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Related Pages for NATGASMINI
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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 260 CE
Delta: 0.73
Vega: 0.28
Theta: -0.32
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
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 0.73

Historical price for 260 CE is as follows

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
Delta: -0.26
Vega: 0.28
Theta: -0.30
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
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 -0.26

Historical price for 260 PE is as follows

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