NATGASMINI
Natural Gas Mini
Historical option data for NATGASMINI
03 Dec 2024 11:00 PM IST
| NATGASMINI 23DEC2024 260 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.54
Vega: 0.24
Theta: -0.40
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 3 Dec | 0.00 | 16.8 | -8.30 | 66.38 | 7.516 | 335 | 451 | |||
| 2 Dec | 0.00 | 25.1 | -9.50 | 69.17 | 4.128 | 42 | 119 | |||
| 29 Nov | 0.00 | 34.6 | 4.45 | 74.50 | 0.588 | -6 | 77 | |||
| 28 Nov | 0.00 | 30.15 | 4.15 | 70.52 | 1.44 | 17 | 90 | |||
| 27 Nov | 0.00 | 26 | -17.50 | 69.48 | 0.452 | 7 | 69 | |||
| 26 Nov | 0.00 | 43.5 | -0.70 | 88.40 | 0.08 | -2 | 62 | |||
| 25 Nov | 0.00 | 44.2 | 12.25 | 81.10 | 0.264 | 0 | 64 | |||
| 22 Nov | 0.00 | 31.95 | -10.50 | 68.60 | 0.26 | 25 | 65 | |||
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| 21 Nov | 0.00 | 42.45 | 4.95 | 73.36 | 0.108 | 3 | 40 | |||
| 20 Nov | 0.00 | 37.5 | 6.50 | 65.46 | 0.2 | 10 | 37 | |||
| 19 Nov | 0.00 | 31 | 6.95 | 67.99 | 0.06 | 3 | 27 | |||
| 18 Nov | 0.00 | 24.05 | 0.55 | 61.69 | 0.008 | 1 | 23 | |||
| 12 Nov | 0.00 | 23.5 | 12.35 | 60.31 | 0.004 | 1 | 5 | |||
| 11 Nov | 0.00 | 11.15 | 22.19 | 0.016 | 4 | 4 | ||||
For Natural Gas Mini - strike price 260 expiring on 23DEC2024
Delta for 260 CE is 0.54
Historical price for 260 CE is as follows
On 3 Dec NATGASMINI was trading at 0.00. The strike last trading price was 16.8, which was -8.30 lower than the previous day. The implied volatity was 66.38, the open interest changed by 335 which increased total open position to 451
On 2 Dec NATGASMINI was trading at 0.00. The strike last trading price was 25.1, which was -9.50 lower than the previous day. The implied volatity was 69.17, the open interest changed by 42 which increased total open position to 119
On 29 Nov NATGASMINI was trading at 0.00. The strike last trading price was 34.6, which was 4.45 higher than the previous day. The implied volatity was 74.50, the open interest changed by -6 which decreased total open position to 77
On 28 Nov NATGASMINI was trading at 0.00. The strike last trading price was 30.15, which was 4.15 higher than the previous day. The implied volatity was 70.52, the open interest changed by 17 which increased total open position to 90
On 27 Nov NATGASMINI was trading at 0.00. The strike last trading price was 26, which was -17.50 lower than the previous day. The implied volatity was 69.48, the open interest changed by 7 which increased total open position to 69
On 26 Nov NATGASMINI was trading at 0.00. The strike last trading price was 43.5, which was -0.70 lower than the previous day. The implied volatity was 88.40, the open interest changed by -2 which decreased total open position to 62
On 25 Nov NATGASMINI was trading at 0.00. The strike last trading price was 44.2, which was 12.25 higher than the previous day. The implied volatity was 81.10, the open interest changed by 0 which decreased total open position to 64
On 22 Nov NATGASMINI was trading at 0.00. The strike last trading price was 31.95, which was -10.50 lower than the previous day. The implied volatity was 68.60, the open interest changed by 25 which increased total open position to 65
On 21 Nov NATGASMINI was trading at 0.00. The strike last trading price was 42.45, which was 4.95 higher than the previous day. The implied volatity was 73.36, the open interest changed by 3 which increased total open position to 40
On 20 Nov NATGASMINI was trading at 0.00. The strike last trading price was 37.5, which was 6.50 higher than the previous day. The implied volatity was 65.46, the open interest changed by 10 which increased total open position to 37
On 19 Nov NATGASMINI was trading at 0.00. The strike last trading price was 31, which was 6.95 higher than the previous day. The implied volatity was 67.99, the open interest changed by 3 which increased total open position to 27
On 18 Nov NATGASMINI was trading at 0.00. The strike last trading price was 24.05, which was 0.55 higher than the previous day. The implied volatity was 61.69, the open interest changed by 1 which increased total open position to 23
On 12 Nov NATGASMINI was trading at 0.00. The strike last trading price was 23.5, which was 12.35 higher than the previous day. The implied volatity was 60.31, the open interest changed by 1 which increased total open position to 5
On 11 Nov NATGASMINI was trading at 0.00. The strike last trading price was 11.15, which was lower than the previous day. The implied volatity was 22.19, the open interest changed by 4 which increased total open position to 4
| NATGASMINI 23DEC2024 260 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.46
Vega: 0.24
Theta: -0.39
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 3 Dec | 0.00 | 15.45 | 3.50 | 65.36 | 11.8 | 153 | 486 |
| 2 Dec | 0.00 | 11.95 | 1.45 | 69.37 | 10.004 | 21 | 338 |
| 29 Nov | 0.00 | 10.5 | -1.55 | 72.10 | 3.328 | 10 | 312 |
| 28 Nov | 0.00 | 12.05 | -2.05 | 70.14 | 6.112 | 44 | 302 |
| 27 Nov | 0.00 | 14.1 | 3.55 | 68.16 | 4.712 | -12 | 254 |
| 26 Nov | 0.00 | 10.55 | 0.30 | 74.33 | 2.464 | -67 | 274 |
| 25 Nov | 0.00 | 10.25 | -3.60 | 74.82 | 5.1 | 220 | 371 |
| 22 Nov | 0.00 | 13.85 | 3.40 | 69.61 | 6.36 | 53 | 159 |
| 21 Nov | 0.00 | 10.45 | -3.10 | 69.46 | 1.6 | 62 | 103 |
| 20 Nov | 0.00 | 13.55 | -3.50 | 75.16 | 0.344 | 40 | 44 |
| 19 Nov | 0.00 | 17.05 | 4.55 | 73.89 | 0.028 | 3 | 4 |
| 18 Nov | 0.00 | 12.5 | 12.50 | 48.77 | 0.008 | 1 | 1 |
| 12 Nov | 0.00 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Nov | 0.00 | 0 | 0.00 | 0 | 0 | 0 | |
For Natural Gas Mini - strike price 260 expiring on 23DEC2024
Delta for 260 PE is -0.46
Historical price for 260 PE is as follows
On 3 Dec NATGASMINI was trading at 0.00. The strike last trading price was 15.45, which was 3.50 higher than the previous day. The implied volatity was 65.36, the open interest changed by 153 which increased total open position to 486
On 2 Dec NATGASMINI was trading at 0.00. The strike last trading price was 11.95, which was 1.45 higher than the previous day. The implied volatity was 69.37, the open interest changed by 21 which increased total open position to 338
On 29 Nov NATGASMINI was trading at 0.00. The strike last trading price was 10.5, which was -1.55 lower than the previous day. The implied volatity was 72.10, the open interest changed by 10 which increased total open position to 312
On 28 Nov NATGASMINI was trading at 0.00. The strike last trading price was 12.05, which was -2.05 lower than the previous day. The implied volatity was 70.14, the open interest changed by 44 which increased total open position to 302
On 27 Nov NATGASMINI was trading at 0.00. The strike last trading price was 14.1, which was 3.55 higher than the previous day. The implied volatity was 68.16, the open interest changed by -12 which decreased total open position to 254
On 26 Nov NATGASMINI was trading at 0.00. The strike last trading price was 10.55, which was 0.30 higher than the previous day. The implied volatity was 74.33, the open interest changed by -67 which decreased total open position to 274
On 25 Nov NATGASMINI was trading at 0.00. The strike last trading price was 10.25, which was -3.60 lower than the previous day. The implied volatity was 74.82, the open interest changed by 220 which increased total open position to 371
On 22 Nov NATGASMINI was trading at 0.00. The strike last trading price was 13.85, which was 3.40 higher than the previous day. The implied volatity was 69.61, the open interest changed by 53 which increased total open position to 159
On 21 Nov NATGASMINI was trading at 0.00. The strike last trading price was 10.45, which was -3.10 lower than the previous day. The implied volatity was 69.46, the open interest changed by 62 which increased total open position to 103
On 20 Nov NATGASMINI was trading at 0.00. The strike last trading price was 13.55, which was -3.50 lower than the previous day. The implied volatity was 75.16, the open interest changed by 40 which increased total open position to 44
On 19 Nov NATGASMINI was trading at 0.00. The strike last trading price was 17.05, which was 4.55 higher than the previous day. The implied volatity was 73.89, the open interest changed by 3 which increased total open position to 4
On 18 Nov NATGASMINI was trading at 0.00. The strike last trading price was 12.5, which was 12.50 higher than the previous day. The implied volatity was 48.77, the open interest changed by 1 which increased total open position to 1
On 12 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 11 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
