NATGASMINI
Natural Gas Mini
Historical option data for NATGASMINI
21 Nov 2024 11:40 PM IST
| NATGASMINI 23DEC2024 300 CE | ||||||||||
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Delta: 0.49
Vega: 0.34
Theta: -0.38
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 0.00 | 20.85 | 1.25 | 71.90 | 5.472 | 288 | 403 | |||
| 20 Nov | 0.00 | 19.6 | 5.00 | 72.81 | 0.512 | 47 | 112 | |||
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| 19 Nov | 0.00 | 14.6 | 4.40 | 70.81 | 0.292 | 40 | 64 | |||
| 18 Nov | 0.00 | 10.2 | -1.75 | 65.31 | 0.148 | 19 | 24 | |||
| 13 Nov | 0.00 | 11.95 | -0.05 | 64.46 | 0.004 | 1 | 3 | |||
| 12 Nov | 0.00 | 12 | 6.00 | 68.89 | 0.008 | 1 | 2 | |||
| 11 Nov | 0.00 | 6 | 47.56 | 0.004 | 1 | 1 | ||||
For Natural Gas Mini - strike price 300 expiring on 23DEC2024
Delta for 300 CE is 0.49
Historical price for 300 CE is as follows
On 21 Nov NATGASMINI was trading at 0.00. The strike last trading price was 20.85, which was 1.25 higher than the previous day. The implied volatity was 71.90, the open interest changed by 288 which increased total open position to 403
On 20 Nov NATGASMINI was trading at 0.00. The strike last trading price was 19.6, which was 5.00 higher than the previous day. The implied volatity was 72.81, the open interest changed by 47 which increased total open position to 112
On 19 Nov NATGASMINI was trading at 0.00. The strike last trading price was 14.6, which was 4.40 higher than the previous day. The implied volatity was 70.81, the open interest changed by 40 which increased total open position to 64
On 18 Nov NATGASMINI was trading at 0.00. The strike last trading price was 10.2, which was -1.75 lower than the previous day. The implied volatity was 65.31, the open interest changed by 19 which increased total open position to 24
On 13 Nov NATGASMINI was trading at 0.00. The strike last trading price was 11.95, which was -0.05 lower than the previous day. The implied volatity was 64.46, the open interest changed by 1 which increased total open position to 3
On 12 Nov NATGASMINI was trading at 0.00. The strike last trading price was 12, which was 6.00 higher than the previous day. The implied volatity was 68.89, the open interest changed by 1 which increased total open position to 2
On 11 Nov NATGASMINI was trading at 0.00. The strike last trading price was 6, which was lower than the previous day. The implied volatity was 47.56, the open interest changed by 1 which increased total open position to 1
| NATGASMINI 23DEC2024 300 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.51
Vega: 0.34
Theta: -0.39
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 0.00 | 30.25 | 1.25 | 72.77 | 2.164 | 161 | 171 |
| 20 Nov | 0.00 | 29 | 29.00 | 61.72 | 0.044 | 10 | 10 |
| 19 Nov | 0.00 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 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 | 0 | 0 | |
For Natural Gas Mini - strike price 300 expiring on 23DEC2024
Delta for 300 PE is -0.51
Historical price for 300 PE is as follows
On 21 Nov NATGASMINI was trading at 0.00. The strike last trading price was 30.25, which was 1.25 higher than the previous day. The implied volatity was 72.77, the open interest changed by 161 which increased total open position to 171
On 20 Nov NATGASMINI was trading at 0.00. The strike last trading price was 29, which was 29.00 higher than the previous day. The implied volatity was 61.72, the open interest changed by 10 which increased total open position to 10
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 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 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
