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 |
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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 | 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 |
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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
- 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.