NATURALGAS
Natural Gas
Historical option data for NATURALGAS
21 Nov 2024 04:20 PM IST
| NATURALGAS 21NOV2024 245 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 1.00
Vega: 0.00
Theta: -0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 0.00 | 42.2 | 16.70 | 30.00 | 0.484 | -162 | 3,351 | |||
| 20 Nov | 0.00 | 25.5 | 11.00 | - | 5.202 | -255 | 3,536 | |||
| 19 Nov | 0.00 | 14.5 | 5.20 | 93.97 | 62.586 | -942 | 3,848 | |||
| 18 Nov | 0.00 | 9.3 | 2.35 | 83.17 | 100.22 | 582 | 5,234 | |||
| 14 Nov | 0.00 | 6.95 | -6.30 | 67.47 | 30.52 | 986 | 4,800 | |||
| 13 Nov | 0.00 | 13.25 | 1.95 | 72.04 | 48.182 | 213 | 3,913 | |||
| 12 Nov | 0.00 | 11.3 | -1.65 | 68.59 | 36.786 | -47 | 3,775 | |||
| 11 Nov | 0.00 | 12.95 | 8.65 | 70.19 | 30.54 | 102 | 3,934 | |||
| 8 Nov | 0.00 | 4.3 | -0.90 | 66.03 | 11.818 | 36 | 3,799 | |||
| 7 Nov | 0.00 | 5.2 | -2.25 | 65.90 | 16.182 | 590 | 3,811 | |||
| 6 Nov | 0.00 | 7.45 | 0.95 | 68.59 | 19.295 | 1,147 | 3,245 | |||
| 5 Nov | 0.00 | 6.5 | -2.95 | 72.04 | 16.942 | 907 | 2,156 | |||
| 4 Nov | 0.00 | 9.45 | 1.20 | 69.05 | 13.27 | -24 | 1,241 | |||
| 1 Nov | 0.00 | 8.25 | -0.20 | 68.45 | 0.617 | -29 | 1,265 | |||
| 31 Oct | 0.00 | 8.45 | -4.40 | - | 8.538 | 282 | 1,294 | |||
| 30 Oct | 0.00 | 12.85 | -1.50 | - | 13.501 | 278 | 1,012 | |||
| 29 Oct | 0.00 | 14.35 | 0.30 | - | 8.738 | 41 | 734 | |||
| 28 Oct | 0.00 | 14.05 | -12.15 | - | 9.62 | 507 | 693 | |||
| 25 Oct | 0.00 | 26.2 | 4.45 | - | 2.789 | 45 | 186 | |||
| 24 Oct | 0.00 | 21.75 | 5.60 | - | 0.537 | 71 | 141 | |||
| 23 Oct | 0.00 | 16.15 | -0.85 | - | 0.148 | 22 | 70 | |||
| 22 Oct | 0.00 | 17 | 3.55 | - | 0.137 | 41 | 48 | |||
| 21 Oct | 0.00 | 13.45 | -4.75 | - | 0.01 | 7 | 7 | |||
| 18 Oct | 0.00 | 18.2 | 0.00 | - | 0.002 | 1 | 0 | |||
| 17 Oct | 0.00 | 18.2 | 0.00 | - | 0.002 | 1 | 0 | |||
| 16 Oct | 0.00 | 18.2 | -3.25 | - | 0.002 | 1 | 0 | |||
| 15 Oct | 0.00 | 21.45 | 21.45 | - | 0.002 | 1 | 1 | |||
| 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 | |||
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| 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 245 expiring on 21NOV2024
Delta for 245 CE is 1.00
Historical price for 245 CE is as follows
On 21 Nov NATURALGAS was trading at 0.00. The strike last trading price was 42.2, which was 16.70 higher than the previous day. The implied volatity was 30.00, the open interest changed by -162 which decreased total open position to 3351
On 20 Nov NATURALGAS was trading at 0.00. The strike last trading price was 25.5, which was 11.00 higher than the previous day. The implied volatity was -, the open interest changed by -255 which decreased total open position to 3536
On 19 Nov NATURALGAS was trading at 0.00. The strike last trading price was 14.5, which was 5.20 higher than the previous day. The implied volatity was 93.97, the open interest changed by -942 which decreased total open position to 3848
On 18 Nov NATURALGAS was trading at 0.00. The strike last trading price was 9.3, which was 2.35 higher than the previous day. The implied volatity was 83.17, the open interest changed by 582 which increased total open position to 5234
On 14 Nov NATURALGAS was trading at 0.00. The strike last trading price was 6.95, which was -6.30 lower than the previous day. The implied volatity was 67.47, the open interest changed by 986 which increased total open position to 4800
On 13 Nov NATURALGAS was trading at 0.00. The strike last trading price was 13.25, which was 1.95 higher than the previous day. The implied volatity was 72.04, the open interest changed by 213 which increased total open position to 3913
On 12 Nov NATURALGAS was trading at 0.00. The strike last trading price was 11.3, which was -1.65 lower than the previous day. The implied volatity was 68.59, the open interest changed by -47 which decreased total open position to 3775
On 11 Nov NATURALGAS was trading at 0.00. The strike last trading price was 12.95, which was 8.65 higher than the previous day. The implied volatity was 70.19, the open interest changed by 102 which increased total open position to 3934
On 8 Nov NATURALGAS was trading at 0.00. The strike last trading price was 4.3, which was -0.90 lower than the previous day. The implied volatity was 66.03, the open interest changed by 36 which increased total open position to 3799
On 7 Nov NATURALGAS was trading at 0.00. The strike last trading price was 5.2, which was -2.25 lower than the previous day. The implied volatity was 65.90, the open interest changed by 590 which increased total open position to 3811
On 6 Nov NATURALGAS was trading at 0.00. The strike last trading price was 7.45, which was 0.95 higher than the previous day. The implied volatity was 68.59, the open interest changed by 1147 which increased total open position to 3245
On 5 Nov NATURALGAS was trading at 0.00. The strike last trading price was 6.5, which was -2.95 lower than the previous day. The implied volatity was 72.04, the open interest changed by 907 which increased total open position to 2156
On 4 Nov NATURALGAS was trading at 0.00. The strike last trading price was 9.45, which was 1.20 higher than the previous day. The implied volatity was 69.05, the open interest changed by -24 which decreased total open position to 1241
On 1 Nov NATURALGAS was trading at 0.00. The strike last trading price was 8.25, which was -0.20 lower than the previous day. The implied volatity was 68.45, the open interest changed by -29 which decreased total open position to 1265
On 31 Oct NATURALGAS was trading at 0.00. The strike last trading price was 8.45, which was -4.40 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 12.85, 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 29 Oct NATURALGAS was trading at 0.00. The strike last trading price was 14.35, which was 0.30 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 14.05, which was -12.15 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 26.2, which was 4.45 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 21.75, which was 5.60 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 16.15, which was -0.85 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 17, which was 3.55 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 13.45, which was -4.75 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 18.2, 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 17 Oct NATURALGAS was trading at 0.00. The strike last trading price was 18.2, 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 16 Oct NATURALGAS was trading at 0.00. The strike last trading price was 18.2, which was -3.25 lower 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 21.45, which was 21.45 higher 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 245 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 | -0.55 | - | 8.704 | -1,016 | 6,611 |
| 20 Nov | 0.00 | 0.6 | -2.30 | - | 24.56 | 1,686 | 7,764 |
| 19 Nov | 0.00 | 2.9 | -3.50 | 92.41 | 84.273 | 1,712 | 7,013 |
| 18 Nov | 0.00 | 6.4 | -5.35 | 84.26 | 87.838 | 3,967 | 5,960 |
| 14 Nov | 0.00 | 11.75 | 3.15 | 66.72 | 35.266 | -1,903 | 2,606 |
| 13 Nov | 0.00 | 8.6 | -1.70 | 73.07 | 40.947 | 1,864 | 4,667 |
| 12 Nov | 0.00 | 10.3 | 0.05 | 69.88 | 43.802 | 568 | 3,402 |
| 11 Nov | 0.00 | 10.25 | -14.80 | 70.19 | 20.596 | 1,947 | 2,969 |
| 8 Nov | 0.00 | 25.05 | 1.55 | 69.20 | 1.857 | 2 | 1,023 |
| 7 Nov | 0.00 | 23.5 | 2.40 | 65.90 | 2.673 | -14 | 1,021 |
| 6 Nov | 0.00 | 21.1 | -4.80 | 66.24 | 2.147 | 17 | 1,038 |
| 5 Nov | 0.00 | 25.9 | 5.00 | 70.67 | 3.862 | -19 | 1,021 |
| 4 Nov | 0.00 | 20.9 | -5.00 | 70.82 | 0.91 | 21 | 1,040 |
| 1 Nov | 0.00 | 25.9 | 1.35 | 72.16 | 0.024 | -7 | 1,019 |
| 31 Oct | 0.00 | 24.55 | 6.25 | - | 3.065 | -178 | 1,026 |
| 30 Oct | 0.00 | 18.3 | 0.60 | - | 7.589 | -4 | 1,204 |
| 29 Oct | 0.00 | 17.7 | -1.20 | - | 4.269 | 149 | 1,208 |
| 28 Oct | 0.00 | 18.9 | 7.25 | - | 8.785 | 679 | 1,059 |
| 25 Oct | 0.00 | 11.65 | -2.05 | - | 2.735 | 158 | 380 |
| 24 Oct | 0.00 | 13.7 | -5.20 | - | 1.046 | 175 | 222 |
| 23 Oct | 0.00 | 18.9 | 1.45 | - | 0.105 | 43 | 47 |
| 22 Oct | 0.00 | 17.45 | -3.55 | - | 0.005 | 4 | 4 |
| 21 Oct | 0.00 | 21 | 0.00 | - | 0.001 | 1 | 0 |
| 18 Oct | 0.00 | 21 | 1.00 | - | 0.001 | 1 | 2 |
| 17 Oct | 0.00 | 20 | 20.00 | - | 0.001 | 1 | 1 |
| 16 Oct | 0.00 | 0 | 0.00 | - | 0 | 0 | 0 |
| 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 245 expiring on 21NOV2024
Delta for 245 PE is -
Historical price for 245 PE is as follows
On 21 Nov NATURALGAS was trading at 0.00. The strike last trading price was 0.05, which was -0.55 lower than the previous day. The implied volatity was -, the open interest changed by -1016 which decreased total open position to 6611
On 20 Nov NATURALGAS was trading at 0.00. The strike last trading price was 0.6, which was -2.30 lower than the previous day. The implied volatity was -, the open interest changed by 1686 which increased total open position to 7764
On 19 Nov NATURALGAS was trading at 0.00. The strike last trading price was 2.9, which was -3.50 lower than the previous day. The implied volatity was 92.41, the open interest changed by 1712 which increased total open position to 7013
On 18 Nov NATURALGAS was trading at 0.00. The strike last trading price was 6.4, which was -5.35 lower than the previous day. The implied volatity was 84.26, the open interest changed by 3967 which increased total open position to 5960
On 14 Nov NATURALGAS was trading at 0.00. The strike last trading price was 11.75, which was 3.15 higher than the previous day. The implied volatity was 66.72, the open interest changed by -1903 which decreased total open position to 2606
On 13 Nov NATURALGAS was trading at 0.00. The strike last trading price was 8.6, which was -1.70 lower than the previous day. The implied volatity was 73.07, the open interest changed by 1864 which increased total open position to 4667
On 12 Nov NATURALGAS was trading at 0.00. The strike last trading price was 10.3, which was 0.05 higher than the previous day. The implied volatity was 69.88, the open interest changed by 568 which increased total open position to 3402
On 11 Nov NATURALGAS was trading at 0.00. The strike last trading price was 10.25, which was -14.80 lower than the previous day. The implied volatity was 70.19, the open interest changed by 1947 which increased total open position to 2969
On 8 Nov NATURALGAS was trading at 0.00. The strike last trading price was 25.05, which was 1.55 higher than the previous day. The implied volatity was 69.20, the open interest changed by 2 which increased total open position to 1023
On 7 Nov NATURALGAS was trading at 0.00. The strike last trading price was 23.5, which was 2.40 higher than the previous day. The implied volatity was 65.90, the open interest changed by -14 which decreased total open position to 1021
On 6 Nov NATURALGAS was trading at 0.00. The strike last trading price was 21.1, which was -4.80 lower than the previous day. The implied volatity was 66.24, the open interest changed by 17 which increased total open position to 1038
On 5 Nov NATURALGAS was trading at 0.00. The strike last trading price was 25.9, which was 5.00 higher than the previous day. The implied volatity was 70.67, the open interest changed by -19 which decreased total open position to 1021
On 4 Nov NATURALGAS was trading at 0.00. The strike last trading price was 20.9, which was -5.00 lower than the previous day. The implied volatity was 70.82, the open interest changed by 21 which increased total open position to 1040
On 1 Nov NATURALGAS was trading at 0.00. The strike last trading price was 25.9, which was 1.35 higher than the previous day. The implied volatity was 72.16, the open interest changed by -7 which decreased total open position to 1019
On 31 Oct NATURALGAS was trading at 0.00. The strike last trading price was 24.55, which was 6.25 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 18.3, which was 0.60 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 17.7, 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 28 Oct NATURALGAS was trading at 0.00. The strike last trading price was 18.9, which was 7.25 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 11.65, which was -2.05 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 13.7, which was -5.20 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 18.9, 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 22 Oct NATURALGAS was trading at 0.00. The strike last trading price was 17.45, which was -3.55 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 21, 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 18 Oct NATURALGAS was trading at 0.00. The strike last trading price was 21, which was 1.00 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 20, which was 20.00 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 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 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
