NATGASMINI
Natural Gas Mini
Historical option data for NATGASMINI
21 Nov 2024 11:40 PM IST
| NATGASMINI 23DEC2024 305 CE | ||||||||||
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Delta: 0.48
Vega: 0.34
Theta: -0.46
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 0.00 | 24 | 24.00 | 86.68 | 0.012 | 3 | 3 | |||
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| 20 Nov | 0.00 | 0 | 0.00 | 0 | 0 | 0 | ||||
For Natural Gas Mini - strike price 305 expiring on 23DEC2024
Delta for 305 CE is 0.48
Historical price for 305 CE is as follows
On 21 Nov NATGASMINI was trading at 0.00. The strike last trading price was 24, which was 24.00 higher than the previous day. The implied volatity was 86.68, the open interest changed by 3 which increased total open position to 3
On 20 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 305 PE | |||||||
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Delta: -0.57
Vega: 0.34
Theta: -0.33
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 0.00 | 29.9 | 29.90 | 62.44 | 0.012 | 1 | 1 |
| 20 Nov | 0.00 | 0 | 0.00 | 0 | 0 | 0 | |
For Natural Gas Mini - strike price 305 expiring on 23DEC2024
Delta for 305 PE is -0.57
Historical price for 305 PE is as follows
On 21 Nov NATGASMINI was trading at 0.00. The strike last trading price was 29.9, which was 29.90 higher than the previous day. The implied volatity was 62.44, the open interest changed by 1 which increased total open position to 1
On 20 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
