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NATURALGAS
Natural Gas

285.4 17.40 (6.49%)

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Historical option data for NATURALGAS

21 Nov 2024 04:00 PM IST
NATURALGAS 21NOV2024 275 CE
Delta: 0.79
Vega: 0.03
Theta: -3.47
Gamma: 0.02
Date Close Ltp Change IV Volume Change OI OI
21 Nov 0.00 12.05 8.15 120.96 17.328 -1,235 1,605
20 Nov 0.00 3.9 2.60 97.05 96.55 1,256 3,191
19 Nov 0.00 1.3 0.10 - 11.598 843 1,935
18 Nov 0.00 1.2 0.05 - 5.06 184 1,118
14 Nov 0.00 1.15 -1.95 72.96 7.444 -133 955
13 Nov 0.00 3.1 0.60 73.81 6.546 345 1,080
12 Nov 0.00 2.5 -0.90 70.56 8.511 236 818
11 Nov 0.00 3.4 2.15 72.20 4.414 -57 569
8 Nov 0.00 1.25 -0.35 - 0.977 43 620
7 Nov 0.00 1.6 -0.80 - 1.711 -58 597
6 Nov 0.00 2.4 0.05 - 2.014 303 655
5 Nov 0.00 2.35 -0.90 - 2.91 115 363
4 Nov 0.00 3.25 0.00 73.24 1.421 10 257
1 Nov 0.00 3.25 0.10 74.54 0.086 7 247
31 Oct 0.00 3.15 -1.85 - 1.54 49 240
30 Oct 0.00 5 -0.60 - 3.887 54 191
29 Oct 0.00 5.6 0.00 - 2.458 9 137
28 Oct 0.00 5.6 -7.20 - 5.196 35 128
25 Oct 0.00 12.8 2.70 - 0.493 50 93
24 Oct 0.00 10.1 3.60 - 0.113 41 43
23 Oct 0.00 6.5 0.85 - 0.001 2 2
22 Oct 0.00 5.65 0.00 - 0.001 1 0
21 Oct 0.00 5.65 5.65 - 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
27 Sept 0.00 0 0.00 - 0 0 0
26 Sept 0.00 0 0.00 - 0 0 0
25 Sept 0.00 0 0.00 - 0 0 0
24 Sept 0.00 0 - 0 0 0


For Natural Gas - strike price 275 expiring on 21NOV2024

Delta for 275 CE is 0.79

Historical price for 275 CE is as follows

On 21 Nov NATURALGAS was trading at 0.00. The strike last trading price was 12.05, which was 8.15 higher than the previous day. The implied volatity was 120.96, the open interest changed by -1235 which decreased total open position to 1605


On 20 Nov NATURALGAS was trading at 0.00. The strike last trading price was 3.9, which was 2.60 higher than the previous day. The implied volatity was 97.05, the open interest changed by 1256 which increased total open position to 3191


On 19 Nov NATURALGAS was trading at 0.00. The strike last trading price was 1.3, which was 0.10 higher than the previous day. The implied volatity was -, the open interest changed by 843 which increased total open position to 1935


On 18 Nov NATURALGAS was trading at 0.00. The strike last trading price was 1.2, which was 0.05 higher than the previous day. The implied volatity was -, the open interest changed by 184 which increased total open position to 1118


On 14 Nov NATURALGAS was trading at 0.00. The strike last trading price was 1.15, which was -1.95 lower than the previous day. The implied volatity was 72.96, the open interest changed by -133 which decreased total open position to 955


On 13 Nov NATURALGAS was trading at 0.00. The strike last trading price was 3.1, which was 0.60 higher than the previous day. The implied volatity was 73.81, the open interest changed by 345 which increased total open position to 1080


On 12 Nov NATURALGAS was trading at 0.00. The strike last trading price was 2.5, which was -0.90 lower than the previous day. The implied volatity was 70.56, the open interest changed by 236 which increased total open position to 818


On 11 Nov NATURALGAS was trading at 0.00. The strike last trading price was 3.4, which was 2.15 higher than the previous day. The implied volatity was 72.20, the open interest changed by -57 which decreased total open position to 569


On 8 Nov NATURALGAS was trading at 0.00. The strike last trading price was 1.25, which was -0.35 lower than the previous day. The implied volatity was -, the open interest changed by 43 which increased total open position to 620


On 7 Nov NATURALGAS was trading at 0.00. The strike last trading price was 1.6, which was -0.80 lower than the previous day. The implied volatity was -, the open interest changed by -58 which decreased total open position to 597


On 6 Nov NATURALGAS was trading at 0.00. The strike last trading price was 2.4, which was 0.05 higher than the previous day. The implied volatity was -, the open interest changed by 303 which increased total open position to 655


On 5 Nov NATURALGAS was trading at 0.00. The strike last trading price was 2.35, which was -0.90 lower than the previous day. The implied volatity was -, the open interest changed by 115 which increased total open position to 363


On 4 Nov NATURALGAS was trading at 0.00. The strike last trading price was 3.25, which was 0.00 lower than the previous day. The implied volatity was 73.24, the open interest changed by 10 which increased total open position to 257


On 1 Nov NATURALGAS was trading at 0.00. The strike last trading price was 3.25, which was 0.10 higher than the previous day. The implied volatity was 74.54, the open interest changed by 7 which increased total open position to 247


On 31 Oct NATURALGAS was trading at 0.00. The strike last trading price was 3.15, which was -1.85 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 5, which was -0.60 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 5.6, 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 28 Oct NATURALGAS was trading at 0.00. The strike last trading price was 5.6, which was -7.20 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 12.8, which was 2.70 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 10.1, which was 3.60 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 6.5, which was 0.85 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 5.65, 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 5.65, which was 5.65 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 27 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 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 24 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 275 PE
Delta: -0.21
Vega: 0.03
Theta: -3.47
Gamma: 0.02
Date Close Ltp Change IV Volume Change OI OI
21 Nov 0.00 1.65 -7.45 120.96 16.158 2,948 3,416
20 Nov 0.00 9.1 -11.60 97.05 19.393 510 519
19 Nov 0.00 20.7 -8.25 103.94 0.147 5 6
18 Nov 0.00 28.95 -12.80 - 0.002 1 1
14 Nov 0.00 41.75 0.00 0.00 0.003 2 0
13 Nov 0.00 41.75 0.00 0.00 0.003 2 0
12 Nov 0.00 41.75 0.00 0.00 0.003 2 0
11 Nov 0.00 41.75 0.00 0.00 0.003 2 0
8 Nov 0.00 41.75 0.00 0.00 0.003 2 0
7 Nov 0.00 41.75 0.00 0.00 0.003 2 0
6 Nov 0.00 41.75 0.00 0.00 0.003 2 0
5 Nov 0.00 41.75 41.75 - 0.003 2 2
4 Nov 0.00 0 0.00 0.00 0 0 0
1 Nov 0.00 0 0.00 0.00 0 0 0
31 Oct 0.00 0 0.00 - 0 0 0
30 Oct 0.00 0 0.00 - 0 0 0
29 Oct 0.00 0 0.00 - 0 0 0
28 Oct 0.00 0 0.00 - 0 0 0
25 Oct 0.00 0 0.00 - 0 0 0
24 Oct 0.00 0 0.00 - 0 0 0
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
27 Sept 0.00 0 0.00 - 0 0 0
26 Sept 0.00 0 0.00 - 0 0 0
25 Sept 0.00 0 0.00 - 0 0 0
24 Sept 0.00 0 - 0 0 0


For Natural Gas - strike price 275 expiring on 21NOV2024

Delta for 275 PE is -0.21

Historical price for 275 PE is as follows

On 21 Nov NATURALGAS was trading at 0.00. The strike last trading price was 1.65, which was -7.45 lower than the previous day. The implied volatity was 120.96, the open interest changed by 2948 which increased total open position to 3416


On 20 Nov NATURALGAS was trading at 0.00. The strike last trading price was 9.1, which was -11.60 lower than the previous day. The implied volatity was 97.05, the open interest changed by 510 which increased total open position to 519


On 19 Nov NATURALGAS was trading at 0.00. The strike last trading price was 20.7, which was -8.25 lower than the previous day. The implied volatity was 103.94, the open interest changed by 5 which increased total open position to 6


On 18 Nov NATURALGAS was trading at 0.00. The strike last trading price was 28.95, which was -12.80 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1


On 14 Nov NATURALGAS was trading at 0.00. The strike last trading price was 41.75, which was 0.00 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 13 Nov NATURALGAS was trading at 0.00. The strike last trading price was 41.75, which was 0.00 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 41.75, which was 0.00 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 11 Nov NATURALGAS was trading at 0.00. The strike last trading price was 41.75, which was 0.00 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 8 Nov NATURALGAS was trading at 0.00. The strike last trading price was 41.75, which was 0.00 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 7 Nov NATURALGAS was trading at 0.00. The strike last trading price was 41.75, which was 0.00 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 6 Nov NATURALGAS was trading at 0.00. The strike last trading price was 41.75, which was 0.00 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 5 Nov NATURALGAS was trading at 0.00. The strike last trading price was 41.75, which was 41.75 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 2


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 1 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 0.00 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 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 29 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 28 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 25 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 24 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 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 27 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 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 24 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