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NATURALGAS
Natural Gas

286.1 18.10 (6.75%)

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Historical option data for NATURALGAS

21 Nov 2024 04:10 PM IST
NATURALGAS 21NOV2024 280 CE
Delta: 0.68
Vega: 0.04
Theta: -4.36
Gamma: 0.03
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
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
Delta: -0.31
Vega: 0.04
Theta: -4.09
Gamma: 0.03
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