NATURALGAS
Natural Gas
Historical option data for NATURALGAS
21 Nov 2024 04:30 PM IST
| NATURALGAS 21NOV2024 240 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 | 47.5 | 17.15 | - | 0.537 | -349 | 2,709 | |||
| 20 Nov | 0.00 | 30.35 | 12.00 | - | 2.169 | -587 | 3,073 | |||
| 19 Nov | 0.00 | 18.35 | 6.05 | - | 54.35 | -1,582 | 3,679 | |||
| 18 Nov | 0.00 | 12.3 | 3.20 | 83.33 | 96.245 | -519 | 5,592 | |||
| 14 Nov | 0.00 | 9.1 | -7.10 | 67.11 | 34.871 | 1,510 | 5,932 | |||
| 13 Nov | 0.00 | 16.2 | 2.10 | 72.15 | 47.91 | -526 | 4,424 | |||
| 12 Nov | 0.00 | 14.1 | -1.65 | 69.48 | 32.64 | -817 | 4,896 | |||
| 11 Nov | 0.00 | 15.75 | 10.25 | 70.56 | 53.778 | -2,438 | 5,906 | |||
| 8 Nov | 0.00 | 5.5 | -1.10 | 65.64 | 29.062 | -848 | 8,661 | |||
| 7 Nov | 0.00 | 6.6 | -2.50 | 65.89 | 38.374 | 3,039 | 9,586 | |||
| 6 Nov | 0.00 | 9.1 | 1.35 | 68.35 | 40.738 | -2,814 | 6,627 | |||
| 5 Nov | 0.00 | 7.75 | -3.60 | 70.98 | 56.021 | 4,748 | 9,801 | |||
| 4 Nov | 0.00 | 11.35 | 1.65 | 69.14 | 36.753 | -1,872 | 5,190 | |||
| 1 Nov | 0.00 | 9.7 | -0.30 | 67.66 | 2.898 | -928 | 7,062 | |||
| 31 Oct | 0.00 | 10 | -4.95 | - | 32.986 | 2,620 | 7,990 | |||
| 30 Oct | 0.00 | 14.95 | -1.75 | - | 40.929 | 2,695 | 5,370 | |||
| 29 Oct | 0.00 | 16.7 | 0.45 | - | 28.995 | 737 | 2,675 | |||
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| 28 Oct | 0.00 | 16.25 | -13.25 | - | 18.493 | 1,393 | 1,938 | |||
| 25 Oct | 0.00 | 29.5 | 5.15 | - | 3.372 | -55 | 545 | |||
| 24 Oct | 0.00 | 24.35 | 6.20 | - | 2.401 | -8 | 600 | |||
| 23 Oct | 0.00 | 18.15 | -1.35 | - | 1.693 | 254 | 608 | |||
| 22 Oct | 0.00 | 19.5 | 5.10 | - | 1.026 | 224 | 354 | |||
| 21 Oct | 0.00 | 14.4 | 0.75 | - | 0.212 | 95 | 130 | |||
| 18 Oct | 0.00 | 13.65 | -2.70 | - | 0.04 | 23 | 35 | |||
| 17 Oct | 0.00 | 16.35 | -0.70 | - | 0.018 | 3 | 12 | |||
| 16 Oct | 0.00 | 17.05 | 17.05 | - | 0.012 | 9 | 9 | |||
| 15 Oct | 0.00 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 0.00 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 0.00 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 0.00 | 0 | 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 | |||
| 26 Sept | 0.00 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Sept | 0.00 | 0 | - | 0 | 0 | 0 | ||||
For Natural Gas - strike price 240 expiring on 21NOV2024
Delta for 240 CE is -
Historical price for 240 CE is as follows
On 21 Nov NATURALGAS was trading at 0.00. The strike last trading price was 47.5, which was 17.15 higher than the previous day. The implied volatity was -, the open interest changed by -349 which decreased total open position to 2709
On 20 Nov NATURALGAS was trading at 0.00. The strike last trading price was 30.35, which was 12.00 higher than the previous day. The implied volatity was -, the open interest changed by -587 which decreased total open position to 3073
On 19 Nov NATURALGAS was trading at 0.00. The strike last trading price was 18.35, which was 6.05 higher than the previous day. The implied volatity was -, the open interest changed by -1582 which decreased total open position to 3679
On 18 Nov NATURALGAS was trading at 0.00. The strike last trading price was 12.3, which was 3.20 higher than the previous day. The implied volatity was 83.33, the open interest changed by -519 which decreased total open position to 5592
On 14 Nov NATURALGAS was trading at 0.00. The strike last trading price was 9.1, which was -7.10 lower than the previous day. The implied volatity was 67.11, the open interest changed by 1510 which increased total open position to 5932
On 13 Nov NATURALGAS was trading at 0.00. The strike last trading price was 16.2, which was 2.10 higher than the previous day. The implied volatity was 72.15, the open interest changed by -526 which decreased total open position to 4424
On 12 Nov NATURALGAS was trading at 0.00. The strike last trading price was 14.1, which was -1.65 lower than the previous day. The implied volatity was 69.48, the open interest changed by -817 which decreased total open position to 4896
On 11 Nov NATURALGAS was trading at 0.00. The strike last trading price was 15.75, which was 10.25 higher than the previous day. The implied volatity was 70.56, the open interest changed by -2438 which decreased total open position to 5906
On 8 Nov NATURALGAS was trading at 0.00. The strike last trading price was 5.5, which was -1.10 lower than the previous day. The implied volatity was 65.64, the open interest changed by -848 which decreased total open position to 8661
On 7 Nov NATURALGAS was trading at 0.00. The strike last trading price was 6.6, which was -2.50 lower than the previous day. The implied volatity was 65.89, the open interest changed by 3039 which increased total open position to 9586
On 6 Nov NATURALGAS was trading at 0.00. The strike last trading price was 9.1, which was 1.35 higher than the previous day. The implied volatity was 68.35, the open interest changed by -2814 which decreased total open position to 6627
On 5 Nov NATURALGAS was trading at 0.00. The strike last trading price was 7.75, which was -3.60 lower than the previous day. The implied volatity was 70.98, the open interest changed by 4748 which increased total open position to 9801
On 4 Nov NATURALGAS was trading at 0.00. The strike last trading price was 11.35, which was 1.65 higher than the previous day. The implied volatity was 69.14, the open interest changed by -1872 which decreased total open position to 5190
On 1 Nov NATURALGAS was trading at 0.00. The strike last trading price was 9.7, which was -0.30 lower than the previous day. The implied volatity was 67.66, the open interest changed by -928 which decreased total open position to 7062
On 31 Oct NATURALGAS was trading at 0.00. The strike last trading price was 10, which was -4.95 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 14.95, which was -1.75 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 16.7, which was 0.45 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 16.25, which was -13.25 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 29.5, which was 5.15 higher 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 24.35, which was 6.20 higher 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 18.15, 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 22 Oct NATURALGAS was trading at 0.00. The strike last trading price was 19.5, which was 5.10 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 14.4, which was 0.75 higher 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 13.65, which was -2.70 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 16.35, which was -0.70 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 17.05, which was 17.05 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 15 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 14 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 11 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 10 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 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 26 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 25 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 21NOV2024 240 PE | |||||||
|---|---|---|---|---|---|---|---|
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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 | 0.05 | -0.30 | - | 5.671 | -1,631 | 7,858 |
| 20 Nov | 0.00 | 0.35 | -1.45 | - | 32.828 | -985 | 9,761 |
| 19 Nov | 0.00 | 1.8 | -2.55 | - | 94.592 | 2,162 | 11,267 |
| 18 Nov | 0.00 | 4.35 | -4.70 | 83.92 | 115.162 | 4,654 | 9,990 |
| 14 Nov | 0.00 | 9.05 | 2.50 | 67.48 | 51.958 | -2,793 | 8,292 |
| 13 Nov | 0.00 | 6.55 | -1.45 | 73.24 | 66.203 | 1,935 | 11,409 |
| 12 Nov | 0.00 | 8 | -0.05 | 70.14 | 58.592 | 2,603 | 10,503 |
| 11 Nov | 0.00 | 8.05 | -12.55 | 70.56 | 46.438 | 6,151 | 8,458 |
| 8 Nov | 0.00 | 20.6 | 0.70 | 64.33 | 9.559 | -127 | 2,293 |
| 7 Nov | 0.00 | 19.9 | 1.80 | 65.89 | 9.57 | -16 | 2,409 |
| 6 Nov | 0.00 | 18.1 | -4.20 | 68.04 | 8.714 | -42 | 2,508 |
| 5 Nov | 0.00 | 22.3 | 4.85 | 70.49 | 16.772 | -331 | 2,567 |
| 4 Nov | 0.00 | 17.45 | -4.05 | 69.14 | 6.885 | -676 | 2,815 |
| 1 Nov | 0.00 | 21.5 | 0.40 | 67.18 | 0.351 | -172 | 3,491 |
| 31 Oct | 0.00 | 21.1 | 5.70 | - | 16.13 | -269 | 3,663 |
| 30 Oct | 0.00 | 15.4 | 0.40 | - | 34.427 | 618 | 3,932 |
| 29 Oct | 0.00 | 15 | -1.35 | - | 21.142 | 936 | 3,314 |
| 28 Oct | 0.00 | 16.35 | 6.70 | - | 21.172 | 744 | 2,378 |
| 25 Oct | 0.00 | 9.65 | -2.10 | - | 8.408 | 110 | 1,634 |
| 24 Oct | 0.00 | 11.75 | -4.05 | - | 5.945 | 836 | 1,524 |
| 23 Oct | 0.00 | 15.8 | 0.00 | - | 1.689 | 418 | 688 |
| 22 Oct | 0.00 | 15.8 | -3.00 | - | 0.669 | 196 | 270 |
| 21 Oct | 0.00 | 18.8 | -1.50 | - | 0.042 | 32 | 74 |
| 18 Oct | 0.00 | 20.3 | 1.45 | - | 0.019 | 6 | 42 |
| 17 Oct | 0.00 | 18.85 | 2.55 | - | 0.008 | -2 | 36 |
| 16 Oct | 0.00 | 16.3 | 2.30 | - | 0.002 | 0 | 38 |
| 15 Oct | 0.00 | 14 | -0.50 | - | 0.006 | 38 | 38 |
| 14 Oct | 0.00 | 14.5 | 1.85 | - | 0.006 | 5 | 0 |
| 11 Oct | 0.00 | 12.65 | 2.30 | - | 0.018 | 5 | 36 |
| 10 Oct | 0.00 | 10.35 | -0.05 | - | 0.01 | 8 | 31 |
| 9 Oct | 0.00 | 10.4 | 0.50 | - | 0.011 | -13 | 23 |
| 8 Oct | 0.00 | 9.9 | 1.55 | - | 0.002 | -3 | 36 |
| 7 Oct | 0.00 | 8.35 | -0.65 | - | 0.013 | -7 | 39 |
| 4 Oct | 0.00 | 9 | 2.00 | - | 0.004 | 5 | 46 |
| 3 Oct | 0.00 | 7 | -2.25 | - | 0.022 | 20 | 41 |
| 1 Oct | 0.00 | 9.25 | -0.25 | - | 0.015 | 17 | 21 |
| 30 Sept | 0.00 | 9.5 | -1.20 | - | 0.004 | 4 | 4 |
| 26 Sept | 0.00 | 10.7 | -6.10 | - | 0.003 | 2 | 3 |
| 25 Sept | 0.00 | 16.8 | - | 0.001 | 1 | 1 | |
For Natural Gas - strike price 240 expiring on 21NOV2024
Delta for 240 PE is -
Historical price for 240 PE is as follows
On 21 Nov NATURALGAS was trading at 0.00. The strike last trading price was 0.05, which was -0.30 lower than the previous day. The implied volatity was -, the open interest changed by -1631 which decreased total open position to 7858
On 20 Nov NATURALGAS was trading at 0.00. The strike last trading price was 0.35, which was -1.45 lower than the previous day. The implied volatity was -, the open interest changed by -985 which decreased total open position to 9761
On 19 Nov NATURALGAS was trading at 0.00. The strike last trading price was 1.8, which was -2.55 lower than the previous day. The implied volatity was -, the open interest changed by 2162 which increased total open position to 11267
On 18 Nov NATURALGAS was trading at 0.00. The strike last trading price was 4.35, which was -4.70 lower than the previous day. The implied volatity was 83.92, the open interest changed by 4654 which increased total open position to 9990
On 14 Nov NATURALGAS was trading at 0.00. The strike last trading price was 9.05, which was 2.50 higher than the previous day. The implied volatity was 67.48, the open interest changed by -2793 which decreased total open position to 8292
On 13 Nov NATURALGAS was trading at 0.00. The strike last trading price was 6.55, which was -1.45 lower than the previous day. The implied volatity was 73.24, the open interest changed by 1935 which increased total open position to 11409
On 12 Nov NATURALGAS was trading at 0.00. The strike last trading price was 8, which was -0.05 lower than the previous day. The implied volatity was 70.14, the open interest changed by 2603 which increased total open position to 10503
On 11 Nov NATURALGAS was trading at 0.00. The strike last trading price was 8.05, which was -12.55 lower than the previous day. The implied volatity was 70.56, the open interest changed by 6151 which increased total open position to 8458
On 8 Nov NATURALGAS was trading at 0.00. The strike last trading price was 20.6, which was 0.70 higher than the previous day. The implied volatity was 64.33, the open interest changed by -127 which decreased total open position to 2293
On 7 Nov NATURALGAS was trading at 0.00. The strike last trading price was 19.9, which was 1.80 higher than the previous day. The implied volatity was 65.89, the open interest changed by -16 which decreased total open position to 2409
On 6 Nov NATURALGAS was trading at 0.00. The strike last trading price was 18.1, which was -4.20 lower than the previous day. The implied volatity was 68.04, the open interest changed by -42 which decreased total open position to 2508
On 5 Nov NATURALGAS was trading at 0.00. The strike last trading price was 22.3, which was 4.85 higher than the previous day. The implied volatity was 70.49, the open interest changed by -331 which decreased total open position to 2567
On 4 Nov NATURALGAS was trading at 0.00. The strike last trading price was 17.45, which was -4.05 lower than the previous day. The implied volatity was 69.14, the open interest changed by -676 which decreased total open position to 2815
On 1 Nov NATURALGAS was trading at 0.00. The strike last trading price was 21.5, which was 0.40 higher than the previous day. The implied volatity was 67.18, the open interest changed by -172 which decreased total open position to 3491
On 31 Oct NATURALGAS was trading at 0.00. The strike last trading price was 21.1, which was 5.70 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 15.4, which was 0.40 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 15, 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 28 Oct NATURALGAS was trading at 0.00. The strike last trading price was 16.35, which was 6.70 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 9.65, which was -2.10 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 11.75, which was -4.05 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 15.8, 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 22 Oct NATURALGAS was trading at 0.00. The strike last trading price was 15.8, which was -3.00 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 18.8, which was -1.50 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 20.3, which was 1.45 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 18.85, which was 2.55 higher 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 16.3, which was 2.30 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 15 Oct NATURALGAS was trading at 0.00. The strike last trading price was 14, which was -0.50 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 14 Oct NATURALGAS was trading at 0.00. The strike last trading price was 14.5, which was 1.85 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 11 Oct NATURALGAS was trading at 0.00. The strike last trading price was 12.65, which was 2.30 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 10 Oct NATURALGAS was trading at 0.00. The strike last trading price was 10.35, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 9 Oct NATURALGAS was trading at 0.00. The strike last trading price was 10.4, which was 0.50 higher 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 9.9, which was 1.55 higher 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 8.35, which was -0.65 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 9, which was 2.00 higher 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 7, which was -2.25 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 9.25, which was -0.25 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 9.5, which was -1.20 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 10.7, which was -6.10 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Sept NATURALGAS was trading at 0.00. The strike last trading price was 16.8, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
