NATURALGAS
Natural Gas
Historical option data for NATURALGAS
20 Dec 2024 11:40 PM IST
| NATURALGAS 23DEC2024 230 CE | ||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 0.00 | 77.55 | 13.55 | - | 0.013 | -9 | 38 | |||
| 19 Dec | 0.00 | 64 | 5.90 | - | 0.002 | 0 | 47 | |||
| 18 Dec | 0.00 | 58.1 | 19.05 | - | 0.046 | -25 | 47 | |||
| 17 Dec | 0.00 | 39.05 | -4.45 | - | 0.039 | -11 | 72 | |||
| 16 Dec | 0.00 | 43.5 | -6.45 | 30.00 | 0.016 | -5 | 83 | |||
| 13 Dec | 0.00 | 49.95 | -19.80 | - | 0.006 | -1 | 88 | |||
| 12 Dec | 0.00 | 69.75 | 14.95 | - | 0.006 | -1 | 89 | |||
| 11 Dec | 0.00 | 54.8 | 17.10 | - | 0.07 | -49 | 90 | |||
| 10 Dec | 0.00 | 37.7 | -4.50 | - | 0.064 | 23 | 138 | |||
| 9 Dec | 0.00 | 42.2 | 7.60 | 54.22 | 0.077 | -27 | 115 | |||
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| 6 Dec | 0.00 | 34.6 | 2.05 | 58.09 | 0.093 | 58 | 142 | |||
| 5 Dec | 0.00 | 32.55 | 0.40 | 53.95 | 0.065 | 18 | 84 | |||
| 4 Dec | 0.00 | 32.15 | -2.85 | 60.71 | 0.14 | 28 | 70 | |||
| 3 Dec | 0.00 | 35 | -14.00 | 74.72 | 0.018 | 15 | 42 | |||
| 2 Dec | 0.00 | 49 | -6.60 | 85.34 | 0.006 | 3 | 27 | |||
| 29 Nov | 0.00 | 55.6 | 10.10 | 64.45 | 0.01 | 9 | 24 | |||
| 28 Nov | 0.00 | 45.5 | -4.50 | - | 0.006 | 3 | 15 | |||
| 27 Nov | 0.00 | 50 | -16.55 | 89.48 | 0.006 | 12 | 12 | |||
| 26 Nov | 0.00 | 66.55 | -1.10 | - | 0.005 | 1 | 0 | |||
| 25 Nov | 0.00 | 67.65 | 14.95 | - | 0.011 | 1 | 14 | |||
| 22 Nov | 0.00 | 52.7 | -21.80 | 67.33 | 0.013 | 0 | 13 | |||
| 21 Nov | 0.00 | 74.5 | 74.50 | - | 0.01 | 13 | 13 | |||
| 20 Nov | 0.00 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 19 Nov | 0.00 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 18 Nov | 0.00 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 14 Nov | 0.00 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 9 Oct | 0.00 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 0.00 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 0.00 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 0.00 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 0.00 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 0.00 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 0.00 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Sept | 0.00 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Sept | 0.00 | 0 | - | 0 | 0 | 0 | ||||
For Natural Gas - strike price 230 expiring on 23DEC2024
Delta for 230 CE is -
Historical price for 230 CE is as follows
On 20 Dec NATURALGAS was trading at 0.00. The strike last trading price was 77.55, which was 13.55 higher than the previous day. The implied volatity was -, the open interest changed by -9 which decreased total open position to 38
On 19 Dec NATURALGAS was trading at 0.00. The strike last trading price was 64, which was 5.90 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 47
On 18 Dec NATURALGAS was trading at 0.00. The strike last trading price was 58.1, which was 19.05 higher than the previous day. The implied volatity was -, the open interest changed by -25 which decreased total open position to 47
On 17 Dec NATURALGAS was trading at 0.00. The strike last trading price was 39.05, which was -4.45 lower than the previous day. The implied volatity was -, the open interest changed by -11 which decreased total open position to 72
On 16 Dec NATURALGAS was trading at 0.00. The strike last trading price was 43.5, which was -6.45 lower than the previous day. The implied volatity was 30.00, the open interest changed by -5 which decreased total open position to 83
On 13 Dec NATURALGAS was trading at 0.00. The strike last trading price was 49.95, which was -19.80 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 88
On 12 Dec NATURALGAS was trading at 0.00. The strike last trading price was 69.75, which was 14.95 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 89
On 11 Dec NATURALGAS was trading at 0.00. The strike last trading price was 54.8, which was 17.10 higher than the previous day. The implied volatity was -, the open interest changed by -49 which decreased total open position to 90
On 10 Dec NATURALGAS was trading at 0.00. The strike last trading price was 37.7, which was -4.50 lower than the previous day. The implied volatity was -, the open interest changed by 23 which increased total open position to 138
On 9 Dec NATURALGAS was trading at 0.00. The strike last trading price was 42.2, which was 7.60 higher than the previous day. The implied volatity was 54.22, the open interest changed by -27 which decreased total open position to 115
On 6 Dec NATURALGAS was trading at 0.00. The strike last trading price was 34.6, which was 2.05 higher than the previous day. The implied volatity was 58.09, the open interest changed by 58 which increased total open position to 142
On 5 Dec NATURALGAS was trading at 0.00. The strike last trading price was 32.55, which was 0.40 higher than the previous day. The implied volatity was 53.95, the open interest changed by 18 which increased total open position to 84
On 4 Dec NATURALGAS was trading at 0.00. The strike last trading price was 32.15, which was -2.85 lower than the previous day. The implied volatity was 60.71, the open interest changed by 28 which increased total open position to 70
On 3 Dec NATURALGAS was trading at 0.00. The strike last trading price was 35, which was -14.00 lower than the previous day. The implied volatity was 74.72, the open interest changed by 15 which increased total open position to 42
On 2 Dec NATURALGAS was trading at 0.00. The strike last trading price was 49, which was -6.60 lower than the previous day. The implied volatity was 85.34, the open interest changed by 3 which increased total open position to 27
On 29 Nov NATURALGAS was trading at 0.00. The strike last trading price was 55.6, which was 10.10 higher than the previous day. The implied volatity was 64.45, the open interest changed by 9 which increased total open position to 24
On 28 Nov NATURALGAS was trading at 0.00. The strike last trading price was 45.5, which was -4.50 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 15
On 27 Nov NATURALGAS was trading at 0.00. The strike last trading price was 50, which was -16.55 lower than the previous day. The implied volatity was 89.48, the open interest changed by 12 which increased total open position to 12
On 26 Nov NATURALGAS was trading at 0.00. The strike last trading price was 66.55, which was -1.10 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 25 Nov NATURALGAS was trading at 0.00. The strike last trading price was 67.65, which was 14.95 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 14
On 22 Nov NATURALGAS was trading at 0.00. The strike last trading price was 52.7, which was -21.80 lower than the previous day. The implied volatity was 67.33, the open interest changed by 0 which decreased total open position to 13
On 21 Nov NATURALGAS was trading at 0.00. The strike last trading price was 74.5, which was 74.50 higher than the previous day. The implied volatity was -, the open interest changed by 13 which increased total open position to 13
On 20 Nov 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 0.00, the open interest changed by 0 which decreased total open position to 0
On 19 Nov 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 0.00, the open interest changed by 0 which decreased total open position to 0
On 18 Nov 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 0.00, the open interest changed by 0 which decreased total open position to 0
On 14 Nov 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 0.00, the open interest changed by 0 which decreased total open position to 0
On 9 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 8 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 7 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 4 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 3 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 1 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 30 Sept 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 27 Sept 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 26 Sept 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 23DEC2024 230 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 0.00 | 0.1 | -0.05 | - | 1.537 | -600 | 3,436 |
| 19 Dec | 0.00 | 0.15 | -0.05 | - | 1.852 | -332 | 4,036 |
| 18 Dec | 0.00 | 0.2 | -0.10 | - | 3.238 | 729 | 4,365 |
| 17 Dec | 0.00 | 0.3 | -0.15 | - | 4.578 | 143 | 3,763 |
| 16 Dec | 0.00 | 0.45 | -0.15 | - | 7.051 | -626 | 3,620 |
| 13 Dec | 0.00 | 0.6 | 0.10 | - | 5.123 | -400 | 4,253 |
| 12 Dec | 0.00 | 0.5 | -0.15 | - | 6.745 | -980 | 4,610 |
| 11 Dec | 0.00 | 0.65 | -0.35 | - | 5.008 | 610 | 5,419 |
| 10 Dec | 0.00 | 1 | 0.10 | 57.23 | 6.355 | -418 | 4,814 |
| 9 Dec | 0.00 | 0.9 | -1.35 | 57.37 | 6.504 | -12 | 5,359 |
| 6 Dec | 0.00 | 2.25 | -0.45 | 56.87 | 7.807 | 896 | 5,713 |
| 5 Dec | 0.00 | 2.7 | -1.05 | 56.59 | 10.52 | 1,112 | 4,962 |
| 4 Dec | 0.00 | 3.75 | -0.15 | 60.07 | 9.33 | 1,035 | 3,627 |
| 3 Dec | 0.00 | 3.9 | 0.80 | 59.73 | 5.754 | 441 | 2,743 |
| 2 Dec | 0.00 | 3.1 | 0.20 | 67.93 | 6.957 | -154 | 2,325 |
| 29 Nov | 0.00 | 2.9 | -0.65 | 70.74 | 4.14 | 198 | 2,616 |
| 28 Nov | 0.00 | 3.55 | -0.75 | 69.25 | 4.611 | 191 | 2,456 |
| 27 Nov | 0.00 | 4.3 | 0.95 | 66.86 | 6.01 | -246 | 2,706 |
| 26 Nov | 0.00 | 3.35 | 0.20 | - | 4.858 | 229 | 3,033 |
| 25 Nov | 0.00 | 3.15 | -1.50 | 73.67 | 5.934 | 1,431 | 2,833 |
| 22 Nov | 0.00 | 4.65 | 0.70 | 68.67 | 6.911 | 667 | 1,613 |
| 21 Nov | 0.00 | 3.95 | -0.35 | 72.82 | 2.659 | 249 | 1,077 |
| 20 Nov | 0.00 | 4.3 | -1.50 | 71.00 | 0.807 | 315 | 821 |
| 19 Nov | 0.00 | 5.8 | -0.60 | 69.45 | 0.584 | 400 | 507 |
| 18 Nov | 0.00 | 6.4 | 0.10 | 64.32 | 0.108 | 94 | 107 |
| 14 Nov | 0.00 | 6.3 | 6.30 | 56.33 | 0.011 | 11 | 11 |
| 9 Oct | 0.00 | 0 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 0.00 | 0 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 0.00 | 0 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 0.00 | 0 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 0.00 | 0 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 0.00 | 0 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 0.00 | 0 | 0.00 | - | 0 | 0 | 0 |
| 27 Sept | 0.00 | 0 | 0.00 | - | 0 | 0 | 0 |
| 26 Sept | 0.00 | 0 | - | 0 | 0 | 0 | |
For Natural Gas - strike price 230 expiring on 23DEC2024
Delta for 230 PE is -
Historical price for 230 PE is as follows
On 20 Dec NATURALGAS was trading at 0.00. The strike last trading price was 0.1, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by -600 which decreased total open position to 3436
On 19 Dec NATURALGAS was trading at 0.00. The strike last trading price was 0.15, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by -332 which decreased total open position to 4036
On 18 Dec NATURALGAS was trading at 0.00. The strike last trading price was 0.2, which was -0.10 lower than the previous day. The implied volatity was -, the open interest changed by 729 which increased total open position to 4365
On 17 Dec NATURALGAS was trading at 0.00. The strike last trading price was 0.3, which was -0.15 lower than the previous day. The implied volatity was -, the open interest changed by 143 which increased total open position to 3763
On 16 Dec NATURALGAS was trading at 0.00. The strike last trading price was 0.45, which was -0.15 lower than the previous day. The implied volatity was -, the open interest changed by -626 which decreased total open position to 3620
On 13 Dec NATURALGAS was trading at 0.00. The strike last trading price was 0.6, which was 0.10 higher than the previous day. The implied volatity was -, the open interest changed by -400 which decreased total open position to 4253
On 12 Dec NATURALGAS was trading at 0.00. The strike last trading price was 0.5, which was -0.15 lower than the previous day. The implied volatity was -, the open interest changed by -980 which decreased total open position to 4610
On 11 Dec NATURALGAS was trading at 0.00. The strike last trading price was 0.65, which was -0.35 lower than the previous day. The implied volatity was -, the open interest changed by 610 which increased total open position to 5419
On 10 Dec NATURALGAS was trading at 0.00. The strike last trading price was 1, which was 0.10 higher than the previous day. The implied volatity was 57.23, the open interest changed by -418 which decreased total open position to 4814
On 9 Dec NATURALGAS was trading at 0.00. The strike last trading price was 0.9, which was -1.35 lower than the previous day. The implied volatity was 57.37, the open interest changed by -12 which decreased total open position to 5359
On 6 Dec NATURALGAS was trading at 0.00. The strike last trading price was 2.25, which was -0.45 lower than the previous day. The implied volatity was 56.87, the open interest changed by 896 which increased total open position to 5713
On 5 Dec NATURALGAS was trading at 0.00. The strike last trading price was 2.7, which was -1.05 lower than the previous day. The implied volatity was 56.59, the open interest changed by 1112 which increased total open position to 4962
On 4 Dec NATURALGAS was trading at 0.00. The strike last trading price was 3.75, which was -0.15 lower than the previous day. The implied volatity was 60.07, the open interest changed by 1035 which increased total open position to 3627
On 3 Dec NATURALGAS was trading at 0.00. The strike last trading price was 3.9, which was 0.80 higher than the previous day. The implied volatity was 59.73, the open interest changed by 441 which increased total open position to 2743
On 2 Dec NATURALGAS was trading at 0.00. The strike last trading price was 3.1, which was 0.20 higher than the previous day. The implied volatity was 67.93, the open interest changed by -154 which decreased total open position to 2325
On 29 Nov NATURALGAS was trading at 0.00. The strike last trading price was 2.9, which was -0.65 lower than the previous day. The implied volatity was 70.74, the open interest changed by 198 which increased total open position to 2616
On 28 Nov NATURALGAS was trading at 0.00. The strike last trading price was 3.55, which was -0.75 lower than the previous day. The implied volatity was 69.25, the open interest changed by 191 which increased total open position to 2456
On 27 Nov NATURALGAS was trading at 0.00. The strike last trading price was 4.3, which was 0.95 higher than the previous day. The implied volatity was 66.86, the open interest changed by -246 which decreased total open position to 2706
On 26 Nov NATURALGAS was trading at 0.00. The strike last trading price was 3.35, which was 0.20 higher than the previous day. The implied volatity was -, the open interest changed by 229 which increased total open position to 3033
On 25 Nov NATURALGAS was trading at 0.00. The strike last trading price was 3.15, which was -1.50 lower than the previous day. The implied volatity was 73.67, the open interest changed by 1431 which increased total open position to 2833
On 22 Nov NATURALGAS was trading at 0.00. The strike last trading price was 4.65, which was 0.70 higher than the previous day. The implied volatity was 68.67, the open interest changed by 667 which increased total open position to 1613
On 21 Nov NATURALGAS was trading at 0.00. The strike last trading price was 3.95, which was -0.35 lower than the previous day. The implied volatity was 72.82, the open interest changed by 249 which increased total open position to 1077
On 20 Nov NATURALGAS was trading at 0.00. The strike last trading price was 4.3, which was -1.50 lower than the previous day. The implied volatity was 71.00, the open interest changed by 315 which increased total open position to 821
On 19 Nov NATURALGAS was trading at 0.00. The strike last trading price was 5.8, which was -0.60 lower than the previous day. The implied volatity was 69.45, the open interest changed by 400 which increased total open position to 507
On 18 Nov NATURALGAS was trading at 0.00. The strike last trading price was 6.4, which was 0.10 higher than the previous day. The implied volatity was 64.32, the open interest changed by 94 which increased total open position to 107
On 14 Nov NATURALGAS was trading at 0.00. The strike last trading price was 6.3, which was 6.30 higher than the previous day. The implied volatity was 56.33, the open interest changed by 11 which increased total open position to 11
On 9 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 8 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 7 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 4 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 3 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 1 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 30 Sept 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 27 Sept 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 26 Sept 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
