NATGASMINI
Natural Gas Mini
Historical option data for NATGASMINI
21 Nov 2024 11:40 PM IST
| NATGASMINI 23DEC2024 240 CE | ||||||||||
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Delta: 0.98
Vega: 0.03
Theta: -0.02
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 0.00 | 50.85 | 0.00 | 30.56 | 0.004 | 1 | 8 | |||
| 20 Nov | 0.00 | 50.85 | 10.85 | 59.89 | 0.024 | 6 | 7 | |||
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| 19 Nov | 0.00 | 40 | 40.00 | 51.46 | 0.02 | 1 | 1 | |||
| 18 Nov | 0.00 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 26 Sept | 0.00 | 0 | - | 0 | 0 | 0 | ||||
For Natural Gas Mini - strike price 240 expiring on 23DEC2024
Delta for 240 CE is 0.98
Historical price for 240 CE is as follows
On 21 Nov NATGASMINI was trading at 0.00. The strike last trading price was 50.85, which was 0.00 lower than the previous day. The implied volatity was 30.56, the open interest changed by 1 which increased total open position to 8
On 20 Nov NATGASMINI was trading at 0.00. The strike last trading price was 50.85, which was 10.85 higher than the previous day. The implied volatity was 59.89, the open interest changed by 6 which increased total open position to 7
On 19 Nov NATGASMINI was trading at 0.00. The strike last trading price was 40, which was 40.00 higher than the previous day. The implied volatity was 51.46, the open interest changed by 1 which increased total open position to 1
On 18 Nov NATGASMINI was trading at 0.00. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 26 Sept NATGASMINI was trading at 0.00. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| NATGASMINI 23DEC2024 240 PE | |||||||
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Delta: -0.15
Vega: 0.21
Theta: -0.23
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 0.00 | 5.45 | -2.80 | 70.78 | 2.468 | 287 | 331 |
| 20 Nov | 0.00 | 8.25 | 0.20 | 79.17 | 0.128 | 23 | 43 |
| 19 Nov | 0.00 | 8.05 | -1.45 | 67.95 | 0.052 | 11 | 20 |
| 18 Nov | 0.00 | 9.5 | 9.50 | 64.82 | 0.08 | 6 | 8 |
| 26 Sept | 0.00 | 0 | - | 0 | 0 | 0 | |
For Natural Gas Mini - strike price 240 expiring on 23DEC2024
Delta for 240 PE is -0.15
Historical price for 240 PE is as follows
On 21 Nov NATGASMINI was trading at 0.00. The strike last trading price was 5.45, which was -2.80 lower than the previous day. The implied volatity was 70.78, the open interest changed by 287 which increased total open position to 331
On 20 Nov NATGASMINI was trading at 0.00. The strike last trading price was 8.25, which was 0.20 higher than the previous day. The implied volatity was 79.17, the open interest changed by 23 which increased total open position to 43
On 19 Nov NATGASMINI was trading at 0.00. The strike last trading price was 8.05, which was -1.45 lower than the previous day. The implied volatity was 67.95, the open interest changed by 11 which increased total open position to 20
On 18 Nov NATGASMINI was trading at 0.00. The strike last trading price was 9.5, which was 9.50 higher than the previous day. The implied volatity was 64.82, the open interest changed by 6 which increased total open position to 8
On 26 Sept NATGASMINI was trading at 0.00. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
