NATURALGAS
Natural Gas
Historical option data for NATURALGAS
20 Dec 2024 11:40 PM IST
| NATURALGAS 23DEC2024 245 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 | 69.6 | 17.35 | - | 0.008 | 6 | 15 | |||
| 19 Dec | 0.00 | 52.25 | 7.45 | - | 0.001 | -1 | 9 | |||
| 18 Dec | 0.00 | 44.8 | 20.60 | - | 0.02 | -9 | 10 | |||
| 17 Dec | 0.00 | 24.2 | -6.00 | 49.87 | 0.106 | -32 | 23 | |||
| 16 Dec | 0.00 | 30.2 | -7.35 | 68.92 | 0.028 | -8 | 55 | |||
| 13 Dec | 0.00 | 37.55 | -16.10 | 89.10 | 0.006 | -2 | 63 | |||
| 12 Dec | 0.00 | 53.65 | 10.45 | - | 0.02 | -2 | 65 | |||
| 11 Dec | 0.00 | 43.2 | 17.55 | 65.43 | 0.154 | -85 | 67 | |||
| 10 Dec | 0.00 | 25.65 | -3.50 | 54.24 | 0.197 | 35 | 159 | |||
| 9 Dec | 0.00 | 29.15 | 5.90 | 55.49 | 0.188 | -74 | 131 | |||
| 6 Dec | 0.00 | 23.25 | 1.30 | 58.55 | 0.973 | 96 | 205 | |||
| 5 Dec | 0.00 | 21.95 | 0.00 | 57.57 | 0.218 | 48 | 109 | |||
| 4 Dec | 0.00 | 21.95 | -1.45 | 62.23 | 0.178 | 37 | 50 | |||
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| 3 Dec | 0.00 | 23.4 | -13.60 | 66.62 | 0.013 | 13 | 13 | |||
| 2 Dec | 0.00 | 37 | 0.00 | 0.00 | 0.002 | 2 | 0 | |||
| 29 Nov | 0.00 | 37 | 0.00 | 0.00 | 0.002 | 2 | 0 | |||
| 28 Nov | 0.00 | 37 | 0.00 | 0.00 | 0.002 | 2 | 0 | |||
| 27 Nov | 0.00 | 37 | -20.10 | 77.41 | 0.002 | 2 | 2 | |||
| 26 Nov | 0.00 | 57.1 | 2.90 | 102.84 | 0.001 | 3 | 0 | |||
| 25 Nov | 0.00 | 54.2 | 13.65 | 78.13 | 0.002 | 3 | 3 | |||
| 22 Nov | 0.00 | 40.55 | 0.00 | 0.00 | 0.002 | 0 | 0 | |||
| 21 Nov | 0.00 | 40.55 | 0.00 | 0.00 | 0.002 | 0 | 2 | |||
| 20 Nov | 0.00 | 40.55 | 0.00 | 0.00 | 0.002 | 0 | 2 | |||
| 19 Nov | 0.00 | 40.55 | 40.55 | 68.35 | 0.002 | 2 | 2 | |||
| 18 Nov | 0.00 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 14 Nov | 0.00 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Nov | 0.00 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Nov | 0.00 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Nov | 0.00 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 8 Nov | 0.00 | 0 | 0.00 | 0 | 0 | 0 | ||||
For Natural Gas - strike price 245 expiring on 23DEC2024
Delta for 245 CE is -
Historical price for 245 CE is as follows
On 20 Dec NATURALGAS was trading at 0.00. The strike last trading price was 69.6, which was 17.35 higher than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 15
On 19 Dec NATURALGAS was trading at 0.00. The strike last trading price was 52.25, which was 7.45 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 9
On 18 Dec NATURALGAS was trading at 0.00. The strike last trading price was 44.8, which was 20.60 higher than the previous day. The implied volatity was -, the open interest changed by -9 which decreased total open position to 10
On 17 Dec NATURALGAS was trading at 0.00. The strike last trading price was 24.2, which was -6.00 lower than the previous day. The implied volatity was 49.87, the open interest changed by -32 which decreased total open position to 23
On 16 Dec NATURALGAS was trading at 0.00. The strike last trading price was 30.2, which was -7.35 lower than the previous day. The implied volatity was 68.92, the open interest changed by -8 which decreased total open position to 55
On 13 Dec NATURALGAS was trading at 0.00. The strike last trading price was 37.55, which was -16.10 lower than the previous day. The implied volatity was 89.10, the open interest changed by -2 which decreased total open position to 63
On 12 Dec NATURALGAS was trading at 0.00. The strike last trading price was 53.65, which was 10.45 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 65
On 11 Dec NATURALGAS was trading at 0.00. The strike last trading price was 43.2, which was 17.55 higher than the previous day. The implied volatity was 65.43, the open interest changed by -85 which decreased total open position to 67
On 10 Dec NATURALGAS was trading at 0.00. The strike last trading price was 25.65, which was -3.50 lower than the previous day. The implied volatity was 54.24, the open interest changed by 35 which increased total open position to 159
On 9 Dec NATURALGAS was trading at 0.00. The strike last trading price was 29.15, which was 5.90 higher than the previous day. The implied volatity was 55.49, the open interest changed by -74 which decreased total open position to 131
On 6 Dec NATURALGAS was trading at 0.00. The strike last trading price was 23.25, which was 1.30 higher than the previous day. The implied volatity was 58.55, the open interest changed by 96 which increased total open position to 205
On 5 Dec NATURALGAS was trading at 0.00. The strike last trading price was 21.95, which was 0.00 lower than the previous day. The implied volatity was 57.57, the open interest changed by 48 which increased total open position to 109
On 4 Dec NATURALGAS was trading at 0.00. The strike last trading price was 21.95, which was -1.45 lower than the previous day. The implied volatity was 62.23, the open interest changed by 37 which increased total open position to 50
On 3 Dec NATURALGAS was trading at 0.00. The strike last trading price was 23.4, which was -13.60 lower than the previous day. The implied volatity was 66.62, the open interest changed by 13 which increased total open position to 13
On 2 Dec NATURALGAS was trading at 0.00. The strike last trading price was 37, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 29 Nov NATURALGAS was trading at 0.00. The strike last trading price was 37, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 28 Nov NATURALGAS was trading at 0.00. The strike last trading price was 37, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 27 Nov NATURALGAS was trading at 0.00. The strike last trading price was 37, which was -20.10 lower than the previous day. The implied volatity was 77.41, the open interest changed by 2 which increased total open position to 2
On 26 Nov NATURALGAS was trading at 0.00. The strike last trading price was 57.1, which was 2.90 higher than the previous day. The implied volatity was 102.84, the open interest changed by 3 which increased total open position to 0
On 25 Nov NATURALGAS was trading at 0.00. The strike last trading price was 54.2, which was 13.65 higher than the previous day. The implied volatity was 78.13, the open interest changed by 3 which increased total open position to 3
On 22 Nov NATURALGAS was trading at 0.00. The strike last trading price was 40.55, 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 21 Nov NATURALGAS was trading at 0.00. The strike last trading price was 40.55, 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 2
On 20 Nov NATURALGAS was trading at 0.00. The strike last trading price was 40.55, 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 2
On 19 Nov NATURALGAS was trading at 0.00. The strike last trading price was 40.55, which was 40.55 higher than the previous day. The implied volatity was 68.35, the open interest changed by 2 which increased total open position to 2
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 13 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 12 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 11 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 8 Nov NATURALGAS was trading at 0.00. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
| NATURALGAS 23DEC2024 245 PE | |||||||
|---|---|---|---|---|---|---|---|
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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 | 0.05 | -0.15 | - | 2.007 | 260 | 4,688 |
| 19 Dec | 0.00 | 0.2 | -0.25 | - | 1.598 | 136 | 4,450 |
| 18 Dec | 0.00 | 0.45 | -0.75 | - | 2.938 | -200 | 4,342 |
| 17 Dec | 0.00 | 1.2 | -0.15 | 60.07 | 10.162 | 427 | 4,580 |
| 16 Dec | 0.00 | 1.35 | -0.15 | 65.52 | 7.603 | 820 | 4,189 |
| 13 Dec | 0.00 | 1.5 | 0.50 | 62.75 | 2.424 | -384 | 3,420 |
| 12 Dec | 0.00 | 1 | -0.55 | - | 1.982 | 122 | 3,776 |
| 11 Dec | 0.00 | 1.55 | -1.65 | 67.23 | 5.584 | 71 | 3,701 |
| 10 Dec | 0.00 | 3.2 | 0.35 | 56.81 | 7.708 | 937 | 3,640 |
| 9 Dec | 0.00 | 2.85 | -3.15 | 57.00 | 4.661 | 430 | 2,627 |
| 6 Dec | 0.00 | 6 | -1.00 | 58.29 | 7.133 | 328 | 2,287 |
| 5 Dec | 0.00 | 7 | -1.50 | 58.80 | 8.37 | 1,104 | 1,984 |
| 4 Dec | 0.00 | 8.5 | -0.30 | 61.53 | 7.397 | 346 | 930 |
| 3 Dec | 0.00 | 8.8 | 2.35 | 61.65 | 3.088 | 25 | 696 |
| 2 Dec | 0.00 | 6.45 | 0.80 | 68.10 | 4.359 | 36 | 775 |
| 29 Nov | 0.00 | 5.65 | -1.25 | 70.20 | 1.781 | 299 | 709 |
| 28 Nov | 0.00 | 6.9 | -1.30 | 69.40 | 1.877 | 93 | 422 |
| 27 Nov | 0.00 | 8.2 | 1.95 | 67.05 | 2.271 | 152 | 383 |
| 26 Nov | 0.00 | 6.25 | 0.30 | 74.32 | 1.783 | 5 | 244 |
| 25 Nov | 0.00 | 5.95 | -2.50 | 74.05 | 2.426 | 96 | 253 |
| 22 Nov | 0.00 | 8.45 | 1.80 | 69.11 | 4.56 | 98 | 181 |
| 21 Nov | 0.00 | 6.65 | -1.15 | 71.20 | 0.254 | 25 | 83 |
| 20 Nov | 0.00 | 7.8 | -1.75 | 71.83 | 0.033 | 10 | 47 |
| 19 Nov | 0.00 | 9.55 | 9.55 | 67.89 | 0.043 | 36 | 37 |
| 18 Nov | 0.00 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 14 Nov | 0.00 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Nov | 0.00 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Nov | 0.00 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Nov | 0.00 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 8 Nov | 0.00 | 0 | 0.00 | 0 | 0 | 0 | |
For Natural Gas - strike price 245 expiring on 23DEC2024
Delta for 245 PE is -
Historical price for 245 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 260 which increased total open position to 4688
On 19 Dec NATURALGAS was trading at 0.00. The strike last trading price was 0.2, which was -0.25 lower than the previous day. The implied volatity was -, the open interest changed by 136 which increased total open position to 4450
On 18 Dec NATURALGAS was trading at 0.00. The strike last trading price was 0.45, which was -0.75 lower than the previous day. The implied volatity was -, the open interest changed by -200 which decreased total open position to 4342
On 17 Dec NATURALGAS was trading at 0.00. The strike last trading price was 1.2, which was -0.15 lower than the previous day. The implied volatity was 60.07, the open interest changed by 427 which increased total open position to 4580
On 16 Dec NATURALGAS was trading at 0.00. The strike last trading price was 1.35, which was -0.15 lower than the previous day. The implied volatity was 65.52, the open interest changed by 820 which increased total open position to 4189
On 13 Dec NATURALGAS was trading at 0.00. The strike last trading price was 1.5, which was 0.50 higher than the previous day. The implied volatity was 62.75, the open interest changed by -384 which decreased total open position to 3420
On 12 Dec NATURALGAS was trading at 0.00. The strike last trading price was 1, which was -0.55 lower than the previous day. The implied volatity was -, the open interest changed by 122 which increased total open position to 3776
On 11 Dec NATURALGAS was trading at 0.00. The strike last trading price was 1.55, which was -1.65 lower than the previous day. The implied volatity was 67.23, the open interest changed by 71 which increased total open position to 3701
On 10 Dec NATURALGAS was trading at 0.00. The strike last trading price was 3.2, which was 0.35 higher than the previous day. The implied volatity was 56.81, the open interest changed by 937 which increased total open position to 3640
On 9 Dec NATURALGAS was trading at 0.00. The strike last trading price was 2.85, which was -3.15 lower than the previous day. The implied volatity was 57.00, the open interest changed by 430 which increased total open position to 2627
On 6 Dec NATURALGAS was trading at 0.00. The strike last trading price was 6, which was -1.00 lower than the previous day. The implied volatity was 58.29, the open interest changed by 328 which increased total open position to 2287
On 5 Dec NATURALGAS was trading at 0.00. The strike last trading price was 7, which was -1.50 lower than the previous day. The implied volatity was 58.80, the open interest changed by 1104 which increased total open position to 1984
On 4 Dec NATURALGAS was trading at 0.00. The strike last trading price was 8.5, which was -0.30 lower than the previous day. The implied volatity was 61.53, the open interest changed by 346 which increased total open position to 930
On 3 Dec NATURALGAS was trading at 0.00. The strike last trading price was 8.8, which was 2.35 higher than the previous day. The implied volatity was 61.65, the open interest changed by 25 which increased total open position to 696
On 2 Dec NATURALGAS was trading at 0.00. The strike last trading price was 6.45, which was 0.80 higher than the previous day. The implied volatity was 68.10, the open interest changed by 36 which increased total open position to 775
On 29 Nov NATURALGAS was trading at 0.00. The strike last trading price was 5.65, which was -1.25 lower than the previous day. The implied volatity was 70.20, the open interest changed by 299 which increased total open position to 709
On 28 Nov NATURALGAS was trading at 0.00. The strike last trading price was 6.9, which was -1.30 lower than the previous day. The implied volatity was 69.40, the open interest changed by 93 which increased total open position to 422
On 27 Nov NATURALGAS was trading at 0.00. The strike last trading price was 8.2, which was 1.95 higher than the previous day. The implied volatity was 67.05, the open interest changed by 152 which increased total open position to 383
On 26 Nov NATURALGAS was trading at 0.00. The strike last trading price was 6.25, which was 0.30 higher than the previous day. The implied volatity was 74.32, the open interest changed by 5 which increased total open position to 244
On 25 Nov NATURALGAS was trading at 0.00. The strike last trading price was 5.95, which was -2.50 lower than the previous day. The implied volatity was 74.05, the open interest changed by 96 which increased total open position to 253
On 22 Nov NATURALGAS was trading at 0.00. The strike last trading price was 8.45, which was 1.80 higher than the previous day. The implied volatity was 69.11, the open interest changed by 98 which increased total open position to 181
On 21 Nov NATURALGAS was trading at 0.00. The strike last trading price was 6.65, which was -1.15 lower than the previous day. The implied volatity was 71.20, the open interest changed by 25 which increased total open position to 83
On 20 Nov NATURALGAS was trading at 0.00. The strike last trading price was 7.8, which was -1.75 lower than the previous day. The implied volatity was 71.83, the open interest changed by 10 which increased total open position to 47
On 19 Nov NATURALGAS was trading at 0.00. The strike last trading price was 9.55, which was 9.55 higher than the previous day. The implied volatity was 67.89, the open interest changed by 36 which increased total open position to 37
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 13 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 12 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 11 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 8 Nov NATURALGAS was trading at 0.00. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
