NATGASMINI
Natural Gas Mini
288.7
20.50 (7.64%)
Option Chain for NATGASMINI
21 Nov 2024 08:40 PM IST
Note:- Click on the strike price to open the historical data.
| Call |
|
Put
Lot Size : 250 |
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|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Delta | OI | Change OI | Vol | IV | Ltp | Change | Change | Ltp | IV | Vol | Change OI | OI | Delta | |
| 0.00 | 5 | 0 | 0.004 | 0.00 | 37.50 | 0.00 | 190 | -0.05 | 0.05 | - | 0.004 | -1 | 12 | - |
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| 0.00 | 9 | 0 | 0.004 | 0.00 | 72.00 | 0.00 | 195 | 0.00 | 7.00 | 0.00 | 0.004 | 0 | 9 | 0.00 |
| - | 8 | -3 | 0.012 | - | 87.50 | 27.50 | 200 | 0.00 | 0.05 | - | 0.012 | -3 | 680 | - |
| 0.00 | 0 | 0 | 0 | 0.00 | 0.00 | 0.00 | 205 | 0.00 | 0.20 | 0.00 | 0.028 | 0 | 21 | 0.00 |
| - | 52 | -11 | 0.108 | - | 78.10 | 28.10 | 210 | 0.00 | 0.05 | - | 0.092 | -12 | 411 | - |
| - | 32 | -1 | 0.008 | - | 60.45 | 16.45 | 215 | 0.00 | 0.05 | - | 0.012 | -1 | 191 | - |
| - | 137 | -115 | 0.576 | - | 65.40 | 17.15 | 220 | 0.00 | 0.05 | - | 0.616 | -106 | 301 | - |
| - | 220 | -18 | 0.22 | - | 59.60 | 16.60 | 225 | -0.15 | 0.05 | - | 0.192 | -19 | 442 | - |
| - | 221 | -99 | 0.656 | - | 58.60 | 19.25 | 230 | -0.10 | 0.10 | - | 3.344 | 59 | 979 | - |
| - | 85 | -44 | 0.232 | - | 51.50 | 19.50 | 235 | -0.15 | 0.05 | - | 0.628 | -71 | 407 | - |
| - | 202 | -10 | 0.504 | - | 48.60 | 18.60 | 240 | -0.35 | 0.05 | - | 1.32 | -116 | 825 | - |
| - | 262 | -22 | 0.5 | - | 44.00 | 20.75 | 245 | -0.50 | 0.05 | - | 1.044 | -78 | 568 | - |
| - | 403 | -121 | 1.58 | - | 37.90 | 17.75 | 250 | -0.95 | 0.05 | - | 5.06 | -181 | 965 | - |
| - | 234 | -36 | 2.116 | - | 33.00 | 16.70 | 255 | -1.55 | 0.05 | - | 2.648 | -122 | 457 | - |
| - | 355 | -446 | 10.144 | - | 28.05 | 15.60 | 260 | -2.70 | 0.05 | - | 7.868 | -296 | 386 | - |
| - | 209 | -99 | 8.008 | - | 23.00 | 14.15 | 265 | -4.35 | 0.05 | - | 8.584 | -509 | 199 | - |
| - | 279 | -271 | 22.984 | - | 18.40 | 12.35 | 270 | -6.15 | 0.15 | - | 11.9 | 129 | 599 | - |
| - | 183 | 36 | 27.936 | - | 13.95 | 10.25 | 275 | -9.70 | 0.45 | - | 10.44 | 264 | 296 | - |
| 0.84 | 300 | -176 | 53.58 | 99.76 | 9.50 | 7.35 | 280 | -12.80 | 0.90 | 103.35 | 33.724 | 459 | 613 | -0.17 |
| 0.66 | 102 | 86 | 44.196 | 99.14 | 5.75 | 4.55 | 285 | 2.25 | 2.25 | 105.10 | 6.248 | 83 | 83 | -0.34 |
| 0.45 | 373 | 198 | 66.7 | 97.21 | 2.95 | 2.25 | 290 | -24.25 | 4.50 | 104.10 | 7.18 | 141 | 142 | -0.55 |
| 0.25 | 344 | 343 | 21.344 | 97.62 | 1.30 | 1.05 | 295 | 9.10 | 9.10 | 143.30 | 0.008 | 1 | 1 | -0.68 |
| - | 445 | 404 | 30.208 | - | 0.55 | 0.25 | 300 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0 | 0.00 |
| - | 325 | 325 | 12.76 | - | 0.20 | 0.20 | 305 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0 | 0.00 |
| - | 115 | 113 | 1.432 | - | 0.10 | -1.90 | 310 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0 | 0.00 |
| 4,900 | 8,587 | |||||||||||||
Note
- 10% interest rate is applied while computing implied volatility.
- Volume and Open Interest, displayed in Contracts.
- Highlighted options are in-the-money.
What is an Option Chain?
- An option chain, also known as an option matrix, is a listing of all available option contracts, both puts and calls, for a given security.
- It shows all puts, calls, strike ltp, and pricing information for a single underlying asset within a given maturity period.
How is it Useful?
- The option chain matrix is most useful for the next trading day.
- Trading volume, or the number of contracts that change hands in a given day, indicates how much liquidity there might be for any given option.
- Open interest measures the total number of options outstanding on each strike and maturity, allowing you to gauge the scale of market commitment.
