NATGASMINI
Natural Gas Mini
283.5
15.30 (5.70%)
Option Chain for NATGASMINI
21 Nov 2024 02:40 PM IST
Note:- Click on the strike price to open the historical data.
| Call |
|
Put
Lot Size : 250 |
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|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Delta | OI | Change OI | Vol | IV | Ltp | Change | Change | Ltp | IV | Vol | Change OI | OI | Delta | |
| 0.00 | 5 | 0 | 0.004 | 0.00 | 37.50 | 0.00 | 190 | -0.05 | 0.05 | - | 0.004 | -1 | 12 | - |
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| 0.00 | 9 | 0 | 0.004 | 0.00 | 72.00 | 0.00 | 195 | 0.00 | 7.00 | 0.00 | 0.004 | 0 | 9 | 0.00 |
| - | 10 | -1 | 0.004 | - | 80.55 | 20.55 | 200 | 0.00 | 0.05 | - | 0.004 | -1 | 682 | - |
| 0.00 | 0 | 0 | 0 | 0.00 | 0.00 | 0.00 | 205 | 0.00 | 0.20 | 0.00 | 0.028 | 0 | 21 | 0.00 |
| - | 63 | 0 | 0.004 | - | 73.95 | 23.95 | 210 | 0.00 | 0.05 | - | 0.004 | 0 | 423 | - |
| - | 32 | -1 | 0.008 | - | 60.45 | 16.45 | 215 | 0.70 | 0.75 | - | 0.008 | 0 | 192 | - |
| - | 194 | -58 | 0.272 | - | 64.05 | 15.80 | 220 | 0.10 | 0.15 | - | 0.36 | -81 | 326 | - |
| - | 226 | -12 | 0.06 | - | 50.00 | 7.00 | 225 | -0.15 | 0.05 | - | 0.052 | -12 | 449 | - |
| - | 260 | -60 | 0.324 | - | 54.15 | 14.80 | 230 | -0.15 | 0.05 | - | 0.576 | -95 | 825 | - |
| - | 108 | -21 | 0.128 | - | 48.65 | 16.65 | 235 | -0.15 | 0.05 | - | 0.38 | -43 | 435 | - |
| - | 198 | -14 | 0.26 | - | 40.80 | 10.80 | 240 | -0.35 | 0.05 | - | 1.188 | -110 | 831 | - |
| - | 274 | -10 | 0.2 | - | 37.35 | 14.10 | 245 | -0.50 | 0.05 | - | 0.772 | -46 | 600 | - |
| - | 432 | -92 | 0.868 | - | 33.90 | 13.75 | 250 | -0.95 | 0.05 | - | 2.536 | -159 | 987 | - |
| - | 243 | -27 | 1.54 | - | 29.00 | 12.70 | 255 | -1.50 | 0.10 | - | 1.812 | -141 | 438 | - |
| - | 570 | -231 | 7.256 | - | 23.80 | 11.35 | 260 | -2.60 | 0.15 | - | 5.184 | -203 | 479 | - |
| - | 218 | -90 | 6.076 | - | 19.20 | 10.35 | 265 | -3.95 | 0.45 | - | 3 | -75 | 633 | - |
| - | 420 | -130 | 13.896 | - | 14.40 | 8.35 | 270 | -5.45 | 0.85 | - | 7.172 | 141 | 611 | - |
| 0.77 | 208 | 61 | 13.432 | 104.76 | 10.20 | 6.50 | 275 | -8.55 | 1.60 | 101.94 | 4.516 | 216 | 248 | -0.23 |
| 0.62 | 357 | -119 | 25.08 | 104.93 | 6.80 | 4.65 | 280 | -10.55 | 3.15 | 101.54 | 8.748 | 166 | 320 | -0.38 |
| 0.46 | 506 | 490 | 15.412 | 103.20 | 4.10 | 2.90 | 285 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.30 | 1,100 | 925 | 21.316 | 101.20 | 2.20 | 1.50 | 290 | 0.00 | 28.75 | 0.00 | 0.004 | 0 | 1 | 0.00 |
| 0.18 | 587 | 586 | 4.356 | 101.50 | 1.10 | 0.85 | 295 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0 | 0.00 |
| - | 1,609 | 1,568 | 11.996 | - | 0.60 | 0.30 | 300 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.00 | 0 | 0 | 0 | 0.00 | 0.00 | 0.00 | 305 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0 | 0.00 |
| - | 22 | 20 | 0.188 | - | 0.25 | -1.75 | 310 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0 | 0.00 |
| 7,651 | 8,522 | |||||||||||||
Note
- 10% interest rate is applied while computing implied volatility.
- Volume and Open Interest, displayed in Contracts.
- Highlighted options are in-the-money.
What is an Option Chain?
- An option chain, also known as an option matrix, is a listing of all available option contracts, both puts and calls, for a given security.
- It shows all puts, calls, strike ltp, and pricing information for a single underlying asset within a given maturity period.
How is it Useful?
- The option chain matrix is most useful for the next trading day.
- Trading volume, or the number of contracts that change hands in a given day, indicates how much liquidity there might be for any given option.
- Open interest measures the total number of options outstanding on each strike and maturity, allowing you to gauge the scale of market commitment.
