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NATGASMINI
Natural Gas Mini

284.8 6.50 (2.34%)

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Historical option data for NATGASMINI

22 Nov 2024 12:30 PM IST
NATGASMINI 23DEC2024 315 CE
Delta: 0.45
Vega: 0.35
Theta: -0.46
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
22 Nov 0.00 22 1.60 84.42 0.004 2 0
21 Nov 0.00 20.4 20.40 86.50 0.024 2 2
20 Nov 0.00 0 0.00 0 0 0


For Natural Gas Mini - strike price 315 expiring on 23DEC2024

Delta for 315 CE is 0.45

Historical price for 315 CE is as follows

On 22 Nov NATGASMINI was trading at 0.00. The strike last trading price was 22, which was 1.60 higher than the previous day. The implied volatity was 84.42, the open interest changed by 2 which increased total open position to 0


On 21 Nov NATGASMINI was trading at 0.00. The strike last trading price was 20.4, which was 20.40 higher than the previous day. The implied volatity was 86.50, the open interest changed by 2 which increased total open position to 2


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 315 PE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
22 Nov 0.00 0 0.00 0.00 0 0 0
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 315 expiring on 23DEC2024

Delta for 315 PE is 0.00

Historical price for 315 PE is as follows

On 22 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 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