NATGASMINI
Natural Gas Mini
Historical option data for NATGASMINI
22 Nov 2024 11:50 AM IST
| NATGASMINI 23DEC2024 250 CE | ||||||||||
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Delta: 0.80
Vega: 0.25
Theta: -0.32
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 22 Nov | 0.00 | 54.95 | -1.60 | 80.90 | 0.024 | 5 | 0 | |||
| 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 | |||
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| 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 0.80
Historical price for 250 CE is as follows
On 22 Nov NATGASMINI was trading at 0.00. The strike last trading price was 54.95, which was -1.60 lower than the previous day. The implied volatity was 80.90, the open interest changed by 5 which increased total open position to 0
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 | |||||||
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Delta: -0.19
Vega: 0.24
Theta: -0.28
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Nov | 0.00 | 7.55 | -0.05 | 74.30 | 0.92 | 143 | 389 |
| 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 -0.19
Historical price for 250 PE is as follows
On 22 Nov NATGASMINI was trading at 0.00. The strike last trading price was 7.55, which was -0.05 lower than the previous day. The implied volatity was 74.30, the open interest changed by 143 which increased total open position to 389
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
