NATURALGAS
Natural Gas
Historical option data for NATURALGAS
21 Nov 2024 04:00 PM IST
| NATURALGAS 21NOV2024 295 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.24
Vega: 0.03
Theta: -3.53
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 0.00 | 1.75 | 1.45 | 114.46 | 10.621 | 178 | 1,243 | |||
| 20 Nov | 0.00 | 0.3 | 0.20 | - | 4.11 | 445 | 1,200 | |||
| 19 Nov | 0.00 | 0.1 | -0.15 | - | 1.072 | 25 | 755 | |||
| 18 Nov | 0.00 | 0.25 | -0.10 | - | 0.649 | 99 | 722 | |||
| 14 Nov | 0.00 | 0.35 | -0.75 | - | 1.146 | 208 | 598 | |||
| 13 Nov | 0.00 | 1.1 | 0.15 | - | 1.038 | -39 | 397 | |||
| 12 Nov | 0.00 | 0.95 | -0.45 | - | 1.759 | 159 | 436 | |||
| 11 Nov | 0.00 | 1.4 | 0.80 | - | 1.278 | 104 | 272 | |||
| 8 Nov | 0.00 | 0.6 | -0.15 | - | 0.45 | 2 | 168 | |||
| 7 Nov | 0.00 | 0.75 | -0.40 | - | 0.862 | -4 | 181 | |||
| 6 Nov | 0.00 | 1.15 | 0.00 | - | 0.889 | -45 | 183 | |||
| 5 Nov | 0.00 | 1.15 | -0.50 | - | 1.07 | -10 | 236 | |||
| 4 Nov | 0.00 | 1.65 | -0.05 | - | 1.029 | 1 | 252 | |||
| 1 Nov | 0.00 | 1.7 | -0.05 | - | 0.201 | 6 | 251 | |||
| 31 Oct | 0.00 | 1.75 | -0.85 | - | 0.834 | 168 | 245 | |||
| 30 Oct | 0.00 | 2.6 | -0.45 | - | 0.227 | 19 | 77 | |||
| 29 Oct | 0.00 | 3.05 | 0.15 | - | 0.206 | 20 | 58 | |||
| 28 Oct | 0.00 | 2.9 | -7.10 | - | 1.493 | 30 | 38 | |||
| 25 Oct | 0.00 | 10 | 10.00 | - | 0.054 | 8 | 8 | |||
| 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 | |||
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| 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 295 expiring on 21NOV2024
Delta for 295 CE is 0.24
Historical price for 295 CE is as follows
On 21 Nov NATURALGAS was trading at 0.00. The strike last trading price was 1.75, which was 1.45 higher than the previous day. The implied volatity was 114.46, the open interest changed by 178 which increased total open position to 1243
On 20 Nov NATURALGAS was trading at 0.00. The strike last trading price was 0.3, which was 0.20 higher than the previous day. The implied volatity was -, the open interest changed by 445 which increased total open position to 1200
On 19 Nov NATURALGAS was trading at 0.00. The strike last trading price was 0.1, which was -0.15 lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 755
On 18 Nov NATURALGAS was trading at 0.00. The strike last trading price was 0.25, which was -0.10 lower than the previous day. The implied volatity was -, the open interest changed by 99 which increased total open position to 722
On 14 Nov NATURALGAS was trading at 0.00. The strike last trading price was 0.35, which was -0.75 lower than the previous day. The implied volatity was -, the open interest changed by 208 which increased total open position to 598
On 13 Nov NATURALGAS was trading at 0.00. The strike last trading price was 1.1, which was 0.15 higher than the previous day. The implied volatity was -, the open interest changed by -39 which decreased total open position to 397
On 12 Nov NATURALGAS was trading at 0.00. The strike last trading price was 0.95, which was -0.45 lower than the previous day. The implied volatity was -, the open interest changed by 159 which increased total open position to 436
On 11 Nov NATURALGAS was trading at 0.00. The strike last trading price was 1.4, which was 0.80 higher than the previous day. The implied volatity was -, the open interest changed by 104 which increased total open position to 272
On 8 Nov NATURALGAS was trading at 0.00. The strike last trading price was 0.6, which was -0.15 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 168
On 7 Nov NATURALGAS was trading at 0.00. The strike last trading price was 0.75, which was -0.40 lower than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 181
On 6 Nov NATURALGAS was trading at 0.00. The strike last trading price was 1.15, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -45 which decreased total open position to 183
On 5 Nov NATURALGAS was trading at 0.00. The strike last trading price was 1.15, which was -0.50 lower than the previous day. The implied volatity was -, the open interest changed by -10 which decreased total open position to 236
On 4 Nov NATURALGAS was trading at 0.00. The strike last trading price was 1.65, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 252
On 1 Nov NATURALGAS was trading at 0.00. The strike last trading price was 1.7, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 251
On 31 Oct NATURALGAS was trading at 0.00. The strike last trading price was 1.75, which was -0.85 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 2.6, which was -0.45 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 3.05, which was 0.15 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 2.9, which was -7.10 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 10.00 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 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
| NATURALGAS 21NOV2024 295 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.76
Vega: 0.03
Theta: -3.59
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 0.00 | 11.4 | -14.60 | 115.90 | 1.548 | 168 | 169 |
| 20 Nov | 0.00 | 26 | -36.00 | - | 0.001 | 1 | 1 |
| 19 Nov | 0.00 | 62 | 0.00 | 0.00 | 0.001 | 1 | 0 |
| 18 Nov | 0.00 | 62 | 0.00 | 0.00 | 0.001 | 1 | 0 |
| 14 Nov | 0.00 | 62 | 0.00 | 0.00 | 0.001 | 1 | 0 |
| 13 Nov | 0.00 | 62 | 0.00 | 0.00 | 0.001 | 1 | 0 |
| 12 Nov | 0.00 | 62 | 0.00 | 0.00 | 0.001 | 1 | 0 |
| 11 Nov | 0.00 | 62 | 0.00 | 0.00 | 0.001 | 1 | 0 |
| 8 Nov | 0.00 | 62 | 0.00 | 0.00 | 0.001 | 1 | 0 |
| 7 Nov | 0.00 | 62 | 0.00 | 0.00 | 0.001 | 1 | 0 |
| 6 Nov | 0.00 | 62 | 0.00 | 0.00 | 0.001 | 1 | 0 |
| 5 Nov | 0.00 | 62 | 0.00 | 0.00 | 0.001 | 1 | 0 |
| 4 Nov | 0.00 | 62 | 0.00 | 0.00 | 0.001 | 1 | 0 |
| 1 Nov | 0.00 | 62 | 0.00 | 0.00 | 0.001 | 1 | 0 |
| 31 Oct | 0.00 | 62 | 0.00 | - | 0.001 | 1 | 0 |
| 30 Oct | 0.00 | 62 | 0.00 | - | 0.001 | 1 | 0 |
| 29 Oct | 0.00 | 62 | 18.15 | - | 0.001 | 1 | 0 |
| 28 Oct | 0.00 | 43.85 | 0.00 | - | 0.001 | 1 | 0 |
| 25 Oct | 0.00 | 43.85 | 43.85 | - | 0.001 | 1 | 1 |
| 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 295 expiring on 21NOV2024
Delta for 295 PE is -0.76
Historical price for 295 PE is as follows
On 21 Nov NATURALGAS was trading at 0.00. The strike last trading price was 11.4, which was -14.60 lower than the previous day. The implied volatity was 115.90, the open interest changed by 168 which increased total open position to 169
On 20 Nov NATURALGAS was trading at 0.00. The strike last trading price was 26, which was -36.00 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1
On 19 Nov NATURALGAS was trading at 0.00. The strike last trading price was 62, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 18 Nov NATURALGAS was trading at 0.00. The strike last trading price was 62, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 14 Nov NATURALGAS was trading at 0.00. The strike last trading price was 62, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 13 Nov NATURALGAS was trading at 0.00. The strike last trading price was 62, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 12 Nov NATURALGAS was trading at 0.00. The strike last trading price was 62, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 11 Nov NATURALGAS was trading at 0.00. The strike last trading price was 62, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 8 Nov NATURALGAS was trading at 0.00. The strike last trading price was 62, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 7 Nov NATURALGAS was trading at 0.00. The strike last trading price was 62, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 6 Nov NATURALGAS was trading at 0.00. The strike last trading price was 62, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 5 Nov NATURALGAS was trading at 0.00. The strike last trading price was 62, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 4 Nov NATURALGAS was trading at 0.00. The strike last trading price was 62, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 1 Nov NATURALGAS was trading at 0.00. The strike last trading price was 62, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 31 Oct NATURALGAS was trading at 0.00. The strike last trading price was 62, 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 62, 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 62, which was 18.15 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 43.85, 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 43.85, which was 43.85 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 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
