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

289.5 21.30 (7.94%)

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Historical option data for NATGASMINI

21 Nov 2024 09:20 PM IST
NATGASMINI 21NOV2024 290 CE
Delta: 0.55
Vega: 0.04
Theta: -4.43
Gamma: 0.05
Date Close Ltp Change IV Volume Change OI OI
21 Nov 0.00 3.45 2.75 85.77 72.44 81 256
20 Nov 0.00 0.7 0.60 - 2.44 42 165
19 Nov 0.00 0.1 -0.05 - 0.252 -2 123
18 Nov 0.00 0.15 -0.25 - 0.612 33 127
14 Nov 0.00 0.4 -0.95 - 0.364 2 93
13 Nov 0.00 1.35 0.00 - 1.42 -112 85
12 Nov 0.00 1.35 -0.10 - 1.468 78 197
11 Nov 0.00 1.45 1.10 71.75 1.228 67 119
8 Nov 0.00 0.35 -0.30 - 0.304 11 52
7 Nov 0.00 0.65 -0.35 - 0.24 -12 41
6 Nov 0.00 1 -1.20 - 0.32 -23 53
5 Nov 0.00 2.2 0.05 - 0.412 15 76
4 Nov 0.00 2.15 -0.45 - 0.7 5 62
1 Nov 0.00 2.6 0.35 - 0.012 -2 57
31 Oct 0.00 2.25 -0.90 - 0.356 -7 59
30 Oct 0.00 3.15 -0.35 - 0.98 9 66
29 Oct 0.00 3.5 -0.05 - 0.868 22 57
28 Oct 0.00 3.55 -4.75 - 0.888 22 35
25 Oct 0.00 8.3 - 0.052 13 13


For Natural Gas Mini - strike price 290 expiring on 21NOV2024

Delta for 290 CE is 0.55

Historical price for 290 CE is as follows

On 21 Nov NATGASMINI was trading at 0.00. The strike last trading price was 3.45, which was 2.75 higher than the previous day. The implied volatity was 85.77, the open interest changed by 81 which increased total open position to 256


On 20 Nov NATGASMINI was trading at 0.00. The strike last trading price was 0.7, which was 0.60 higher than the previous day. The implied volatity was -, the open interest changed by 42 which increased total open position to 165


On 19 Nov NATGASMINI was trading at 0.00. The strike last trading price was 0.1, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 123


On 18 Nov NATGASMINI was trading at 0.00. The strike last trading price was 0.15, which was -0.25 lower than the previous day. The implied volatity was -, the open interest changed by 33 which increased total open position to 127


On 14 Nov NATGASMINI was trading at 0.00. The strike last trading price was 0.4, which was -0.95 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 93


On 13 Nov NATGASMINI was trading at 0.00. The strike last trading price was 1.35, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -112 which decreased total open position to 85


On 12 Nov NATGASMINI was trading at 0.00. The strike last trading price was 1.35, which was -0.10 lower than the previous day. The implied volatity was -, the open interest changed by 78 which increased total open position to 197


On 11 Nov NATGASMINI was trading at 0.00. The strike last trading price was 1.45, which was 1.10 higher than the previous day. The implied volatity was 71.75, the open interest changed by 67 which increased total open position to 119


On 8 Nov NATGASMINI was trading at 0.00. The strike last trading price was 0.35, which was -0.30 lower than the previous day. The implied volatity was -, the open interest changed by 11 which increased total open position to 52


On 7 Nov NATGASMINI was trading at 0.00. The strike last trading price was 0.65, which was -0.35 lower than the previous day. The implied volatity was -, the open interest changed by -12 which decreased total open position to 41


On 6 Nov NATGASMINI was trading at 0.00. The strike last trading price was 1, which was -1.20 lower than the previous day. The implied volatity was -, the open interest changed by -23 which decreased total open position to 53


On 5 Nov NATGASMINI was trading at 0.00. The strike last trading price was 2.2, which was 0.05 higher than the previous day. The implied volatity was -, the open interest changed by 15 which increased total open position to 76


On 4 Nov NATGASMINI was trading at 0.00. The strike last trading price was 2.15, which was -0.45 lower than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 62


On 1 Nov NATGASMINI was trading at 0.00. The strike last trading price was 2.6, which was 0.35 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 57


On 31 Oct NATGASMINI was trading at 0.00. The strike last trading price was 2.25, which was -0.90 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 3.15, which was -0.35 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 3.5, 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 3.55, which was -4.75 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 8.3, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


NATGASMINI 21NOV2024 290 PE
Delta: -0.45
Vega: 0.04
Theta: -4.21
Gamma: 0.05
Date Close Ltp Change IV Volume Change OI OI
21 Nov 0.00 2.5 -26.25 81.50 8.488 175 176
20 Nov 0.00 28.75 28.75 - 0.004 1 1
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 290 expiring on 21NOV2024

Delta for 290 PE is -0.45

Historical price for 290 PE is as follows

On 21 Nov NATGASMINI was trading at 0.00. The strike last trading price was 2.5, which was -26.25 lower than the previous day. The implied volatity was 81.50, the open interest changed by 175 which increased total open position to 176


On 20 Nov NATGASMINI was trading at 0.00. The strike last trading price was 28.75, which was 28.75 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1


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