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[--[65.84.65.76]--]
NATGASMINI
Natural Gas Mini

284.6 6.30 (2.26%)

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Historical option data for NATGASMINI

22 Nov 2024 12:10 PM IST
NATGASMINI 23DEC2024 240 CE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
22 Nov 0.00 50.85 0.00 0.00 0.004 1 0
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
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 0.00

Historical price for 240 CE is as follows

On 22 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 0.00, the open interest changed by 1 which increased total open position to 0


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
Delta: -0.14
Vega: 0.20
Theta: -0.23
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
22 Nov 0.00 5.35 -0.10 75.45 0.108 6 343
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 -0.14

Historical price for 240 PE is as follows

On 22 Nov NATGASMINI was trading at 0.00. The strike last trading price was 5.35, which was -0.10 lower than the previous day. The implied volatity was 75.45, the open interest changed by 6 which increased total open position to 343


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