NATURALGAS
Natural Gas
Historical option data for NATURALGAS
22 Nov 2024 01:00 PM IST
| NATURALGAS 23DEC2024 260 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.77
Vega: 0.27
Theta: -0.30
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 22 Nov | 0.00 | 45.7 | 3.45 | 70.80 | 0.071 | 9 | 287 | |||
| 21 Nov | 0.00 | 42.25 | 2.95 | 72.92 | 0.314 | 222 | 282 | |||
| 20 Nov | 0.00 | 39.3 | 8.65 | 71.38 | 0.15 | 14 | 59 | |||
| 19 Nov | 0.00 | 30.65 | 6.05 | 66.66 | 0.122 | 17 | 47 | |||
| 18 Nov | 0.00 | 24.6 | 3.65 | 63.03 | 0.042 | 10 | 30 | |||
| 14 Nov | 0.00 | 20.95 | -1.55 | 57.66 | 0.003 | 15 | 15 | |||
| 13 Nov | 0.00 | 22.5 | -1.00 | 0.00 | 0.006 | 2 | 0 | |||
| 12 Nov | 0.00 | 23.5 | -1.10 | 60.31 | 0.006 | 3 | 14 | |||
| 11 Nov | 0.00 | 24.6 | 24.60 | 60.74 | 0.01 | 11 | 11 | |||
| 8 Nov | 0.00 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 7 Nov | 0.00 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Nov | 0.00 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
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| 5 Nov | 0.00 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 4 Nov | 0.00 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 31 Oct | 0.00 | 0 | - | 0 | 0 | 0 | ||||
For Natural Gas - strike price 260 expiring on 23DEC2024
Delta for 260 CE is 0.77
Historical price for 260 CE is as follows
On 22 Nov NATURALGAS was trading at 0.00. The strike last trading price was 45.7, which was 3.45 higher than the previous day. The implied volatity was 70.80, the open interest changed by 9 which increased total open position to 287
On 21 Nov NATURALGAS was trading at 0.00. The strike last trading price was 42.25, which was 2.95 higher than the previous day. The implied volatity was 72.92, the open interest changed by 222 which increased total open position to 282
On 20 Nov NATURALGAS was trading at 0.00. The strike last trading price was 39.3, which was 8.65 higher than the previous day. The implied volatity was 71.38, the open interest changed by 14 which increased total open position to 59
On 19 Nov NATURALGAS was trading at 0.00. The strike last trading price was 30.65, which was 6.05 higher than the previous day. The implied volatity was 66.66, the open interest changed by 17 which increased total open position to 47
On 18 Nov NATURALGAS was trading at 0.00. The strike last trading price was 24.6, which was 3.65 higher than the previous day. The implied volatity was 63.03, the open interest changed by 10 which increased total open position to 30
On 14 Nov NATURALGAS was trading at 0.00. The strike last trading price was 20.95, which was -1.55 lower than the previous day. The implied volatity was 57.66, the open interest changed by 15 which increased total open position to 15
On 13 Nov NATURALGAS was trading at 0.00. The strike last trading price was 22.5, which was -1.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 12 Nov NATURALGAS was trading at 0.00. The strike last trading price was 23.5, which was -1.10 lower than the previous day. The implied volatity was 60.31, the open interest changed by 3 which increased total open position to 14
On 11 Nov NATURALGAS was trading at 0.00. The strike last trading price was 24.6, which was 24.60 higher than the previous day. The implied volatity was 60.74, the open interest changed by 11 which increased total open position to 11
On 8 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 7 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 6 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 5 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 4 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 31 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 260 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.24
Vega: 0.27
Theta: -0.31
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Nov | 0.00 | 9.7 | -1.00 | 72.29 | 3.218 | -76 | 1,635 |
| 21 Nov | 0.00 | 10.7 | -1.80 | 70.26 | 7.776 | 1,285 | 2,037 |
| 20 Nov | 0.00 | 12.5 | -2.85 | 71.72 | 2.032 | 574 | 786 |
| 19 Nov | 0.00 | 15.35 | -1.95 | 68.70 | 0.457 | 146 | 215 |
| 18 Nov | 0.00 | 17.3 | -2.85 | 63.96 | 0.085 | 36 | 68 |
| 14 Nov | 0.00 | 20.15 | -0.15 | 62.66 | 0.012 | 27 | 27 |
| 13 Nov | 0.00 | 20.3 | 2.70 | 0.00 | 0.004 | 2 | 0 |
| 12 Nov | 0.00 | 17.6 | -0.55 | 56.30 | 0.002 | 3 | 14 |
| 11 Nov | 0.00 | 18.15 | -14.50 | 58.50 | 0.02 | 11 | 11 |
| 8 Nov | 0.00 | 32.65 | 0.00 | 0.00 | 0.001 | 1 | 0 |
| 7 Nov | 0.00 | 32.65 | 0.00 | 0.00 | 0.001 | 1 | 0 |
| 6 Nov | 0.00 | 32.65 | 0.00 | 0.00 | 0.001 | 1 | 0 |
| 5 Nov | 0.00 | 32.65 | 0.00 | 0.00 | 0.001 | 1 | 0 |
| 4 Nov | 0.00 | 32.65 | 0.00 | 0.00 | 0.001 | 1 | 0 |
| 31 Oct | 0.00 | 32.65 | - | 0.001 | 1 | 0 | |
For Natural Gas - strike price 260 expiring on 23DEC2024
Delta for 260 PE is -0.24
Historical price for 260 PE is as follows
On 22 Nov NATURALGAS was trading at 0.00. The strike last trading price was 9.7, which was -1.00 lower than the previous day. The implied volatity was 72.29, the open interest changed by -76 which decreased total open position to 1635
On 21 Nov NATURALGAS was trading at 0.00. The strike last trading price was 10.7, which was -1.80 lower than the previous day. The implied volatity was 70.26, the open interest changed by 1285 which increased total open position to 2037
On 20 Nov NATURALGAS was trading at 0.00. The strike last trading price was 12.5, which was -2.85 lower than the previous day. The implied volatity was 71.72, the open interest changed by 574 which increased total open position to 786
On 19 Nov NATURALGAS was trading at 0.00. The strike last trading price was 15.35, which was -1.95 lower than the previous day. The implied volatity was 68.70, the open interest changed by 146 which increased total open position to 215
On 18 Nov NATURALGAS was trading at 0.00. The strike last trading price was 17.3, which was -2.85 lower than the previous day. The implied volatity was 63.96, the open interest changed by 36 which increased total open position to 68
On 14 Nov NATURALGAS was trading at 0.00. The strike last trading price was 20.15, which was -0.15 lower than the previous day. The implied volatity was 62.66, the open interest changed by 27 which increased total open position to 27
On 13 Nov NATURALGAS was trading at 0.00. The strike last trading price was 20.3, which was 2.70 higher than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 12 Nov NATURALGAS was trading at 0.00. The strike last trading price was 17.6, which was -0.55 lower than the previous day. The implied volatity was 56.30, the open interest changed by 3 which increased total open position to 14
On 11 Nov NATURALGAS was trading at 0.00. The strike last trading price was 18.15, which was -14.50 lower than the previous day. The implied volatity was 58.50, the open interest changed by 11 which increased total open position to 11
On 8 Nov NATURALGAS was trading at 0.00. The strike last trading price was 32.65, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 7 Nov NATURALGAS was trading at 0.00. The strike last trading price was 32.65, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 6 Nov NATURALGAS was trading at 0.00. The strike last trading price was 32.65, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 5 Nov NATURALGAS was trading at 0.00. The strike last trading price was 32.65, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 4 Nov NATURALGAS was trading at 0.00. The strike last trading price was 32.65, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 31 Oct NATURALGAS was trading at 0.00. The strike last trading price was 32.65, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
