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

134.6 1.10 (0.82%)

Option Chain for NATURALGAS

22 Feb 2024 11:30 PM IST

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

Call Put
OI Chng OI Vol IV Ltp Ltp IV Vol Chng OI OI
22,500 -1,250 4 - 30.75 110 0.05 - 3 -8,47,500 0
20,000 -3,750 51 - 25.15 115 0.05 - 64 -23,750 16,85,000
6,86,250 -47,500 231 - 19.70 120 0.05 - 106 -87,500 40,48,750
6,32,500 -55,000 557 - 14.90 125 0.05 - 659 -97,500 25,61,250
22,23,750 -7,08,750 4,787 - 9.95 130 0.05 - 5,922 -19,41,250 64,65,000
22,77,500 -7,22,500 12,775 - 4.90 135 0.05 - 28,621 -27,07,500 60,16,250
77,25,000 -48,36,250 97,736 - 0.10 140 0.25 - 1,42,671 -1,13,15,000 63,77,500
84,93,750 34,13,750 66,768 - 0.05 145 5.15 - 74,560 -32,45,000 19,30,000
1,48,31,250 16,06,250 53,981 - 0.05 150 10.15 - 23,662 -12,96,250 37,98,750
77,22,500 16,31,250 20,094 - 0.05 155 15.20 - 2,208 -1,11,250 4,28,750
94,05,000 -20,67,500 13,937 - 0.05 160 20.10 - 1,376 -4,81,250 23,77,500
62,98,750 -3,32,500 3,544 - 0.05 165 25.00 - 345 -1,12,500 3,18,750
1,20,40,000 -4,73,750 2,824 - 0.05 170 30.30 - 729 -1,15,000 28,62,500
63,70,000 -1,60,000 679 - 0.05 175 35.15 - 356 -76,250 4,50,000
1,50,30,000 -4,00,000 2,023 - 0.05 180 40.30 - 735 -2,45,000 29,85,000
30,97,500 -47,500 323 - 0.05 185 45.25 - 57 -36,250 1,77,500
73,76,250 -2,76,250 1,102 - 0.05 190 50.25 - 400 -1,57,500 10,80,000
14,60,000 -41,250 47 - 0.05 195 55.55 - 23 -10,000 48,750
1,33,55,000 -1,21,250 2,471 - 0.05 200 60.25 - 407 -2,50,000 6,32,500
11,95,000 78,750 78 - 0.05 205 65.95 - 1 0 0
92,08,750 -17,500 113 - 0.05 210 70.40 - 90 -76,250 0
12,10,000 1,250 28 - 0.05 215 75.60 - 1 13,750 0
77,68,750 1,56,250 268 - 0.05 220 80.50 - 251 -20,000 8,01,250
14,93,750 -5,000 4 - 0.05 225 80.00 - 1 7,500 7,500
41,96,250 1,15,000 183 - 0.05 230 90.45 - 287 -21,250 4,28,750
0 -22,500 20 - 0.05 235 70.50 - 1 3,750 0
54,20,000 55,000 331 - 0.05 240 100.50 - 401 -27,500 9,57,500
0 -8,750 40 - 0.05 245 71.00 - 1 1,250 0
78,65,000 -1,16,250 147 - 0.05 250 110.35 - 123 -1,02,500 67,500
0 -5,000 9 - 0.05 255 0.00 - 0 0 0
0 0 10 - 0.05 260 126.00 - 1 3,750 0
5,000 5,000 1 - 0.05 265 0.00 - 0 0 0
15,74,30,000 4,65,06,250
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.