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NATGASMINI
Natural Gas Mini

284 5.70 (2.05%)

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Historical option data for NATGASMINI

22 Nov 2024 11:40 AM IST
NATGASMINI 23DEC2024 350 CE
Delta: 0.27
Vega: 0.29
Theta: -0.37
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
22 Nov 0.00 10.55 1.65 80.42 0.336 37 75
21 Nov 0.00 8.9 78.21 0.24 37 37


For Natural Gas Mini - strike price 350 expiring on 23DEC2024

Delta for 350 CE is 0.27

Historical price for 350 CE is as follows

On 22 Nov NATGASMINI was trading at 0.00. The strike last trading price was 10.55, which was 1.65 higher than the previous day. The implied volatity was 80.42, the open interest changed by 37 which increased total open position to 75


On 21 Nov NATGASMINI was trading at 0.00. The strike last trading price was 8.9, which was lower than the previous day. The implied volatity was 78.21, the open interest changed by 37 which increased total open position to 37


NATGASMINI 23DEC2024 350 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 0 0


For Natural Gas Mini - strike price 350 expiring on 23DEC2024

Delta for 350 PE is 0.00

Historical price for 350 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 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0