NATURALGAS
Natural Gas
Historical option data for NATURALGAS
21 Nov 2024 04:00 PM IST
NATURALGAS 21NOV2024 290 CE | ||||||||||
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Delta: 0.37
Vega: 0.04
Theta: -4.32
Gamma: 0.03
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
21 Nov | 0.00 | 3.2 | 2.60 | 114.97 | 23.651 | 499 | 3,693 | |||
20 Nov | 0.00 | 0.6 | 0.45 | - | 19.31 | 442 | 3,281 | |||
19 Nov | 0.00 | 0.15 | -0.15 | - | 7.046 | 252 | 2,855 | |||
18 Nov | 0.00 | 0.3 | -0.10 | - | 5.569 | 162 | 2,608 | |||
14 Nov | 0.00 | 0.4 | -1.00 | - | 8.11 | -50 | 2,384 | |||
13 Nov | 0.00 | 1.4 | 0.20 | - | 6.099 | 760 | 2,482 | |||
12 Nov | 0.00 | 1.2 | -0.50 | - | 7.874 | 690 | 1,713 | |||
11 Nov | 0.00 | 1.7 | 1.00 | 75.20 | 5.342 | 121 | 1,015 | |||
8 Nov | 0.00 | 0.7 | -0.20 | - | 2.43 | -148 | 937 | |||
7 Nov | 0.00 | 0.9 | -0.45 | - | 3.43 | 211 | 1,091 | |||
6 Nov | 0.00 | 1.35 | -0.05 | - | 5.212 | -174 | 883 | |||
5 Nov | 0.00 | 1.4 | -0.60 | - | 2.458 | -41 | 1,058 | |||
4 Nov | 0.00 | 2 | 0.05 | - | 3.318 | -42 | 1,085 | |||
1 Nov | 0.00 | 1.95 | -0.15 | - | 0.378 | 31 | 1,127 | |||
31 Oct | 0.00 | 2.1 | -0.95 | - | 2.47 | 186 | 1,096 | |||
30 Oct | 0.00 | 3.05 | -0.55 | - | 5.099 | 214 | 910 | |||
29 Oct | 0.00 | 3.6 | 0.05 | - | 1.853 | 97 | 696 | |||
28 Oct | 0.00 | 3.55 | -5.15 | - | 6.156 | 76 | 599 | |||
25 Oct | 0.00 | 8.7 | 1.70 | - | 2.246 | 257 | 523 | |||
24 Oct | 0.00 | 7 | 2.90 | - | 0.838 | 266 | 266 | |||
23 Oct | 0.00 | 4.1 | 0.00 | - | 0.006 | 7 | 0 | |||
22 Oct | 0.00 | 4.1 | 0.00 | - | 0.006 | 7 | 0 | |||
21 Oct | 0.00 | 4.1 | 0.00 | - | 0.006 | 7 | 0 | |||
18 Oct | 0.00 | 4.1 | 0.00 | - | 0.006 | 7 | 0 | |||
17 Oct | 0.00 | 4.1 | 0.00 | - | 0.006 | 7 | 0 | |||
16 Oct | 0.00 | 4.1 | -5.40 | - | 0.006 | 7 | 0 | |||
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15 Oct | 0.00 | 9.5 | 0.00 | - | 0.006 | 7 | 7 | |||
14 Oct | 0.00 | 9.5 | 0.00 | - | 0.006 | 7 | 0 | |||
11 Oct | 0.00 | 9.5 | 0.00 | - | 0.006 | 7 | 0 | |||
10 Oct | 0.00 | 9.5 | 9.50 | - | 0.006 | 7 | 7 | |||
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 290 expiring on 21NOV2024
Delta for 290 CE is 0.37
Historical price for 290 CE is as follows
On 21 Nov NATURALGAS was trading at 0.00. The strike last trading price was 3.2, which was 2.60 higher than the previous day. The implied volatity was 114.97, the open interest changed by 499 which increased total open position to 3693
On 20 Nov NATURALGAS was trading at 0.00. The strike last trading price was 0.6, which was 0.45 higher than the previous day. The implied volatity was -, the open interest changed by 442 which increased total open position to 3281
On 19 Nov NATURALGAS was trading at 0.00. The strike last trading price was 0.15, which was -0.15 lower than the previous day. The implied volatity was -, the open interest changed by 252 which increased total open position to 2855
On 18 Nov NATURALGAS was trading at 0.00. The strike last trading price was 0.3, which was -0.10 lower than the previous day. The implied volatity was -, the open interest changed by 162 which increased total open position to 2608
On 14 Nov NATURALGAS was trading at 0.00. The strike last trading price was 0.4, which was -1.00 lower than the previous day. The implied volatity was -, the open interest changed by -50 which decreased total open position to 2384
On 13 Nov NATURALGAS was trading at 0.00. The strike last trading price was 1.4, which was 0.20 higher than the previous day. The implied volatity was -, the open interest changed by 760 which increased total open position to 2482
On 12 Nov NATURALGAS was trading at 0.00. The strike last trading price was 1.2, which was -0.50 lower than the previous day. The implied volatity was -, the open interest changed by 690 which increased total open position to 1713
On 11 Nov NATURALGAS was trading at 0.00. The strike last trading price was 1.7, which was 1.00 higher than the previous day. The implied volatity was 75.20, the open interest changed by 121 which increased total open position to 1015
On 8 Nov NATURALGAS was trading at 0.00. The strike last trading price was 0.7, which was -0.20 lower than the previous day. The implied volatity was -, the open interest changed by -148 which decreased total open position to 937
On 7 Nov NATURALGAS was trading at 0.00. The strike last trading price was 0.9, which was -0.45 lower than the previous day. The implied volatity was -, the open interest changed by 211 which increased total open position to 1091
On 6 Nov NATURALGAS was trading at 0.00. The strike last trading price was 1.35, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by -174 which decreased total open position to 883
On 5 Nov NATURALGAS was trading at 0.00. The strike last trading price was 1.4, which was -0.60 lower than the previous day. The implied volatity was -, the open interest changed by -41 which decreased total open position to 1058
On 4 Nov NATURALGAS was trading at 0.00. The strike last trading price was 2, which was 0.05 higher than the previous day. The implied volatity was -, the open interest changed by -42 which decreased total open position to 1085
On 1 Nov NATURALGAS was trading at 0.00. The strike last trading price was 1.95, which was -0.15 lower than the previous day. The implied volatity was -, the open interest changed by 31 which increased total open position to 1127
On 31 Oct NATURALGAS was trading at 0.00. The strike last trading price was 2.1, which was -0.95 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 3.05, 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 29 Oct NATURALGAS was trading at 0.00. The strike last trading price was 3.6, which was 0.05 higher 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 3.55, which was -5.15 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 8.7, which was 1.70 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 7, which was 2.90 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 4.1, 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 4.1, 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 4.1, 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 4.1, 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 4.1, 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 4.1, which was -5.40 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 9.5, 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 14 Oct NATURALGAS was trading at 0.00. The strike last trading price was 9.5, 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 11 Oct NATURALGAS was trading at 0.00. The strike last trading price was 9.5, 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 10 Oct NATURALGAS was trading at 0.00. The strike last trading price was 9.5, which was 9.50 higher 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 290 PE | |||||||
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Delta: -0.63
Vega: 0.04
Theta: -4.42
Gamma: 0.03
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
21 Nov | 0.00 | 7.9 | -12.90 | 117.33 | 6.069 | 967 | 1,024 |
20 Nov | 0.00 | 20.8 | -21.45 | - | 0.326 | 75 | 91 |
19 Nov | 0.00 | 42.25 | -6.40 | - | 0.002 | 14 | 14 |
18 Nov | 0.00 | 48.65 | 0.00 | 0.00 | 0.002 | 0 | 0 |
14 Nov | 0.00 | 48.65 | 0.00 | 0.00 | 0.002 | 0 | 0 |
13 Nov | 0.00 | 48.65 | 5.45 | - | 0.002 | 0 | 15 |
12 Nov | 0.00 | 43.2 | -21.90 | - | 0.031 | 15 | 15 |
11 Nov | 0.00 | 65.1 | 0.00 | 0.00 | 0.003 | 36 | 0 |
8 Nov | 0.00 | 65.1 | 0.00 | 0.00 | 0.003 | 36 | 0 |
7 Nov | 0.00 | 65.1 | 0.00 | 0.00 | 0.003 | 36 | 0 |
6 Nov | 0.00 | 65.1 | 7.55 | - | 0.003 | 36 | 36 |
5 Nov | 0.00 | 57.55 | -17.20 | - | 0.001 | 32 | 0 |
4 Nov | 0.00 | 74.75 | 16.25 | - | 0.001 | 32 | 32 |
1 Nov | 0.00 | 58.5 | 0.00 | 0.00 | 0.002 | 33 | 0 |
31 Oct | 0.00 | 58.5 | 3.45 | - | 0.002 | 33 | 33 |
30 Oct | 0.00 | 55.05 | 0.00 | - | 0.002 | -5 | 0 |
29 Oct | 0.00 | 55.05 | 11.95 | - | 0.002 | -5 | 0 |
28 Oct | 0.00 | 43.1 | 0.00 | - | 0.004 | -5 | 0 |
25 Oct | 0.00 | 43.1 | -0.65 | - | 0.004 | -5 | 32 |
24 Oct | 0.00 | 43.75 | 43.75 | - | 0.033 | 37 | 37 |
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 290 expiring on 21NOV2024
Delta for 290 PE is -0.63
Historical price for 290 PE is as follows
On 21 Nov NATURALGAS was trading at 0.00. The strike last trading price was 7.9, which was -12.90 lower than the previous day. The implied volatity was 117.33, the open interest changed by 967 which increased total open position to 1024
On 20 Nov NATURALGAS was trading at 0.00. The strike last trading price was 20.8, which was -21.45 lower than the previous day. The implied volatity was -, 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 42.25, which was -6.40 lower than the previous day. The implied volatity was -, the open interest changed by 14 which increased total open position to 14
On 18 Nov NATURALGAS was trading at 0.00. The strike last trading price was 48.65, 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 48.65, 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 48.65, which was 5.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 15
On 12 Nov NATURALGAS was trading at 0.00. The strike last trading price was 43.2, which was -21.90 lower than the previous day. The implied volatity was -, the open interest changed by 15 which increased total open position to 15
On 11 Nov NATURALGAS was trading at 0.00. The strike last trading price was 65.1, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 36 which increased total open position to 0
On 8 Nov NATURALGAS was trading at 0.00. The strike last trading price was 65.1, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 36 which increased total open position to 0
On 7 Nov NATURALGAS was trading at 0.00. The strike last trading price was 65.1, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 36 which increased total open position to 0
On 6 Nov NATURALGAS was trading at 0.00. The strike last trading price was 65.1, which was 7.55 higher than the previous day. The implied volatity was -, the open interest changed by 36 which increased total open position to 36
On 5 Nov NATURALGAS was trading at 0.00. The strike last trading price was 57.55, which was -17.20 lower than the previous day. The implied volatity was -, the open interest changed by 32 which increased total open position to 0
On 4 Nov NATURALGAS was trading at 0.00. The strike last trading price was 74.75, which was 16.25 higher than the previous day. The implied volatity was -, the open interest changed by 32 which increased total open position to 32
On 1 Nov NATURALGAS was trading at 0.00. The strike last trading price was 58.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 33 which increased total open position to 0
On 31 Oct NATURALGAS was trading at 0.00. The strike last trading price was 58.5, which was 3.45 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 55.05, 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 29 Oct NATURALGAS was trading at 0.00. The strike last trading price was 55.05, which was 11.95 higher 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 43.1, 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 43.1, which was -0.65 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 43.75, which was 43.75 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 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