis
0.54%
the future traded 0.54% above the share
option prices
13
dearer than 13 of the past 252 sessions

Option chain

as of Thu 15 Oct 15:30
CallsStrikePuts
What happenedPriceChange in OIOpen interestOpen interestChange in OIPriceWhat happened
—25.03029,2502008,70,750−4,5000.06—
————2031,26,00000.03—
————2052,38,500−6,7500.07long unwinding
————2081,84,500−6,7500.08long unwinding
long build-up15.28+4,5001,19,2502108,52,750−67,5000.11long unwinding
—12.98018,0002133,96,000−78,7500.18long unwinding
long build-up11.00+4,5005,01,75021518,94,500+1,35,0000.26short build-up
long build-up8.78+4,5003,17,25021813,45,500−1,12,5000.44long unwinding
short covering6.40−2,20,50018,22,500220wall49,77,000−1,50,7500.76long unwinding
short covering4.54−1,10,25016,69,50022319,08,000+60,7501.31short build-up
long build-up2.95+1,59,75092,52,000wall225at the money22,68,000+3,10,5002.24short build-up
long build-up1.88+78,75017,66,2502287,53,750+1,48,5003.63short build-up
short covering1.18−2,25,00060,50,25023015,03,000−40,5005.40long unwinding
long build-up0.78+18,00014,26,5002334,95,000−4,5007.47long unwinding
long build-up0.54+1,64,25049,02,75023514,28,750−1,41,7509.55long unwinding
short build-up0.39+27,00015,99,7502383,12,750+6,75012.96short build-up
short build-up0.29+2,25070,42,50024011,67,750−36,00014.50short covering
short build-up0.23+11,2503,82,50024318,000017.59—
short build-up0.18+2,54,25016,58,2502452,27,250020.00—
long unwinding0.06−4,5001,95,7502489,000022.45—
short build-up0.16+36,00044,91,0002504,83,750024.92—

The options were priced for a move of about 2.3% by 27 Oct.

Open interest

as of Thu 15 Oct 15:30

Short cover: price rose and open interest fell.

For this stock, 213 of 431 times the close 5 sessions later was higher.

Across every F&O stock, 50,957 of 98,536 times the close 5 sessions later was higher.

Basis, rollover and the ban

as of Thu 15 Oct 15:30

The future traded 0.54% above the share.

Not in the F&O ban this session; open interest stood at 25% of its market-wide limit.

Implied volatility

as of Thu 15 Oct 15:30

The options were priced for a move of about 2.3% by 27 Oct; over the sessions the desk holds it ranged 1.0–6.6%.

Option prices were dearer than 13 of the past 252 sessions.

Calls were priced dearer than puts the same distance out.

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Implied and realised around results

as of Thu 15 Oct 15:30
  • 4 Aug 2026: options priced about 5.0%; the share moved 0.7% by 5 Aug.

The futures, session by session

as of Thu 15 Oct 15:30
sessionfuturesimplied movebasisban
Thu 15 Octshort cover2.3%0.54%
Wed 14 Octshort cover2.5%-0.34%
Tue 13 Octshort cover2.7%0.02%
Mon 12 Octlong unwind3.2%-0.11%
Fri 9 Octshort cover3.3%0.05%
Thu 8 Octlong unwind3.9%-0.25%
Wed 7 Octshort build3.9%0.50%
Tue 6 Octshort build4.0%0.11%
Mon 5 Octlong build4.2%0.45%
Thu 1 Octshort build4.6%0.63%
Wed 30 Sepshort build4.7%-0.14%
Tue 29 Sepno read4.4%0.69%
Mon 28 Sepshort build4.6%0.69%
Fri 25 Seplong unwind1.0%-0.21%
Thu 24 Seplong build1.8%-0.78%
Wed 23 Seplong build1.5%-0.18%
Tue 22 Seplong build1.8%-0.27%
Mon 21 Sepshort cover2.0%-0.25%
Fri 18 Sepshort cover2.3%-0.01%
Thu 17 Sepshort build2.6%-0.09%

After a name entered or left the ban

as of Thu 15 Oct 15:30
  • Every F&O stock, on entering the ban: 755 of 1,496 times the close 5 sessions later was higher.
  • Every F&O stock, on leaving it: 747 of 1,496 times the close 5 sessions later was higher.

Before comparing across time

as of Thu 15 Oct 15:30

Open interest is in shares. Traded volume is in contracts before July 2024 and in shares after, so volumes are not compared across that change.