NATGASMINI
Natural Gas Mini
Historical option data for NATGASMINI
25 Nov 2024 01:30 PM IST
| NATGASMINI 23DEC2024 270 CE | ||||||||||
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Delta: 0.70
Vega: 0.29
Theta: -0.38
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 25 Nov | 0.00 | 37.7 | 10.80 | 74.95 | 0.492 | -4 | 53 | |||
| 22 Nov | 0.00 | 26.9 | -8.10 | 70.28 | 1.62 | 13 | 53 | |||
| 21 Nov | 0.00 | 35 | 0.90 | 69.50 | 0.272 | 20 | 40 | |||
| 20 Nov | 0.00 | 34.1 | 8.15 | 74.17 | 0.104 | 15 | 20 | |||
| 19 Nov | 0.00 | 25.95 | 5.95 | 68.90 | 0.06 | 5 | 5 | |||
| 18 Nov | 0.00 | 20 | 20.00 | 63.98 | 0.004 | 1 | 0 | |||
| 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 270 expiring on 23DEC2024
Delta for 270 CE is 0.70
Historical price for 270 CE is as follows
On 25 Nov NATGASMINI was trading at 0.00. The strike last trading price was 37.7, which was 10.80 higher than the previous day. The implied volatity was 74.95, the open interest changed by -4 which decreased total open position to 53
On 22 Nov NATGASMINI was trading at 0.00. The strike last trading price was 26.9, which was -8.10 lower than the previous day. The implied volatity was 70.28, the open interest changed by 13 which increased total open position to 53
On 21 Nov NATGASMINI was trading at 0.00. The strike last trading price was 35, which was 0.90 higher than the previous day. The implied volatity was 69.50, the open interest changed by 20 which increased total open position to 40
On 20 Nov NATGASMINI was trading at 0.00. The strike last trading price was 34.1, which was 8.15 higher than the previous day. The implied volatity was 74.17, the open interest changed by 15 which increased total open position to 20
On 19 Nov NATGASMINI was trading at 0.00. The strike last trading price was 25.95, which was 5.95 higher than the previous day. The implied volatity was 68.90, the open interest changed by 5 which increased total open position to 5
On 18 Nov NATGASMINI was trading at 0.00. The strike last trading price was 20, which was 20.00 higher than the previous day. The implied volatity was 63.98, the open interest changed by 1 which increased total open position to 0
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
| NATGASMINI 23DEC2024 270 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.30
Vega: 0.29
Theta: -0.38
Gamma: 0.01
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 25 Nov | 0.00 | 13.4 | -5.65 | 74.95 | 1.56 | 6 | 207 |
| 22 Nov | 0.00 | 19.05 | 5.00 | 72.02 | 10.004 | 26 | 203 |
| 21 Nov | 0.00 | 14.05 | -3.55 | 69.34 | 2.328 | 98 | 174 |
| 20 Nov | 0.00 | 17.6 | -3.05 | 75.10 | 0.512 | 73 | 76 |
| 19 Nov | 0.00 | 20.65 | 20.65 | 70.42 | 0.016 | 3 | 3 |
| 18 Nov | 0.00 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 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 270 expiring on 23DEC2024
Delta for 270 PE is -0.30
Historical price for 270 PE is as follows
On 25 Nov NATGASMINI was trading at 0.00. The strike last trading price was 13.4, which was -5.65 lower than the previous day. The implied volatity was 74.95, the open interest changed by 6 which increased total open position to 207
On 22 Nov NATGASMINI was trading at 0.00. The strike last trading price was 19.05, which was 5.00 higher than the previous day. The implied volatity was 72.02, the open interest changed by 26 which increased total open position to 203
On 21 Nov NATGASMINI was trading at 0.00. The strike last trading price was 14.05, which was -3.55 lower than the previous day. The implied volatity was 69.34, the open interest changed by 98 which increased total open position to 174
On 20 Nov NATGASMINI was trading at 0.00. The strike last trading price was 17.6, which was -3.05 lower than the previous day. The implied volatity was 75.10, the open interest changed by 73 which increased total open position to 76
On 19 Nov NATGASMINI was trading at 0.00. The strike last trading price was 20.65, which was 20.65 higher than the previous day. The implied volatity was 70.42, the open interest changed by 3 which increased total open position to 3
On 18 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 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
