`
[--[65.84.65.76]--]
NATURALGAS
Natural Gas

285.6 7.40 (2.66%)

Back to Option Chain


Historical option data for NATURALGAS

22 Nov 2024 01:30 PM IST
NATURALGAS 23DEC2024 245 CE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
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 0.00

Historical price for 245 CE is as follows

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
Delta: -0.15
Vega: 0.20
Theta: -0.22
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
22 Nov 0.00 5.1 -1.55 70.15 0.234 32 115
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 -0.15

Historical price for 245 PE is as follows

On 22 Nov NATURALGAS was trading at 0.00. The strike last trading price was 5.1, which was -1.55 lower than the previous day. The implied volatity was 70.15, the open interest changed by 32 which increased total open position to 115


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