NATURALGAS
Natural Gas
Historical option data for NATURALGAS
22 Nov 2024 01:10 PM IST
| NATURALGAS 23DEC2024 300 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.52
Vega: 0.35
Theta: -0.41
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 22 Nov | 0.00 | 24.3 | 3.10 | 73.91 | 5.35 | 168 | 3,028 | |||
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| 21 Nov | 0.00 | 21.2 | 1.20 | 73.06 | 17.252 | 1,157 | 2,936 | |||
| 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 0.52
Historical price for 300 CE is as follows
On 22 Nov NATURALGAS was trading at 0.00. The strike last trading price was 24.3, which was 3.10 higher than the previous day. The implied volatity was 73.91, the open interest changed by 168 which increased total open position to 3028
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 | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.48
Vega: 0.35
Theta: -0.40
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Nov | 0.00 | 27.2 | -2.95 | 73.04 | 3.17 | 436 | 1,751 |
| 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 -0.48
Historical price for 300 PE is as follows
On 22 Nov NATURALGAS was trading at 0.00. The strike last trading price was 27.2, which was -2.95 lower than the previous day. The implied volatity was 73.04, the open interest changed by 436 which increased total open position to 1751
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
