NATURALGAS
Natural Gas
Historical option data for NATURALGAS
21 Nov 2024 04:20 PM IST
| NATURALGAS 21NOV2024 255 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 | 32.2 | 15.70 | 30.00 | 1.222 | -439 | 1,882 | |||
| 20 Nov | 0.00 | 16.5 | 8.45 | - | 33.488 | -1,304 | 2,397 | |||
| 19 Nov | 0.00 | 8.05 | 2.90 | 90.98 | 100.47 | 895 | 4,127 | |||
| 18 Nov | 0.00 | 5.15 | 1.20 | 86.50 | 45.055 | -842 | 3,380 | |||
| 14 Nov | 0.00 | 3.95 | -4.60 | 69.20 | 29.058 | 1,679 | 4,063 | |||
| 13 Nov | 0.00 | 8.55 | 1.35 | 72.43 | 26.07 | -99 | 2,473 | |||
| 12 Nov | 0.00 | 7.2 | -1.35 | 69.48 | 30.943 | 604 | 2,659 | |||
| 11 Nov | 0.00 | 8.55 | 5.80 | 70.30 | 17.31 | 1,022 | 2,170 | |||
| 8 Nov | 0.00 | 2.75 | -0.65 | 68.47 | 7.274 | 53 | 1,268 | |||
| 7 Nov | 0.00 | 3.4 | -1.80 | 68.11 | 11.163 | -240 | 1,244 | |||
| 6 Nov | 0.00 | 5.2 | 0.70 | 71.09 | 11.603 | -516 | 1,485 | |||
| 5 Nov | 0.00 | 4.5 | -2.10 | 73.70 | 13.098 | 905 | 2,032 | |||
| 4 Nov | 0.00 | 6.6 | 0.75 | 70.04 | 7.109 | -88 | 1,159 | |||
| 1 Nov | 0.00 | 5.85 | -0.15 | 69.52 | 0.604 | 147 | 1,247 | |||
| 31 Oct | 0.00 | 6 | -3.35 | - | 5.578 | 163 | 1,100 | |||
| 30 Oct | 0.00 | 9.35 | -1.20 | - | 7.768 | 84 | 937 | |||
| 29 Oct | 0.00 | 10.55 | 0.10 | - | 5.762 | -45 | 853 | |||
| 28 Oct | 0.00 | 10.45 | -10.70 | - | 10.219 | 656 | 898 | |||
| 25 Oct | 0.00 | 21.15 | 4.10 | - | 6.605 | 191 | 242 | |||
| 24 Oct | 0.00 | 17.05 | 4.05 | - | 0.462 | 48 | 51 | |||
| 23 Oct | 0.00 | 13 | 4.00 | - | 0.002 | 3 | 3 | |||
| 22 Oct | 0.00 | 9 | 0.00 | - | 0.001 | 1 | 0 | |||
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| 21 Oct | 0.00 | 9 | 9.00 | - | 0.001 | 1 | 1 | |||
| 18 Oct | 0.00 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 0.00 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 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 255 expiring on 21NOV2024
Delta for 255 CE is 1.00
Historical price for 255 CE is as follows
On 21 Nov NATURALGAS was trading at 0.00. The strike last trading price was 32.2, which was 15.70 higher than the previous day. The implied volatity was 30.00, the open interest changed by -439 which decreased total open position to 1882
On 20 Nov NATURALGAS was trading at 0.00. The strike last trading price was 16.5, which was 8.45 higher than the previous day. The implied volatity was -, the open interest changed by -1304 which decreased total open position to 2397
On 19 Nov NATURALGAS was trading at 0.00. The strike last trading price was 8.05, which was 2.90 higher than the previous day. The implied volatity was 90.98, the open interest changed by 895 which increased total open position to 4127
On 18 Nov NATURALGAS was trading at 0.00. The strike last trading price was 5.15, which was 1.20 higher than the previous day. The implied volatity was 86.50, the open interest changed by -842 which decreased total open position to 3380
On 14 Nov NATURALGAS was trading at 0.00. The strike last trading price was 3.95, which was -4.60 lower than the previous day. The implied volatity was 69.20, the open interest changed by 1679 which increased total open position to 4063
On 13 Nov NATURALGAS was trading at 0.00. The strike last trading price was 8.55, which was 1.35 higher than the previous day. The implied volatity was 72.43, the open interest changed by -99 which decreased total open position to 2473
On 12 Nov NATURALGAS was trading at 0.00. The strike last trading price was 7.2, which was -1.35 lower than the previous day. The implied volatity was 69.48, the open interest changed by 604 which increased total open position to 2659
On 11 Nov NATURALGAS was trading at 0.00. The strike last trading price was 8.55, which was 5.80 higher than the previous day. The implied volatity was 70.30, the open interest changed by 1022 which increased total open position to 2170
On 8 Nov NATURALGAS was trading at 0.00. The strike last trading price was 2.75, which was -0.65 lower than the previous day. The implied volatity was 68.47, the open interest changed by 53 which increased total open position to 1268
On 7 Nov NATURALGAS was trading at 0.00. The strike last trading price was 3.4, which was -1.80 lower than the previous day. The implied volatity was 68.11, the open interest changed by -240 which decreased total open position to 1244
On 6 Nov NATURALGAS was trading at 0.00. The strike last trading price was 5.2, which was 0.70 higher than the previous day. The implied volatity was 71.09, the open interest changed by -516 which decreased total open position to 1485
On 5 Nov NATURALGAS was trading at 0.00. The strike last trading price was 4.5, which was -2.10 lower than the previous day. The implied volatity was 73.70, the open interest changed by 905 which increased total open position to 2032
On 4 Nov NATURALGAS was trading at 0.00. The strike last trading price was 6.6, which was 0.75 higher than the previous day. The implied volatity was 70.04, the open interest changed by -88 which decreased total open position to 1159
On 1 Nov NATURALGAS was trading at 0.00. The strike last trading price was 5.85, which was -0.15 lower than the previous day. The implied volatity was 69.52, the open interest changed by 147 which increased total open position to 1247
On 31 Oct NATURALGAS was trading at 0.00. The strike last trading price was 6, 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 30 Oct NATURALGAS was trading at 0.00. The strike last trading price was 9.35, 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 29 Oct NATURALGAS was trading at 0.00. The strike last trading price was 10.55, which was 0.10 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 10.45, which was -10.70 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 21.15, which was 4.10 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 17.05, 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 23 Oct NATURALGAS was trading at 0.00. The strike last trading price was 13, 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 22 Oct NATURALGAS was trading at 0.00. The strike last trading price was 9, 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 21 Oct NATURALGAS was trading at 0.00. The strike last trading price was 9, which was 9.00 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 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 17 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 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
| NATURALGAS 21NOV2024 255 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 | -1.65 | - | 10.056 | -1,403 | 4,088 |
| 20 Nov | 0.00 | 1.7 | -4.85 | - | 83.876 | 3,350 | 5,633 |
| 19 Nov | 0.00 | 6.55 | -5.75 | 90.98 | 60.033 | 3,542 | 3,881 |
| 18 Nov | 0.00 | 12.3 | -6.55 | 88.18 | 18.565 | 339 | 462 |
| 14 Nov | 0.00 | 18.85 | 4.95 | 69.20 | 14.299 | -173 | 344 |
| 13 Nov | 0.00 | 13.9 | -2.10 | 73.44 | 11.751 | 246 | 581 |
| 12 Nov | 0.00 | 16 | 0.20 | 69.48 | 12.054 | 225 | 485 |
| 11 Nov | 0.00 | 15.8 | -16.95 | 70.60 | 2.377 | 211 | 330 |
| 8 Nov | 0.00 | 32.75 | 0.95 | 65.78 | 0.01 | -1 | 119 |
| 7 Nov | 0.00 | 31.8 | 4.80 | 68.88 | 0.035 | -21 | 120 |
| 6 Nov | 0.00 | 27 | -6.80 | 56.74 | 0.03 | -25 | 141 |
| 5 Nov | 0.00 | 33.8 | 6.00 | 70.94 | 0.139 | 15 | 166 |
| 4 Nov | 0.00 | 27.8 | -6.10 | 70.60 | 0.019 | 0 | 151 |
| 1 Nov | 0.00 | 33.9 | 1.90 | 75.80 | 0.001 | 1 | 151 |
| 31 Oct | 0.00 | 32 | 7.15 | - | 0.149 | 0 | 150 |
| 30 Oct | 0.00 | 24.85 | 0.70 | - | 0.641 | -43 | 150 |
| 29 Oct | 0.00 | 24.15 | -1.30 | - | 1.035 | 12 | 193 |
| 28 Oct | 0.00 | 25.45 | 8.30 | - | 4.306 | -78 | 181 |
| 25 Oct | 0.00 | 17.15 | -2.15 | - | 3.639 | 236 | 259 |
| 24 Oct | 0.00 | 19.3 | 19.30 | - | 0.042 | 23 | 23 |
| 23 Oct | 0.00 | 0 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 0.00 | 0 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 0.00 | 0 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 0.00 | 0 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 0.00 | 0 | 0.00 | - | 0 | 0 | 0 |
| 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 255 expiring on 21NOV2024
Delta for 255 PE is -
Historical price for 255 PE is as follows
On 21 Nov NATURALGAS was trading at 0.00. The strike last trading price was 0.05, which was -1.65 lower than the previous day. The implied volatity was -, the open interest changed by -1403 which decreased total open position to 4088
On 20 Nov NATURALGAS was trading at 0.00. The strike last trading price was 1.7, which was -4.85 lower than the previous day. The implied volatity was -, the open interest changed by 3350 which increased total open position to 5633
On 19 Nov NATURALGAS was trading at 0.00. The strike last trading price was 6.55, which was -5.75 lower than the previous day. The implied volatity was 90.98, the open interest changed by 3542 which increased total open position to 3881
On 18 Nov NATURALGAS was trading at 0.00. The strike last trading price was 12.3, which was -6.55 lower than the previous day. The implied volatity was 88.18, the open interest changed by 339 which increased total open position to 462
On 14 Nov NATURALGAS was trading at 0.00. The strike last trading price was 18.85, which was 4.95 higher than the previous day. The implied volatity was 69.20, the open interest changed by -173 which decreased total open position to 344
On 13 Nov NATURALGAS was trading at 0.00. The strike last trading price was 13.9, which was -2.10 lower than the previous day. The implied volatity was 73.44, the open interest changed by 246 which increased total open position to 581
On 12 Nov NATURALGAS was trading at 0.00. The strike last trading price was 16, which was 0.20 higher than the previous day. The implied volatity was 69.48, the open interest changed by 225 which increased total open position to 485
On 11 Nov NATURALGAS was trading at 0.00. The strike last trading price was 15.8, which was -16.95 lower than the previous day. The implied volatity was 70.60, the open interest changed by 211 which increased total open position to 330
On 8 Nov NATURALGAS was trading at 0.00. The strike last trading price was 32.75, which was 0.95 higher than the previous day. The implied volatity was 65.78, the open interest changed by -1 which decreased total open position to 119
On 7 Nov NATURALGAS was trading at 0.00. The strike last trading price was 31.8, which was 4.80 higher than the previous day. The implied volatity was 68.88, the open interest changed by -21 which decreased total open position to 120
On 6 Nov NATURALGAS was trading at 0.00. The strike last trading price was 27, which was -6.80 lower than the previous day. The implied volatity was 56.74, the open interest changed by -25 which decreased total open position to 141
On 5 Nov NATURALGAS was trading at 0.00. The strike last trading price was 33.8, which was 6.00 higher than the previous day. The implied volatity was 70.94, the open interest changed by 15 which increased total open position to 166
On 4 Nov NATURALGAS was trading at 0.00. The strike last trading price was 27.8, which was -6.10 lower than the previous day. The implied volatity was 70.60, the open interest changed by 0 which decreased total open position to 151
On 1 Nov NATURALGAS was trading at 0.00. The strike last trading price was 33.9, which was 1.90 higher than the previous day. The implied volatity was 75.80, the open interest changed by 1 which increased total open position to 151
On 31 Oct NATURALGAS was trading at 0.00. The strike last trading price was 32, which was 7.15 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 24.85, which was 0.70 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 24.15, which was -1.30 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 25.45, which was 8.30 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 17.15, which was -2.15 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 19.3, which was 19.30 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 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 22 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 21 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 18 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 17 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 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
