NATURALGAS
Natural Gas
321.9
22.70 (7.59%)
Option Chain for NATURALGAS
20 Dec 2024 11:40 PM IST
Note:- Click on the strike price to open the historical data.
| Call |
|
Put
Lot Size : 1250 |
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|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Delta | OI | Change OI | Vol | IV | Ltp | Change | Change | Ltp | IV | Vol | Change OI | OI | Delta | |
| 0.00 | 0 | 2 | 0.002 | 0.00 | 173.85 | 0.00 | 170 | 0.00 | 0.05 | - | 0.103 | 51 | 598 | - |
| 0.00 | 0 | 0 | 0 | 0.00 | 0.00 | 0.00 | 175 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.00 | 0 | 0 | 0 | 0.00 | 0.00 | 0.00 | 180 | 0.00 | 0.05 | - | 0.016 | 7 | 286 | - |
| 0.00 | 0 | 0 | 0 | 0.00 | 0.00 | 0.00 | 185 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.00 | 0 | 0 | 0 | 0.00 | 0.00 | 0.00 | 190 | 0.00 | 0.05 | - | 0.118 | 29 | 433 | - |
| 0.00 | 0 | 0 | 0 | 0.00 | 0.00 | 0.00 | 195 | 0.00 | 0.05 | - | 0.002 | -1 | 0 | - |
| - | 0 | 231 | 0.007 | - | 109.00 | 6.00 | 200 | -0.05 | 0.05 | - | 1.251 | -295 | 3,463 | - |
| 0.00 | 0 | 0 | 0 | 0.00 | 0.00 | 0.00 | 205 | -0.05 | 0.05 | - | 0.089 | -30 | 217 | - |
| 0.00 | 0 | 4 | 0.001 | 0.00 | 74.85 | 0.00 | 210 | -0.10 | 0.05 | - | 0.235 | -150 | 709 | - |
| 0.00 | 0 | 0 | 0 | 0.00 | 0.00 | 0.00 | 215 | -0.05 | 0.05 | - | 0.146 | -113 | 178 | - |
| 0.00 | 0 | -2 | 0.001 | 0.00 | 64.00 | 0.00 | 220 | 0.05 | 0.10 | - | 1.01 | -264 | 2,035 | - |
| 0.00 | 0 | 9 | 0.006 | 0.00 | 70.00 | 0.00 | 225 | -0.10 | 0.05 | - | 0.277 | -149 | 1,022 | - |
| - | 38 | -9 | 0.013 | - | 77.55 | 13.55 | 230 | -0.05 | 0.10 | - | 1.537 | -600 | 3,436 | - |
| - | 12 | -2 | 0.005 | - | 72.90 | 11.45 | 235 | 0.00 | 0.10 | - | 1.493 | 7 | 2,023 | - |
| - | 230 | -21 | 0.032 | - | 105.80 | 42.65 | 240 | -0.15 | 0.05 | - | 4.514 | -122 | 5,573 | - |
| - | 15 | 6 | 0.008 | - | 69.60 | 17.35 | 245 | -0.15 | 0.05 | - | 2.007 | 260 | 4,688 | - |
| - | 349 | -402 | 0.406 | - | 69.50 | 21.50 | 250 | -0.25 | 0.05 | - | 6.242 | -1,320 | 7,013 | - |
| - | 118 | -101 | 0.139 | - | 64.60 | 21.10 | 255 | -0.20 | 0.10 | - | 4.16 | -1,116 | 2,854 | - |
| - | 1,002 | -265 | 0.308 | - | 57.20 | 19.60 | 260 | -0.40 | 0.15 | - | 8.014 | -1,159 | 6,513 | - |
| - | 621 | -293 | 0.322 | - | 54.00 | 21.00 | 265 | -0.60 | 0.15 | - | 7.528 | -1,986 | 3,582 | - |
| - | 6,316 | -759 | 2.086 | - | 49.30 | 20.80 | 270 | -1.05 | 0.20 | - | 21.065 | -443 | 8,612 | - |
| - | 1,343 | -232 | 0.447 | - | 44.80 | 20.60 | 275 | -1.65 | 0.35 | - | 9.69 | -902 | 3,897 | - |
| - | 1,929 | -1,039 | 4.081 | - | 39.60 | 19.35 | 280 | -2.55 | 0.55 | - | 40.44 | -1,423 | 8,691 | - |
| - | 1,755 | -824 | 2.997 | - | 35.50 | 18.70 | 285 | -3.60 | 0.85 | - | 23.641 | -660 | 5,576 | - |
| - | 2,381 | -2,646 | 11.148 | - | 30.95 | 17.45 | 290 | -4.95 | 1.30 | - | 66.182 | -153 | 10,271 | - |
| 0.87 | 1,754 | -1,502 | 13.034 | 78.66 | 26.05 | 15.15 | 295 | -6.50 | 1.95 | 83.14 | 55.107 | 203 | 5,595 | -0.15 |
| 0.80 | 5,618 | -3,589 | 52.22 | 81.75 | 22.20 | 13.55 | 300 | -8.35 | 2.80 | 81.75 | 114.663 | 4,436 | 10,433 | -0.20 |
| 0.75 | 1,653 | -637 | 48.447 | 78.53 | 18.15 | 11.50 | 305 | -10.25 | 3.90 | 80.07 | 71.533 | 2,704 | 3,624 | -0.26 |
| 0.67 | 5,816 | 685 | 141.511 | 76.35 | 14.50 | 9.45 | 310 | -12.35 | 5.35 | 78.65 | 138.41 | 6,280 | 8,090 | -0.33 |
| 0.59 | 2,309 | 1,189 | 63.441 | 74.87 | 11.30 | 7.45 | 315 | -14.50 | 7.10 | 76.58 | 26.695 | 1,647 | 1,861 | -0.41 |
| 0.50 | 4,920 | 760 | 70.055 | 72.35 | 8.40 | 5.65 | 320 | -16.30 | 9.15 | 73.60 | 25.383 | 2,383 | 2,867 | -0.50 |
| 0.41 | 1,952 | 356 | 34.805 | 71.09 | 6.10 | 4.05 | 325 | -14.35 | 11.80 | 71.95 | 2.397 | 341 | 356 | -0.59 |
| 0.32 | 6,437 | 3,289 | 52.638 | 69.35 | 4.20 | 2.75 | 330 | -18.45 | 15.05 | 71.66 | 2.729 | 839 | 1,131 | -0.67 |
| 0.24 | 1,927 | 860 | 20.718 | 67.70 | 2.75 | 1.80 | 335 | -34.20 | 19.05 | 75.02 | 0.011 | 5 | 5 | -0.74 |
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| 0.17 | 4,427 | 1,014 | 22.953 | 66.77 | 1.75 | 1.05 | 340 | -17.10 | 22.80 | 72.49 | 0.565 | 517 | 531 | -0.81 |
| 0.12 | 954 | 152 | 6.057 | 66.55 | 1.10 | 0.65 | 345 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.07 | 4,710 | 436 | 22.514 | 65.97 | 0.65 | 0.30 | 350 | -17.70 | 31.75 | 76.11 | 0.16 | 150 | 189 | -0.89 |
| 0.04 | 778 | 256 | 3.446 | 64.83 | 0.35 | 0.10 | 355 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0 | 0.00 |
| - | 1,999 | 743 | 4.155 | - | 0.20 | 0.00 | 360 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0 | 0.00 |
| - | 761 | 14 | 1.171 | - | 0.20 | 0.00 | 365 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0 | 0.00 |
| - | 2,121 | -232 | 2.676 | - | 0.15 | 0.00 | 370 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0 | 0.00 |
| - | 1,020 | 32 | 1.186 | - | 0.15 | 0.05 | 375 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0 | 0.00 |
| - | 4,319 | 30 | 3.799 | - | 0.10 | 0.00 | 380 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0 | 0.00 |
| 69,584 | 1,16,352 | |||||||||||||
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.
