NATURALGAS
Natural Gas
Historical option data for NATURALGAS
20 Dec 2024 11:40 PM IST
| NATURALGAS 23DEC2024 300 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.80
Vega: 0.08
Theta: -1.05
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 0.00 | 22.2 | 13.55 | 81.75 | 52.22 | -3,589 | 5,618 | |||
| 19 Dec | 0.00 | 8.65 | 2.80 | 77.42 | 105.123 | 843 | 10,147 | |||
| 18 Dec | 0.00 | 5.85 | 3.45 | 80.16 | 69.276 | -3,396 | 9,735 | |||
| 17 Dec | 0.00 | 2.4 | -1.70 | 82.14 | 25.409 | 1,334 | 13,432 | |||
| 16 Dec | 0.00 | 4.1 | -2.65 | 82.92 | 28.845 | 1,991 | 12,359 | |||
| 13 Dec | 0.00 | 6.75 | -8.65 | 78.75 | 40.762 | 2,373 | 10,610 | |||
| 12 Dec | 0.00 | 15.4 | 5.20 | 74.62 | 52.326 | 1,820 | 8,456 | |||
| 11 Dec | 0.00 | 10.2 | 5.95 | 74.42 | 25.59 | -1,477 | 6,798 | |||
| 10 Dec | 0.00 | 4.25 | -1.10 | 70.74 | 14.209 | 704 | 8,557 | |||
| 9 Dec | 0.00 | 5.35 | 0.85 | 69.57 | 20.006 | 232 | 7,914 | |||
| 6 Dec | 0.00 | 4.5 | 0.15 | 70.64 | 8.955 | 109 | 7,878 | |||
| 5 Dec | 0.00 | 4.35 | 0.05 | 70.26 | 16.318 | -291 | 8,016 | |||
| 4 Dec | 0.00 | 4.3 | -0.70 | 70.40 | 11.184 | 883 | 8,306 | |||
| 3 Dec | 0.00 | 5 | -4.40 | 72.42 | 13.261 | 3,010 | 7,493 | |||
| 2 Dec | 0.00 | 9.4 | -5.90 | 72.69 | 20.625 | 681 | 4,533 | |||
| 29 Nov | 0.00 | 15.3 | 1.75 | 75.48 | 15.472 | -686 | 3,760 | |||
| 28 Nov | 0.00 | 13.55 | 2.55 | 75.79 | 11.989 | -1,104 | 4,739 | |||
| 27 Nov | 0.00 | 11 | -9.00 | 73.68 | 19.236 | 2,259 | 6,138 | |||
| 26 Nov | 0.00 | 20 | -1.85 | 77.66 | 29.306 | 617 | 3,914 | |||
| 25 Nov | 0.00 | 21.85 | 6.30 | 77.64 | 28.435 | -74 | 3,381 | |||
| 22 Nov | 0.00 | 15.55 | -5.65 | 73.99 | 32.654 | 649 | 3,509 | |||
| 21 Nov | 0.00 | 21.2 | 1.20 | 73.06 | 17.252 | 1,157 | 2,936 | |||
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| 20 Nov | 0.00 | 20 | 5.10 | 73.83 | 2.412 | 377 | 1,812 | |||
| 19 Nov | 0.00 | 14.9 | 4.00 | 71.61 | 1.646 | 557 | 1,434 | |||
| 18 Nov | 0.00 | 10.9 | 0.90 | 67.43 | 0.882 | 422 | 875 | |||
| 14 Nov | 0.00 | 10 | -1.80 | 66.23 | 0.126 | 41 | 424 | |||
| 13 Nov | 0.00 | 11.8 | 1.60 | 64.32 | 0.389 | 355 | 383 | |||
| 12 Nov | 0.00 | 10.2 | 1.15 | 63.26 | 0.013 | 15 | 37 | |||
| 11 Nov | 0.00 | 9.05 | 2.00 | 57.81 | 0.017 | 22 | 22 | |||
| 6 Nov | 0.00 | 7.05 | -1.45 | 59.36 | 0.002 | 2 | 7 | |||
| 5 Nov | 0.00 | 8.5 | 3.50 | 67.98 | 0.001 | 1 | 5 | |||
| 4 Nov | 0.00 | 5 | -1.90 | 48.14 | 0.004 | 4 | 4 | |||
| 31 Oct | 0.00 | 6.9 | - | 0.006 | 8 | 8 | ||||
For Natural Gas - strike price 300 expiring on 23DEC2024
Delta for 300 CE is 0.80
Historical price for 300 CE is as follows
On 20 Dec NATURALGAS was trading at 0.00. The strike last trading price was 22.2, which was 13.55 higher than the previous day. The implied volatity was 81.75, the open interest changed by -3589 which decreased total open position to 5618
On 19 Dec NATURALGAS was trading at 0.00. The strike last trading price was 8.65, which was 2.80 higher than the previous day. The implied volatity was 77.42, the open interest changed by 843 which increased total open position to 10147
On 18 Dec NATURALGAS was trading at 0.00. The strike last trading price was 5.85, which was 3.45 higher than the previous day. The implied volatity was 80.16, the open interest changed by -3396 which decreased total open position to 9735
On 17 Dec NATURALGAS was trading at 0.00. The strike last trading price was 2.4, which was -1.70 lower than the previous day. The implied volatity was 82.14, the open interest changed by 1334 which increased total open position to 13432
On 16 Dec NATURALGAS was trading at 0.00. The strike last trading price was 4.1, which was -2.65 lower than the previous day. The implied volatity was 82.92, the open interest changed by 1991 which increased total open position to 12359
On 13 Dec NATURALGAS was trading at 0.00. The strike last trading price was 6.75, which was -8.65 lower than the previous day. The implied volatity was 78.75, the open interest changed by 2373 which increased total open position to 10610
On 12 Dec NATURALGAS was trading at 0.00. The strike last trading price was 15.4, which was 5.20 higher than the previous day. The implied volatity was 74.62, the open interest changed by 1820 which increased total open position to 8456
On 11 Dec NATURALGAS was trading at 0.00. The strike last trading price was 10.2, which was 5.95 higher than the previous day. The implied volatity was 74.42, the open interest changed by -1477 which decreased total open position to 6798
On 10 Dec NATURALGAS was trading at 0.00. The strike last trading price was 4.25, which was -1.10 lower than the previous day. The implied volatity was 70.74, the open interest changed by 704 which increased total open position to 8557
On 9 Dec NATURALGAS was trading at 0.00. The strike last trading price was 5.35, which was 0.85 higher than the previous day. The implied volatity was 69.57, the open interest changed by 232 which increased total open position to 7914
On 6 Dec NATURALGAS was trading at 0.00. The strike last trading price was 4.5, which was 0.15 higher than the previous day. The implied volatity was 70.64, the open interest changed by 109 which increased total open position to 7878
On 5 Dec NATURALGAS was trading at 0.00. The strike last trading price was 4.35, which was 0.05 higher than the previous day. The implied volatity was 70.26, the open interest changed by -291 which decreased total open position to 8016
On 4 Dec NATURALGAS was trading at 0.00. The strike last trading price was 4.3, which was -0.70 lower than the previous day. The implied volatity was 70.40, the open interest changed by 883 which increased total open position to 8306
On 3 Dec NATURALGAS was trading at 0.00. The strike last trading price was 5, which was -4.40 lower than the previous day. The implied volatity was 72.42, the open interest changed by 3010 which increased total open position to 7493
On 2 Dec NATURALGAS was trading at 0.00. The strike last trading price was 9.4, which was -5.90 lower than the previous day. The implied volatity was 72.69, the open interest changed by 681 which increased total open position to 4533
On 29 Nov NATURALGAS was trading at 0.00. The strike last trading price was 15.3, which was 1.75 higher than the previous day. The implied volatity was 75.48, the open interest changed by -686 which decreased total open position to 3760
On 28 Nov NATURALGAS was trading at 0.00. The strike last trading price was 13.55, which was 2.55 higher than the previous day. The implied volatity was 75.79, the open interest changed by -1104 which decreased total open position to 4739
On 27 Nov NATURALGAS was trading at 0.00. The strike last trading price was 11, which was -9.00 lower than the previous day. The implied volatity was 73.68, the open interest changed by 2259 which increased total open position to 6138
On 26 Nov NATURALGAS was trading at 0.00. The strike last trading price was 20, which was -1.85 lower than the previous day. The implied volatity was 77.66, the open interest changed by 617 which increased total open position to 3914
On 25 Nov NATURALGAS was trading at 0.00. The strike last trading price was 21.85, which was 6.30 higher than the previous day. The implied volatity was 77.64, the open interest changed by -74 which decreased total open position to 3381
On 22 Nov NATURALGAS was trading at 0.00. The strike last trading price was 15.55, which was -5.65 lower than the previous day. The implied volatity was 73.99, the open interest changed by 649 which increased total open position to 3509
On 21 Nov NATURALGAS was trading at 0.00. The strike last trading price was 21.2, which was 1.20 higher than the previous day. The implied volatity was 73.06, the open interest changed by 1157 which increased total open position to 2936
On 20 Nov NATURALGAS was trading at 0.00. The strike last trading price was 20, which was 5.10 higher than the previous day. The implied volatity was 73.83, the open interest changed by 377 which increased total open position to 1812
On 19 Nov NATURALGAS was trading at 0.00. The strike last trading price was 14.9, which was 4.00 higher than the previous day. The implied volatity was 71.61, the open interest changed by 557 which increased total open position to 1434
On 18 Nov NATURALGAS was trading at 0.00. The strike last trading price was 10.9, which was 0.90 higher than the previous day. The implied volatity was 67.43, the open interest changed by 422 which increased total open position to 875
On 14 Nov NATURALGAS was trading at 0.00. The strike last trading price was 10, which was -1.80 lower than the previous day. The implied volatity was 66.23, the open interest changed by 41 which increased total open position to 424
On 13 Nov NATURALGAS was trading at 0.00. The strike last trading price was 11.8, which was 1.60 higher than the previous day. The implied volatity was 64.32, the open interest changed by 355 which increased total open position to 383
On 12 Nov NATURALGAS was trading at 0.00. The strike last trading price was 10.2, which was 1.15 higher than the previous day. The implied volatity was 63.26, the open interest changed by 15 which increased total open position to 37
On 11 Nov NATURALGAS was trading at 0.00. The strike last trading price was 9.05, which was 2.00 higher than the previous day. The implied volatity was 57.81, the open interest changed by 22 which increased total open position to 22
On 6 Nov NATURALGAS was trading at 0.00. The strike last trading price was 7.05, which was -1.45 lower than the previous day. The implied volatity was 59.36, the open interest changed by 2 which increased total open position to 7
On 5 Nov NATURALGAS was trading at 0.00. The strike last trading price was 8.5, which was 3.50 higher than the previous day. The implied volatity was 67.98, the open interest changed by 1 which increased total open position to 5
On 4 Nov NATURALGAS was trading at 0.00. The strike last trading price was 5, which was -1.90 lower than the previous day. The implied volatity was 48.14, the open interest changed by 4 which increased total open position to 4
On 31 Oct NATURALGAS was trading at 0.00. The strike last trading price was 6.9, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| NATURALGAS 23DEC2024 300 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.20
Vega: 0.08
Theta: -1.05
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 0.00 | 2.8 | -8.35 | 81.75 | 114.663 | 4,436 | 10,433 |
| 19 Dec | 0.00 | 11.15 | -7.90 | 75.85 | 67.641 | 5,839 | 7,219 |
| 18 Dec | 0.00 | 19.05 | -14.95 | 80.16 | 10.692 | 591 | 1,583 |
| 17 Dec | 0.00 | 34 | 4.40 | - | 0.472 | -153 | 996 |
| 16 Dec | 0.00 | 29.6 | 1.40 | 75.03 | 0.777 | -134 | 1,159 |
| 13 Dec | 0.00 | 28.2 | 12.35 | 77.22 | 15.465 | -1,370 | 1,339 |
| 12 Dec | 0.00 | 15.85 | -7.40 | 74.38 | 17.046 | 2,381 | 3,396 |
| 11 Dec | 0.00 | 23.25 | -14.25 | 73.68 | 1.862 | 333 | 1,033 |
| 10 Dec | 0.00 | 37.5 | 3.65 | 77.50 | 0.046 | -4 | 700 |
| 9 Dec | 0.00 | 33.85 | -7.95 | 69.57 | 0.24 | -46 | 704 |
| 6 Dec | 0.00 | 41.8 | -2.80 | 68.55 | 0.018 | -6 | 752 |
| 5 Dec | 0.00 | 44.6 | -1.40 | 72.95 | 0.115 | -29 | 758 |
| 4 Dec | 0.00 | 46 | 0.10 | 70.40 | 0.081 | -21 | 788 |
| 3 Dec | 0.00 | 45.9 | 9.80 | 68.99 | 0.218 | -48 | 815 |
| 2 Dec | 0.00 | 36.1 | 4.60 | 72.27 | 1 | -70 | 871 |
| 29 Nov | 0.00 | 31.5 | -4.00 | 74.43 | 0.846 | 8 | 963 |
| 28 Nov | 0.00 | 35.5 | -3.70 | 75.25 | 0.367 | -78 | 954 |
| 27 Nov | 0.00 | 39.2 | 8.60 | 72.18 | 2.813 | -191 | 1,096 |
| 26 Nov | 0.00 | 30.6 | 1.15 | 77.98 | 11.176 | 3 | 1,411 |
| 25 Nov | 0.00 | 29.45 | -8.20 | 77.64 | 14.261 | 170 | 1,447 |
| 22 Nov | 0.00 | 37.65 | 7.50 | 75.26 | 10.598 | -4 | 1,311 |
| 21 Nov | 0.00 | 30.15 | -4.00 | 72.33 | 6.082 | 1,322 | 1,359 |
| 20 Nov | 0.00 | 34.15 | -4.65 | 76.88 | 0.06 | 44 | 60 |
| 19 Nov | 0.00 | 38.8 | -5.50 | 71.19 | 0.007 | 3 | 16 |
| 18 Nov | 0.00 | 44.3 | 0.30 | 70.73 | 0.004 | 13 | 13 |
| 14 Nov | 0.00 | 44 | 44.00 | 54.16 | 0.008 | 9 | 9 |
| 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 300 expiring on 23DEC2024
Delta for 300 PE is -0.20
Historical price for 300 PE is as follows
On 20 Dec NATURALGAS was trading at 0.00. The strike last trading price was 2.8, which was -8.35 lower than the previous day. The implied volatity was 81.75, the open interest changed by 4436 which increased total open position to 10433
On 19 Dec NATURALGAS was trading at 0.00. The strike last trading price was 11.15, which was -7.90 lower than the previous day. The implied volatity was 75.85, the open interest changed by 5839 which increased total open position to 7219
On 18 Dec NATURALGAS was trading at 0.00. The strike last trading price was 19.05, which was -14.95 lower than the previous day. The implied volatity was 80.16, the open interest changed by 591 which increased total open position to 1583
On 17 Dec NATURALGAS was trading at 0.00. The strike last trading price was 34, which was 4.40 higher than the previous day. The implied volatity was -, the open interest changed by -153 which decreased total open position to 996
On 16 Dec NATURALGAS was trading at 0.00. The strike last trading price was 29.6, which was 1.40 higher than the previous day. The implied volatity was 75.03, the open interest changed by -134 which decreased total open position to 1159
On 13 Dec NATURALGAS was trading at 0.00. The strike last trading price was 28.2, which was 12.35 higher than the previous day. The implied volatity was 77.22, the open interest changed by -1370 which decreased total open position to 1339
On 12 Dec NATURALGAS was trading at 0.00. The strike last trading price was 15.85, which was -7.40 lower than the previous day. The implied volatity was 74.38, the open interest changed by 2381 which increased total open position to 3396
On 11 Dec NATURALGAS was trading at 0.00. The strike last trading price was 23.25, which was -14.25 lower than the previous day. The implied volatity was 73.68, the open interest changed by 333 which increased total open position to 1033
On 10 Dec NATURALGAS was trading at 0.00. The strike last trading price was 37.5, which was 3.65 higher than the previous day. The implied volatity was 77.50, the open interest changed by -4 which decreased total open position to 700
On 9 Dec NATURALGAS was trading at 0.00. The strike last trading price was 33.85, which was -7.95 lower than the previous day. The implied volatity was 69.57, the open interest changed by -46 which decreased total open position to 704
On 6 Dec NATURALGAS was trading at 0.00. The strike last trading price was 41.8, which was -2.80 lower than the previous day. The implied volatity was 68.55, the open interest changed by -6 which decreased total open position to 752
On 5 Dec NATURALGAS was trading at 0.00. The strike last trading price was 44.6, which was -1.40 lower than the previous day. The implied volatity was 72.95, the open interest changed by -29 which decreased total open position to 758
On 4 Dec NATURALGAS was trading at 0.00. The strike last trading price was 46, which was 0.10 higher than the previous day. The implied volatity was 70.40, the open interest changed by -21 which decreased total open position to 788
On 3 Dec NATURALGAS was trading at 0.00. The strike last trading price was 45.9, which was 9.80 higher than the previous day. The implied volatity was 68.99, the open interest changed by -48 which decreased total open position to 815
On 2 Dec NATURALGAS was trading at 0.00. The strike last trading price was 36.1, which was 4.60 higher than the previous day. The implied volatity was 72.27, the open interest changed by -70 which decreased total open position to 871
On 29 Nov NATURALGAS was trading at 0.00. The strike last trading price was 31.5, which was -4.00 lower than the previous day. The implied volatity was 74.43, the open interest changed by 8 which increased total open position to 963
On 28 Nov NATURALGAS was trading at 0.00. The strike last trading price was 35.5, which was -3.70 lower than the previous day. The implied volatity was 75.25, the open interest changed by -78 which decreased total open position to 954
On 27 Nov NATURALGAS was trading at 0.00. The strike last trading price was 39.2, which was 8.60 higher than the previous day. The implied volatity was 72.18, the open interest changed by -191 which decreased total open position to 1096
On 26 Nov NATURALGAS was trading at 0.00. The strike last trading price was 30.6, which was 1.15 higher than the previous day. The implied volatity was 77.98, the open interest changed by 3 which increased total open position to 1411
On 25 Nov NATURALGAS was trading at 0.00. The strike last trading price was 29.45, which was -8.20 lower than the previous day. The implied volatity was 77.64, the open interest changed by 170 which increased total open position to 1447
On 22 Nov NATURALGAS was trading at 0.00. The strike last trading price was 37.65, which was 7.50 higher than the previous day. The implied volatity was 75.26, the open interest changed by -4 which decreased total open position to 1311
On 21 Nov NATURALGAS was trading at 0.00. The strike last trading price was 30.15, which was -4.00 lower than the previous day. The implied volatity was 72.33, the open interest changed by 1322 which increased total open position to 1359
On 20 Nov NATURALGAS was trading at 0.00. The strike last trading price was 34.15, which was -4.65 lower than the previous day. The implied volatity was 76.88, the open interest changed by 44 which increased total open position to 60
On 19 Nov NATURALGAS was trading at 0.00. The strike last trading price was 38.8, which was -5.50 lower than the previous day. The implied volatity was 71.19, the open interest changed by 3 which increased total open position to 16
On 18 Nov NATURALGAS was trading at 0.00. The strike last trading price was 44.3, which was 0.30 higher than the previous day. The implied volatity was 70.73, the open interest changed by 13 which increased total open position to 13
On 14 Nov NATURALGAS was trading at 0.00. The strike last trading price was 44, which was 44.00 higher than the previous day. The implied volatity was 54.16, the open interest changed by 9 which increased total open position to 9
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
