NATURALGAS
Natural Gas
Historical option data for NATURALGAS
21 Nov 2024 04:20 PM IST
| NATURALGAS 21NOV2024 250 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 | 37.4 | 16.60 | - | 1.668 | -970 | 3,080 | |||
| 20 Nov | 0.00 | 20.8 | 9.70 | - | 29.322 | -3,118 | 4,076 | |||
| 19 Nov | 0.00 | 11.1 | 4.15 | 93.46 | 164.483 | -1,124 | 7,815 | |||
| 18 Nov | 0.00 | 6.95 | 1.70 | 84.50 | 106.818 | 270 | 9,561 | |||
| 14 Nov | 0.00 | 5.25 | -5.45 | 68.15 | 66.211 | 1,465 | 9,662 | |||
| 13 Nov | 0.00 | 10.7 | 1.65 | 72.12 | 66.898 | 388 | 8,445 | |||
| 12 Nov | 0.00 | 9.05 | -1.50 | 68.89 | 73.323 | 645 | 8,117 | |||
| 11 Nov | 0.00 | 10.55 | 7.05 | 70.18 | 48.933 | -1,107 | 7,306 | |||
| 8 Nov | 0.00 | 3.5 | -0.75 | 67.73 | 23.051 | -514 | 8,562 | |||
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| 7 Nov | 0.00 | 4.25 | -1.90 | 67.31 | 28.176 | 2,675 | 9,266 | |||
| 6 Nov | 0.00 | 6.15 | 0.80 | 69.40 | 29.432 | -731 | 6,556 | |||
| 5 Nov | 0.00 | 5.35 | -2.55 | 72.48 | 32.224 | 2,695 | 7,557 | |||
| 4 Nov | 0.00 | 7.9 | 0.95 | 69.47 | 25.955 | -603 | 4,994 | |||
| 1 Nov | 0.00 | 6.95 | -0.25 | 68.95 | 1.574 | 71 | 5,597 | |||
| 31 Oct | 0.00 | 7.2 | -3.80 | - | 17.97 | 1,042 | 5,526 | |||
| 30 Oct | 0.00 | 11 | -1.35 | - | 24.411 | 797 | 4,484 | |||
| 29 Oct | 0.00 | 12.35 | 0.20 | - | 19.524 | -477 | 3,687 | |||
| 28 Oct | 0.00 | 12.15 | -11.35 | - | 26.17 | 1,916 | 4,164 | |||
| 25 Oct | 0.00 | 23.5 | 4.00 | - | 14.202 | 8 | 2,248 | |||
| 24 Oct | 0.00 | 19.5 | 5.35 | - | 11.149 | 1,332 | 2,240 | |||
| 23 Oct | 0.00 | 14.15 | -1.10 | - | 1.542 | 383 | 908 | |||
| 22 Oct | 0.00 | 15.25 | 4.25 | - | 1.209 | 171 | 525 | |||
| 21 Oct | 0.00 | 11 | 1.25 | - | 0.534 | 243 | 354 | |||
| 18 Oct | 0.00 | 9.75 | -2.75 | - | 0.089 | 51 | 111 | |||
| 17 Oct | 0.00 | 12.5 | -0.45 | - | 0.013 | 11 | 60 | |||
| 16 Oct | 0.00 | 12.95 | -8.00 | - | 0.034 | 17 | 49 | |||
| 15 Oct | 0.00 | 20.95 | 3.00 | - | 0.01 | 10 | 32 | |||
| 14 Oct | 0.00 | 17.95 | -8.55 | - | 0.017 | 8 | 22 | |||
| 11 Oct | 0.00 | 26.5 | 0.50 | - | 0.003 | 14 | 14 | |||
| 10 Oct | 0.00 | 26 | 0.00 | - | 0.008 | 10 | 0 | |||
| 9 Oct | 0.00 | 26 | 26.00 | - | 0.008 | 10 | 10 | |||
| 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 250 expiring on 21NOV2024
Delta for 250 CE is -
Historical price for 250 CE is as follows
On 21 Nov NATURALGAS was trading at 0.00. The strike last trading price was 37.4, which was 16.60 higher than the previous day. The implied volatity was -, the open interest changed by -970 which decreased total open position to 3080
On 20 Nov NATURALGAS was trading at 0.00. The strike last trading price was 20.8, which was 9.70 higher than the previous day. The implied volatity was -, the open interest changed by -3118 which decreased total open position to 4076
On 19 Nov NATURALGAS was trading at 0.00. The strike last trading price was 11.1, which was 4.15 higher than the previous day. The implied volatity was 93.46, the open interest changed by -1124 which decreased total open position to 7815
On 18 Nov NATURALGAS was trading at 0.00. The strike last trading price was 6.95, which was 1.70 higher than the previous day. The implied volatity was 84.50, the open interest changed by 270 which increased total open position to 9561
On 14 Nov NATURALGAS was trading at 0.00. The strike last trading price was 5.25, which was -5.45 lower than the previous day. The implied volatity was 68.15, the open interest changed by 1465 which increased total open position to 9662
On 13 Nov NATURALGAS was trading at 0.00. The strike last trading price was 10.7, which was 1.65 higher than the previous day. The implied volatity was 72.12, the open interest changed by 388 which increased total open position to 8445
On 12 Nov NATURALGAS was trading at 0.00. The strike last trading price was 9.05, which was -1.50 lower than the previous day. The implied volatity was 68.89, the open interest changed by 645 which increased total open position to 8117
On 11 Nov NATURALGAS was trading at 0.00. The strike last trading price was 10.55, which was 7.05 higher than the previous day. The implied volatity was 70.18, the open interest changed by -1107 which decreased total open position to 7306
On 8 Nov NATURALGAS was trading at 0.00. The strike last trading price was 3.5, which was -0.75 lower than the previous day. The implied volatity was 67.73, the open interest changed by -514 which decreased total open position to 8562
On 7 Nov NATURALGAS was trading at 0.00. The strike last trading price was 4.25, which was -1.90 lower than the previous day. The implied volatity was 67.31, the open interest changed by 2675 which increased total open position to 9266
On 6 Nov NATURALGAS was trading at 0.00. The strike last trading price was 6.15, which was 0.80 higher than the previous day. The implied volatity was 69.40, the open interest changed by -731 which decreased total open position to 6556
On 5 Nov NATURALGAS was trading at 0.00. The strike last trading price was 5.35, which was -2.55 lower than the previous day. The implied volatity was 72.48, the open interest changed by 2695 which increased total open position to 7557
On 4 Nov NATURALGAS was trading at 0.00. The strike last trading price was 7.9, which was 0.95 higher than the previous day. The implied volatity was 69.47, the open interest changed by -603 which decreased total open position to 4994
On 1 Nov NATURALGAS was trading at 0.00. The strike last trading price was 6.95, which was -0.25 lower than the previous day. The implied volatity was 68.95, the open interest changed by 71 which increased total open position to 5597
On 31 Oct NATURALGAS was trading at 0.00. The strike last trading price was 7.2, which was -3.80 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 11, 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 29 Oct NATURALGAS was trading at 0.00. The strike last trading price was 12.35, which was 0.20 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 12.15, which was -11.35 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 23.5, which was 4.00 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 19.5, which was 5.35 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 14.15, which was -1.10 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 15.25, which was 4.25 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 11, which was 1.25 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 9.75, which was -2.75 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 12.5, which was -0.45 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 12.95, which was -8.00 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 20.95, which was 3.00 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 17.95, which was -8.55 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 26.5, 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 10 Oct NATURALGAS was trading at 0.00. The strike last trading price was 26, 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 26, which was 26.00 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 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 250 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 | -1.00 | - | 20.873 | -2,855 | 7,561 |
| 20 Nov | 0.00 | 1.05 | -3.45 | - | 90.779 | 1,588 | 11,157 |
| 19 Nov | 0.00 | 4.5 | -4.60 | 92.12 | 152.884 | 8,699 | 12,271 |
| 18 Nov | 0.00 | 9.1 | -6.10 | 86.11 | 58.433 | 1,755 | 3,902 |
| 14 Nov | 0.00 | 15.2 | 4.20 | 68.55 | 52.966 | -1,617 | 2,775 |
| 13 Nov | 0.00 | 11 | -2.00 | 72.79 | 39.562 | 1,261 | 4,666 |
| 12 Nov | 0.00 | 13 | 0.10 | 69.85 | 53.976 | 1,366 | 3,909 |
| 11 Nov | 0.00 | 12.9 | -16.10 | 70.48 | 19.033 | 2,004 | 2,808 |
| 8 Nov | 0.00 | 29 | 1.30 | 69.29 | 1.728 | -20 | 807 |
| 7 Nov | 0.00 | 27.7 | 2.55 | 68.36 | 1.593 | -111 | 846 |
| 6 Nov | 0.00 | 25.15 | -4.55 | 68.99 | 1.518 | -100 | 967 |
| 5 Nov | 0.00 | 29.7 | 5.55 | 70.72 | 3.734 | -215 | 1,077 |
| 4 Nov | 0.00 | 24.15 | -4.15 | 70.26 | 1.594 | -159 | 1,290 |
| 1 Nov | 0.00 | 28.3 | -0.05 | 66.06 | 0.09 | -14 | 1,449 |
| 31 Oct | 0.00 | 28.35 | 6.85 | - | 3.263 | -124 | 1,463 |
| 30 Oct | 0.00 | 21.5 | 0.85 | - | 7.796 | -92 | 1,587 |
| 29 Oct | 0.00 | 20.65 | -1.40 | - | 5.101 | -438 | 1,679 |
| 28 Oct | 0.00 | 22.05 | 8.25 | - | 18.126 | -371 | 2,117 |
| 25 Oct | 0.00 | 13.8 | -2.65 | - | 13.056 | 727 | 2,488 |
| 24 Oct | 0.00 | 16.45 | -5.55 | - | 8.154 | 1,615 | 1,761 |
| 23 Oct | 0.00 | 22 | 0.40 | - | 0.198 | 58 | 146 |
| 22 Oct | 0.00 | 21.6 | -3.60 | - | 0.118 | 40 | 88 |
| 21 Oct | 0.00 | 25.2 | -1.20 | - | 0.032 | 22 | 48 |
| 18 Oct | 0.00 | 26.4 | 4.40 | - | 0.011 | 26 | 26 |
| 17 Oct | 0.00 | 22 | 0.00 | - | 0.001 | 4 | 0 |
| 16 Oct | 0.00 | 22 | 2.85 | - | 0.008 | 4 | 21 |
| 15 Oct | 0.00 | 19.15 | 1.15 | - | 0.003 | -2 | 17 |
| 14 Oct | 0.00 | 18 | 1.60 | - | 0.002 | 19 | 19 |
| 11 Oct | 0.00 | 16.4 | 0.00 | - | 0.01 | -4 | 0 |
| 10 Oct | 0.00 | 16.4 | 0.00 | - | 0.01 | -4 | 0 |
| 9 Oct | 0.00 | 16.4 | 4.05 | - | 0.01 | -4 | 20 |
| 8 Oct | 0.00 | 12.35 | 1.60 | - | 0.002 | 1 | 24 |
| 7 Oct | 0.00 | 10.75 | 0.65 | - | 0.003 | 3 | 23 |
| 4 Oct | 0.00 | 10.1 | 1.05 | - | 0.004 | 1 | 20 |
| 3 Oct | 0.00 | 9.05 | -3.35 | - | 0.002 | -2 | 19 |
| 1 Oct | 0.00 | 12.4 | 12.40 | - | 0.017 | 21 | 21 |
| 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 250 expiring on 21NOV2024
Delta for 250 PE is -
Historical price for 250 PE is as follows
On 21 Nov NATURALGAS was trading at 0.00. The strike last trading price was 0.05, which was -1.00 lower than the previous day. The implied volatity was -, the open interest changed by -2855 which decreased total open position to 7561
On 20 Nov NATURALGAS was trading at 0.00. The strike last trading price was 1.05, which was -3.45 lower than the previous day. The implied volatity was -, the open interest changed by 1588 which increased total open position to 11157
On 19 Nov NATURALGAS was trading at 0.00. The strike last trading price was 4.5, which was -4.60 lower than the previous day. The implied volatity was 92.12, the open interest changed by 8699 which increased total open position to 12271
On 18 Nov NATURALGAS was trading at 0.00. The strike last trading price was 9.1, which was -6.10 lower than the previous day. The implied volatity was 86.11, the open interest changed by 1755 which increased total open position to 3902
On 14 Nov NATURALGAS was trading at 0.00. The strike last trading price was 15.2, which was 4.20 higher than the previous day. The implied volatity was 68.55, the open interest changed by -1617 which decreased total open position to 2775
On 13 Nov NATURALGAS was trading at 0.00. The strike last trading price was 11, which was -2.00 lower than the previous day. The implied volatity was 72.79, the open interest changed by 1261 which increased total open position to 4666
On 12 Nov NATURALGAS was trading at 0.00. The strike last trading price was 13, which was 0.10 higher than the previous day. The implied volatity was 69.85, the open interest changed by 1366 which increased total open position to 3909
On 11 Nov NATURALGAS was trading at 0.00. The strike last trading price was 12.9, which was -16.10 lower than the previous day. The implied volatity was 70.48, the open interest changed by 2004 which increased total open position to 2808
On 8 Nov NATURALGAS was trading at 0.00. The strike last trading price was 29, which was 1.30 higher than the previous day. The implied volatity was 69.29, the open interest changed by -20 which decreased total open position to 807
On 7 Nov NATURALGAS was trading at 0.00. The strike last trading price was 27.7, which was 2.55 higher than the previous day. The implied volatity was 68.36, the open interest changed by -111 which decreased total open position to 846
On 6 Nov NATURALGAS was trading at 0.00. The strike last trading price was 25.15, which was -4.55 lower than the previous day. The implied volatity was 68.99, the open interest changed by -100 which decreased total open position to 967
On 5 Nov NATURALGAS was trading at 0.00. The strike last trading price was 29.7, which was 5.55 higher than the previous day. The implied volatity was 70.72, the open interest changed by -215 which decreased total open position to 1077
On 4 Nov NATURALGAS was trading at 0.00. The strike last trading price was 24.15, which was -4.15 lower than the previous day. The implied volatity was 70.26, the open interest changed by -159 which decreased total open position to 1290
On 1 Nov NATURALGAS was trading at 0.00. The strike last trading price was 28.3, which was -0.05 lower than the previous day. The implied volatity was 66.06, the open interest changed by -14 which decreased total open position to 1449
On 31 Oct NATURALGAS was trading at 0.00. The strike last trading price was 28.35, which was 6.85 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 21.5, which was 0.85 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 20.65, which was -1.40 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 22.05, which was 8.25 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 13.8, which was -2.65 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 16.45, which was -5.55 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 22, 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 22 Oct NATURALGAS was trading at 0.00. The strike last trading price was 21.6, which was -3.60 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 25.2, 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 18 Oct NATURALGAS was trading at 0.00. The strike last trading price was 26.4, which was 4.40 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 22, 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 22, which was 2.85 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 19.15, which was 1.15 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 18, which was 1.60 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 16.4, 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 16.4, 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 16.4, which was 4.05 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 12.35, which was 1.60 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 10.75, which was 0.65 higher 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 10.1, which was 1.05 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 9.05, which was -3.35 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 12.4, which was 12.40 higher 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
