NATGASMINI
Natural Gas Mini
278.1
9.90 (3.69%)
Option Chain for NATGASMINI
21 Nov 2024 11:40 PM IST
Note:- Click on the strike price to open the historical data.
Call |
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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 | 0 | 0 | 0 | 0.00 | 0.00 | 0.00 | 200 | 0.00 | 1.55 | 0.00 | 0.004 | 0 | 1 | 0.00 |
0.00 | 0 | 0 | 0 | 0.00 | 0.00 | 0.00 | 205 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0 | 0.00 |
0.00 | 0 | 0 | 0 | 0.00 | 0.00 | 0.00 | 210 | 0.00 | 2.05 | 0.00 | 0.004 | 0 | 1 | 0.00 |
0.00 | 0 | 0 | 0 | 0.00 | 0.00 | 0.00 | 215 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0 | 0.00 |
0.00 | 0 | 0 | 0 | 0.00 | 0.00 | 0.00 | 220 | -1.85 | 2.15 | 69.64 | 0.004 | 1 | 2 | -0.07 |
0.00 | 0 | 0 | 0 | 0.00 | 0.00 | 0.00 | 225 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0 | 0.00 |
0.00 | 0 | 0 | 0 | 0.00 | 0.00 | 0.00 | 230 | 1.00 | 4.00 | 73.04 | 0.016 | 3 | 4 | -0.12 |
0.00 | 0 | 0 | 0 | 0.00 | 0.00 | 0.00 | 235 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0 | 0.00 |
0.98 | 8 | 1 | 0.004 | 30.56 | 50.85 | 0.00 | 240 | -2.80 | 5.45 | 70.78 | 2.468 | 287 | 331 | -0.15 |
0.00 | 0 | 0 | 0 | 0.00 | 0.00 | 0.00 | 245 | 0.00 | 10.00 | 0.00 | 0.02 | 0 | 2 | 0.00 |
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0.74 | 31 | 5 | 0.024 | 100.45 | 56.55 | 16.90 | 250 | -1.95 | 7.60 | 69.93 | 2.432 | 174 | 251 | -0.20 |
0.00 | 0 | 0 | 0 | 0.00 | 0.00 | 0.00 | 255 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0 | 0.00 |
0.73 | 40 | 3 | 0.108 | 73.36 | 42.45 | 4.95 | 260 | -3.10 | 10.45 | 69.46 | 1.6 | 62 | 103 | -0.26 |
0.00 | 3 | 0 | 0.012 | 0.00 | 26.00 | 0.00 | 265 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0 | 0.00 |
0.68 | 40 | 20 | 0.272 | 69.50 | 35.00 | 0.90 | 270 | -3.55 | 14.05 | 69.34 | 2.328 | 98 | 174 | -0.32 |
0.64 | 10 | 5 | 0.064 | 84.73 | 37.00 | 6.40 | 275 | -3.85 | 14.20 | 63.11 | 0.284 | 7 | 14 | -0.35 |
0.61 | 235 | 169 | 1.824 | 68.50 | 29.00 | 2.70 | 280 | -2.05 | 18.95 | 71.07 | 4.584 | 294 | 352 | -0.39 |
0.58 | 7 | 7 | 0.092 | 76.45 | 29.10 | 29.10 | 285 | 20.30 | 20.30 | 67.61 | 0.12 | 4 | 4 | -0.42 |
0.55 | 89 | 80 | 1.78 | 69.95 | 24.50 | -1.15 | 290 | 24.10 | 24.10 | 71.41 | 2.456 | 148 | 148 | -0.45 |
0.52 | 14 | 14 | 0.124 | 76.45 | 24.50 | 24.50 | 295 | 26.65 | 26.65 | 70.80 | 0.112 | 13 | 13 | -0.48 |
0.49 | 403 | 288 | 5.472 | 71.90 | 20.85 | 1.25 | 300 | 1.25 | 30.25 | 72.77 | 2.164 | 161 | 171 | -0.51 |
0.48 | 3 | 3 | 0.012 | 86.68 | 24.00 | 24.00 | 305 | 29.90 | 29.90 | 62.44 | 0.012 | 1 | 1 | -0.57 |
0.43 | 138 | 61 | 1.268 | 74.45 | 18.00 | 1.05 | 310 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0 | 0.00 |
0.43 | 2 | 2 | 0.024 | 86.50 | 20.40 | 20.40 | 315 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0 | 0.00 |
0.38 | 80 | 65 | 1.24 | 75.80 | 15.25 | 2.75 | 320 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0 | 0.00 |
0.36 | 1 | 1 | 0.004 | 79.12 | 14.90 | 14.90 | 325 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0 | 0.00 |
0.33 | 117 | 114 | 1.052 | 77.33 | 13.00 | 2.80 | 330 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0 | 0.00 |
0.00 | 0 | 0 | 0 | 0.00 | 0.00 | 0.00 | 335 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0 | 0.00 |
0.29 | 61 | 47 | 0.64 | 78.46 | 11.00 | 5.90 | 340 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0 | 0.00 |
0.00 | 0 | 0 | 0 | 0.00 | 0.00 | 0.00 | 345 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0 | 0.00 |
0.25 | 37 | 37 | 0.24 | 78.21 | 8.90 | 0.00 | 350 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0 | 0.00 |
0.00 | 0 | 0 | 0 | 0.00 | 0.00 | 0.00 | 355 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0 | 0.00 |
0.22 | 6 | 6 | 0.036 | 81.55 | 8.10 | 0.00 | 360 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0 | 0.00 |
1,325 | 1,572 |
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.