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[--[65.84.65.76]--]
NATURALGAS
Natural Gas

341.8 4.30 (1.27%)

Option Chain for NATURALGAS

24 Jan 2025 11:29 PM IST

Note:- Click on the strike price to open the historical data.

Call
Put

Lot Size : 1250

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 -0.15 0.55 - 273 134 335 -
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 -0.25 0.65 - 132 28 45 -
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 -0.20 0.85 - 200 45 107 -
0.00 0 0 0 0.00 0.00 0.00 225 0.00 0.00 0.00 0 0 0 0.00
- 1 1 1 - 70.40 2.45 230 0.10 1.30 61.13 729 99 883 -0.06
0.00 0 0 0 0.00 0.00 0.00 235 0.05 2.30 0.00 8 8 0 0.00
- 3 3 3 - 55.00 -3.70 240 0.30 1.95 58.49 1,047 224 740 -0.08
0.00 0 0 0 0.00 0.00 0.00 245 1.40 4.00 67.43 23 3 7 -0.13
0.00 0 0 0 0.00 0.00 0.00 250 0.30 3.00 56.76 2,527 300 1,176 -0.12
0.00 0 0 0 0.00 0.00 0.00 255 -0.05 3.85 56.65 190 77 87 -0.15
- 18 18 24 - 36.20 -5.35 260 0.30 4.90 56.68 3,870 348 1,911 -0.18
0.00 0 0 0 0.00 0.00 0.00 265 0.30 6.20 57.06 514 41 198 -0.21
0.77 140 82 122 51.37 32.95 -6.90 270 0.25 7.65 57.20 2,689 334 1,118 -0.25
0.75 4 4 6 44.68 27.65 -2.90 275 1.15 9.50 58.01 225 91 99 -0.29
0.68 91 68 221 55.02 27.25 -3.15 280 0.25 11.50 58.54 4,273 306 860 -0.33
0.63 14 7 9 56.98 25.00 -2.30 285 0.75 13.85 59.59 142 34 44 -0.37
0.59 921 829 4,087 59.68 23.00 -0.55 290 0.25 16.35 60.15 6,031 839 1,345 -0.41
0.55 124 78 711 60.63 20.80 -0.80 295 0.35 19.10 60.93 540 83 118 -0.45
0.51 2,203 565 9,561 61.55 18.80 -0.80 300 0.25 21.85 61.10 6,855 390 1,555 -0.49
0.47 43 1 215 61.89 16.80 -0.85 305 3.05 28.05 71.16 28 -4 17 -0.52
0.44 1,129 99 4,458 62.89 15.20 -0.65 310 0.35 28.25 62.43 731 -66 196 -0.57
0.40 67 30 281 63.07 13.50 -0.95 315 6.45 33.80 69.98 5 -2 3 -0.58
0.37 2,006 1,377 5,171 64.81 12.45 -0.55 320 1.55 36.00 65.93 133 22 107 -0.62
0.34 74 25 492 65.49 11.20 -0.50 325 5.95 41.00 70.72 2 1 1 -0.64
0.31 1,625 843 13,058 66.24 10.10 -0.40 330 1.80 44.00 68.61 229 36 64 -0.68
0.29 712 680 1,997 67.65 9.30 -0.30 335 0.00 48.35 71.10 5 1 0 -0.69
0.27 2,019 959 10,588 68.36 8.40 -0.25 340 1.40 52.00 69.82 190 121 150 -0.73
0.24 133 10 367 68.71 7.50 -0.40 345 0.00 53.70 0.00 1 1 0 0.00
0.23 2,786 976 7,578 70.30 7.00 -0.20 350 0.00 59.70 0.00 26 24 0 0.00
0.21 43 3 125 70.39 6.20 -0.45 355 0.00 65.65 76.16 2 -1 1 -0.77
0.19 667 274 1,801 71.23 5.65 -0.45 360 0.00 66.00 0.00 1 1 0 0.00
0.17 71 67 240 71.24 5.00 -0.55 365 0.00 0.00 0.00 0 0 0 0.00
0.16 333 198 900 72.32 4.60 -0.50 370 0.00 0.00 0.00 0 0 0 0.00
- 29 9 17 - 4.05 -0.95 375 0.00 0.00 0.00 0 0 0 0.00
0.13 993 291 1,780 72.24 3.55 -0.75 380 0.00 0.00 0.00 0 0 0 0.00
- 391 133 855 - 3.30 -0.50 385 0.00 0.00 0.00 0 0 0 0.00
16,640 11,167
Note
  1. 10% interest rate is applied while computing implied volatility.
  2. Volume and Open Interest, displayed in Contracts.
  3.        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.