NATURALGAS
Natural Gas
Historical option data for NATURALGAS
22 Nov 2024 12:40 PM IST
| NATURALGAS 23DEC2024 265 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.74
Vega: 0.29
Theta: -0.33
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 22 Nov | 0.00 | 42.9 | 4.90 | 72.69 | 0.023 | -3 | 75 | |||
| 21 Nov | 0.00 | 38 | 2.60 | 69.42 | 0.117 | 20 | 78 | |||
| 20 Nov | 0.00 | 35.4 | 6.65 | 68.77 | 0.051 | 3 | 58 | |||
| 19 Nov | 0.00 | 28.75 | 7.00 | 69.21 | 0.059 | 19 | 55 | |||
| 18 Nov | 0.00 | 21.75 | 1.25 | 61.96 | 0.039 | 12 | 36 | |||
| 14 Nov | 0.00 | 20.5 | -0.25 | 63.09 | 0.004 | 1 | 20 | |||
| 13 Nov | 0.00 | 20.75 | -3.65 | 52.73 | 0.005 | 6 | 19 | |||
| 12 Nov | 0.00 | 24.4 | 2.45 | 69.59 | 0.005 | 2 | 13 | |||
| 11 Nov | 0.00 | 21.95 | 7.60 | 60.08 | 0.004 | 5 | 11 | |||
| 8 Nov | 0.00 | 14.35 | 14.35 | 61.76 | 0.005 | 6 | 6 | |||
| 7 Nov | 0.00 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Nov | 0.00 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Nov | 0.00 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
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| 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 265 expiring on 23DEC2024
Delta for 265 CE is 0.74
Historical price for 265 CE is as follows
On 22 Nov NATURALGAS was trading at 0.00. The strike last trading price was 42.9, which was 4.90 higher than the previous day. The implied volatity was 72.69, the open interest changed by -3 which decreased total open position to 75
On 21 Nov NATURALGAS was trading at 0.00. The strike last trading price was 38, which was 2.60 higher than the previous day. The implied volatity was 69.42, the open interest changed by 20 which increased total open position to 78
On 20 Nov NATURALGAS was trading at 0.00. The strike last trading price was 35.4, which was 6.65 higher than the previous day. The implied volatity was 68.77, the open interest changed by 3 which increased total open position to 58
On 19 Nov NATURALGAS was trading at 0.00. The strike last trading price was 28.75, which was 7.00 higher than the previous day. The implied volatity was 69.21, the open interest changed by 19 which increased total open position to 55
On 18 Nov NATURALGAS was trading at 0.00. The strike last trading price was 21.75, which was 1.25 higher than the previous day. The implied volatity was 61.96, the open interest changed by 12 which increased total open position to 36
On 14 Nov NATURALGAS was trading at 0.00. The strike last trading price was 20.5, which was -0.25 lower than the previous day. The implied volatity was 63.09, the open interest changed by 1 which increased total open position to 20
On 13 Nov NATURALGAS was trading at 0.00. The strike last trading price was 20.75, which was -3.65 lower than the previous day. The implied volatity was 52.73, the open interest changed by 6 which increased total open position to 19
On 12 Nov NATURALGAS was trading at 0.00. The strike last trading price was 24.4, which was 2.45 higher than the previous day. The implied volatity was 69.59, the open interest changed by 2 which increased total open position to 13
On 11 Nov NATURALGAS was trading at 0.00. The strike last trading price was 21.95, which was 7.60 higher than the previous day. The implied volatity was 60.08, the open interest changed by 5 which increased total open position to 11
On 8 Nov NATURALGAS was trading at 0.00. The strike last trading price was 14.35, which was 14.35 higher than the previous day. The implied volatity was 61.76, the open interest changed by 6 which increased total open position to 6
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 265 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.26
Vega: 0.29
Theta: -0.33
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Nov | 0.00 | 11.35 | -1.15 | 72.52 | 0.835 | 15 | 407 |
| 21 Nov | 0.00 | 12.5 | -2.10 | 70.43 | 1.886 | 299 | 435 |
| 20 Nov | 0.00 | 14.6 | -2.85 | 72.35 | 0.174 | 62 | 135 |
| 19 Nov | 0.00 | 17.45 | -2.65 | 68.16 | 0.15 | 33 | 74 |
| 18 Nov | 0.00 | 20.1 | -0.45 | 64.86 | 0.102 | 41 | 41 |
| 14 Nov | 0.00 | 20.55 | 0.00 | 0.00 | 0.008 | 7 | 0 |
| 13 Nov | 0.00 | 20.55 | 1.55 | 63.84 | 0.008 | 7 | 21 |
| 12 Nov | 0.00 | 19 | -5.35 | 52.88 | 0.005 | 3 | 13 |
| 11 Nov | 0.00 | 24.35 | -5.90 | 68.74 | 0.003 | 4 | 10 |
| 8 Nov | 0.00 | 30.25 | 30.25 | 55.84 | 0.005 | 6 | 6 |
| 7 Nov | 0.00 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Nov | 0.00 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 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 265 expiring on 23DEC2024
Delta for 265 PE is -0.26
Historical price for 265 PE is as follows
On 22 Nov NATURALGAS was trading at 0.00. The strike last trading price was 11.35, which was -1.15 lower than the previous day. The implied volatity was 72.52, the open interest changed by 15 which increased total open position to 407
On 21 Nov NATURALGAS was trading at 0.00. The strike last trading price was 12.5, which was -2.10 lower than the previous day. The implied volatity was 70.43, the open interest changed by 299 which increased total open position to 435
On 20 Nov NATURALGAS was trading at 0.00. The strike last trading price was 14.6, which was -2.85 lower than the previous day. The implied volatity was 72.35, the open interest changed by 62 which increased total open position to 135
On 19 Nov NATURALGAS was trading at 0.00. The strike last trading price was 17.45, which was -2.65 lower than the previous day. The implied volatity was 68.16, the open interest changed by 33 which increased total open position to 74
On 18 Nov NATURALGAS was trading at 0.00. The strike last trading price was 20.1, which was -0.45 lower than the previous day. The implied volatity was 64.86, the open interest changed by 41 which increased total open position to 41
On 14 Nov NATURALGAS was trading at 0.00. The strike last trading price was 20.55, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 7 which increased total open position to 0
On 13 Nov NATURALGAS was trading at 0.00. The strike last trading price was 20.55, which was 1.55 higher than the previous day. The implied volatity was 63.84, the open interest changed by 7 which increased total open position to 21
On 12 Nov NATURALGAS was trading at 0.00. The strike last trading price was 19, which was -5.35 lower than the previous day. The implied volatity was 52.88, the open interest changed by 3 which increased total open position to 13
On 11 Nov NATURALGAS was trading at 0.00. The strike last trading price was 24.35, which was -5.90 lower than the previous day. The implied volatity was 68.74, the open interest changed by 4 which increased total open position to 10
On 8 Nov NATURALGAS was trading at 0.00. The strike last trading price was 30.25, which was 30.25 higher than the previous day. The implied volatity was 55.84, the open interest changed by 6 which increased total open position to 6
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
