NATGASMINI
Natural Gas Mini
Historical option data for NATGASMINI
25 Nov 2024 01:30 PM IST
NATGASMINI 23DEC2024 310 CE | ||||||||||
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Delta: 0.45
Vega: 0.33
Theta: -0.44
Gamma: 0.01
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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25 Nov | 0.00 | 18.7 | 5.55 | 76.52 | 1.044 | 52 | 241 | |||
22 Nov | 0.00 | 13.15 | -4.85 | 75.79 | 3.884 | 46 | 182 | |||
21 Nov | 0.00 | 18 | 1.05 | 74.45 | 1.268 | 61 | 138 | |||
20 Nov | 0.00 | 16.95 | 75.29 | 0.392 | 76 | 76 |
For Natural Gas Mini - strike price 310 expiring on 23DEC2024
Delta for 310 CE is 0.45
Historical price for 310 CE is as follows
On 25 Nov NATGASMINI was trading at 0.00. The strike last trading price was 18.7, which was 5.55 higher than the previous day. The implied volatity was 76.52, the open interest changed by 52 which increased total open position to 241
On 22 Nov NATGASMINI was trading at 0.00. The strike last trading price was 13.15, which was -4.85 lower than the previous day. The implied volatity was 75.79, the open interest changed by 46 which increased total open position to 182
On 21 Nov NATGASMINI was trading at 0.00. The strike last trading price was 18, which was 1.05 higher than the previous day. The implied volatity was 74.45, the open interest changed by 61 which increased total open position to 138
On 20 Nov NATGASMINI was trading at 0.00. The strike last trading price was 16.95, which was lower than the previous day. The implied volatity was 75.29, the open interest changed by 76 which increased total open position to 76
NATGASMINI 23DEC2024 310 PE | |||||||
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Delta: -0.56
Vega: 0.33
Theta: -0.41
Gamma: 0.01
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
25 Nov | 0.00 | 33 | -12.70 | 72.22 | 0.02 | 16 | 0 |
22 Nov | 0.00 | 45.7 | 45.70 | 78.91 | 0.104 | 16 | 16 |
21 Nov | 0.00 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
20 Nov | 0.00 | 0 | 0.00 | 0 | 0 | 0 |
For Natural Gas Mini - strike price 310 expiring on 23DEC2024
Delta for 310 PE is -0.56
Historical price for 310 PE is as follows
On 25 Nov NATGASMINI was trading at 0.00. The strike last trading price was 33, which was -12.70 lower than the previous day. The implied volatity was 72.22, the open interest changed by 16 which increased total open position to 0
On 22 Nov NATGASMINI was trading at 0.00. The strike last trading price was 45.7, which was 45.70 higher than the previous day. The implied volatity was 78.91, the open interest changed by 16 which increased total open position to 16
On 21 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 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