NATURALGAS
Natural Gas
Historical option data for NATURALGAS
22 Nov 2024 01:00 PM IST
| NATURALGAS 23DEC2024 270 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.71
Vega: 0.30
Theta: -0.34
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 22 Nov | 0.00 | 39.3 | 4.30 | 71.70 | 0.155 | 1 | 312 | |||
| 21 Nov | 0.00 | 35 | 1.65 | 69.72 | 1.924 | 112 | 315 | |||
| 20 Nov | 0.00 | 33.35 | 7.15 | 71.62 | 0.486 | 56 | 212 | |||
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| 19 Nov | 0.00 | 26.2 | 5.70 | 69.31 | 0.366 | 59 | 162 | |||
| 18 Nov | 0.00 | 20.5 | 3.60 | 65.17 | 0.12 | 64 | 103 | |||
| 14 Nov | 0.00 | 16.9 | -1.45 | 58.76 | 0.012 | 9 | 37 | |||
| 13 Nov | 0.00 | 18.35 | 0.35 | 52.71 | 0.001 | 1 | 28 | |||
| 12 Nov | 0.00 | 18 | -1.15 | 57.66 | 0.015 | 16 | 27 | |||
| 11 Nov | 0.00 | 19.15 | 5.65 | 58.50 | 0.01 | 9 | 11 | |||
| 8 Nov | 0.00 | 13.5 | 6.50 | 63.99 | 0.002 | 1 | 2 | |||
| 7 Nov | 0.00 | 7 | -13.65 | 41.86 | 0.001 | 1 | 1 | |||
| 6 Nov | 0.00 | 20.65 | 0.00 | 0.00 | 0.002 | 1 | 0 | |||
| 5 Nov | 0.00 | 20.65 | 0.00 | 0.00 | 0.002 | 1 | 0 | |||
| 4 Nov | 0.00 | 20.65 | 0.00 | 0.00 | 0.002 | 1 | 0 | |||
| 31 Oct | 0.00 | 20.65 | - | 0.002 | 1 | 1 | ||||
For Natural Gas - strike price 270 expiring on 23DEC2024
Delta for 270 CE is 0.71
Historical price for 270 CE is as follows
On 22 Nov NATURALGAS was trading at 0.00. The strike last trading price was 39.3, which was 4.30 higher than the previous day. The implied volatity was 71.70, the open interest changed by 1 which increased total open position to 312
On 21 Nov NATURALGAS was trading at 0.00. The strike last trading price was 35, which was 1.65 higher than the previous day. The implied volatity was 69.72, the open interest changed by 112 which increased total open position to 315
On 20 Nov NATURALGAS was trading at 0.00. The strike last trading price was 33.35, which was 7.15 higher than the previous day. The implied volatity was 71.62, the open interest changed by 56 which increased total open position to 212
On 19 Nov NATURALGAS was trading at 0.00. The strike last trading price was 26.2, which was 5.70 higher than the previous day. The implied volatity was 69.31, the open interest changed by 59 which increased total open position to 162
On 18 Nov NATURALGAS was trading at 0.00. The strike last trading price was 20.5, which was 3.60 higher than the previous day. The implied volatity was 65.17, the open interest changed by 64 which increased total open position to 103
On 14 Nov NATURALGAS was trading at 0.00. The strike last trading price was 16.9, which was -1.45 lower than the previous day. The implied volatity was 58.76, the open interest changed by 9 which increased total open position to 37
On 13 Nov NATURALGAS was trading at 0.00. The strike last trading price was 18.35, which was 0.35 higher than the previous day. The implied volatity was 52.71, the open interest changed by 1 which increased total open position to 28
On 12 Nov NATURALGAS was trading at 0.00. The strike last trading price was 18, which was -1.15 lower than the previous day. The implied volatity was 57.66, the open interest changed by 16 which increased total open position to 27
On 11 Nov NATURALGAS was trading at 0.00. The strike last trading price was 19.15, which was 5.65 higher than the previous day. The implied volatity was 58.50, the open interest changed by 9 which increased total open position to 11
On 8 Nov NATURALGAS was trading at 0.00. The strike last trading price was 13.5, which was 6.50 higher than the previous day. The implied volatity was 63.99, the open interest changed by 1 which increased total open position to 2
On 7 Nov NATURALGAS was trading at 0.00. The strike last trading price was 7, which was -13.65 lower than the previous day. The implied volatity was 41.86, the open interest changed by 1 which increased total open position to 1
On 6 Nov NATURALGAS was trading at 0.00. The strike last trading price was 20.65, 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 20.65, 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 20.65, 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 20.65, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| NATURALGAS 23DEC2024 270 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.29
Vega: 0.30
Theta: -0.34
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Nov | 0.00 | 13.15 | -1.15 | 72.54 | 4.188 | -460 | 1,556 |
| 21 Nov | 0.00 | 14.3 | -2.30 | 70.04 | 12.407 | 1,622 | 2,197 |
| 20 Nov | 0.00 | 16.6 | -3.50 | 72.09 | 1.726 | 274 | 605 |
| 19 Nov | 0.00 | 20.1 | -2.90 | 68.88 | 0.574 | 321 | 340 |
| 18 Nov | 0.00 | 23 | -1.90 | 65.47 | 0.047 | 15 | 19 |
| 14 Nov | 0.00 | 24.9 | 2.85 | 60.22 | 0.002 | 3 | 3 |
| 13 Nov | 0.00 | 22.05 | 0.00 | 0.00 | 0.001 | 1 | 0 |
| 12 Nov | 0.00 | 22.05 | 22.05 | 53.58 | 0.001 | 1 | 1 |
| 11 Nov | 0.00 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 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 |
| 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 270 expiring on 23DEC2024
Delta for 270 PE is -0.29
Historical price for 270 PE is as follows
On 22 Nov NATURALGAS was trading at 0.00. The strike last trading price was 13.15, which was -1.15 lower than the previous day. The implied volatity was 72.54, the open interest changed by -460 which decreased total open position to 1556
On 21 Nov NATURALGAS was trading at 0.00. The strike last trading price was 14.3, which was -2.30 lower than the previous day. The implied volatity was 70.04, the open interest changed by 1622 which increased total open position to 2197
On 20 Nov NATURALGAS was trading at 0.00. The strike last trading price was 16.6, which was -3.50 lower than the previous day. The implied volatity was 72.09, the open interest changed by 274 which increased total open position to 605
On 19 Nov NATURALGAS was trading at 0.00. The strike last trading price was 20.1, which was -2.90 lower than the previous day. The implied volatity was 68.88, the open interest changed by 321 which increased total open position to 340
On 18 Nov NATURALGAS was trading at 0.00. The strike last trading price was 23, which was -1.90 lower than the previous day. The implied volatity was 65.47, the open interest changed by 15 which increased total open position to 19
On 14 Nov NATURALGAS was trading at 0.00. The strike last trading price was 24.9, which was 2.85 higher than the previous day. The implied volatity was 60.22, the open interest changed by 3 which increased total open position to 3
On 13 Nov NATURALGAS was trading at 0.00. The strike last trading price was 22.05, 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 12 Nov NATURALGAS was trading at 0.00. The strike last trading price was 22.05, which was 22.05 higher than the previous day. The implied volatity was 53.58, the open interest changed by 1 which increased total open position to 1
On 11 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 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
