NATURALGAS
Natural Gas
Historical option data for NATURALGAS
30 Jan 2025 11:29 PM IST
| NATURALGAS 21FEB2025 285 CE | ||||||||||
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Delta: 0.36
Vega: 0.25
Theta: -0.33
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 30 Jan | 0.00 | 8.85 | -2.5 | 58.99 | 14,842 | 390 | 1,923 | |||
| 29 Jan | 0.00 | 11.25 | 1.25 | 58.41 | 7,905 | 919 | 1,554 | |||
| 28 Jan | 0.00 | 9.7 | -5.1 | 56.77 | 3,198 | 148 | 668 | |||
| 27 Jan | 0.00 | 14.85 | -7.25 | 58.69 | 4,632 | 569 | 583 | |||
| 24 Jan | 0.00 | 25 | -2.3 | 56.98 | 9 | 7 | 14 | |||
| 23 Jan | 0.00 | 27.3 | -12.70 | 63.23 | 3,750 | 7 | 7 | |||
| 22 Jan | 0.00 | 40 | 0.00 | 0.00 | 1 | 6 | 0 | |||
| 21 Jan | 0.00 | 40 | 0.00 | 0.00 | 0.001 | 6 | 0 | |||
| 20 Jan | 0.00 | 40 | 1.70 | 94.98 | 0.001 | 6 | 0 | |||
| 17 Jan | 0.00 | 38.3 | -1.50 | 68.76 | 0.002 | 6 | 6 | |||
| 16 Jan | 0.00 | 39.8 | 3.55 | 73.08 | 0.002 | 3 | 0 | |||
| 15 Jan | 0.00 | 36.25 | 0.00 | 0.00 | 0.006 | 3 | 0 | |||
| 14 Jan | 0.00 | 36.25 | 0.00 | 0.00 | 0.006 | 3 | 0 | |||
| 13 Jan | 0.00 | 36.25 | 14.25 | 79.83 | 0.006 | 3 | 6 | |||
| 10 Jan | 0.00 | 22 | 0.00 | 0.00 | 0.004 | 3 | 0 | |||
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| 9 Jan | 0.00 | 22 | 0.00 | 0.00 | 0.004 | 3 | 3 | |||
| 8 Jan | 0.00 | 22 | 0.00 | 0.00 | 0.004 | 3 | 0 | |||
| 7 Jan | 0.00 | 22 | 0.00 | 0.00 | 0.004 | 3 | 0 | |||
| 6 Jan | 0.00 | 22 | 0.00 | 0.00 | 0.004 | 3 | 0 | |||
| 3 Jan | 0.00 | 22 | -1.80 | 0.00 | 0.004 | 3 | 0 | |||
| 31 Dec | 0.00 | 23.8 | 23.80 | 77.00 | 0.002 | 3 | 3 | |||
| 27 Dec | 0.00 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 26 Dec | 0.00 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 24 Dec | 0.00 | 0 | 0.00 | 0 | 0 | 0 | ||||
For Natural Gas - strike price 285 expiring on 21FEB2025
Delta for 285 CE is 0.36
Historical price for 285 CE is as follows
On 30 Jan NATURALGAS was trading at 0.00. The strike last trading price was 8.85, which was -2.5 lower than the previous day. The implied volatity was 58.99, the open interest changed by 390 which increased total open position to 1923
On 29 Jan NATURALGAS was trading at 0.00. The strike last trading price was 11.25, which was 1.25 higher than the previous day. The implied volatity was 58.41, the open interest changed by 919 which increased total open position to 1554
On 28 Jan NATURALGAS was trading at 0.00. The strike last trading price was 9.7, which was -5.1 lower than the previous day. The implied volatity was 56.77, the open interest changed by 148 which increased total open position to 668
On 27 Jan NATURALGAS was trading at 0.00. The strike last trading price was 14.85, which was -7.25 lower than the previous day. The implied volatity was 58.69, the open interest changed by 569 which increased total open position to 583
On 24 Jan NATURALGAS was trading at 0.00. The strike last trading price was 25, which was -2.3 lower than the previous day. The implied volatity was 56.98, the open interest changed by 7 which increased total open position to 14
On 23 Jan NATURALGAS was trading at 0.00. The strike last trading price was 27.3, which was -12.70 lower than the previous day. The implied volatity was 63.23, the open interest changed by 7 which increased total open position to 7
On 22 Jan NATURALGAS was trading at 0.00. The strike last trading price was 40, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 6 which increased total open position to 0
On 21 Jan NATURALGAS was trading at 0.00. The strike last trading price was 40, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 6 which increased total open position to 0
On 20 Jan NATURALGAS was trading at 0.00. The strike last trading price was 40, which was 1.70 higher than the previous day. The implied volatity was 94.98, the open interest changed by 6 which increased total open position to 0
On 17 Jan NATURALGAS was trading at 0.00. The strike last trading price was 38.3, which was -1.50 lower than the previous day. The implied volatity was 68.76, the open interest changed by 6 which increased total open position to 6
On 16 Jan NATURALGAS was trading at 0.00. The strike last trading price was 39.8, which was 3.55 higher than the previous day. The implied volatity was 73.08, the open interest changed by 3 which increased total open position to 0
On 15 Jan NATURALGAS was trading at 0.00. The strike last trading price was 36.25, which was 0.00 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 14 Jan NATURALGAS was trading at 0.00. The strike last trading price was 36.25, which was 0.00 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 13 Jan NATURALGAS was trading at 0.00. The strike last trading price was 36.25, which was 14.25 higher than the previous day. The implied volatity was 79.83, the open interest changed by 3 which increased total open position to 6
On 10 Jan NATURALGAS was trading at 0.00. The strike last trading price was 22, which was 0.00 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 9 Jan NATURALGAS was trading at 0.00. The strike last trading price was 22, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 3
On 8 Jan NATURALGAS was trading at 0.00. The strike last trading price was 22, which was 0.00 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 7 Jan NATURALGAS was trading at 0.00. The strike last trading price was 22, which was 0.00 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 6 Jan NATURALGAS was trading at 0.00. The strike last trading price was 22, which was 0.00 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 3 Jan NATURALGAS was trading at 0.00. The strike last trading price was 22, which was -1.80 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 31 Dec NATURALGAS was trading at 0.00. The strike last trading price was 23.8, which was 23.80 higher than the previous day. The implied volatity was 77.00, the open interest changed by 3 which increased total open position to 3
On 27 Dec 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 26 Dec 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 24 Dec NATURALGAS was trading at 0.00. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
| NATURALGAS 21FEB2025 285 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.65
Vega: 0.25
Theta: -0.32
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 30 Jan | 0.00 | 25.8 | 3.1 | 57.31 | 3,641 | 29 | 145 |
| 29 Jan | 0.00 | 22.95 | -1.3 | 58.78 | 688 | 45 | 132 |
| 28 Jan | 0.00 | 24.9 | 4.7 | 56.77 | 1,974 | -93 | 105 |
| 27 Jan | 0.00 | 20.05 | 6.2 | 58.35 | 3,225 | 208 | 247 |
| 24 Jan | 0.00 | 13.85 | 0.75 | 59.59 | 142 | 34 | 44 |
| 23 Jan | 0.00 | 14.3 | 0.65 | 60.09 | 20,000 | 8 | 11 |
| 22 Jan | 0.00 | 13.65 | 13.65 | 60.55 | 10 | 3 | 3 |
| 21 Jan | 0.00 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 20 Jan | 0.00 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 17 Jan | 0.00 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 16 Jan | 0.00 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 15 Jan | 0.00 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 14 Jan | 0.00 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Jan | 0.00 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 10 Jan | 0.00 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 9 Jan | 0.00 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 8 Jan | 0.00 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 7 Jan | 0.00 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Jan | 0.00 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 3 Jan | 0.00 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 31 Dec | 0.00 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 27 Dec | 0.00 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 26 Dec | 0.00 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 24 Dec | 0.00 | 0 | 0.00 | 0 | 0 | 0 | |
For Natural Gas - strike price 285 expiring on 21FEB2025
Delta for 285 PE is -0.65
Historical price for 285 PE is as follows
On 30 Jan NATURALGAS was trading at 0.00. The strike last trading price was 25.8, which was 3.1 higher than the previous day. The implied volatity was 57.31, the open interest changed by 29 which increased total open position to 145
On 29 Jan NATURALGAS was trading at 0.00. The strike last trading price was 22.95, which was -1.3 lower than the previous day. The implied volatity was 58.78, the open interest changed by 45 which increased total open position to 132
On 28 Jan NATURALGAS was trading at 0.00. The strike last trading price was 24.9, which was 4.7 higher than the previous day. The implied volatity was 56.77, the open interest changed by -93 which decreased total open position to 105
On 27 Jan NATURALGAS was trading at 0.00. The strike last trading price was 20.05, which was 6.2 higher than the previous day. The implied volatity was 58.35, the open interest changed by 208 which increased total open position to 247
On 24 Jan NATURALGAS was trading at 0.00. The strike last trading price was 13.85, which was 0.75 higher than the previous day. The implied volatity was 59.59, the open interest changed by 34 which increased total open position to 44
On 23 Jan NATURALGAS was trading at 0.00. The strike last trading price was 14.3, which was 0.65 higher than the previous day. The implied volatity was 60.09, the open interest changed by 8 which increased total open position to 11
On 22 Jan NATURALGAS was trading at 0.00. The strike last trading price was 13.65, which was 13.65 higher than the previous day. The implied volatity was 60.55, the open interest changed by 3 which increased total open position to 3
On 21 Jan 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 20 Jan 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 17 Jan 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 16 Jan 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 15 Jan 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 Jan 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 Jan 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 10 Jan 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 9 Jan 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 Jan 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 Jan 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 Jan 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 3 Jan 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 Dec 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 27 Dec 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 26 Dec 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 24 Dec NATURALGAS was trading at 0.00. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
