NATURALGAS
Natural Gas
Historical option data for NATURALGAS
21 Nov 2024 04:00 PM IST
| NATURALGAS 21NOV2024 285 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.52
Vega: 0.04
Theta: -4.71
Gamma: 0.03
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 0.00 | 5.5 | 4.35 | 118.64 | 23.664 | -797 | 2,288 | |||
| 20 Nov | 0.00 | 1.15 | 0.85 | 90.91 | 33.813 | 2,226 | 3,258 | |||
| 19 Nov | 0.00 | 0.3 | -0.15 | - | 2.756 | 317 | 950 | |||
| 18 Nov | 0.00 | 0.45 | -0.10 | - | 1.22 | 209 | 678 | |||
| 14 Nov | 0.00 | 0.55 | -1.35 | - | 2.266 | -84 | 355 | |||
| 13 Nov | 0.00 | 1.9 | 0.40 | - | 2.223 | 29 | 471 | |||
| 12 Nov | 0.00 | 1.5 | -0.65 | 72.69 | 4.075 | 256 | 447 | |||
| 11 Nov | 0.00 | 2.15 | 1.25 | 74.18 | 1.221 | 18 | 215 | |||
| 8 Nov | 0.00 | 0.9 | -0.20 | - | 0.349 | 12 | 218 | |||
| 7 Nov | 0.00 | 1.1 | -0.50 | - | 0.712 | -20 | 213 | |||
| 6 Nov | 0.00 | 1.6 | 0.00 | - | 0.538 | -50 | 235 | |||
| 5 Nov | 0.00 | 1.6 | -0.60 | - | 0.874 | 11 | 289 | |||
| 4 Nov | 0.00 | 2.2 | -0.10 | 74.08 | 0.675 | 65 | 280 | |||
| 1 Nov | 0.00 | 2.3 | -0.20 | - | 0.047 | 5 | 215 | |||
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| 31 Oct | 0.00 | 2.5 | -1.05 | - | 0.766 | 61 | 210 | |||
| 30 Oct | 0.00 | 3.55 | -0.50 | - | 1.774 | -2 | 149 | |||
| 29 Oct | 0.00 | 4.05 | 0.00 | - | 1.618 | -18 | 151 | |||
| 28 Oct | 0.00 | 4.05 | -5.95 | - | 3.045 | 49 | 169 | |||
| 25 Oct | 0.00 | 10 | 1.50 | - | 0.383 | 94 | 120 | |||
| 24 Oct | 0.00 | 8.5 | 2.70 | - | 0.065 | -4 | 26 | |||
| 23 Oct | 0.00 | 5.8 | -0.10 | - | 0.022 | 17 | 30 | |||
| 22 Oct | 0.00 | 5.9 | -1.90 | - | 0.003 | 13 | 13 | |||
| 21 Oct | 0.00 | 7.8 | 0.00 | - | 0.009 | 0 | 0 | |||
| 18 Oct | 0.00 | 7.8 | 0.00 | - | 0.009 | 0 | 0 | |||
| 17 Oct | 0.00 | 7.8 | 0.00 | - | 0.009 | 0 | 0 | |||
| 16 Oct | 0.00 | 7.8 | 0.00 | - | 0.009 | 0 | 0 | |||
| 15 Oct | 0.00 | 7.8 | 0.00 | - | 0.009 | 0 | 11 | |||
| 14 Oct | 0.00 | 7.8 | 7.80 | - | 0.009 | 11 | 11 | |||
| 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 285 expiring on 21NOV2024
Delta for 285 CE is 0.52
Historical price for 285 CE is as follows
On 21 Nov NATURALGAS was trading at 0.00. The strike last trading price was 5.5, which was 4.35 higher than the previous day. The implied volatity was 118.64, the open interest changed by -797 which decreased total open position to 2288
On 20 Nov NATURALGAS was trading at 0.00. The strike last trading price was 1.15, which was 0.85 higher than the previous day. The implied volatity was 90.91, the open interest changed by 2226 which increased total open position to 3258
On 19 Nov NATURALGAS was trading at 0.00. The strike last trading price was 0.3, which was -0.15 lower than the previous day. The implied volatity was -, the open interest changed by 317 which increased total open position to 950
On 18 Nov NATURALGAS was trading at 0.00. The strike last trading price was 0.45, which was -0.10 lower than the previous day. The implied volatity was -, the open interest changed by 209 which increased total open position to 678
On 14 Nov NATURALGAS was trading at 0.00. The strike last trading price was 0.55, which was -1.35 lower than the previous day. The implied volatity was -, the open interest changed by -84 which decreased total open position to 355
On 13 Nov NATURALGAS was trading at 0.00. The strike last trading price was 1.9, which was 0.40 higher than the previous day. The implied volatity was -, the open interest changed by 29 which increased total open position to 471
On 12 Nov NATURALGAS was trading at 0.00. The strike last trading price was 1.5, which was -0.65 lower than the previous day. The implied volatity was 72.69, the open interest changed by 256 which increased total open position to 447
On 11 Nov NATURALGAS was trading at 0.00. The strike last trading price was 2.15, which was 1.25 higher than the previous day. The implied volatity was 74.18, the open interest changed by 18 which increased total open position to 215
On 8 Nov NATURALGAS was trading at 0.00. The strike last trading price was 0.9, which was -0.20 lower than the previous day. The implied volatity was -, the open interest changed by 12 which increased total open position to 218
On 7 Nov NATURALGAS was trading at 0.00. The strike last trading price was 1.1, which was -0.50 lower than the previous day. The implied volatity was -, the open interest changed by -20 which decreased total open position to 213
On 6 Nov NATURALGAS was trading at 0.00. The strike last trading price was 1.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -50 which decreased total open position to 235
On 5 Nov NATURALGAS was trading at 0.00. The strike last trading price was 1.6, which was -0.60 lower than the previous day. The implied volatity was -, the open interest changed by 11 which increased total open position to 289
On 4 Nov NATURALGAS was trading at 0.00. The strike last trading price was 2.2, which was -0.10 lower than the previous day. The implied volatity was 74.08, the open interest changed by 65 which increased total open position to 280
On 1 Nov NATURALGAS was trading at 0.00. The strike last trading price was 2.3, which was -0.20 lower than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 215
On 31 Oct NATURALGAS was trading at 0.00. The strike last trading price was 2.5, which was -1.05 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 3.55, 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 4.05, 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 28 Oct NATURALGAS was trading at 0.00. The strike last trading price was 4.05, which was -5.95 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, which was 1.50 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 8.5, which was 2.70 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 5.8, which was -0.10 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 5.9, which was -1.90 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 7.8, 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 7.8, 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 17 Oct NATURALGAS was trading at 0.00. The strike last trading price was 7.8, 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 7.8, 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 7.8, 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 7.8, which was 7.80 higher 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
| NATURALGAS 21NOV2024 285 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.48
Vega: 0.04
Theta: -4.66
Gamma: 0.03
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 0.00 | 5.05 | -10.95 | 117.53 | 11.006 | 1,904 | 1,955 |
| 20 Nov | 0.00 | 16 | 16.00 | - | 0.528 | 56 | 56 |
| 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 |
| 8 Nov | 0.00 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 7 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 |
| 1 Nov | 0.00 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 31 Oct | 0.00 | 0 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 0.00 | 0 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 0.00 | 0 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 0.00 | 0 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 0.00 | 0 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 0.00 | 0 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 0.00 | 0 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 0.00 | 0 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 0.00 | 0 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 0.00 | 0 | 0.00 | - | 0 | 0 | 0 |
| 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 285 expiring on 21NOV2024
Delta for 285 PE is -0.48
Historical price for 285 PE is as follows
On 21 Nov NATURALGAS was trading at 0.00. The strike last trading price was 5.05, which was -10.95 lower than the previous day. The implied volatity was 117.53, the open interest changed by 1904 which increased total open position to 1955
On 20 Nov NATURALGAS was trading at 0.00. The strike last trading price was 16, which was 16.00 higher than the previous day. The implied volatity was -, the open interest changed by 56 which increased total open position to 56
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 8 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 7 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 1 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 0.00 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 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 29 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 28 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 25 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 24 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 23 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 22 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 21 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 18 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 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
