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NATGASMINI
Natural Gas Mini

284.6 6.30 (2.26%)

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Historical option data for NATGASMINI

22 Nov 2024 12:10 PM IST
NATGASMINI 23DEC2024 330 CE
Delta: 0.36
Vega: 0.33
Theta: -0.40
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
22 Nov 0.00 14.9 1.90 77.27 0.584 9 126
21 Nov 0.00 13 2.80 77.33 1.052 114 117
20 Nov 0.00 10.2 71.24 0.008 2 2


For Natural Gas Mini - strike price 330 expiring on 23DEC2024

Delta for 330 CE is 0.36

Historical price for 330 CE is as follows

On 22 Nov NATGASMINI was trading at 0.00. The strike last trading price was 14.9, which was 1.90 higher than the previous day. The implied volatity was 77.27, the open interest changed by 9 which increased total open position to 126


On 21 Nov NATGASMINI was trading at 0.00. The strike last trading price was 13, which was 2.80 higher than the previous day. The implied volatity was 77.33, the open interest changed by 114 which increased total open position to 117


On 20 Nov NATGASMINI was trading at 0.00. The strike last trading price was 10.2, which was lower than the previous day. The implied volatity was 71.24, the open interest changed by 2 which increased total open position to 2


NATGASMINI 23DEC2024 330 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 330 expiring on 23DEC2024

Delta for 330 PE is 0.00

Historical price for 330 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