NATGASMINI
Natural Gas Mini
Historical option data for NATGASMINI
22 Nov 2024 11:40 AM IST
| NATGASMINI 23DEC2024 320 CE | ||||||||||
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Delta: 0.40
Vega: 0.34
Theta: -0.41
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 22 Nov | 0.00 | 16.95 | 1.70 | 76.34 | 0.72 | 9 | 94 | |||
| 21 Nov | 0.00 | 15.25 | 2.75 | 75.80 | 1.24 | 65 | 80 | |||
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| 20 Nov | 0.00 | 12.5 | 70.75 | 0.068 | 15 | 15 | ||||
For Natural Gas Mini - strike price 320 expiring on 23DEC2024
Delta for 320 CE is 0.40
Historical price for 320 CE is as follows
On 22 Nov NATGASMINI was trading at 0.00. The strike last trading price was 16.95, which was 1.70 higher than the previous day. The implied volatity was 76.34, the open interest changed by 9 which increased total open position to 94
On 21 Nov NATGASMINI was trading at 0.00. The strike last trading price was 15.25, which was 2.75 higher than the previous day. The implied volatity was 75.80, the open interest changed by 65 which increased total open position to 80
On 20 Nov NATGASMINI was trading at 0.00. The strike last trading price was 12.5, which was lower than the previous day. The implied volatity was 70.75, the open interest changed by 15 which increased total open position to 15
| NATGASMINI 23DEC2024 320 PE | |||||||
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Delta: -0.60
Vega: 0.34
Theta: -0.39
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Nov | 0.00 | 40.95 | 40.95 | 74.26 | 0.024 | 6 | 6 |
| 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 320 expiring on 23DEC2024
Delta for 320 PE is -0.60
Historical price for 320 PE is as follows
On 22 Nov NATGASMINI was trading at 0.00. The strike last trading price was 40.95, which was 40.95 higher than the previous day. The implied volatity was 74.26, the open interest changed by 6 which increased total open position to 6
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
