NATURALGAS
Natural Gas
Historical option data for NATURALGAS
21 Nov 2024 04:10 PM IST
| NATURALGAS 21NOV2024 225 CE | ||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 0.00 | 60.15 | 15.75 | - | 0.08 | -54 | 415 | |||
| 20 Nov | 0.00 | 44.4 | 13.80 | - | 0.142 | -19 | 470 | |||
| 19 Nov | 0.00 | 30.6 | 7.00 | - | 0.301 | -24 | 486 | |||
| 18 Nov | 0.00 | 23.6 | 5.60 | 73.70 | 6.766 | -189 | 510 | |||
| 14 Nov | 0.00 | 18 | -9.00 | 64.10 | 0.482 | -25 | 250 | |||
| 13 Nov | 0.00 | 27 | 1.25 | 71.15 | 3.13 | -46 | 276 | |||
| 12 Nov | 0.00 | 25.75 | -0.10 | 82.79 | 0.652 | -62 | 325 | |||
| 11 Nov | 0.00 | 25.85 | 15.35 | 69.46 | 6.21 | -771 | 412 | |||
| 8 Nov | 0.00 | 10.5 | -1.60 | 62.36 | 21.128 | 236 | 1,479 | |||
| 7 Nov | 0.00 | 12.1 | -3.45 | 63.13 | 22.322 | 434 | 1,330 | |||
| 6 Nov | 0.00 | 15.55 | 2.30 | 66.66 | 29.029 | 299 | 944 | |||
| 5 Nov | 0.00 | 13.25 | -5.00 | 69.19 | 10.427 | -265 | 662 | |||
| 4 Nov | 0.00 | 18.25 | 2.50 | 67.07 | 19.96 | 758 | 1,045 | |||
| 1 Nov | 0.00 | 15.75 | -0.50 | 66.35 | 1.076 | 74 | 287 | |||
| 31 Oct | 0.00 | 16.25 | -6.55 | - | 3.857 | 191 | 213 | |||
| 30 Oct | 0.00 | 22.8 | -2.20 | - | 0.908 | -8 | 22 | |||
| 29 Oct | 0.00 | 25 | 1.10 | - | 0.13 | 18 | 30 | |||
| 28 Oct | 0.00 | 23.9 | -1.80 | - | 0.07 | 12 | 12 | |||
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| 25 Oct | 0.00 | 25.7 | 0.00 | - | 0.004 | -2 | 0 | |||
| 24 Oct | 0.00 | 25.7 | 0.00 | - | 0.004 | -2 | 0 | |||
| 23 Oct | 0.00 | 25.7 | -1.60 | - | 0.004 | -2 | 1 | |||
| 22 Oct | 0.00 | 27.3 | 27.30 | - | 0.004 | 3 | 3 | |||
| 21 Oct | 0.00 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 0.00 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 0.00 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 0.00 | 0 | - | 0 | 0 | 0 | ||||
For Natural Gas - strike price 225 expiring on 21NOV2024
Delta for 225 CE is -
Historical price for 225 CE is as follows
On 21 Nov NATURALGAS was trading at 0.00. The strike last trading price was 60.15, which was 15.75 higher than the previous day. The implied volatity was -, the open interest changed by -54 which decreased total open position to 415
On 20 Nov NATURALGAS was trading at 0.00. The strike last trading price was 44.4, which was 13.80 higher than the previous day. The implied volatity was -, the open interest changed by -19 which decreased total open position to 470
On 19 Nov NATURALGAS was trading at 0.00. The strike last trading price was 30.6, which was 7.00 higher than the previous day. The implied volatity was -, the open interest changed by -24 which decreased total open position to 486
On 18 Nov NATURALGAS was trading at 0.00. The strike last trading price was 23.6, which was 5.60 higher than the previous day. The implied volatity was 73.70, the open interest changed by -189 which decreased total open position to 510
On 14 Nov NATURALGAS was trading at 0.00. The strike last trading price was 18, which was -9.00 lower than the previous day. The implied volatity was 64.10, the open interest changed by -25 which decreased total open position to 250
On 13 Nov NATURALGAS was trading at 0.00. The strike last trading price was 27, which was 1.25 higher than the previous day. The implied volatity was 71.15, the open interest changed by -46 which decreased total open position to 276
On 12 Nov NATURALGAS was trading at 0.00. The strike last trading price was 25.75, which was -0.10 lower than the previous day. The implied volatity was 82.79, the open interest changed by -62 which decreased total open position to 325
On 11 Nov NATURALGAS was trading at 0.00. The strike last trading price was 25.85, which was 15.35 higher than the previous day. The implied volatity was 69.46, the open interest changed by -771 which decreased total open position to 412
On 8 Nov NATURALGAS was trading at 0.00. The strike last trading price was 10.5, which was -1.60 lower than the previous day. The implied volatity was 62.36, the open interest changed by 236 which increased total open position to 1479
On 7 Nov NATURALGAS was trading at 0.00. The strike last trading price was 12.1, which was -3.45 lower than the previous day. The implied volatity was 63.13, the open interest changed by 434 which increased total open position to 1330
On 6 Nov NATURALGAS was trading at 0.00. The strike last trading price was 15.55, which was 2.30 higher than the previous day. The implied volatity was 66.66, the open interest changed by 299 which increased total open position to 944
On 5 Nov NATURALGAS was trading at 0.00. The strike last trading price was 13.25, which was -5.00 lower than the previous day. The implied volatity was 69.19, the open interest changed by -265 which decreased total open position to 662
On 4 Nov NATURALGAS was trading at 0.00. The strike last trading price was 18.25, which was 2.50 higher than the previous day. The implied volatity was 67.07, the open interest changed by 758 which increased total open position to 1045
On 1 Nov NATURALGAS was trading at 0.00. The strike last trading price was 15.75, which was -0.50 lower than the previous day. The implied volatity was 66.35, the open interest changed by 74 which increased total open position to 287
On 31 Oct NATURALGAS was trading at 0.00. The strike last trading price was 16.25, which was -6.55 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct NATURALGAS was trading at 0.00. The strike last trading price was 22.8, which was -2.20 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct NATURALGAS was trading at 0.00. The strike last trading price was 25, which was 1.10 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct NATURALGAS was trading at 0.00. The strike last trading price was 23.9, which was -1.80 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct NATURALGAS was trading at 0.00. The strike last trading price was 25.7, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct NATURALGAS was trading at 0.00. The strike last trading price was 25.7, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct NATURALGAS was trading at 0.00. The strike last trading price was 25.7, which was -1.60 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct NATURALGAS was trading at 0.00. The strike last trading price was 27.3, which was 27.30 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 21 Oct NATURALGAS was trading at 0.00. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 18 Oct NATURALGAS was trading at 0.00. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 17 Oct NATURALGAS was trading at 0.00. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 16 Oct NATURALGAS was trading at 0.00. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| NATURALGAS 21NOV2024 225 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 0.00 | 0.05 | -0.05 | - | 0.184 | -145 | 3,557 |
| 20 Nov | 0.00 | 0.1 | -0.20 | - | 4.093 | -369 | 3,863 |
| 19 Nov | 0.00 | 0.3 | -0.60 | - | 13.474 | -1,825 | 4,243 |
| 18 Nov | 0.00 | 0.9 | -2.25 | - | 26.354 | 2,791 | 7,059 |
| 14 Nov | 0.00 | 3.15 | 0.85 | 66.34 | 12.382 | -925 | 5,737 |
| 13 Nov | 0.00 | 2.3 | -0.60 | 72.28 | 17.388 | 1,621 | 6,780 |
| 12 Nov | 0.00 | 2.9 | -0.30 | 68.10 | 17.718 | 1,000 | 5,534 |
| 11 Nov | 0.00 | 3.2 | -7.50 | 69.91 | 21.414 | 2,955 | 4,569 |
| 8 Nov | 0.00 | 10.7 | 0.20 | 61.78 | 25.019 | -182 | 1,846 |
| 7 Nov | 0.00 | 10.5 | 0.85 | 63.70 | 24.154 | 133 | 2,132 |
| 6 Nov | 0.00 | 9.65 | -3.20 | 66.87 | 28.523 | 1,115 | 2,083 |
| 5 Nov | 0.00 | 12.85 | 3.25 | 68.91 | 20.842 | -564 | 1,030 |
| 4 Nov | 0.00 | 9.6 | -2.70 | 68.37 | 21.066 | 818 | 1,601 |
| 1 Nov | 0.00 | 12.3 | 0.05 | 64.69 | 1.663 | -41 | 783 |
| 31 Oct | 0.00 | 12.25 | 3.85 | - | 10.808 | 252 | 824 |
| 30 Oct | 0.00 | 8.4 | 0.05 | - | 9.582 | 99 | 572 |
| 29 Oct | 0.00 | 8.35 | -0.80 | - | 5.961 | 166 | 473 |
| 28 Oct | 0.00 | 9.15 | 3.80 | - | 7.058 | -247 | 307 |
| 25 Oct | 0.00 | 5.35 | -1.35 | - | 2.98 | 380 | 554 |
| 24 Oct | 0.00 | 6.7 | -2.45 | - | 0.686 | 149 | 174 |
| 23 Oct | 0.00 | 9.15 | -2.85 | - | 0.044 | 25 | 25 |
| 22 Oct | 0.00 | 12 | 0.00 | - | 0.004 | 5 | 0 |
| 21 Oct | 0.00 | 12 | 0.00 | - | 0.004 | 5 | 0 |
| 18 Oct | 0.00 | 12 | 12.00 | - | 0.004 | 5 | 5 |
| 17 Oct | 0.00 | 0 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 0.00 | 0 | - | 0 | 0 | 0 | |
For Natural Gas - strike price 225 expiring on 21NOV2024
Delta for 225 PE is -
Historical price for 225 PE is as follows
On 21 Nov NATURALGAS was trading at 0.00. The strike last trading price was 0.05, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by -145 which decreased total open position to 3557
On 20 Nov NATURALGAS was trading at 0.00. The strike last trading price was 0.1, which was -0.20 lower than the previous day. The implied volatity was -, the open interest changed by -369 which decreased total open position to 3863
On 19 Nov NATURALGAS was trading at 0.00. The strike last trading price was 0.3, which was -0.60 lower than the previous day. The implied volatity was -, the open interest changed by -1825 which decreased total open position to 4243
On 18 Nov NATURALGAS was trading at 0.00. The strike last trading price was 0.9, which was -2.25 lower than the previous day. The implied volatity was -, the open interest changed by 2791 which increased total open position to 7059
On 14 Nov NATURALGAS was trading at 0.00. The strike last trading price was 3.15, which was 0.85 higher than the previous day. The implied volatity was 66.34, the open interest changed by -925 which decreased total open position to 5737
On 13 Nov NATURALGAS was trading at 0.00. The strike last trading price was 2.3, which was -0.60 lower than the previous day. The implied volatity was 72.28, the open interest changed by 1621 which increased total open position to 6780
On 12 Nov NATURALGAS was trading at 0.00. The strike last trading price was 2.9, which was -0.30 lower than the previous day. The implied volatity was 68.10, the open interest changed by 1000 which increased total open position to 5534
On 11 Nov NATURALGAS was trading at 0.00. The strike last trading price was 3.2, which was -7.50 lower than the previous day. The implied volatity was 69.91, the open interest changed by 2955 which increased total open position to 4569
On 8 Nov NATURALGAS was trading at 0.00. The strike last trading price was 10.7, which was 0.20 higher than the previous day. The implied volatity was 61.78, the open interest changed by -182 which decreased total open position to 1846
On 7 Nov NATURALGAS was trading at 0.00. The strike last trading price was 10.5, which was 0.85 higher than the previous day. The implied volatity was 63.70, the open interest changed by 133 which increased total open position to 2132
On 6 Nov NATURALGAS was trading at 0.00. The strike last trading price was 9.65, which was -3.20 lower than the previous day. The implied volatity was 66.87, the open interest changed by 1115 which increased total open position to 2083
On 5 Nov NATURALGAS was trading at 0.00. The strike last trading price was 12.85, which was 3.25 higher than the previous day. The implied volatity was 68.91, the open interest changed by -564 which decreased total open position to 1030
On 4 Nov NATURALGAS was trading at 0.00. The strike last trading price was 9.6, which was -2.70 lower than the previous day. The implied volatity was 68.37, the open interest changed by 818 which increased total open position to 1601
On 1 Nov NATURALGAS was trading at 0.00. The strike last trading price was 12.3, which was 0.05 higher than the previous day. The implied volatity was 64.69, the open interest changed by -41 which decreased total open position to 783
On 31 Oct NATURALGAS was trading at 0.00. The strike last trading price was 12.25, which was 3.85 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct NATURALGAS was trading at 0.00. The strike last trading price was 8.4, which was 0.05 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct NATURALGAS was trading at 0.00. The strike last trading price was 8.35, which was -0.80 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct NATURALGAS was trading at 0.00. The strike last trading price was 9.15, which was 3.80 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct NATURALGAS was trading at 0.00. The strike last trading price was 5.35, which was -1.35 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct NATURALGAS was trading at 0.00. The strike last trading price was 6.7, which was -2.45 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct NATURALGAS was trading at 0.00. The strike last trading price was 9.15, which was -2.85 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct NATURALGAS was trading at 0.00. The strike last trading price was 12, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 21 Oct NATURALGAS was trading at 0.00. The strike last trading price was 12, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 18 Oct NATURALGAS was trading at 0.00. The strike last trading price was 12, which was 12.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 17 Oct NATURALGAS was trading at 0.00. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 16 Oct NATURALGAS was trading at 0.00. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
