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NATGASMINI
Natural Gas Mini
278.1 9.90 (3.69%)

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Historical option data for NATGASMINI

21 Nov 2024 11:40 PM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
NATGASMINI 23DEC2024 250 CE
Delta: 0.74
Vega: 0.28
Theta: -0.43
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Nov 0.00 56.55 16.90 100.45 0.024 5 31
20 Nov 0.00 39.65 4.65 44.42 0.012 2 27
19 Nov 0.00 35 6.00 60.64 0.068 5 24
18 Nov 0.00 29 -3.05 59.51 0.06 7 19
14 Nov 0.00 32.05 19.90 75.14 0.016 8 8
8 Nov 0.00 12.15 38.56 0.016 4 4

For Natural Gas Mini - strike price 250 expiring on 23DEC2024

Delta for 250 CE is 0.74

Historical price for 250 CE is as follows

On 21 Nov NATGASMINI was trading at 0.00. The strike last trading price was 56.55, which was 16.90 higher than the previous day. The implied volatity was 100.45, the open interest changed by 5 which increased total open position to 31


On 20 Nov NATGASMINI was trading at 0.00. The strike last trading price was 39.65, which was 4.65 higher than the previous day. The implied volatity was 44.42, the open interest changed by 2 which increased total open position to 27


On 19 Nov NATGASMINI was trading at 0.00. The strike last trading price was 35, which was 6.00 higher than the previous day. The implied volatity was 60.64, the open interest changed by 5 which increased total open position to 24


On 18 Nov NATGASMINI was trading at 0.00. The strike last trading price was 29, which was -3.05 lower than the previous day. The implied volatity was 59.51, the open interest changed by 7 which increased total open position to 19


On 14 Nov NATGASMINI was trading at 0.00. The strike last trading price was 32.05, which was 19.90 higher than the previous day. The implied volatity was 75.14, the open interest changed by 8 which increased total open position to 8


On 8 Nov NATGASMINI was trading at 0.00. The strike last trading price was 12.15, which was lower than the previous day. The implied volatity was 38.56, the open interest changed by 4 which increased total open position to 4


NATGASMINI 23DEC2024 250 PE
Delta: -0.20
Vega: 0.24
Theta: -0.26
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Nov 0.00 7.6 -1.95 69.93 2.432 174 251
20 Nov 0.00 9.55 -1.25 73.01 0.532 51 76
19 Nov 0.00 10.8 -1.35 66.33 0.112 15 24
18 Nov 0.00 12.15 -4.80 61.34 0.044 3 9
14 Nov 0.00 16.95 16.95 68.08 0.032 5 5
8 Nov 0.00 0 0.00 0 0 0

For Natural Gas Mini - strike price 250 expiring on 23DEC2024

Delta for 250 PE is -0.20

Historical price for 250 PE is as follows

On 21 Nov NATGASMINI was trading at 0.00. The strike last trading price was 7.6, which was -1.95 lower than the previous day. The implied volatity was 69.93, the open interest changed by 174 which increased total open position to 251


On 20 Nov NATGASMINI was trading at 0.00. The strike last trading price was 9.55, which was -1.25 lower than the previous day. The implied volatity was 73.01, the open interest changed by 51 which increased total open position to 76


On 19 Nov NATGASMINI was trading at 0.00. The strike last trading price was 10.8, which was -1.35 lower than the previous day. The implied volatity was 66.33, the open interest changed by 15 which increased total open position to 24


On 18 Nov NATGASMINI was trading at 0.00. The strike last trading price was 12.15, which was -4.80 lower than the previous day. The implied volatity was 61.34, the open interest changed by 3 which increased total open position to 9


On 14 Nov NATGASMINI was trading at 0.00. The strike last trading price was 16.95, which was 16.95 higher than the previous day. The implied volatity was 68.08, the open interest changed by 5 which increased total open position to 5


On 8 Nov NATGASMINI was trading at 0.00. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0