NATURALGAS
Natural Gas
Historical option data for NATURALGAS
20 Dec 2024 11:40 PM IST
| NATURALGAS 23DEC2024 295 CE | ||||||||||
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Delta: 0.87
Vega: 0.06
Theta: -0.79
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 0.00 | 26.05 | 15.15 | 78.66 | 13.034 | -1,502 | 1,754 | |||
| 19 Dec | 0.00 | 10.9 | 3.55 | 76.22 | 64.738 | 944 | 3,552 | |||
| 18 Dec | 0.00 | 7.35 | 4.40 | 78.87 | 39.546 | -1,284 | 2,741 | |||
| 17 Dec | 0.00 | 2.95 | -2.05 | 79.73 | 11.934 | 371 | 4,153 | |||
| 16 Dec | 0.00 | 5 | -2.90 | 81.40 | 11.235 | 430 | 3,964 | |||
| 13 Dec | 0.00 | 7.9 | -9.85 | 77.19 | 31.45 | 2,425 | 3,818 | |||
| 12 Dec | 0.00 | 17.75 | 5.90 | 74.03 | 23.216 | 621 | 1,487 | |||
| 11 Dec | 0.00 | 11.85 | 6.75 | 73.50 | 8.166 | -271 | 888 | |||
| 10 Dec | 0.00 | 5.1 | -1.25 | 69.87 | 4.572 | 88 | 1,298 | |||
| 9 Dec | 0.00 | 6.35 | 1.15 | 68.71 | 6.021 | -93 | 1,232 | |||
| 6 Dec | 0.00 | 5.2 | 0.20 | 69.39 | 2.011 | -35 | 1,347 | |||
| 5 Dec | 0.00 | 5 | -0.05 | 68.97 | 4.658 | -95 | 1,401 | |||
| 4 Dec | 0.00 | 5.05 | -0.65 | 69.84 | 2.203 | 120 | 1,505 | |||
| 3 Dec | 0.00 | 5.7 | -5.05 | 71.33 | 5.345 | 624 | 1,478 | |||
| 2 Dec | 0.00 | 10.75 | -6.15 | 72.42 | 5.975 | 104 | 856 | |||
| 29 Nov | 0.00 | 16.9 | 1.90 | 74.70 | 3.768 | -218 | 765 | |||
| 28 Nov | 0.00 | 15 | 2.75 | 75.10 | 2.779 | -461 | 1,015 | |||
| 27 Nov | 0.00 | 12.25 | -9.85 | 72.88 | 9.369 | -163 | 1,561 | |||
| 26 Nov | 0.00 | 22.1 | -1.80 | 77.86 | 14.062 | 383 | 1,812 | |||
| 25 Nov | 0.00 | 23.9 | 6.90 | 77.40 | 11.83 | 692 | 1,359 | |||
| 22 Nov | 0.00 | 17 | -6.05 | 73.23 | 9.645 | 922 | 1,036 | |||
| 21 Nov | 0.00 | 23.05 | 1.05 | 72.40 | 0.557 | 90 | 109 | |||
| 20 Nov | 0.00 | 22 | 6.20 | 73.95 | 0.005 | 0 | 19 | |||
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| 19 Nov | 0.00 | 15.8 | 15.80 | 69.42 | 0.015 | 19 | 19 | |||
| 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 295 expiring on 23DEC2024
Delta for 295 CE is 0.87
Historical price for 295 CE is as follows
On 20 Dec NATURALGAS was trading at 0.00. The strike last trading price was 26.05, which was 15.15 higher than the previous day. The implied volatity was 78.66, the open interest changed by -1502 which decreased total open position to 1754
On 19 Dec NATURALGAS was trading at 0.00. The strike last trading price was 10.9, which was 3.55 higher than the previous day. The implied volatity was 76.22, the open interest changed by 944 which increased total open position to 3552
On 18 Dec NATURALGAS was trading at 0.00. The strike last trading price was 7.35, which was 4.40 higher than the previous day. The implied volatity was 78.87, the open interest changed by -1284 which decreased total open position to 2741
On 17 Dec NATURALGAS was trading at 0.00. The strike last trading price was 2.95, which was -2.05 lower than the previous day. The implied volatity was 79.73, the open interest changed by 371 which increased total open position to 4153
On 16 Dec NATURALGAS was trading at 0.00. The strike last trading price was 5, which was -2.90 lower than the previous day. The implied volatity was 81.40, the open interest changed by 430 which increased total open position to 3964
On 13 Dec NATURALGAS was trading at 0.00. The strike last trading price was 7.9, which was -9.85 lower than the previous day. The implied volatity was 77.19, the open interest changed by 2425 which increased total open position to 3818
On 12 Dec NATURALGAS was trading at 0.00. The strike last trading price was 17.75, which was 5.90 higher than the previous day. The implied volatity was 74.03, the open interest changed by 621 which increased total open position to 1487
On 11 Dec NATURALGAS was trading at 0.00. The strike last trading price was 11.85, which was 6.75 higher than the previous day. The implied volatity was 73.50, the open interest changed by -271 which decreased total open position to 888
On 10 Dec NATURALGAS was trading at 0.00. The strike last trading price was 5.1, which was -1.25 lower than the previous day. The implied volatity was 69.87, the open interest changed by 88 which increased total open position to 1298
On 9 Dec NATURALGAS was trading at 0.00. The strike last trading price was 6.35, which was 1.15 higher than the previous day. The implied volatity was 68.71, the open interest changed by -93 which decreased total open position to 1232
On 6 Dec NATURALGAS was trading at 0.00. The strike last trading price was 5.2, which was 0.20 higher than the previous day. The implied volatity was 69.39, the open interest changed by -35 which decreased total open position to 1347
On 5 Dec NATURALGAS was trading at 0.00. The strike last trading price was 5, which was -0.05 lower than the previous day. The implied volatity was 68.97, the open interest changed by -95 which decreased total open position to 1401
On 4 Dec NATURALGAS was trading at 0.00. The strike last trading price was 5.05, which was -0.65 lower than the previous day. The implied volatity was 69.84, the open interest changed by 120 which increased total open position to 1505
On 3 Dec NATURALGAS was trading at 0.00. The strike last trading price was 5.7, which was -5.05 lower than the previous day. The implied volatity was 71.33, the open interest changed by 624 which increased total open position to 1478
On 2 Dec NATURALGAS was trading at 0.00. The strike last trading price was 10.75, which was -6.15 lower than the previous day. The implied volatity was 72.42, the open interest changed by 104 which increased total open position to 856
On 29 Nov NATURALGAS was trading at 0.00. The strike last trading price was 16.9, which was 1.90 higher than the previous day. The implied volatity was 74.70, the open interest changed by -218 which decreased total open position to 765
On 28 Nov NATURALGAS was trading at 0.00. The strike last trading price was 15, which was 2.75 higher than the previous day. The implied volatity was 75.10, the open interest changed by -461 which decreased total open position to 1015
On 27 Nov NATURALGAS was trading at 0.00. The strike last trading price was 12.25, which was -9.85 lower than the previous day. The implied volatity was 72.88, the open interest changed by -163 which decreased total open position to 1561
On 26 Nov NATURALGAS was trading at 0.00. The strike last trading price was 22.1, which was -1.80 lower than the previous day. The implied volatity was 77.86, the open interest changed by 383 which increased total open position to 1812
On 25 Nov NATURALGAS was trading at 0.00. The strike last trading price was 23.9, which was 6.90 higher than the previous day. The implied volatity was 77.40, the open interest changed by 692 which increased total open position to 1359
On 22 Nov NATURALGAS was trading at 0.00. The strike last trading price was 17, which was -6.05 lower than the previous day. The implied volatity was 73.23, the open interest changed by 922 which increased total open position to 1036
On 21 Nov NATURALGAS was trading at 0.00. The strike last trading price was 23.05, which was 1.05 higher than the previous day. The implied volatity was 72.40, the open interest changed by 90 which increased total open position to 109
On 20 Nov NATURALGAS was trading at 0.00. The strike last trading price was 22, which was 6.20 higher than the previous day. The implied volatity was 73.95, the open interest changed by 0 which decreased total open position to 19
On 19 Nov NATURALGAS was trading at 0.00. The strike last trading price was 15.8, which was 15.80 higher than the previous day. The implied volatity was 69.42, the open interest changed by 19 which increased total open position to 19
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
| NATURALGAS 23DEC2024 295 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.15
Vega: 0.07
Theta: -0.88
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 0.00 | 1.95 | -6.50 | 83.14 | 55.107 | 203 | 5,595 |
| 19 Dec | 0.00 | 8.45 | -7.05 | 75.04 | 58.882 | 4,985 | 5,713 |
| 18 Dec | 0.00 | 15.5 | -13.80 | 78.50 | 9.797 | 117 | 799 |
| 17 Dec | 0.00 | 29.3 | 2.90 | 79.22 | 0.192 | -48 | 690 |
| 16 Dec | 0.00 | 26.4 | 1.90 | 81.40 | 0.656 | -147 | 739 |
| 13 Dec | 0.00 | 24.5 | 11.25 | 76.61 | 17.648 | -440 | 915 |
| 12 Dec | 0.00 | 13.25 | -6.50 | 74.03 | 11.262 | 1,388 | 1,624 |
| 11 Dec | 0.00 | 19.75 | -13.25 | 72.05 | 0.83 | 111 | 233 |
| 10 Dec | 0.00 | 33 | 3.40 | 74.09 | 0.027 | 4 | 123 |
| 9 Dec | 0.00 | 29.6 | -7.55 | 67.36 | 0.062 | 5 | 132 |
| 6 Dec | 0.00 | 37.15 | -2.00 | 64.48 | 0.006 | 5 | 127 |
| 5 Dec | 0.00 | 39.15 | -4.10 | 65.22 | 0.007 | -3 | 122 |
| 4 Dec | 0.00 | 43.25 | 2.05 | 77.94 | 0.006 | -4 | 125 |
| 3 Dec | 0.00 | 41.2 | 9.10 | 65.93 | 0.19 | -87 | 133 |
| 2 Dec | 0.00 | 32.1 | 3.75 | 70.60 | 0.13 | -13 | 221 |
| 29 Nov | 0.00 | 28.35 | -3.30 | 74.53 | 0.264 | -32 | 249 |
| 28 Nov | 0.00 | 31.65 | -3.95 | 73.52 | 0.074 | -4 | 282 |
| 27 Nov | 0.00 | 35.6 | 8.00 | 71.88 | 1.597 | -116 | 315 |
| 26 Nov | 0.00 | 27.6 | 1.15 | 77.86 | 9.906 | 77 | 500 |
| 25 Nov | 0.00 | 26.45 | -7.50 | 77.25 | 7.808 | 235 | 526 |
| 22 Nov | 0.00 | 33.95 | 6.65 | 74.01 | 5.668 | 70 | 313 |
| 21 Nov | 0.00 | 27.3 | 27.30 | 72.54 | 0.957 | 260 | 260 |
| 20 Nov | 0.00 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 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 295 expiring on 23DEC2024
Delta for 295 PE is -0.15
Historical price for 295 PE is as follows
On 20 Dec NATURALGAS was trading at 0.00. The strike last trading price was 1.95, which was -6.50 lower than the previous day. The implied volatity was 83.14, the open interest changed by 203 which increased total open position to 5595
On 19 Dec NATURALGAS was trading at 0.00. The strike last trading price was 8.45, which was -7.05 lower than the previous day. The implied volatity was 75.04, the open interest changed by 4985 which increased total open position to 5713
On 18 Dec NATURALGAS was trading at 0.00. The strike last trading price was 15.5, which was -13.80 lower than the previous day. The implied volatity was 78.50, the open interest changed by 117 which increased total open position to 799
On 17 Dec NATURALGAS was trading at 0.00. The strike last trading price was 29.3, which was 2.90 higher than the previous day. The implied volatity was 79.22, the open interest changed by -48 which decreased total open position to 690
On 16 Dec NATURALGAS was trading at 0.00. The strike last trading price was 26.4, which was 1.90 higher than the previous day. The implied volatity was 81.40, the open interest changed by -147 which decreased total open position to 739
On 13 Dec NATURALGAS was trading at 0.00. The strike last trading price was 24.5, which was 11.25 higher than the previous day. The implied volatity was 76.61, the open interest changed by -440 which decreased total open position to 915
On 12 Dec NATURALGAS was trading at 0.00. The strike last trading price was 13.25, which was -6.50 lower than the previous day. The implied volatity was 74.03, the open interest changed by 1388 which increased total open position to 1624
On 11 Dec NATURALGAS was trading at 0.00. The strike last trading price was 19.75, which was -13.25 lower than the previous day. The implied volatity was 72.05, the open interest changed by 111 which increased total open position to 233
On 10 Dec NATURALGAS was trading at 0.00. The strike last trading price was 33, which was 3.40 higher than the previous day. The implied volatity was 74.09, the open interest changed by 4 which increased total open position to 123
On 9 Dec NATURALGAS was trading at 0.00. The strike last trading price was 29.6, which was -7.55 lower than the previous day. The implied volatity was 67.36, the open interest changed by 5 which increased total open position to 132
On 6 Dec NATURALGAS was trading at 0.00. The strike last trading price was 37.15, which was -2.00 lower than the previous day. The implied volatity was 64.48, the open interest changed by 5 which increased total open position to 127
On 5 Dec NATURALGAS was trading at 0.00. The strike last trading price was 39.15, which was -4.10 lower than the previous day. The implied volatity was 65.22, the open interest changed by -3 which decreased total open position to 122
On 4 Dec NATURALGAS was trading at 0.00. The strike last trading price was 43.25, which was 2.05 higher than the previous day. The implied volatity was 77.94, the open interest changed by -4 which decreased total open position to 125
On 3 Dec NATURALGAS was trading at 0.00. The strike last trading price was 41.2, which was 9.10 higher than the previous day. The implied volatity was 65.93, the open interest changed by -87 which decreased total open position to 133
On 2 Dec NATURALGAS was trading at 0.00. The strike last trading price was 32.1, which was 3.75 higher than the previous day. The implied volatity was 70.60, the open interest changed by -13 which decreased total open position to 221
On 29 Nov NATURALGAS was trading at 0.00. The strike last trading price was 28.35, which was -3.30 lower than the previous day. The implied volatity was 74.53, the open interest changed by -32 which decreased total open position to 249
On 28 Nov NATURALGAS was trading at 0.00. The strike last trading price was 31.65, which was -3.95 lower than the previous day. The implied volatity was 73.52, the open interest changed by -4 which decreased total open position to 282
On 27 Nov NATURALGAS was trading at 0.00. The strike last trading price was 35.6, which was 8.00 higher than the previous day. The implied volatity was 71.88, the open interest changed by -116 which decreased total open position to 315
On 26 Nov NATURALGAS was trading at 0.00. The strike last trading price was 27.6, which was 1.15 higher than the previous day. The implied volatity was 77.86, the open interest changed by 77 which increased total open position to 500
On 25 Nov NATURALGAS was trading at 0.00. The strike last trading price was 26.45, which was -7.50 lower than the previous day. The implied volatity was 77.25, the open interest changed by 235 which increased total open position to 526
On 22 Nov NATURALGAS was trading at 0.00. The strike last trading price was 33.95, which was 6.65 higher than the previous day. The implied volatity was 74.01, the open interest changed by 70 which increased total open position to 313
On 21 Nov NATURALGAS was trading at 0.00. The strike last trading price was 27.3, which was 27.30 higher than the previous day. The implied volatity was 72.54, the open interest changed by 260 which increased total open position to 260
On 20 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 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
