NATGASMINI
Natural Gas Mini
Historical option data for NATGASMINI
21 Nov 2024 11:40 PM IST
| NATGASMINI 23DEC2024 280 CE | ||||||||||
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Delta: 0.61
Vega: 0.33
Theta: -0.35
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 0.00 | 29 | 2.70 | 68.50 | 1.824 | 169 | 235 | |||
| 20 Nov | 0.00 | 26.3 | 6.40 | 66.76 | 0.528 | 60 | 66 | |||
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| 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 0.61
Historical price for 280 CE is as follows
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: -0.39
Vega: 0.33
Theta: -0.36
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 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 -0.39
Historical price for 280 PE is as follows
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
