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[--[65.84.65.76]--]
NATGASMINI
Natural Gas Mini

286.9 18.70 (6.97%)

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Historical option data for NATGASMINI

21 Nov 2024 05:30 PM IST
NATGASMINI 21NOV2024 280 CE
Delta: 0.73
Vega: 0.04
Theta: -3.96
Gamma: 0.03
Date Close Ltp Change IV Volume Change OI OI
21 Nov 0.00 8.85 6.70 112.01 33.688 -103 373
20 Nov 0.00 2.15 1.50 92.21 15.384 303 511
19 Nov 0.00 0.65 0.00 - 3.316 35 208
18 Nov 0.00 0.65 0.00 - 1.936 42 158
14 Nov 0.00 0.65 -2.05 - 1.072 7 112
13 Nov 0.00 2.7 0.50 78.06 2.184 14 105
12 Nov 0.00 2.2 -0.15 74.70 1.184 9 81
11 Nov 0.00 2.35 1.20 69.62 1.076 8 72
8 Nov 0.00 1.15 -0.55 - 0.056 3 64
7 Nov 0.00 1.7 -0.30 - 0.2 4 62
6 Nov 0.00 2 -0.45 75.18 0.228 13 58
5 Nov 0.00 2.45 -0.15 - 0.368 6 45
4 Nov 0.00 2.6 0.20 72.88 0.54 3 52
1 Nov 0.00 2.4 -0.40 - 0.056 -5 49
31 Oct 0.00 2.8 -1.55 - 0.444 12 54
30 Oct 0.00 4.35 -0.40 - 0.776 -15 42
29 Oct 0.00 4.75 -0.05 - 0.676 -16 57
28 Oct 0.00 4.8 -5.85 - 1.624 25 73
25 Oct 0.00 10.65 - 1.088 48 48


For Natural Gas Mini - strike price 280 expiring on 21NOV2024

Delta for 280 CE is 0.73

Historical price for 280 CE is as follows

On 21 Nov NATGASMINI was trading at 0.00. The strike last trading price was 8.85, which was 6.70 higher than the previous day. The implied volatity was 112.01, the open interest changed by -103 which decreased total open position to 373


On 20 Nov NATGASMINI was trading at 0.00. The strike last trading price was 2.15, which was 1.50 higher than the previous day. The implied volatity was 92.21, the open interest changed by 303 which increased total open position to 511


On 19 Nov NATGASMINI was trading at 0.00. The strike last trading price was 0.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 35 which increased total open position to 208


On 18 Nov NATGASMINI was trading at 0.00. The strike last trading price was 0.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 42 which increased total open position to 158


On 14 Nov NATGASMINI was trading at 0.00. The strike last trading price was 0.65, which was -2.05 lower than the previous day. The implied volatity was -, the open interest changed by 7 which increased total open position to 112


On 13 Nov NATGASMINI was trading at 0.00. The strike last trading price was 2.7, which was 0.50 higher than the previous day. The implied volatity was 78.06, the open interest changed by 14 which increased total open position to 105


On 12 Nov NATGASMINI was trading at 0.00. The strike last trading price was 2.2, which was -0.15 lower than the previous day. The implied volatity was 74.70, the open interest changed by 9 which increased total open position to 81


On 11 Nov NATGASMINI was trading at 0.00. The strike last trading price was 2.35, which was 1.20 higher than the previous day. The implied volatity was 69.62, the open interest changed by 8 which increased total open position to 72


On 8 Nov NATGASMINI was trading at 0.00. The strike last trading price was 1.15, which was -0.55 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 64


On 7 Nov NATGASMINI was trading at 0.00. The strike last trading price was 1.7, which was -0.30 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 62


On 6 Nov NATGASMINI was trading at 0.00. The strike last trading price was 2, which was -0.45 lower than the previous day. The implied volatity was 75.18, the open interest changed by 13 which increased total open position to 58


On 5 Nov NATGASMINI was trading at 0.00. The strike last trading price was 2.45, which was -0.15 lower than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 45


On 4 Nov NATGASMINI was trading at 0.00. The strike last trading price was 2.6, which was 0.20 higher than the previous day. The implied volatity was 72.88, the open interest changed by 3 which increased total open position to 52


On 1 Nov NATGASMINI was trading at 0.00. The strike last trading price was 2.4, which was -0.40 lower than the previous day. The implied volatity was -, the open interest changed by -5 which decreased total open position to 49


On 31 Oct NATGASMINI was trading at 0.00. The strike last trading price was 2.8, which was -1.55 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 30 Oct NATGASMINI was trading at 0.00. The strike last trading price was 4.35, which was -0.40 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 29 Oct NATGASMINI was trading at 0.00. The strike last trading price was 4.75, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 28 Oct NATGASMINI was trading at 0.00. The strike last trading price was 4.8, which was -5.85 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 25 Oct NATGASMINI was trading at 0.00. The strike last trading price was 10.65, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


NATGASMINI 21NOV2024 280 PE
Delta: -0.27
Vega: 0.04
Theta: -3.96
Gamma: 0.03
Date Close Ltp Change IV Volume Change OI OI
21 Nov 0.00 2.05 -11.65 112.01 15.48 559 713
20 Nov 0.00 13.7 13.70 117.63 1.244 207 207
19 Nov 0.00 0 0.00 0.00 0 0 0
18 Nov 0.00 0 0.00 0.00 0 0 0
14 Nov 0.00 0 0.00 0.00 0 0 0
13 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 0.00 0 0 0
8 Nov 0.00 0 0.00 0.00 0 0 0
7 Nov 0.00 0 0.00 0.00 0 0 0
6 Nov 0.00 0 0.00 0.00 0 0 0
5 Nov 0.00 0 0.00 0.00 0 0 0
4 Nov 0.00 0 0.00 0.00 0 0 0
1 Nov 0.00 0 0.00 0.00 0 0 0
31 Oct 0.00 0 0.00 - 0 0 0
30 Oct 0.00 0 0.00 - 0 0 0
29 Oct 0.00 0 0.00 - 0 0 0
28 Oct 0.00 0 0.00 - 0 0 0
25 Oct 0.00 0 - 0 0 0


For Natural Gas Mini - strike price 280 expiring on 21NOV2024

Delta for 280 PE is -0.27

Historical price for 280 PE is as follows

On 21 Nov NATGASMINI was trading at 0.00. The strike last trading price was 2.05, which was -11.65 lower than the previous day. The implied volatity was 112.01, the open interest changed by 559 which increased total open position to 713


On 20 Nov NATGASMINI was trading at 0.00. The strike last trading price was 13.7, which was 13.70 higher than the previous day. The implied volatity was 117.63, the open interest changed by 207 which increased total open position to 207


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 14 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 13 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 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 8 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 7 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 6 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 5 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 4 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 1 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 31 Oct 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 -, the open interest changed by which decreased total open position to


On 30 Oct 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 -, the open interest changed by which decreased total open position to


On 29 Oct 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 -, the open interest changed by which decreased total open position to


On 28 Oct 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 -, the open interest changed by which decreased total open position to


On 25 Oct NATGASMINI was trading at 0.00. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to