NATURALGAS
Natural Gas
Historical option data for NATURALGAS
21 Nov 2024 04:10 PM IST
NATURALGAS 21NOV2024 280 CE | ||||||||||
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Delta: 0.68
Vega: 0.04
Theta: -4.36
Gamma: 0.03
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
21 Nov | 0.00 | 8.8 | 6.60 | 121.31 | 29.954 | -2,790 | 3,238 | |||
20 Nov | 0.00 | 2.2 | 1.50 | 93.20 | 77.877 | 1,812 | 5,974 | |||
19 Nov | 0.00 | 0.7 | -0.05 | - | 16.646 | 675 | 4,026 | |||
18 Nov | 0.00 | 0.75 | -0.05 | - | 11.272 | 954 | 3,416 | |||
14 Nov | 0.00 | 0.8 | -1.65 | - | 10.464 | -46 | 2,595 | |||
13 Nov | 0.00 | 2.45 | 0.55 | 75.30 | 9.036 | 425 | 2,834 | |||
12 Nov | 0.00 | 1.9 | -0.75 | 71.20 | 14.658 | 213 | 2,460 | |||
11 Nov | 0.00 | 2.65 | 1.55 | 72.67 | 8.966 | -597 | 2,299 | |||
8 Nov | 0.00 | 1.1 | -0.20 | - | 5.133 | 81 | 2,885 | |||
7 Nov | 0.00 | 1.3 | -0.65 | - | 5.581 | 550 | 2,808 | |||
6 Nov | 0.00 | 1.95 | 0.00 | 75.16 | 4.375 | -271 | 2,278 | |||
5 Nov | 0.00 | 1.95 | -0.90 | - | 6.445 | 269 | 2,484 | |||
4 Nov | 0.00 | 2.85 | 0.15 | 75.11 | 5.843 | -127 | 2,212 | |||
1 Nov | 0.00 | 2.7 | -0.05 | 74.74 | 0.814 | 161 | 2,339 | |||
31 Oct | 0.00 | 2.75 | -1.45 | - | 5.073 | 199 | 2,178 | |||
30 Oct | 0.00 | 4.2 | -0.50 | - | 10.102 | -119 | 1,979 | |||
29 Oct | 0.00 | 4.7 | -0.05 | - | 6.946 | 171 | 2,098 | |||
28 Oct | 0.00 | 4.75 | -6.20 | - | 14.325 | 475 | 1,927 | |||
25 Oct | 0.00 | 10.95 | 1.85 | - | 5.411 | 576 | 1,452 | |||
24 Oct | 0.00 | 9.1 | 2.60 | - | 2.411 | 561 | 876 | |||
23 Oct | 0.00 | 6.5 | -1.00 | - | 0.421 | 104 | 315 | |||
22 Oct | 0.00 | 7.5 | 2.60 | - | 0.306 | 83 | 211 | |||
21 Oct | 0.00 | 4.9 | 0.60 | - | 0.087 | 19 | 128 | |||
18 Oct | 0.00 | 4.3 | -0.70 | - | 0.034 | 13 | 109 | |||
17 Oct | 0.00 | 5 | 0.00 | - | 0.011 | -2 | 96 | |||
16 Oct | 0.00 | 5 | -1.35 | - | 0.004 | 3 | 98 | |||
15 Oct | 0.00 | 6.35 | -0.55 | - | 0.037 | 38 | 95 | |||
14 Oct | 0.00 | 6.9 | -3.60 | - | 0.027 | 16 | 57 | |||
11 Oct | 0.00 | 10.5 | -1.50 | - | 0.018 | 22 | 41 | |||
10 Oct | 0.00 | 12 | -0.20 | - | 0.005 | 6 | 19 | |||
9 Oct | 0.00 | 12.2 | -3.80 | - | 0.002 | 1 | 13 | |||
8 Oct | 0.00 | 16 | -2.00 | - | 0.001 | -1 | 12 | |||
7 Oct | 0.00 | 18 | -5.00 | - | 0.003 | 2 | 13 | |||
4 Oct | 0.00 | 23 | -1.00 | - | 0.006 | 4 | 11 | |||
3 Oct | 0.00 | 24 | 3.20 | - | 0.002 | 3 | 7 | |||
1 Oct | 0.00 | 20.8 | -4.25 | - | 0.002 | 2 | 4 | |||
30 Sept | 0.00 | 25.05 | 4.40 | - | 0.001 | 1 | 2 | |||
27 Sept | 0.00 | 20.65 | 20.65 | - | 0.001 | 1 | 1 | |||
26 Sept | 0.00 | 0 | 0.00 | - | 0 | 0 | 0 | |||
25 Sept | 0.00 | 0 | 0.00 | - | 0 | 0 | 0 | |||
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24 Sept | 0.00 | 0 | - | 0 | 0 | 0 |
For Natural Gas - strike price 280 expiring on 21NOV2024
Delta for 280 CE is 0.68
Historical price for 280 CE is as follows
On 21 Nov NATURALGAS was trading at 0.00. The strike last trading price was 8.8, which was 6.60 higher than the previous day. The implied volatity was 121.31, the open interest changed by -2790 which decreased total open position to 3238
On 20 Nov NATURALGAS was trading at 0.00. The strike last trading price was 2.2, which was 1.50 higher than the previous day. The implied volatity was 93.20, the open interest changed by 1812 which increased total open position to 5974
On 19 Nov NATURALGAS was trading at 0.00. The strike last trading price was 0.7, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by 675 which increased total open position to 4026
On 18 Nov NATURALGAS was trading at 0.00. The strike last trading price was 0.75, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by 954 which increased total open position to 3416
On 14 Nov NATURALGAS was trading at 0.00. The strike last trading price was 0.8, which was -1.65 lower than the previous day. The implied volatity was -, the open interest changed by -46 which decreased total open position to 2595
On 13 Nov NATURALGAS was trading at 0.00. The strike last trading price was 2.45, which was 0.55 higher than the previous day. The implied volatity was 75.30, the open interest changed by 425 which increased total open position to 2834
On 12 Nov NATURALGAS was trading at 0.00. The strike last trading price was 1.9, which was -0.75 lower than the previous day. The implied volatity was 71.20, the open interest changed by 213 which increased total open position to 2460
On 11 Nov NATURALGAS was trading at 0.00. The strike last trading price was 2.65, which was 1.55 higher than the previous day. The implied volatity was 72.67, the open interest changed by -597 which decreased total open position to 2299
On 8 Nov NATURALGAS was trading at 0.00. The strike last trading price was 1.1, which was -0.20 lower than the previous day. The implied volatity was -, the open interest changed by 81 which increased total open position to 2885
On 7 Nov NATURALGAS was trading at 0.00. The strike last trading price was 1.3, which was -0.65 lower than the previous day. The implied volatity was -, the open interest changed by 550 which increased total open position to 2808
On 6 Nov NATURALGAS was trading at 0.00. The strike last trading price was 1.95, which was 0.00 lower than the previous day. The implied volatity was 75.16, the open interest changed by -271 which decreased total open position to 2278
On 5 Nov NATURALGAS was trading at 0.00. The strike last trading price was 1.95, which was -0.90 lower than the previous day. The implied volatity was -, the open interest changed by 269 which increased total open position to 2484
On 4 Nov NATURALGAS was trading at 0.00. The strike last trading price was 2.85, which was 0.15 higher than the previous day. The implied volatity was 75.11, the open interest changed by -127 which decreased total open position to 2212
On 1 Nov NATURALGAS was trading at 0.00. The strike last trading price was 2.7, which was -0.05 lower than the previous day. The implied volatity was 74.74, the open interest changed by 161 which increased total open position to 2339
On 31 Oct NATURALGAS was trading at 0.00. The strike last trading price was 2.75, which was -1.45 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 4.2, which was -0.50 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 4.7, which was -0.05 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 4.75, which was -6.20 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 10.95, which was 1.85 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 9.1, which was 2.60 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 -1.00 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 7.5, which was 2.60 higher 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 4.9, which was 0.60 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 4.3, which was -0.70 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 5, 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 5, which was -1.35 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 6.35, which was -0.55 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 6.9, which was -3.60 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 10.5, which was -1.50 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 12, which was -0.20 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 12.2, which was -3.80 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 16, which was -2.00 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 18, which was -5.00 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 23, which was -1.00 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 24, which was 3.20 higher 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 20.8, which was -4.25 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 25.05, which was 4.40 higher 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 20.65, which was 20.65 higher 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 280 PE | |||||||
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Delta: -0.31
Vega: 0.04
Theta: -4.09
Gamma: 0.03
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
21 Nov | 0.00 | 2.65 | -9.75 | 115.02 | 24.936 | 3,071 | 3,699 |
20 Nov | 0.00 | 12.4 | -11.25 | 93.20 | 18.227 | 391 | 618 |
19 Nov | 0.00 | 23.65 | -10.35 | 59.80 | 0.251 | 32 | 236 |
18 Nov | 0.00 | 34 | -5.75 | - | 0.018 | -1 | 204 |
14 Nov | 0.00 | 39.75 | 7.55 | - | 0.082 | -6 | 209 |
13 Nov | 0.00 | 32.2 | -1.80 | 70.40 | 0.036 | 10 | 222 |
12 Nov | 0.00 | 34 | -1.15 | 42.68 | 0.115 | -11 | 212 |
11 Nov | 0.00 | 35.15 | -18.75 | 73.93 | 0.025 | 12 | 223 |
8 Nov | 0.00 | 53.9 | -0.40 | - | 0.009 | -1 | 211 |
7 Nov | 0.00 | 54.3 | 4.75 | - | 0.014 | 2 | 212 |
6 Nov | 0.00 | 49.55 | -4.55 | 57.67 | 0.002 | -1 | 210 |
5 Nov | 0.00 | 54.1 | 2.10 | - | 0.009 | -3 | 211 |
4 Nov | 0.00 | 52 | -2.40 | 97.14 | 0.036 | 214 | 214 |
1 Nov | 0.00 | 54.4 | 0.00 | 0.00 | 0.019 | -1 | 0 |
31 Oct | 0.00 | 54.4 | 5.85 | - | 0.019 | -1 | 207 |
30 Oct | 0.00 | 48.55 | 4.85 | - | 0.012 | 0 | 208 |
29 Oct | 0.00 | 43.7 | -0.90 | - | 0.017 | -1 | 208 |
28 Oct | 0.00 | 44.6 | 12.80 | - | 0.063 | -8 | 209 |
25 Oct | 0.00 | 31.8 | -4.25 | - | 0.011 | 4 | 217 |
24 Oct | 0.00 | 36.05 | -7.15 | - | 0.222 | 205 | 213 |
23 Oct | 0.00 | 43.2 | -0.55 | - | 0.006 | 6 | 8 |
22 Oct | 0.00 | 43.75 | -5.75 | - | 0.002 | 2 | 2 |
21 Oct | 0.00 | 49.5 | 0.00 | - | 0.003 | 4 | 0 |
18 Oct | 0.00 | 49.5 | 49.50 | - | 0.003 | 4 | 4 |
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 280 expiring on 21NOV2024
Delta for 280 PE is -0.31
Historical price for 280 PE is as follows
On 21 Nov NATURALGAS was trading at 0.00. The strike last trading price was 2.65, which was -9.75 lower than the previous day. The implied volatity was 115.02, the open interest changed by 3071 which increased total open position to 3699
On 20 Nov NATURALGAS was trading at 0.00. The strike last trading price was 12.4, which was -11.25 lower than the previous day. The implied volatity was 93.20, the open interest changed by 391 which increased total open position to 618
On 19 Nov NATURALGAS was trading at 0.00. The strike last trading price was 23.65, which was -10.35 lower than the previous day. The implied volatity was 59.80, the open interest changed by 32 which increased total open position to 236
On 18 Nov NATURALGAS was trading at 0.00. The strike last trading price was 34, which was -5.75 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 204
On 14 Nov NATURALGAS was trading at 0.00. The strike last trading price was 39.75, which was 7.55 higher than the previous day. The implied volatity was -, the open interest changed by -6 which decreased total open position to 209
On 13 Nov NATURALGAS was trading at 0.00. The strike last trading price was 32.2, which was -1.80 lower than the previous day. The implied volatity was 70.40, the open interest changed by 10 which increased total open position to 222
On 12 Nov NATURALGAS was trading at 0.00. The strike last trading price was 34, which was -1.15 lower than the previous day. The implied volatity was 42.68, the open interest changed by -11 which decreased total open position to 212
On 11 Nov NATURALGAS was trading at 0.00. The strike last trading price was 35.15, which was -18.75 lower than the previous day. The implied volatity was 73.93, the open interest changed by 12 which increased total open position to 223
On 8 Nov NATURALGAS was trading at 0.00. The strike last trading price was 53.9, which was -0.40 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 211
On 7 Nov NATURALGAS was trading at 0.00. The strike last trading price was 54.3, which was 4.75 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 212
On 6 Nov NATURALGAS was trading at 0.00. The strike last trading price was 49.55, which was -4.55 lower than the previous day. The implied volatity was 57.67, the open interest changed by -1 which decreased total open position to 210
On 5 Nov NATURALGAS was trading at 0.00. The strike last trading price was 54.1, which was 2.10 higher than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 211
On 4 Nov NATURALGAS was trading at 0.00. The strike last trading price was 52, which was -2.40 lower than the previous day. The implied volatity was 97.14, the open interest changed by 214 which increased total open position to 214
On 1 Nov NATURALGAS was trading at 0.00. The strike last trading price was 54.4, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 31 Oct NATURALGAS was trading at 0.00. The strike last trading price was 54.4, which was 5.85 higher 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 48.55, which was 4.85 higher 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 43.7, which was -0.90 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 44.6, which was 12.80 higher 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 31.8, which was -4.25 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 36.05, which was -7.15 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 43.2, which was -0.55 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 43.75, which was -5.75 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 49.5, 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 49.5, which was 49.50 higher 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