NATGASMINI
Natural Gas Mini
Historical option data for NATGASMINI
03 Dec 2024 10:40 PM IST
| NATGASMINI 23DEC2024 280 CE | ||||||||||
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Delta: 0.36
Vega: 0.23
Theta: -0.39
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 3 Dec | 0.00 | 9.6 | -5.95 | 68.82 | 10.28 | 341 | 1,084 | |||
| 2 Dec | 0.00 | 15.55 | -7.40 | 70.54 | 20.816 | 123 | 828 | |||
| 29 Nov | 0.00 | 22.95 | 2.90 | 73.13 | 23.404 | 54 | 795 | |||
| 28 Nov | 0.00 | 20.05 | 3.10 | 71.97 | 13.972 | -77 | 894 | |||
| 27 Nov | 0.00 | 16.95 | -11.15 | 71.05 | 16.1 | 713 | 1,029 | |||
| 26 Nov | 0.00 | 28.1 | -2.60 | 74.77 | 5.608 | 36 | 316 | |||
| 25 Nov | 0.00 | 30.7 | 8.10 | 75.89 | 9.968 | -123 | 287 | |||
| 22 Nov | 0.00 | 22.6 | -6.40 | 71.91 | 12.784 | 254 | 489 | |||
| 21 Nov | 0.00 | 29 | 2.70 | 68.50 | 1.824 | 169 | 235 | |||
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| 20 Nov | 0.00 | 26.3 | 6.40 | 66.76 | 0.528 | 60 | 66 | |||
| 19 Nov | 0.00 | 19.9 | 9.85 | 64.71 | 0.016 | 4 | 5 | |||
| 18 Nov | 0.00 | 10.05 | 10.05 | 45.86 | 0.004 | 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 280 expiring on 23DEC2024
Delta for 280 CE is 0.36
Historical price for 280 CE is as follows
On 3 Dec NATGASMINI was trading at 0.00. The strike last trading price was 9.6, which was -5.95 lower than the previous day. The implied volatity was 68.82, the open interest changed by 341 which increased total open position to 1084
On 2 Dec NATGASMINI was trading at 0.00. The strike last trading price was 15.55, which was -7.40 lower than the previous day. The implied volatity was 70.54, the open interest changed by 123 which increased total open position to 828
On 29 Nov NATGASMINI was trading at 0.00. The strike last trading price was 22.95, which was 2.90 higher than the previous day. The implied volatity was 73.13, the open interest changed by 54 which increased total open position to 795
On 28 Nov NATGASMINI was trading at 0.00. The strike last trading price was 20.05, which was 3.10 higher than the previous day. The implied volatity was 71.97, the open interest changed by -77 which decreased total open position to 894
On 27 Nov NATGASMINI was trading at 0.00. The strike last trading price was 16.95, which was -11.15 lower than the previous day. The implied volatity was 71.05, the open interest changed by 713 which increased total open position to 1029
On 26 Nov NATGASMINI was trading at 0.00. The strike last trading price was 28.1, which was -2.60 lower than the previous day. The implied volatity was 74.77, the open interest changed by 36 which increased total open position to 316
On 25 Nov NATGASMINI was trading at 0.00. The strike last trading price was 30.7, which was 8.10 higher than the previous day. The implied volatity was 75.89, the open interest changed by -123 which decreased total open position to 287
On 22 Nov NATGASMINI was trading at 0.00. The strike last trading price was 22.6, which was -6.40 lower than the previous day. The implied volatity was 71.91, the open interest changed by 254 which increased total open position to 489
On 21 Nov NATGASMINI was trading at 0.00. The strike last trading price was 29, which was 2.70 higher than the previous day. The implied volatity was 68.50, the open interest changed by 169 which increased total open position to 235
On 20 Nov NATGASMINI was trading at 0.00. The strike last trading price was 26.3, which was 6.40 higher than the previous day. The implied volatity was 66.76, the open interest changed by 60 which increased total open position to 66
On 19 Nov NATGASMINI was trading at 0.00. The strike last trading price was 19.9, which was 9.85 higher than the previous day. The implied volatity was 64.71, the open interest changed by 4 which increased total open position to 5
On 18 Nov NATGASMINI was trading at 0.00. The strike last trading price was 10.05, which was 10.05 higher than the previous day. The implied volatity was 45.86, 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
| NATGASMINI 23DEC2024 280 PE | |||||||
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Delta: -0.64
Vega: 0.23
Theta: -0.38
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 3 Dec | 0.00 | 28.3 | 6.15 | 67.52 | 4.732 | -123 | 441 |
| 2 Dec | 0.00 | 22.15 | 2.75 | 69.78 | 8.144 | -71 | 580 |
| 29 Nov | 0.00 | 19.4 | -3.00 | 72.96 | 12.344 | 186 | 681 |
| 28 Nov | 0.00 | 22.4 | -2.85 | 73.17 | 5.676 | -58 | 566 |
| 27 Nov | 0.00 | 25.25 | 6.25 | 70.55 | 16.34 | 4 | 650 |
| 26 Nov | 0.00 | 19 | 0.65 | 75.42 | 13.744 | 69 | 681 |
| 25 Nov | 0.00 | 18.35 | -5.45 | 75.73 | 15.836 | 166 | 683 |
| 22 Nov | 0.00 | 23.8 | 4.85 | 70.68 | 68.748 | 296 | 626 |
| 21 Nov | 0.00 | 18.95 | -2.05 | 71.07 | 4.584 | 294 | 352 |
| 20 Nov | 0.00 | 21 | 21.00 | 71.21 | 0.28 | 58 | 58 |
| 19 Nov | 0.00 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 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 280 expiring on 23DEC2024
Delta for 280 PE is -0.64
Historical price for 280 PE is as follows
On 3 Dec NATGASMINI was trading at 0.00. The strike last trading price was 28.3, which was 6.15 higher than the previous day. The implied volatity was 67.52, the open interest changed by -123 which decreased total open position to 441
On 2 Dec NATGASMINI was trading at 0.00. The strike last trading price was 22.15, which was 2.75 higher than the previous day. The implied volatity was 69.78, the open interest changed by -71 which decreased total open position to 580
On 29 Nov NATGASMINI was trading at 0.00. The strike last trading price was 19.4, which was -3.00 lower than the previous day. The implied volatity was 72.96, the open interest changed by 186 which increased total open position to 681
On 28 Nov NATGASMINI was trading at 0.00. The strike last trading price was 22.4, which was -2.85 lower than the previous day. The implied volatity was 73.17, the open interest changed by -58 which decreased total open position to 566
On 27 Nov NATGASMINI was trading at 0.00. The strike last trading price was 25.25, which was 6.25 higher than the previous day. The implied volatity was 70.55, the open interest changed by 4 which increased total open position to 650
On 26 Nov NATGASMINI was trading at 0.00. The strike last trading price was 19, which was 0.65 higher than the previous day. The implied volatity was 75.42, the open interest changed by 69 which increased total open position to 681
On 25 Nov NATGASMINI was trading at 0.00. The strike last trading price was 18.35, which was -5.45 lower than the previous day. The implied volatity was 75.73, the open interest changed by 166 which increased total open position to 683
On 22 Nov NATGASMINI was trading at 0.00. The strike last trading price was 23.8, which was 4.85 higher than the previous day. The implied volatity was 70.68, the open interest changed by 296 which increased total open position to 626
On 21 Nov NATGASMINI was trading at 0.00. The strike last trading price was 18.95, which was -2.05 lower than the previous day. The implied volatity was 71.07, the open interest changed by 294 which increased total open position to 352
On 20 Nov NATGASMINI was trading at 0.00. The strike last trading price was 21, which was 21.00 higher than the previous day. The implied volatity was 71.21, the open interest changed by 58 which increased total open position to 58
On 19 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 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
