NATGASMINI
Natural Gas Mini
Historical option data for NATGASMINI
03 Dec 2024 10:50 PM IST
| NATGASMINI 23DEC2024 290 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.29
Vega: 0.21
Theta: -0.37
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 3 Dec | 0.00 | 7.4 | -4.95 | 70.66 | 5.796 | 114 | 633 | |||
| 2 Dec | 0.00 | 12.35 | -6.35 | 72.49 | 6.9 | 34 | 516 | |||
| 29 Nov | 0.00 | 18.7 | 2.40 | 74.04 | 11.664 | -7 | 519 | |||
| 28 Nov | 0.00 | 16.3 | 2.70 | 73.21 | 5.264 | -142 | 560 | |||
| 27 Nov | 0.00 | 13.6 | -10.30 | 71.92 | 13.36 | 409 | 752 | |||
| 26 Nov | 0.00 | 23.9 | -2.10 | 76.95 | 17.624 | 168 | 398 | |||
| 25 Nov | 0.00 | 26 | 7.20 | 77.01 | 25.064 | -270 | 189 | |||
| 22 Nov | 0.00 | 18.8 | -5.70 | 72.98 | 12.572 | 425 | 506 | |||
| 21 Nov | 0.00 | 24.5 | -1.15 | 69.95 | 1.78 | 80 | 89 | |||
| 20 Nov | 0.00 | 25.65 | 25.65 | 78.58 | 0.052 | 9 | 9 | |||
| 19 Nov | 0.00 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 18 Nov | 0.00 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
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| 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 290 expiring on 23DEC2024
Delta for 290 CE is 0.29
Historical price for 290 CE is as follows
On 3 Dec NATGASMINI was trading at 0.00. The strike last trading price was 7.4, which was -4.95 lower than the previous day. The implied volatity was 70.66, the open interest changed by 114 which increased total open position to 633
On 2 Dec NATGASMINI was trading at 0.00. The strike last trading price was 12.35, which was -6.35 lower than the previous day. The implied volatity was 72.49, the open interest changed by 34 which increased total open position to 516
On 29 Nov NATGASMINI was trading at 0.00. The strike last trading price was 18.7, which was 2.40 higher than the previous day. The implied volatity was 74.04, the open interest changed by -7 which decreased total open position to 519
On 28 Nov NATGASMINI was trading at 0.00. The strike last trading price was 16.3, which was 2.70 higher than the previous day. The implied volatity was 73.21, the open interest changed by -142 which decreased total open position to 560
On 27 Nov NATGASMINI was trading at 0.00. The strike last trading price was 13.6, which was -10.30 lower than the previous day. The implied volatity was 71.92, the open interest changed by 409 which increased total open position to 752
On 26 Nov NATGASMINI was trading at 0.00. The strike last trading price was 23.9, which was -2.10 lower than the previous day. The implied volatity was 76.95, the open interest changed by 168 which increased total open position to 398
On 25 Nov NATGASMINI was trading at 0.00. The strike last trading price was 26, which was 7.20 higher than the previous day. The implied volatity was 77.01, the open interest changed by -270 which decreased total open position to 189
On 22 Nov NATGASMINI was trading at 0.00. The strike last trading price was 18.8, which was -5.70 lower than the previous day. The implied volatity was 72.98, the open interest changed by 425 which increased total open position to 506
On 21 Nov NATGASMINI was trading at 0.00. The strike last trading price was 24.5, which was -1.15 lower than the previous day. The implied volatity was 69.95, the open interest changed by 80 which increased total open position to 89
On 20 Nov NATGASMINI was trading at 0.00. The strike last trading price was 25.65, which was 25.65 higher than the previous day. The implied volatity was 78.58, the open interest changed by 9 which increased total open position to 9
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
| NATGASMINI 23DEC2024 290 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.71
Vega: 0.21
Theta: -0.37
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 3 Dec | 0.00 | 36.05 | 7.80 | 70.42 | 0.98 | 13 | 284 |
| 2 Dec | 0.00 | 28.25 | 3.10 | 68.95 | 1.488 | -9 | 264 |
| 29 Nov | 0.00 | 25.15 | -2.90 | 73.87 | 1.94 | 10 | 279 |
| 28 Nov | 0.00 | 28.05 | -3.75 | 72.35 | 1.32 | -30 | 269 |
| 27 Nov | 0.00 | 31.8 | 7.20 | 71.21 | 9.604 | -566 | 293 |
| 26 Nov | 0.00 | 24.6 | 1.05 | 76.95 | 22.676 | -444 | 894 |
| 25 Nov | 0.00 | 23.55 | -7.45 | 76.54 | 63.656 | 1,673 | 1,868 |
| 22 Nov | 0.00 | 31 | 6.90 | 74.83 | 11.608 | 68 | 213 |
| 21 Nov | 0.00 | 24.1 | 24.10 | 71.41 | 2.456 | 148 | 148 |
| 20 Nov | 0.00 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 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 290 expiring on 23DEC2024
Delta for 290 PE is -0.71
Historical price for 290 PE is as follows
On 3 Dec NATGASMINI was trading at 0.00. The strike last trading price was 36.05, which was 7.80 higher than the previous day. The implied volatity was 70.42, the open interest changed by 13 which increased total open position to 284
On 2 Dec NATGASMINI was trading at 0.00. The strike last trading price was 28.25, which was 3.10 higher than the previous day. The implied volatity was 68.95, the open interest changed by -9 which decreased total open position to 264
On 29 Nov NATGASMINI was trading at 0.00. The strike last trading price was 25.15, which was -2.90 lower than the previous day. The implied volatity was 73.87, the open interest changed by 10 which increased total open position to 279
On 28 Nov NATGASMINI was trading at 0.00. The strike last trading price was 28.05, which was -3.75 lower than the previous day. The implied volatity was 72.35, the open interest changed by -30 which decreased total open position to 269
On 27 Nov NATGASMINI was trading at 0.00. The strike last trading price was 31.8, which was 7.20 higher than the previous day. The implied volatity was 71.21, the open interest changed by -566 which decreased total open position to 293
On 26 Nov NATGASMINI was trading at 0.00. The strike last trading price was 24.6, which was 1.05 higher than the previous day. The implied volatity was 76.95, the open interest changed by -444 which decreased total open position to 894
On 25 Nov NATGASMINI was trading at 0.00. The strike last trading price was 23.55, which was -7.45 lower than the previous day. The implied volatity was 76.54, the open interest changed by 1673 which increased total open position to 1868
On 22 Nov NATGASMINI was trading at 0.00. The strike last trading price was 31, which was 6.90 higher than the previous day. The implied volatity was 74.83, the open interest changed by 68 which increased total open position to 213
On 21 Nov NATGASMINI was trading at 0.00. The strike last trading price was 24.1, which was 24.10 higher than the previous day. The implied volatity was 71.41, the open interest changed by 148 which increased total open position to 148
On 20 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 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
