NATURALGAS
Natural Gas
Historical option data for NATURALGAS
22 Nov 2024 01:00 PM IST
| NATURALGAS 23DEC2024 285 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.61
Vega: 0.33
Theta: -0.38
Gamma: 0.01
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 22 Nov | 0.00 | 31 | 3.90 | 72.98 | 0.539 | 128 | 177 | |||
| 21 Nov | 0.00 | 27.1 | 1.30 | 70.70 | 0.601 | -64 | 52 | |||
| 20 Nov | 0.00 | 25.8 | 6.30 | 72.29 | 0.472 | 75 | 91 | |||
| 19 Nov | 0.00 | 19.5 | 5.40 | 69.51 | 0.012 | 9 | 16 | |||
|
|
||||||||||
| 18 Nov | 0.00 | 14.1 | 14.10 | 63.48 | 0.009 | 7 | 7 | |||
| 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 285 expiring on 23DEC2024
Delta for 285 CE is 0.61
Historical price for 285 CE is as follows
On 22 Nov NATURALGAS was trading at 0.00. The strike last trading price was 31, which was 3.90 higher than the previous day. The implied volatity was 72.98, the open interest changed by 128 which increased total open position to 177
On 21 Nov NATURALGAS was trading at 0.00. The strike last trading price was 27.1, which was 1.30 higher than the previous day. The implied volatity was 70.70, the open interest changed by -64 which decreased total open position to 52
On 20 Nov NATURALGAS was trading at 0.00. The strike last trading price was 25.8, which was 6.30 higher than the previous day. The implied volatity was 72.29, the open interest changed by 75 which increased total open position to 91
On 19 Nov NATURALGAS was trading at 0.00. The strike last trading price was 19.5, which was 5.40 higher than the previous day. The implied volatity was 69.51, the open interest changed by 9 which increased total open position to 16
On 18 Nov NATURALGAS was trading at 0.00. The strike last trading price was 14.1, which was 14.10 higher than the previous day. The implied volatity was 63.48, the open interest changed by 7 which increased total open position to 7
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
| NATURALGAS 23DEC2024 285 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.39
Vega: 0.33
Theta: -0.39
Gamma: 0.01
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Nov | 0.00 | 19.65 | -1.95 | 73.13 | 1.156 | 89 | 255 |
| 21 Nov | 0.00 | 21.6 | -2.40 | 71.59 | 1.21 | 74 | 199 |
| 20 Nov | 0.00 | 24 | -4.50 | 72.58 | 0.219 | 103 | 107 |
| 19 Nov | 0.00 | 28.5 | 28.50 | 69.37 | 0.003 | 4 | 4 |
| 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 285 expiring on 23DEC2024
Delta for 285 PE is -0.39
Historical price for 285 PE is as follows
On 22 Nov NATURALGAS was trading at 0.00. The strike last trading price was 19.65, which was -1.95 lower than the previous day. The implied volatity was 73.13, the open interest changed by 89 which increased total open position to 255
On 21 Nov NATURALGAS was trading at 0.00. The strike last trading price was 21.6, which was -2.40 lower than the previous day. The implied volatity was 71.59, the open interest changed by 74 which increased total open position to 199
On 20 Nov NATURALGAS was trading at 0.00. The strike last trading price was 24, which was -4.50 lower than the previous day. The implied volatity was 72.58, the open interest changed by 103 which increased total open position to 107
On 19 Nov NATURALGAS was trading at 0.00. The strike last trading price was 28.5, which was 28.50 higher than the previous day. The implied volatity was 69.37, the open interest changed by 4 which increased total open position to 4
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
