NATGASMINI
Natural Gas Mini
Historical option data for NATGASMINI
03 Dec 2024 10:40 PM IST
| NATGASMINI 23DEC2024 250 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.64
Vega: 0.23
Theta: -0.38
Gamma: 0.01
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 3 Dec | 0.00 | 22 | -10.20 | 66.24 | 0.284 | 8 | 43 | |||
| 2 Dec | 0.00 | 32.2 | -7.50 | 72.86 | 0.148 | -5 | 35 | |||
| 29 Nov | 0.00 | 39.7 | 5.70 | 66.78 | 0.032 | -1 | 40 | |||
| 28 Nov | 0.00 | 34 | -0.45 | 59.74 | 0.044 | 0 | 41 | |||
|
|
||||||||||
| 27 Nov | 0.00 | 34.45 | -11.55 | 78.99 | 0.096 | -1 | 41 | |||
| 26 Nov | 0.00 | 46 | -3.35 | 70.58 | 0.024 | 1 | 42 | |||
| 25 Nov | 0.00 | 49.35 | 11.55 | 73.51 | 0.016 | 0 | 41 | |||
| 22 Nov | 0.00 | 37.8 | -18.75 | 66.82 | 0.104 | 10 | 41 | |||
| 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 0.64
Historical price for 250 CE is as follows
On 3 Dec NATGASMINI was trading at 0.00. The strike last trading price was 22, which was -10.20 lower than the previous day. The implied volatity was 66.24, the open interest changed by 8 which increased total open position to 43
On 2 Dec NATGASMINI was trading at 0.00. The strike last trading price was 32.2, which was -7.50 lower than the previous day. The implied volatity was 72.86, the open interest changed by -5 which decreased total open position to 35
On 29 Nov NATGASMINI was trading at 0.00. The strike last trading price was 39.7, which was 5.70 higher than the previous day. The implied volatity was 66.78, the open interest changed by -1 which decreased total open position to 40
On 28 Nov NATGASMINI was trading at 0.00. The strike last trading price was 34, which was -0.45 lower than the previous day. The implied volatity was 59.74, the open interest changed by 0 which decreased total open position to 41
On 27 Nov NATGASMINI was trading at 0.00. The strike last trading price was 34.45, which was -11.55 lower than the previous day. The implied volatity was 78.99, the open interest changed by -1 which decreased total open position to 41
On 26 Nov NATGASMINI was trading at 0.00. The strike last trading price was 46, which was -3.35 lower than the previous day. The implied volatity was 70.58, the open interest changed by 1 which increased total open position to 42
On 25 Nov NATGASMINI was trading at 0.00. The strike last trading price was 49.35, which was 11.55 higher than the previous day. The implied volatity was 73.51, the open interest changed by 0 which decreased total open position to 41
On 22 Nov NATGASMINI was trading at 0.00. The strike last trading price was 37.8, which was -18.75 lower than the previous day. The implied volatity was 66.82, the open interest changed by 10 which increased total open position to 41
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: -0.36
Vega: 0.23
Theta: -0.36
Gamma: 0.01
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 3 Dec | 0.00 | 10.3 | 2.25 | 63.20 | 6.224 | 124 | 478 |
| 2 Dec | 0.00 | 8.05 | 1.10 | 68.52 | 6.22 | -49 | 360 |
| 29 Nov | 0.00 | 6.95 | -1.55 | 70.32 | 5.02 | 72 | 410 |
| 28 Nov | 0.00 | 8.5 | -1.30 | 70.08 | 4.556 | 50 | 347 |
| 27 Nov | 0.00 | 9.8 | 2.20 | 66.84 | 5.076 | -167 | 298 |
| 26 Nov | 0.00 | 7.6 | 0.35 | 74.54 | 3.496 | -21 | 457 |
| 25 Nov | 0.00 | 7.25 | -2.95 | 74.67 | 4.124 | 183 | 492 |
| 22 Nov | 0.00 | 10.2 | 2.60 | 69.84 | 8.772 | 71 | 317 |
| 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 -0.36
Historical price for 250 PE is as follows
On 3 Dec NATGASMINI was trading at 0.00. The strike last trading price was 10.3, which was 2.25 higher than the previous day. The implied volatity was 63.20, the open interest changed by 124 which increased total open position to 478
On 2 Dec NATGASMINI was trading at 0.00. The strike last trading price was 8.05, which was 1.10 higher than the previous day. The implied volatity was 68.52, the open interest changed by -49 which decreased total open position to 360
On 29 Nov NATGASMINI was trading at 0.00. The strike last trading price was 6.95, which was -1.55 lower than the previous day. The implied volatity was 70.32, the open interest changed by 72 which increased total open position to 410
On 28 Nov NATGASMINI was trading at 0.00. The strike last trading price was 8.5, which was -1.30 lower than the previous day. The implied volatity was 70.08, the open interest changed by 50 which increased total open position to 347
On 27 Nov NATGASMINI was trading at 0.00. The strike last trading price was 9.8, which was 2.20 higher than the previous day. The implied volatity was 66.84, the open interest changed by -167 which decreased total open position to 298
On 26 Nov NATGASMINI was trading at 0.00. The strike last trading price was 7.6, which was 0.35 higher than the previous day. The implied volatity was 74.54, the open interest changed by -21 which decreased total open position to 457
On 25 Nov NATGASMINI was trading at 0.00. The strike last trading price was 7.25, which was -2.95 lower than the previous day. The implied volatity was 74.67, the open interest changed by 183 which increased total open position to 492
On 22 Nov NATGASMINI was trading at 0.00. The strike last trading price was 10.2, which was 2.60 higher than the previous day. The implied volatity was 69.84, the open interest changed by 71 which increased total open position to 317
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
