NATURALGAS
Natural Gas
Historical option data for NATURALGAS
20 Dec 2024 11:40 PM IST
| NATURALGAS 23DEC2024 250 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 | 69.5 | 21.50 | - | 0.406 | -402 | 349 | |||
| 19 Dec | 0.00 | 48 | 10.80 | - | 0.342 | -274 | 762 | |||
| 18 Dec | 0.00 | 37.2 | 16.65 | - | 0.989 | -312 | 1,040 | |||
| 17 Dec | 0.00 | 20.55 | -4.95 | 59.58 | 4.798 | 228 | 1,484 | |||
| 16 Dec | 0.00 | 25.5 | -4.10 | 63.31 | 1.88 | 106 | 1,259 | |||
| 13 Dec | 0.00 | 29.6 | -21.30 | 53.10 | 0.354 | -79 | 1,150 | |||
| 12 Dec | 0.00 | 50.9 | 12.40 | - | 0.415 | -107 | 1,232 | |||
| 11 Dec | 0.00 | 38.5 | 16.30 | 62.30 | 1.495 | -493 | 1,351 | |||
| 10 Dec | 0.00 | 22.2 | -3.30 | 56.49 | 4.31 | 239 | 1,912 | |||
| 9 Dec | 0.00 | 25.5 | 5.45 | 57.25 | 2.309 | -193 | 1,693 | |||
| 6 Dec | 0.00 | 20.05 | 0.65 | 58.83 | 11.219 | 223 | 1,908 | |||
| 5 Dec | 0.00 | 19.4 | 0.35 | 60.27 | 8.052 | -130 | 1,683 | |||
| 4 Dec | 0.00 | 19.05 | -0.65 | 62.45 | 16.326 | 721 | 1,819 | |||
| 3 Dec | 0.00 | 19.7 | -11.80 | 63.15 | 1.969 | 684 | 1,146 | |||
| 2 Dec | 0.00 | 31.5 | -8.15 | 69.67 | 0.809 | -2 | 473 | |||
| 29 Nov | 0.00 | 39.65 | 3.30 | 66.54 | 0.143 | 20 | 483 | |||
| 28 Nov | 0.00 | 36.35 | 4.85 | 69.76 | 0.347 | 45 | 477 | |||
| 27 Nov | 0.00 | 31.5 | -15.80 | 67.92 | 0.379 | -23 | 432 | |||
| 26 Nov | 0.00 | 47.3 | -4.20 | 76.04 | 0.161 | -18 | 455 | |||
| 25 Nov | 0.00 | 51.5 | 13.50 | 83.19 | 0.192 | 23 | 478 | |||
| 22 Nov | 0.00 | 38 | -10.20 | 67.86 | 0.42 | 43 | 474 | |||
| 21 Nov | 0.00 | 48.2 | 3.00 | 69.03 | 0.311 | 80 | 418 | |||
| 20 Nov | 0.00 | 45.2 | 7.60 | 68.30 | 0.195 | 21 | 339 | |||
| 19 Nov | 0.00 | 37.6 | 6.80 | 69.34 | 0.359 | 62 | 329 | |||
| 18 Nov | 0.00 | 30.8 | 3.70 | 65.06 | 0.416 | 37 | 270 | |||
| 14 Nov | 0.00 | 27.1 | -5.05 | 60.49 | 0.059 | 27 | 149 | |||
| 13 Nov | 0.00 | 32.15 | 3.35 | 61.94 | 0.041 | 12 | 123 | |||
| 12 Nov | 0.00 | 28.8 | 0.70 | 60.27 | 0.058 | 23 | 112 | |||
| 11 Nov | 0.00 | 28.1 | 10.10 | 55.07 | 0.045 | 16 | 89 | |||
| 8 Nov | 0.00 | 18 | -1.00 | 55.71 | 0.018 | 6 | 73 | |||
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| 7 Nov | 0.00 | 19 | -3.70 | 55.72 | 0.014 | 6 | 67 | |||
| 6 Nov | 0.00 | 22.7 | 2.70 | 58.90 | 0.01 | 3 | 61 | |||
| 5 Nov | 0.00 | 20 | -3.00 | 58.22 | 0.01 | 10 | 58 | |||
| 4 Nov | 0.00 | 23 | 1.50 | 53.17 | 0.01 | 9 | 48 | |||
| 1 Nov | 0.00 | 21.5 | -1.50 | 55.87 | 0.001 | 1 | 39 | |||
| 31 Oct | 0.00 | 23 | 23.00 | - | 0.033 | 38 | 38 | |||
| 25 Oct | 0.00 | 0 | - | 0 | 0 | 0 | ||||
For Natural Gas - strike price 250 expiring on 23DEC2024
Delta for 250 CE is -
Historical price for 250 CE is as follows
On 20 Dec NATURALGAS was trading at 0.00. The strike last trading price was 69.5, which was 21.50 higher than the previous day. The implied volatity was -, the open interest changed by -402 which decreased total open position to 349
On 19 Dec NATURALGAS was trading at 0.00. The strike last trading price was 48, which was 10.80 higher than the previous day. The implied volatity was -, the open interest changed by -274 which decreased total open position to 762
On 18 Dec NATURALGAS was trading at 0.00. The strike last trading price was 37.2, which was 16.65 higher than the previous day. The implied volatity was -, the open interest changed by -312 which decreased total open position to 1040
On 17 Dec NATURALGAS was trading at 0.00. The strike last trading price was 20.55, which was -4.95 lower than the previous day. The implied volatity was 59.58, the open interest changed by 228 which increased total open position to 1484
On 16 Dec NATURALGAS was trading at 0.00. The strike last trading price was 25.5, which was -4.10 lower than the previous day. The implied volatity was 63.31, the open interest changed by 106 which increased total open position to 1259
On 13 Dec NATURALGAS was trading at 0.00. The strike last trading price was 29.6, which was -21.30 lower than the previous day. The implied volatity was 53.10, the open interest changed by -79 which decreased total open position to 1150
On 12 Dec NATURALGAS was trading at 0.00. The strike last trading price was 50.9, which was 12.40 higher than the previous day. The implied volatity was -, the open interest changed by -107 which decreased total open position to 1232
On 11 Dec NATURALGAS was trading at 0.00. The strike last trading price was 38.5, which was 16.30 higher than the previous day. The implied volatity was 62.30, the open interest changed by -493 which decreased total open position to 1351
On 10 Dec NATURALGAS was trading at 0.00. The strike last trading price was 22.2, which was -3.30 lower than the previous day. The implied volatity was 56.49, the open interest changed by 239 which increased total open position to 1912
On 9 Dec NATURALGAS was trading at 0.00. The strike last trading price was 25.5, which was 5.45 higher than the previous day. The implied volatity was 57.25, the open interest changed by -193 which decreased total open position to 1693
On 6 Dec NATURALGAS was trading at 0.00. The strike last trading price was 20.05, which was 0.65 higher than the previous day. The implied volatity was 58.83, the open interest changed by 223 which increased total open position to 1908
On 5 Dec NATURALGAS was trading at 0.00. The strike last trading price was 19.4, which was 0.35 higher than the previous day. The implied volatity was 60.27, the open interest changed by -130 which decreased total open position to 1683
On 4 Dec NATURALGAS was trading at 0.00. The strike last trading price was 19.05, which was -0.65 lower than the previous day. The implied volatity was 62.45, the open interest changed by 721 which increased total open position to 1819
On 3 Dec NATURALGAS was trading at 0.00. The strike last trading price was 19.7, which was -11.80 lower than the previous day. The implied volatity was 63.15, the open interest changed by 684 which increased total open position to 1146
On 2 Dec NATURALGAS was trading at 0.00. The strike last trading price was 31.5, which was -8.15 lower than the previous day. The implied volatity was 69.67, the open interest changed by -2 which decreased total open position to 473
On 29 Nov NATURALGAS was trading at 0.00. The strike last trading price was 39.65, which was 3.30 higher than the previous day. The implied volatity was 66.54, the open interest changed by 20 which increased total open position to 483
On 28 Nov NATURALGAS was trading at 0.00. The strike last trading price was 36.35, which was 4.85 higher than the previous day. The implied volatity was 69.76, the open interest changed by 45 which increased total open position to 477
On 27 Nov NATURALGAS was trading at 0.00. The strike last trading price was 31.5, which was -15.80 lower than the previous day. The implied volatity was 67.92, the open interest changed by -23 which decreased total open position to 432
On 26 Nov NATURALGAS was trading at 0.00. The strike last trading price was 47.3, which was -4.20 lower than the previous day. The implied volatity was 76.04, the open interest changed by -18 which decreased total open position to 455
On 25 Nov NATURALGAS was trading at 0.00. The strike last trading price was 51.5, which was 13.50 higher than the previous day. The implied volatity was 83.19, the open interest changed by 23 which increased total open position to 478
On 22 Nov NATURALGAS was trading at 0.00. The strike last trading price was 38, which was -10.20 lower than the previous day. The implied volatity was 67.86, the open interest changed by 43 which increased total open position to 474
On 21 Nov NATURALGAS was trading at 0.00. The strike last trading price was 48.2, which was 3.00 higher than the previous day. The implied volatity was 69.03, the open interest changed by 80 which increased total open position to 418
On 20 Nov NATURALGAS was trading at 0.00. The strike last trading price was 45.2, which was 7.60 higher than the previous day. The implied volatity was 68.30, the open interest changed by 21 which increased total open position to 339
On 19 Nov NATURALGAS was trading at 0.00. The strike last trading price was 37.6, which was 6.80 higher than the previous day. The implied volatity was 69.34, the open interest changed by 62 which increased total open position to 329
On 18 Nov NATURALGAS was trading at 0.00. The strike last trading price was 30.8, which was 3.70 higher than the previous day. The implied volatity was 65.06, the open interest changed by 37 which increased total open position to 270
On 14 Nov NATURALGAS was trading at 0.00. The strike last trading price was 27.1, which was -5.05 lower than the previous day. The implied volatity was 60.49, the open interest changed by 27 which increased total open position to 149
On 13 Nov NATURALGAS was trading at 0.00. The strike last trading price was 32.15, which was 3.35 higher than the previous day. The implied volatity was 61.94, the open interest changed by 12 which increased total open position to 123
On 12 Nov NATURALGAS was trading at 0.00. The strike last trading price was 28.8, which was 0.70 higher than the previous day. The implied volatity was 60.27, the open interest changed by 23 which increased total open position to 112
On 11 Nov NATURALGAS was trading at 0.00. The strike last trading price was 28.1, which was 10.10 higher than the previous day. The implied volatity was 55.07, the open interest changed by 16 which increased total open position to 89
On 8 Nov NATURALGAS was trading at 0.00. The strike last trading price was 18, which was -1.00 lower than the previous day. The implied volatity was 55.71, the open interest changed by 6 which increased total open position to 73
On 7 Nov NATURALGAS was trading at 0.00. The strike last trading price was 19, which was -3.70 lower than the previous day. The implied volatity was 55.72, the open interest changed by 6 which increased total open position to 67
On 6 Nov NATURALGAS was trading at 0.00. The strike last trading price was 22.7, which was 2.70 higher than the previous day. The implied volatity was 58.90, the open interest changed by 3 which increased total open position to 61
On 5 Nov NATURALGAS was trading at 0.00. The strike last trading price was 20, which was -3.00 lower than the previous day. The implied volatity was 58.22, the open interest changed by 10 which increased total open position to 58
On 4 Nov NATURALGAS was trading at 0.00. The strike last trading price was 23, which was 1.50 higher than the previous day. The implied volatity was 53.17, the open interest changed by 9 which increased total open position to 48
On 1 Nov NATURALGAS was trading at 0.00. The strike last trading price was 21.5, which was -1.50 lower than the previous day. The implied volatity was 55.87, the open interest changed by 1 which increased total open position to 39
On 31 Oct NATURALGAS was trading at 0.00. The strike last trading price was 23, which was 23.00 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 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| NATURALGAS 23DEC2024 250 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 | -0.25 | - | 6.242 | -1,320 | 7,013 |
| 19 Dec | 0.00 | 0.3 | -0.30 | - | 12.098 | -893 | 8,473 |
| 18 Dec | 0.00 | 0.6 | -1.35 | - | 19.377 | 345 | 9,510 |
| 17 Dec | 0.00 | 1.95 | 0.00 | 59.58 | 35.336 | 458 | 9,054 |
| 16 Dec | 0.00 | 1.95 | -0.20 | 63.88 | 26.054 | 1,546 | 8,951 |
| 13 Dec | 0.00 | 2.15 | 1.00 | 62.07 | 15.442 | -2,536 | 7,678 |
| 12 Dec | 0.00 | 1.15 | -0.90 | - | 16.283 | 1,282 | 10,138 |
| 11 Dec | 0.00 | 2.05 | -2.50 | 65.86 | 19.797 | 2,535 | 9,004 |
| 10 Dec | 0.00 | 4.55 | 0.50 | 57.42 | 23.343 | 918 | 6,945 |
| 9 Dec | 0.00 | 4.05 | -3.85 | 57.57 | 18.186 | 913 | 6,261 |
| 6 Dec | 0.00 | 7.9 | -1.20 | 59.07 | 18.835 | 1,004 | 5,613 |
| 5 Dec | 0.00 | 9.1 | -1.55 | 59.81 | 21.409 | 819 | 4,753 |
| 4 Dec | 0.00 | 10.65 | -0.40 | 62.01 | 23.407 | 789 | 4,271 |
| 3 Dec | 0.00 | 11.05 | 3.05 | 62.51 | 13.293 | 350 | 3,747 |
| 2 Dec | 0.00 | 8 | 1.00 | 68.29 | 14.658 | 350 | 3,487 |
| 29 Nov | 0.00 | 7 | -1.50 | 70.56 | 8.146 | 844 | 3,147 |
| 28 Nov | 0.00 | 8.5 | -1.45 | 69.97 | 8.5 | 311 | 2,297 |
| 27 Nov | 0.00 | 9.95 | 2.40 | 67.32 | 10.739 | -315 | 2,149 |
| 26 Nov | 0.00 | 7.55 | 0.35 | 74.50 | 11.888 | 190 | 2,680 |
| 25 Nov | 0.00 | 7.2 | -2.95 | 74.27 | 13.321 | 1,024 | 2,747 |
| 22 Nov | 0.00 | 10.15 | 2.40 | 69.56 | 20.212 | -724 | 1,909 |
| 21 Nov | 0.00 | 7.75 | -1.30 | 70.47 | 7.543 | 1,121 | 2,849 |
| 20 Nov | 0.00 | 9.05 | -2.35 | 71.20 | 2.837 | 691 | 1,718 |
| 19 Nov | 0.00 | 11.4 | -1.85 | 68.54 | 2.033 | 616 | 1,064 |
| 18 Nov | 0.00 | 13.25 | -1.85 | 65.22 | 0.929 | 241 | 454 |
| 14 Nov | 0.00 | 15.1 | 3.25 | 62.03 | 0.151 | 54 | 152 |
| 13 Nov | 0.00 | 11.85 | -1.85 | 58.18 | 0.063 | 37 | 98 |
| 12 Nov | 0.00 | 13.7 | -0.45 | 58.45 | 0.058 | 22 | 61 |
| 11 Nov | 0.00 | 14.15 | -7.65 | 60.35 | 0.042 | 16 | 38 |
| 8 Nov | 0.00 | 21.8 | 1.25 | 58.30 | 0.004 | 0 | 22 |
| 7 Nov | 0.00 | 20.55 | 0.55 | 56.14 | 0.004 | -1 | 22 |
| 6 Nov | 0.00 | 20 | -0.15 | 59.71 | 0.003 | 2 | 23 |
| 5 Nov | 0.00 | 20.15 | 7.80 | 53.06 | 0.01 | 8 | 21 |
| 4 Nov | 0.00 | 12.35 | -8.15 | 41.27 | 0.006 | 8 | 8 |
| 1 Nov | 0.00 | 20.5 | 0.00 | 0.00 | 0.001 | 3 | 0 |
| 31 Oct | 0.00 | 20.5 | -3.50 | - | 0.001 | 3 | 3 |
| 25 Oct | 0.00 | 24 | - | 0.002 | 2 | 2 | |
For Natural Gas - strike price 250 expiring on 23DEC2024
Delta for 250 PE is -
Historical price for 250 PE is as follows
On 20 Dec NATURALGAS was trading at 0.00. The strike last trading price was 0.05, which was -0.25 lower than the previous day. The implied volatity was -, the open interest changed by -1320 which decreased total open position to 7013
On 19 Dec NATURALGAS was trading at 0.00. The strike last trading price was 0.3, which was -0.30 lower than the previous day. The implied volatity was -, the open interest changed by -893 which decreased total open position to 8473
On 18 Dec NATURALGAS was trading at 0.00. The strike last trading price was 0.6, which was -1.35 lower than the previous day. The implied volatity was -, the open interest changed by 345 which increased total open position to 9510
On 17 Dec NATURALGAS was trading at 0.00. The strike last trading price was 1.95, which was 0.00 lower than the previous day. The implied volatity was 59.58, the open interest changed by 458 which increased total open position to 9054
On 16 Dec NATURALGAS was trading at 0.00. The strike last trading price was 1.95, which was -0.20 lower than the previous day. The implied volatity was 63.88, the open interest changed by 1546 which increased total open position to 8951
On 13 Dec NATURALGAS was trading at 0.00. The strike last trading price was 2.15, which was 1.00 higher than the previous day. The implied volatity was 62.07, the open interest changed by -2536 which decreased total open position to 7678
On 12 Dec NATURALGAS was trading at 0.00. The strike last trading price was 1.15, which was -0.90 lower than the previous day. The implied volatity was -, the open interest changed by 1282 which increased total open position to 10138
On 11 Dec NATURALGAS was trading at 0.00. The strike last trading price was 2.05, which was -2.50 lower than the previous day. The implied volatity was 65.86, the open interest changed by 2535 which increased total open position to 9004
On 10 Dec NATURALGAS was trading at 0.00. The strike last trading price was 4.55, which was 0.50 higher than the previous day. The implied volatity was 57.42, the open interest changed by 918 which increased total open position to 6945
On 9 Dec NATURALGAS was trading at 0.00. The strike last trading price was 4.05, which was -3.85 lower than the previous day. The implied volatity was 57.57, the open interest changed by 913 which increased total open position to 6261
On 6 Dec NATURALGAS was trading at 0.00. The strike last trading price was 7.9, which was -1.20 lower than the previous day. The implied volatity was 59.07, the open interest changed by 1004 which increased total open position to 5613
On 5 Dec NATURALGAS was trading at 0.00. The strike last trading price was 9.1, which was -1.55 lower than the previous day. The implied volatity was 59.81, the open interest changed by 819 which increased total open position to 4753
On 4 Dec NATURALGAS was trading at 0.00. The strike last trading price was 10.65, which was -0.40 lower than the previous day. The implied volatity was 62.01, the open interest changed by 789 which increased total open position to 4271
On 3 Dec NATURALGAS was trading at 0.00. The strike last trading price was 11.05, which was 3.05 higher than the previous day. The implied volatity was 62.51, the open interest changed by 350 which increased total open position to 3747
On 2 Dec NATURALGAS was trading at 0.00. The strike last trading price was 8, which was 1.00 higher than the previous day. The implied volatity was 68.29, the open interest changed by 350 which increased total open position to 3487
On 29 Nov 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 70.56, the open interest changed by 844 which increased total open position to 3147
On 28 Nov NATURALGAS was trading at 0.00. The strike last trading price was 8.5, which was -1.45 lower than the previous day. The implied volatity was 69.97, the open interest changed by 311 which increased total open position to 2297
On 27 Nov NATURALGAS was trading at 0.00. The strike last trading price was 9.95, which was 2.40 higher than the previous day. The implied volatity was 67.32, the open interest changed by -315 which decreased total open position to 2149
On 26 Nov NATURALGAS was trading at 0.00. The strike last trading price was 7.55, which was 0.35 higher than the previous day. The implied volatity was 74.50, the open interest changed by 190 which increased total open position to 2680
On 25 Nov NATURALGAS was trading at 0.00. The strike last trading price was 7.2, which was -2.95 lower than the previous day. The implied volatity was 74.27, the open interest changed by 1024 which increased total open position to 2747
On 22 Nov NATURALGAS was trading at 0.00. The strike last trading price was 10.15, which was 2.40 higher than the previous day. The implied volatity was 69.56, the open interest changed by -724 which decreased total open position to 1909
On 21 Nov NATURALGAS was trading at 0.00. The strike last trading price was 7.75, which was -1.30 lower than the previous day. The implied volatity was 70.47, the open interest changed by 1121 which increased total open position to 2849
On 20 Nov NATURALGAS was trading at 0.00. The strike last trading price was 9.05, which was -2.35 lower than the previous day. The implied volatity was 71.20, the open interest changed by 691 which increased total open position to 1718
On 19 Nov NATURALGAS was trading at 0.00. The strike last trading price was 11.4, which was -1.85 lower than the previous day. The implied volatity was 68.54, the open interest changed by 616 which increased total open position to 1064
On 18 Nov NATURALGAS was trading at 0.00. The strike last trading price was 13.25, which was -1.85 lower than the previous day. The implied volatity was 65.22, the open interest changed by 241 which increased total open position to 454
On 14 Nov NATURALGAS was trading at 0.00. The strike last trading price was 15.1, which was 3.25 higher than the previous day. The implied volatity was 62.03, the open interest changed by 54 which increased total open position to 152
On 13 Nov NATURALGAS was trading at 0.00. The strike last trading price was 11.85, which was -1.85 lower than the previous day. The implied volatity was 58.18, the open interest changed by 37 which increased total open position to 98
On 12 Nov NATURALGAS was trading at 0.00. The strike last trading price was 13.7, which was -0.45 lower than the previous day. The implied volatity was 58.45, the open interest changed by 22 which increased total open position to 61
On 11 Nov NATURALGAS was trading at 0.00. The strike last trading price was 14.15, which was -7.65 lower than the previous day. The implied volatity was 60.35, the open interest changed by 16 which increased total open position to 38
On 8 Nov NATURALGAS was trading at 0.00. The strike last trading price was 21.8, which was 1.25 higher than the previous day. The implied volatity was 58.30, the open interest changed by 0 which decreased total open position to 22
On 7 Nov NATURALGAS was trading at 0.00. The strike last trading price was 20.55, which was 0.55 higher than the previous day. The implied volatity was 56.14, the open interest changed by -1 which decreased total open position to 22
On 6 Nov NATURALGAS was trading at 0.00. The strike last trading price was 20, which was -0.15 lower than the previous day. The implied volatity was 59.71, the open interest changed by 2 which increased total open position to 23
On 5 Nov NATURALGAS was trading at 0.00. The strike last trading price was 20.15, which was 7.80 higher than the previous day. The implied volatity was 53.06, the open interest changed by 8 which increased total open position to 21
On 4 Nov NATURALGAS was trading at 0.00. The strike last trading price was 12.35, which was -8.15 lower than the previous day. The implied volatity was 41.27, the open interest changed by 8 which increased total open position to 8
On 1 Nov NATURALGAS was trading at 0.00. The strike last trading price was 20.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 31 Oct NATURALGAS was trading at 0.00. The strike last trading price was 20.5, which was -3.50 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 24, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
