NATURALGAS
Natural Gas
Historical option data for NATURALGAS
22 Nov 2024 12:30 PM IST
| NATURALGAS 23DEC2024 280 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.65
Vega: 0.33
Theta: -0.38
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 22 Nov | 0.00 | 34.15 | 4.80 | 73.65 | 0.685 | 59 | 527 | |||
| 21 Nov | 0.00 | 29.35 | 0.95 | 69.75 | 3.632 | -52 | 528 | |||
| 20 Nov | 0.00 | 28.4 | 6.50 | 72.81 | 1.93 | 175 | 594 | |||
| 19 Nov | 0.00 | 21.9 | 5.30 | 70.34 | 0.553 | 299 | 411 | |||
| 18 Nov | 0.00 | 16.6 | 2.65 | 65.69 | 0.098 | 67 | 112 | |||
| 14 Nov | 0.00 | 13.95 | -1.05 | 60.94 | 0.006 | 16 | 16 | |||
| 13 Nov | 0.00 | 15 | -0.60 | 0.00 | 0.004 | 3 | 0 | |||
| 12 Nov | 0.00 | 15.6 | 0.90 | 61.77 | 0.003 | 4 | 10 | |||
| 11 Nov | 0.00 | 14.7 | 14.70 | 57.04 | 0.005 | 6 | 6 | |||
| 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 280 expiring on 23DEC2024
Delta for 280 CE is 0.65
Historical price for 280 CE is as follows
On 22 Nov NATURALGAS was trading at 0.00. The strike last trading price was 34.15, which was 4.80 higher than the previous day. The implied volatity was 73.65, the open interest changed by 59 which increased total open position to 527
On 21 Nov NATURALGAS was trading at 0.00. The strike last trading price was 29.35, which was 0.95 higher than the previous day. The implied volatity was 69.75, the open interest changed by -52 which decreased total open position to 528
On 20 Nov NATURALGAS was trading at 0.00. The strike last trading price was 28.4, which was 6.50 higher than the previous day. The implied volatity was 72.81, the open interest changed by 175 which increased total open position to 594
On 19 Nov NATURALGAS was trading at 0.00. The strike last trading price was 21.9, which was 5.30 higher than the previous day. The implied volatity was 70.34, the open interest changed by 299 which increased total open position to 411
On 18 Nov NATURALGAS was trading at 0.00. The strike last trading price was 16.6, which was 2.65 higher than the previous day. The implied volatity was 65.69, the open interest changed by 67 which increased total open position to 112
On 14 Nov NATURALGAS was trading at 0.00. The strike last trading price was 13.95, which was -1.05 lower than the previous day. The implied volatity was 60.94, the open interest changed by 16 which increased total open position to 16
On 13 Nov NATURALGAS was trading at 0.00. The strike last trading price was 15, which was -0.60 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 12 Nov NATURALGAS was trading at 0.00. The strike last trading price was 15.6, which was 0.90 higher than the previous day. The implied volatity was 61.77, the open interest changed by 4 which increased total open position to 10
On 11 Nov NATURALGAS was trading at 0.00. The strike last trading price was 14.7, which was 14.70 higher than the previous day. The implied volatity was 57.04, the open interest changed by 6 which increased total open position to 6
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 280 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.35
Vega: 0.33
Theta: -0.38
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Nov | 0.00 | 17.4 | -1.60 | 73.49 | 2.973 | -5 | 1,149 |
| 21 Nov | 0.00 | 19 | -2.45 | 71.11 | 7.739 | 687 | 1,247 |
| 20 Nov | 0.00 | 21.45 | 21.45 | 72.67 | 1.348 | 551 | 551 |
| 19 Nov | 0.00 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Nov | 0.00 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 14 Nov | 0.00 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Nov | 0.00 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Nov | 0.00 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 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 280 expiring on 23DEC2024
Delta for 280 PE is -0.35
Historical price for 280 PE is as follows
On 22 Nov NATURALGAS was trading at 0.00. The strike last trading price was 17.4, which was -1.60 lower than the previous day. The implied volatity was 73.49, the open interest changed by -5 which decreased total open position to 1149
On 21 Nov NATURALGAS was trading at 0.00. The strike last trading price was 19, which was -2.45 lower than the previous day. The implied volatity was 71.11, the open interest changed by 687 which increased total open position to 1247
On 20 Nov NATURALGAS was trading at 0.00. The strike last trading price was 21.45, which was 21.45 higher than the previous day. The implied volatity was 72.67, the open interest changed by 551 which increased total open position to 551
On 19 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 18 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 14 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 13 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 12 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 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 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
