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

281.5 17.90 (6.79%)

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Historical option data for NATGASMINI

25 Nov 2024 01:30 PM IST
NATGASMINI 23DEC2024 310 CE
Delta: 0.45
Vega: 0.33
Theta: -0.44
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
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
Delta: -0.56
Vega: 0.33
Theta: -0.41
Gamma: 0.01
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