NATURALGAS
Natural Gas
Historical option data for NATURALGAS
20 Dec 2024 11:40 PM IST
| NATURALGAS 23DEC2024 240 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 0.00 | 105.8 | 42.65 | - | 0.032 | -21 | 230 | |||
| 19 Dec | 0.00 | 63.15 | 11.65 | - | 0.04 | -35 | 251 | |||
| 18 Dec | 0.00 | 51.5 | 22.10 | - | 0.146 | -89 | 286 | |||
| 17 Dec | 0.00 | 29.4 | -6.55 | 62.52 | 0.281 | 1 | 380 | |||
| 16 Dec | 0.00 | 35.95 | -3.55 | 88.82 | 0.126 | 43 | 379 | |||
|
|
||||||||||
| 13 Dec | 0.00 | 39.5 | -21.70 | 66.08 | 0.193 | 9 | 336 | |||
| 12 Dec | 0.00 | 61.2 | 13.60 | - | 0.126 | -27 | 327 | |||
| 11 Dec | 0.00 | 47.6 | 18.35 | - | 0.286 | -203 | 354 | |||
| 10 Dec | 0.00 | 29.25 | -3.95 | 49.53 | 0.414 | 89 | 580 | |||
| 9 Dec | 0.00 | 33.2 | 6.10 | 54.30 | 0.682 | -177 | 493 | |||
| 6 Dec | 0.00 | 27.1 | 2.10 | 60.34 | 1.142 | 112 | 675 | |||
| 5 Dec | 0.00 | 25 | 0.00 | 55.49 | 0.71 | 131 | 580 | |||
| 4 Dec | 0.00 | 25 | -0.45 | 61.36 | 1.445 | 112 | 423 | |||
| 3 Dec | 0.00 | 25.45 | -13.45 | 61.33 | 0.336 | 201 | 303 | |||
| 2 Dec | 0.00 | 38.9 | -8.00 | 71.12 | 0.102 | 16 | 102 | |||
| 29 Nov | 0.00 | 46.9 | 5.40 | 63.31 | 0.027 | 2 | 86 | |||
| 28 Nov | 0.00 | 41.5 | 2.90 | 58.44 | 0.014 | 4 | 84 | |||
| 27 Nov | 0.00 | 38.6 | -20.30 | 69.61 | 0.042 | 11 | 80 | |||
| 26 Nov | 0.00 | 58.9 | -5.70 | 95.54 | 0.027 | 6 | 69 | |||
| 25 Nov | 0.00 | 64.6 | 17.45 | 108.93 | 0.023 | 2 | 63 | |||
| 22 Nov | 0.00 | 47.15 | -12.30 | 76.77 | 0.046 | 8 | 60 | |||
| 21 Nov | 0.00 | 59.45 | 7.55 | 85.37 | 0.032 | 29 | 52 | |||
| 20 Nov | 0.00 | 51.9 | 6.90 | 64.71 | 0.038 | 7 | 23 | |||
| 19 Nov | 0.00 | 45 | 9.90 | 72.19 | 0.006 | 6 | 6 | |||
| 18 Nov | 0.00 | 35.1 | 0.00 | 0.00 | 0.001 | 1 | 0 | |||
| 14 Nov | 0.00 | 35.1 | 0.00 | 0.00 | 0.001 | 1 | 0 | |||
| 13 Nov | 0.00 | 35.1 | 0.00 | 0.00 | 0.001 | 1 | 0 | |||
| 12 Nov | 0.00 | 35.1 | 6.10 | 60.96 | 0.001 | 1 | 0 | |||
| 11 Nov | 0.00 | 29 | 3.55 | 35.10 | 0.002 | 1 | 0 | |||
| 8 Nov | 0.00 | 25.45 | 25.45 | 63.62 | 0.001 | 1 | 1 | |||
| 26 Sept | 0.00 | 0 | - | 0 | 0 | 0 | ||||
For Natural Gas - strike price 240 expiring on 23DEC2024
Delta for 240 CE is -
Historical price for 240 CE is as follows
On 20 Dec NATURALGAS was trading at 0.00. The strike last trading price was 105.8, which was 42.65 higher than the previous day. The implied volatity was -, the open interest changed by -21 which decreased total open position to 230
On 19 Dec NATURALGAS was trading at 0.00. The strike last trading price was 63.15, which was 11.65 higher than the previous day. The implied volatity was -, the open interest changed by -35 which decreased total open position to 251
On 18 Dec NATURALGAS was trading at 0.00. The strike last trading price was 51.5, which was 22.10 higher than the previous day. The implied volatity was -, the open interest changed by -89 which decreased total open position to 286
On 17 Dec NATURALGAS was trading at 0.00. The strike last trading price was 29.4, which was -6.55 lower than the previous day. The implied volatity was 62.52, the open interest changed by 1 which increased total open position to 380
On 16 Dec NATURALGAS was trading at 0.00. The strike last trading price was 35.95, which was -3.55 lower than the previous day. The implied volatity was 88.82, the open interest changed by 43 which increased total open position to 379
On 13 Dec NATURALGAS was trading at 0.00. The strike last trading price was 39.5, which was -21.70 lower than the previous day. The implied volatity was 66.08, the open interest changed by 9 which increased total open position to 336
On 12 Dec NATURALGAS was trading at 0.00. The strike last trading price was 61.2, which was 13.60 higher than the previous day. The implied volatity was -, the open interest changed by -27 which decreased total open position to 327
On 11 Dec NATURALGAS was trading at 0.00. The strike last trading price was 47.6, which was 18.35 higher than the previous day. The implied volatity was -, the open interest changed by -203 which decreased total open position to 354
On 10 Dec NATURALGAS was trading at 0.00. The strike last trading price was 29.25, which was -3.95 lower than the previous day. The implied volatity was 49.53, the open interest changed by 89 which increased total open position to 580
On 9 Dec NATURALGAS was trading at 0.00. The strike last trading price was 33.2, which was 6.10 higher than the previous day. The implied volatity was 54.30, the open interest changed by -177 which decreased total open position to 493
On 6 Dec NATURALGAS was trading at 0.00. The strike last trading price was 27.1, which was 2.10 higher than the previous day. The implied volatity was 60.34, the open interest changed by 112 which increased total open position to 675
On 5 Dec NATURALGAS was trading at 0.00. The strike last trading price was 25, which was 0.00 lower than the previous day. The implied volatity was 55.49, the open interest changed by 131 which increased total open position to 580
On 4 Dec NATURALGAS was trading at 0.00. The strike last trading price was 25, which was -0.45 lower than the previous day. The implied volatity was 61.36, the open interest changed by 112 which increased total open position to 423
On 3 Dec NATURALGAS was trading at 0.00. The strike last trading price was 25.45, which was -13.45 lower than the previous day. The implied volatity was 61.33, the open interest changed by 201 which increased total open position to 303
On 2 Dec NATURALGAS was trading at 0.00. The strike last trading price was 38.9, which was -8.00 lower than the previous day. The implied volatity was 71.12, the open interest changed by 16 which increased total open position to 102
On 29 Nov NATURALGAS was trading at 0.00. The strike last trading price was 46.9, which was 5.40 higher than the previous day. The implied volatity was 63.31, the open interest changed by 2 which increased total open position to 86
On 28 Nov NATURALGAS was trading at 0.00. The strike last trading price was 41.5, which was 2.90 higher than the previous day. The implied volatity was 58.44, the open interest changed by 4 which increased total open position to 84
On 27 Nov NATURALGAS was trading at 0.00. The strike last trading price was 38.6, which was -20.30 lower than the previous day. The implied volatity was 69.61, the open interest changed by 11 which increased total open position to 80
On 26 Nov NATURALGAS was trading at 0.00. The strike last trading price was 58.9, which was -5.70 lower than the previous day. The implied volatity was 95.54, the open interest changed by 6 which increased total open position to 69
On 25 Nov NATURALGAS was trading at 0.00. The strike last trading price was 64.6, which was 17.45 higher than the previous day. The implied volatity was 108.93, the open interest changed by 2 which increased total open position to 63
On 22 Nov NATURALGAS was trading at 0.00. The strike last trading price was 47.15, which was -12.30 lower than the previous day. The implied volatity was 76.77, the open interest changed by 8 which increased total open position to 60
On 21 Nov NATURALGAS was trading at 0.00. The strike last trading price was 59.45, which was 7.55 higher than the previous day. The implied volatity was 85.37, the open interest changed by 29 which increased total open position to 52
On 20 Nov NATURALGAS was trading at 0.00. The strike last trading price was 51.9, which was 6.90 higher than the previous day. The implied volatity was 64.71, the open interest changed by 7 which increased total open position to 23
On 19 Nov NATURALGAS was trading at 0.00. The strike last trading price was 45, which was 9.90 higher than the previous day. The implied volatity was 72.19, the open interest changed by 6 which increased total open position to 6
On 18 Nov NATURALGAS was trading at 0.00. The strike last trading price was 35.1, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 14 Nov NATURALGAS was trading at 0.00. The strike last trading price was 35.1, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 13 Nov NATURALGAS was trading at 0.00. The strike last trading price was 35.1, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 12 Nov NATURALGAS was trading at 0.00. The strike last trading price was 35.1, which was 6.10 higher than the previous day. The implied volatity was 60.96, the open interest changed by 1 which increased total open position to 0
On 11 Nov NATURALGAS was trading at 0.00. The strike last trading price was 29, which was 3.55 higher than the previous day. The implied volatity was 35.10, the open interest changed by 1 which increased total open position to 0
On 8 Nov NATURALGAS was trading at 0.00. The strike last trading price was 25.45, which was 25.45 higher than the previous day. The implied volatity was 63.62, the open interest changed by 1 which increased total open position to 1
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 240 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 0.00 | 0.05 | -0.15 | - | 4.514 | -122 | 5,573 |
| 19 Dec | 0.00 | 0.2 | -0.10 | - | 4.384 | -764 | 5,768 |
| 18 Dec | 0.00 | 0.3 | -0.50 | - | 6.142 | -528 | 6,627 |
| 17 Dec | 0.00 | 0.8 | -0.15 | 62.52 | 12.491 | 834 | 7,398 |
| 16 Dec | 0.00 | 0.95 | -0.15 | 67.74 | 10.807 | 615 | 6,583 |
| 13 Dec | 0.00 | 1.1 | 0.45 | 64.62 | 9.906 | -2,206 | 5,902 |
| 12 Dec | 0.00 | 0.65 | -0.45 | - | 8.11 | 45 | 7,601 |
| 11 Dec | 0.00 | 1.1 | -1.05 | 67.73 | 8.374 | 325 | 7,525 |
| 10 Dec | 0.00 | 2.15 | 0.20 | 56.13 | 13.63 | 524 | 7,086 |
| 9 Dec | 0.00 | 1.95 | -2.45 | 56.65 | 9.894 | 1,238 | 6,709 |
| 6 Dec | 0.00 | 4.4 | -0.85 | 57.41 | 14.505 | 1,595 | 5,722 |
| 5 Dec | 0.00 | 5.25 | -1.45 | 57.97 | 13.27 | 1,160 | 4,396 |
| 4 Dec | 0.00 | 6.7 | -0.15 | 61.36 | 14.147 | 521 | 3,356 |
| 3 Dec | 0.00 | 6.85 | 1.70 | 60.84 | 10.144 | -976 | 3,012 |
| 2 Dec | 0.00 | 5.15 | 0.60 | 68.11 | 13.758 | 303 | 4,226 |
| 29 Nov | 0.00 | 4.55 | -1.05 | 70.20 | 7.772 | 980 | 4,065 |
| 28 Nov | 0.00 | 5.6 | -1.10 | 69.31 | 6.847 | 718 | 3,299 |
| 27 Nov | 0.00 | 6.7 | 1.60 | 66.95 | 8.494 | -430 | 2,755 |
| 26 Nov | 0.00 | 5.1 | 0.15 | 74.16 | 9.948 | 386 | 3,312 |
| 25 Nov | 0.00 | 4.95 | -2.05 | 74.33 | 9.29 | 1,054 | 3,239 |
| 22 Nov | 0.00 | 7 | 1.35 | 68.91 | 17.408 | -6 | 2,308 |
| 21 Nov | 0.00 | 5.65 | -0.60 | 71.82 | 6.709 | 447 | 2,483 |
| 20 Nov | 0.00 | 6.25 | -1.90 | 70.54 | 2.935 | 1,720 | 2,016 |
| 19 Nov | 0.00 | 8.15 | -1.45 | 68.44 | 0.606 | 168 | 301 |
| 18 Nov | 0.00 | 9.6 | -0.40 | 65.38 | 0.341 | 96 | 112 |
| 14 Nov | 0.00 | 10 | 1.00 | 58.51 | 0.005 | -4 | 5 |
| 13 Nov | 0.00 | 9 | -0.60 | 60.43 | 0.005 | 6 | 9 |
| 12 Nov | 0.00 | 9.6 | -1.35 | 57.61 | 0.002 | 2 | 3 |
| 11 Nov | 0.00 | 10.95 | 10.95 | 62.50 | 0.001 | 1 | 1 |
| 8 Nov | 0.00 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 26 Sept | 0.00 | 0 | - | 0 | 0 | 0 | |
For Natural Gas - strike price 240 expiring on 23DEC2024
Delta for 240 PE is -
Historical price for 240 PE is as follows
On 20 Dec NATURALGAS was trading at 0.00. The strike last trading price was 0.05, which was -0.15 lower than the previous day. The implied volatity was -, the open interest changed by -122 which decreased total open position to 5573
On 19 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 -764 which decreased total open position to 5768
On 18 Dec NATURALGAS was trading at 0.00. The strike last trading price was 0.3, which was -0.50 lower than the previous day. The implied volatity was -, the open interest changed by -528 which decreased total open position to 6627
On 17 Dec NATURALGAS was trading at 0.00. The strike last trading price was 0.8, which was -0.15 lower than the previous day. The implied volatity was 62.52, the open interest changed by 834 which increased total open position to 7398
On 16 Dec NATURALGAS was trading at 0.00. The strike last trading price was 0.95, which was -0.15 lower than the previous day. The implied volatity was 67.74, the open interest changed by 615 which increased total open position to 6583
On 13 Dec NATURALGAS was trading at 0.00. The strike last trading price was 1.1, which was 0.45 higher than the previous day. The implied volatity was 64.62, the open interest changed by -2206 which decreased total open position to 5902
On 12 Dec NATURALGAS was trading at 0.00. The strike last trading price was 0.65, which was -0.45 lower than the previous day. The implied volatity was -, the open interest changed by 45 which increased total open position to 7601
On 11 Dec NATURALGAS was trading at 0.00. The strike last trading price was 1.1, which was -1.05 lower than the previous day. The implied volatity was 67.73, the open interest changed by 325 which increased total open position to 7525
On 10 Dec NATURALGAS was trading at 0.00. The strike last trading price was 2.15, which was 0.20 higher than the previous day. The implied volatity was 56.13, the open interest changed by 524 which increased total open position to 7086
On 9 Dec NATURALGAS was trading at 0.00. The strike last trading price was 1.95, which was -2.45 lower than the previous day. The implied volatity was 56.65, the open interest changed by 1238 which increased total open position to 6709
On 6 Dec NATURALGAS was trading at 0.00. The strike last trading price was 4.4, which was -0.85 lower than the previous day. The implied volatity was 57.41, the open interest changed by 1595 which increased total open position to 5722
On 5 Dec NATURALGAS was trading at 0.00. The strike last trading price was 5.25, which was -1.45 lower than the previous day. The implied volatity was 57.97, the open interest changed by 1160 which increased total open position to 4396
On 4 Dec NATURALGAS was trading at 0.00. The strike last trading price was 6.7, which was -0.15 lower than the previous day. The implied volatity was 61.36, the open interest changed by 521 which increased total open position to 3356
On 3 Dec NATURALGAS was trading at 0.00. The strike last trading price was 6.85, which was 1.70 higher than the previous day. The implied volatity was 60.84, the open interest changed by -976 which decreased total open position to 3012
On 2 Dec NATURALGAS was trading at 0.00. The strike last trading price was 5.15, which was 0.60 higher than the previous day. The implied volatity was 68.11, the open interest changed by 303 which increased total open position to 4226
On 29 Nov NATURALGAS was trading at 0.00. The strike last trading price was 4.55, which was -1.05 lower than the previous day. The implied volatity was 70.20, the open interest changed by 980 which increased total open position to 4065
On 28 Nov NATURALGAS was trading at 0.00. The strike last trading price was 5.6, which was -1.10 lower than the previous day. The implied volatity was 69.31, the open interest changed by 718 which increased total open position to 3299
On 27 Nov NATURALGAS was trading at 0.00. The strike last trading price was 6.7, which was 1.60 higher than the previous day. The implied volatity was 66.95, the open interest changed by -430 which decreased total open position to 2755
On 26 Nov NATURALGAS was trading at 0.00. The strike last trading price was 5.1, which was 0.15 higher than the previous day. The implied volatity was 74.16, the open interest changed by 386 which increased total open position to 3312
On 25 Nov NATURALGAS was trading at 0.00. The strike last trading price was 4.95, which was -2.05 lower than the previous day. The implied volatity was 74.33, the open interest changed by 1054 which increased total open position to 3239
On 22 Nov NATURALGAS was trading at 0.00. The strike last trading price was 7, which was 1.35 higher than the previous day. The implied volatity was 68.91, the open interest changed by -6 which decreased total open position to 2308
On 21 Nov NATURALGAS was trading at 0.00. The strike last trading price was 5.65, which was -0.60 lower than the previous day. The implied volatity was 71.82, the open interest changed by 447 which increased total open position to 2483
On 20 Nov NATURALGAS was trading at 0.00. The strike last trading price was 6.25, which was -1.90 lower than the previous day. The implied volatity was 70.54, the open interest changed by 1720 which increased total open position to 2016
On 19 Nov NATURALGAS was trading at 0.00. The strike last trading price was 8.15, which was -1.45 lower than the previous day. The implied volatity was 68.44, the open interest changed by 168 which increased total open position to 301
On 18 Nov NATURALGAS was trading at 0.00. The strike last trading price was 9.6, which was -0.40 lower than the previous day. The implied volatity was 65.38, the open interest changed by 96 which increased total open position to 112
On 14 Nov NATURALGAS was trading at 0.00. The strike last trading price was 10, which was 1.00 higher than the previous day. The implied volatity was 58.51, the open interest changed by -4 which decreased total open position to 5
On 13 Nov NATURALGAS was trading at 0.00. The strike last trading price was 9, which was -0.60 lower than the previous day. The implied volatity was 60.43, the open interest changed by 6 which increased total open position to 9
On 12 Nov NATURALGAS was trading at 0.00. The strike last trading price was 9.6, which was -1.35 lower than the previous day. The implied volatity was 57.61, the open interest changed by 2 which increased total open position to 3
On 11 Nov NATURALGAS was trading at 0.00. The strike last trading price was 10.95, which was 10.95 higher than the previous day. The implied volatity was 62.50, the open interest changed by 1 which increased total open position to 1
On 8 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 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
