NATURALGAS
Natural Gas
Historical option data for NATURALGAS
21 Nov 2024 11:40 PM IST
| NATURALGAS 23DEC2024 290 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.55
Vega: 0.34
Theta: -0.38
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 0.00 | 25.15 | 1.15 | 72.01 | 8.886 | 339 | 927 | |||
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| 20 Nov | 0.00 | 24 | 6.10 | 73.64 | 0.985 | 335 | 544 | |||
| 19 Nov | 0.00 | 17.9 | 4.90 | 70.57 | 0.239 | 89 | 207 | |||
| 18 Nov | 0.00 | 13 | 13.00 | 65.09 | 0.109 | 100 | 117 | |||
| 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 290 expiring on 23DEC2024
Delta for 290 CE is 0.55
Historical price for 290 CE is as follows
On 21 Nov NATURALGAS was trading at 0.00. The strike last trading price was 25.15, which was 1.15 higher than the previous day. The implied volatity was 72.01, the open interest changed by 339 which increased total open position to 927
On 20 Nov NATURALGAS was trading at 0.00. The strike last trading price was 24, which was 6.10 higher than the previous day. The implied volatity was 73.64, the open interest changed by 335 which increased total open position to 544
On 19 Nov NATURALGAS was trading at 0.00. The strike last trading price was 17.9, which was 4.90 higher than the previous day. The implied volatity was 70.57, the open interest changed by 89 which increased total open position to 207
On 18 Nov NATURALGAS was trading at 0.00. The strike last trading price was 13, which was 13.00 higher than the previous day. The implied volatity was 65.09, the open interest changed by 100 which increased total open position to 117
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 290 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.45
Vega: 0.34
Theta: -0.38
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 0.00 | 24.2 | -2.55 | 71.57 | 6.89 | 766 | 826 |
| 20 Nov | 0.00 | 26.75 | 26.75 | 72.62 | 0.114 | 60 | 60 |
| 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 |
| 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 290 expiring on 23DEC2024
Delta for 290 PE is -0.45
Historical price for 290 PE is as follows
On 21 Nov NATURALGAS was trading at 0.00. The strike last trading price was 24.2, which was -2.55 lower than the previous day. The implied volatity was 71.57, the open interest changed by 766 which increased total open position to 826
On 20 Nov NATURALGAS was trading at 0.00. The strike last trading price was 26.75, which was 26.75 higher than the previous day. The implied volatity was 72.62, the open interest changed by 60 which increased total open position to 60
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 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
