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Related Pages for NATURALGAS
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NATURALGAS
Natural Gas
283 15.00 (5.60%)

Option Chain for NATURALGAS

21 Nov 2024 02:10 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 0.00 150 0.00 0.05 - 0.003 0 42 -
0.00 0 0 0 0.00 0.00 0.00 155 0.00 0.05 0.00 0.001 0 1 0.00
0.00 0 0 0 0.00 0.00 0.00 160 0.00 0.05 0.00 0.01 0 179 0.00
0.00 0 0 0 0.00 0.00 0.00 165 0.00 0.05 0.00 0.002 0 2 0.00
0.00 3 0 0.001 0.00 67.00 0.00 170 0.00 0.05 - 0.01 1 1,265 -
0.00 0 0 0 0.00 0.00 0.00 175 0.00 0.05 - 0.009 -7 148 -
- 1 0 0.001 - 75.50 14.05 180 0.00 0.05 - 0.013 0 2,495 -
0.00 0 1 0.005 0.00 69.65 0.00 185 0.00 0.05 - 0.003 0 593 -
- 77 -29 0.049 - 86.50 28.90 190 0.00 0.05 - 0.613 -560 3,606 -
- 23 0 0.002 - 85.20 28.45 195 0.00 0.05 - 0.009 -10 1,188 -
- 169 -23 0.054 - 82.65 16.25 200 0.00 0.05 - 0.06 34 8,295 -
- 28 0 0.002 - 77.65 29.15 205 0.00 0.05 - 0.002 0 3,071 -
- 135 -2 0.007 - 68.35 6.20 210 0.00 0.05 - 0.022 -22 4,394 -
- 63 3 0.006 - 67.65 13.55 215 0.00 0.05 - 0.054 -58 2,590 -
- 1,398 -72 0.079 - 62.75 14.75 220 0.00 0.05 - 0.197 -182 5,318 -
- 431 -38 0.058 - 55.80 11.40 225 -0.05 0.05 - 0.182 -147 3,555 -
- 1,358 -236 0.362 - 52.85 13.15 230 -0.10 0.05 - 5.517 -171 7,057 -
- 2,083 -10 0.066 - 47.95 12.75 235 -0.15 0.05 - 2.809 -599 4,476 -
- 2,847 -211 0.366 - 42.85 12.50 240 -0.30 0.05 - 4.503 -1,038 8,451 -
- 3,399 -114 0.379 - 37.90 12.40 245 -0.50 0.10 - 6.848 -1,687 5,940 -
- 3,237 -813 1.38 - 32.30 11.50 250 -0.95 0.10 - 16.062 -3,501 6,915 -
- 1,931 -390 1.14 - 27.80 11.30 255 -1.50 0.20 - 7.899 -1,071 4,420 -
- 4,515 -1,466 4.114 - 23.25 10.60 260 -2.50 0.30 - 17.569 -1,605 5,770 -
- 2,991 -986 4.821 - 18.35 9.20 265 -3.85 0.50 - 10.522 -717 2,395 -
- 4,614 -2,137 15.282 - 14.20 8.00 270 -5.35 1.05 - 19.057 495 4,084 -
0.75 1,735 -1,105 14.626 105.15 9.90 6.00 275 -7.15 1.95 106.48 11.491 1,744 2,212 -0.25
0.61 3,776 -2,252 21.195 102.23 6.45 4.25 280 -8.80 3.60 105.52 14.594 2,031 2,659 -0.40
0.44 2,524 -561 14.662 102.02 3.90 2.75 285 -10.10 5.90 102.02 5.393 440 491 -0.56
0.29 2,904 -290 13.396 99.41 2.05 1.45 290 -11.80 9.00 98.17 3.357 312 369 -0.72
0.17 1,550 485 6.414 101.00 1.05 0.75 295 -12.80 13.20 105.93 1.139 92 93 -0.82
- 4,516 -280 9.774 - 0.55 0.45 300 -14.35 17.65 - 0.163 28 34 -
- 778 412 1.902 - 0.30 0.20 305 0.00 0.00 0.00 0 0 0 0.00
- 793 -83 1.358 - 0.15 0.10 310 0.00 0.00 0.00 0 0 0 0.00
- 191 20 0.22 - 0.05 0.00 315 0.00 0.00 0.00 0 0 0 0.00
- 869 -22 0.38 - 0.05 0.00 320 0.00 0.00 0.00 0 0 0 0.00
- 35 17 0.017 - 0.05 0.00 325 0.00 0.00 0.00 0 0 0 0.00
- 336 2 0.059 - 0.05 0.00 330 0.00 0.00 0.00 0 0 0 0.00
- 10 10 0.008 - 0.05 0.05 335 0.00 0.00 0.00 0 0 0 0.00
- 624 9 0.012 - 0.05 0.00 340 0.00 107.70 0.00 0.001 1 0 0.00
0.00 8 0 0.001 0.00 0.05 0.00 345 0.00 0.00 0.00 0 0 0 0.00
- 1,031 0 0.018 - 0.05 0.00 350 0.00 0.00 0.00 0 0 0 0.00
0.00 3 0 0.001 0.00 0.05 0.00 355 0.00 0.00 0.00 0 0 0 0.00
50,986 92,108
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.