NATURALGAS
Natural Gas
Historical option data for NATURALGAS
20 Dec 2024 11:40 PM IST
| NATURALGAS 23DEC2024 305 CE | ||||||||||
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Delta: 0.75
Vega: 0.10
Theta: -1.17
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 0.00 | 18.15 | 11.50 | 78.53 | 48.447 | -637 | 1,653 | |||
| 19 Dec | 0.00 | 6.65 | 2.00 | 77.49 | 40.03 | 1,065 | 2,504 | |||
| 18 Dec | 0.00 | 4.65 | 2.75 | 81.61 | 18.189 | -873 | 1,496 | |||
| 17 Dec | 0.00 | 1.9 | -1.45 | - | 5.853 | 79 | 2,394 | |||
| 16 Dec | 0.00 | 3.35 | -2.40 | 84.31 | 7.454 | 714 | 2,398 | |||
| 13 Dec | 0.00 | 5.75 | -7.60 | 80.14 | 8.858 | 519 | 1,598 | |||
| 12 Dec | 0.00 | 13.35 | 4.50 | 75.42 | 12.708 | 254 | 1,095 | |||
| 11 Dec | 0.00 | 8.85 | 5.30 | 75.78 | 4.994 | 52 | 868 | |||
| 10 Dec | 0.00 | 3.55 | -1.00 | 71.69 | 1.623 | 114 | 826 | |||
| 9 Dec | 0.00 | 4.55 | 0.70 | 70.71 | 3.81 | -18 | 724 | |||
| 6 Dec | 0.00 | 3.85 | 0.15 | 71.53 | 1.163 | -30 | 780 | |||
| 5 Dec | 0.00 | 3.7 | -0.10 | 70.81 | 3.128 | -95 | 862 | |||
| 4 Dec | 0.00 | 3.8 | -0.65 | 71.88 | 1.451 | 83 | 922 | |||
| 3 Dec | 0.00 | 4.45 | -3.85 | 73.84 | 2.061 | 204 | 867 | |||
| 2 Dec | 0.00 | 8.3 | -5.30 | 73.39 | 4.292 | 89 | 672 | |||
| 29 Nov | 0.00 | 13.6 | 1.35 | 75.36 | 2.262 | -188 | 589 | |||
| 28 Nov | 0.00 | 12.25 | 2.30 | 76.52 | 1.765 | 1 | 780 | |||
| 27 Nov | 0.00 | 9.95 | -8.40 | 74.75 | 3.233 | 232 | 796 | |||
| 26 Nov | 0.00 | 18.35 | -1.70 | 78.56 | 5.484 | 264 | 558 | |||
| 25 Nov | 0.00 | 20.05 | 5.75 | 78.19 | 4.854 | 19 | 264 | |||
| 22 Nov | 0.00 | 14.3 | -5.25 | 74.97 | 7.136 | 62 | 261 | |||
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| 21 Nov | 0.00 | 19.55 | 19.55 | 73.87 | 0.413 | 190 | 190 | |||
| 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 | |||
| 31 Oct | 0.00 | 0 | - | 0 | 0 | 0 | ||||
For Natural Gas - strike price 305 expiring on 23DEC2024
Delta for 305 CE is 0.75
Historical price for 305 CE is as follows
On 20 Dec NATURALGAS was trading at 0.00. The strike last trading price was 18.15, which was 11.50 higher than the previous day. The implied volatity was 78.53, the open interest changed by -637 which decreased total open position to 1653
On 19 Dec NATURALGAS was trading at 0.00. The strike last trading price was 6.65, which was 2.00 higher than the previous day. The implied volatity was 77.49, the open interest changed by 1065 which increased total open position to 2504
On 18 Dec NATURALGAS was trading at 0.00. The strike last trading price was 4.65, which was 2.75 higher than the previous day. The implied volatity was 81.61, the open interest changed by -873 which decreased total open position to 1496
On 17 Dec NATURALGAS was trading at 0.00. The strike last trading price was 1.9, which was -1.45 lower than the previous day. The implied volatity was -, the open interest changed by 79 which increased total open position to 2394
On 16 Dec NATURALGAS was trading at 0.00. The strike last trading price was 3.35, which was -2.40 lower than the previous day. The implied volatity was 84.31, the open interest changed by 714 which increased total open position to 2398
On 13 Dec NATURALGAS was trading at 0.00. The strike last trading price was 5.75, which was -7.60 lower than the previous day. The implied volatity was 80.14, the open interest changed by 519 which increased total open position to 1598
On 12 Dec NATURALGAS was trading at 0.00. The strike last trading price was 13.35, which was 4.50 higher than the previous day. The implied volatity was 75.42, the open interest changed by 254 which increased total open position to 1095
On 11 Dec NATURALGAS was trading at 0.00. The strike last trading price was 8.85, which was 5.30 higher than the previous day. The implied volatity was 75.78, the open interest changed by 52 which increased total open position to 868
On 10 Dec NATURALGAS was trading at 0.00. The strike last trading price was 3.55, which was -1.00 lower than the previous day. The implied volatity was 71.69, the open interest changed by 114 which increased total open position to 826
On 9 Dec NATURALGAS was trading at 0.00. The strike last trading price was 4.55, which was 0.70 higher than the previous day. The implied volatity was 70.71, the open interest changed by -18 which decreased total open position to 724
On 6 Dec NATURALGAS was trading at 0.00. The strike last trading price was 3.85, which was 0.15 higher than the previous day. The implied volatity was 71.53, the open interest changed by -30 which decreased total open position to 780
On 5 Dec NATURALGAS was trading at 0.00. The strike last trading price was 3.7, which was -0.10 lower than the previous day. The implied volatity was 70.81, the open interest changed by -95 which decreased total open position to 862
On 4 Dec NATURALGAS was trading at 0.00. The strike last trading price was 3.8, which was -0.65 lower than the previous day. The implied volatity was 71.88, the open interest changed by 83 which increased total open position to 922
On 3 Dec NATURALGAS was trading at 0.00. The strike last trading price was 4.45, which was -3.85 lower than the previous day. The implied volatity was 73.84, the open interest changed by 204 which increased total open position to 867
On 2 Dec NATURALGAS was trading at 0.00. The strike last trading price was 8.3, which was -5.30 lower than the previous day. The implied volatity was 73.39, the open interest changed by 89 which increased total open position to 672
On 29 Nov NATURALGAS was trading at 0.00. The strike last trading price was 13.6, which was 1.35 higher than the previous day. The implied volatity was 75.36, the open interest changed by -188 which decreased total open position to 589
On 28 Nov NATURALGAS was trading at 0.00. The strike last trading price was 12.25, which was 2.30 higher than the previous day. The implied volatity was 76.52, the open interest changed by 1 which increased total open position to 780
On 27 Nov NATURALGAS was trading at 0.00. The strike last trading price was 9.95, which was -8.40 lower than the previous day. The implied volatity was 74.75, the open interest changed by 232 which increased total open position to 796
On 26 Nov NATURALGAS was trading at 0.00. The strike last trading price was 18.35, which was -1.70 lower than the previous day. The implied volatity was 78.56, the open interest changed by 264 which increased total open position to 558
On 25 Nov NATURALGAS was trading at 0.00. The strike last trading price was 20.05, which was 5.75 higher than the previous day. The implied volatity was 78.19, the open interest changed by 19 which increased total open position to 264
On 22 Nov NATURALGAS was trading at 0.00. The strike last trading price was 14.3, which was -5.25 lower than the previous day. The implied volatity was 74.97, the open interest changed by 62 which increased total open position to 261
On 21 Nov NATURALGAS was trading at 0.00. The strike last trading price was 19.55, which was 19.55 higher than the previous day. The implied volatity was 73.87, the open interest changed by 190 which increased total open position to 190
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 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 305 PE | |||||||
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Delta: -0.26
Vega: 0.10
Theta: -1.20
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 0.00 | 3.9 | -10.25 | 80.07 | 71.533 | 2,704 | 3,624 |
| 19 Dec | 0.00 | 14.15 | -8.45 | 75.86 | 11.835 | 837 | 1,023 |
| 18 Dec | 0.00 | 22.6 | -19.65 | 79.44 | 0.402 | 12 | 189 |
| 17 Dec | 0.00 | 42.25 | 8.00 | - | 0.009 | 2 | 177 |
| 16 Dec | 0.00 | 34.25 | 1.95 | 78.69 | 0.056 | -4 | 175 |
| 13 Dec | 0.00 | 32.3 | 13.40 | 79.16 | 2.593 | -114 | 179 |
| 12 Dec | 0.00 | 18.9 | -8.50 | 75.66 | 1.763 | 35 | 185 |
| 11 Dec | 0.00 | 27.4 | -8.10 | 77.57 | 0.075 | 151 | 151 |
| 10 Dec | 0.00 | 35.5 | 0.00 | 0.00 | 0.005 | -2 | 0 |
| 9 Dec | 0.00 | 35.5 | -16.90 | 52.84 | 0.005 | -2 | 128 |
| 6 Dec | 0.00 | 52.4 | 7.40 | 104.42 | 0.001 | 1 | 130 |
| 5 Dec | 0.00 | 45 | -4.30 | 35.84 | 0.003 | -3 | 129 |
| 4 Dec | 0.00 | 49.3 | 1.10 | 63.58 | 0.003 | 0 | 132 |
| 3 Dec | 0.00 | 48.2 | 8.45 | 54.69 | 0.001 | 1 | 132 |
| 2 Dec | 0.00 | 39.75 | 5.70 | 71.85 | 0.032 | -1 | 130 |
| 29 Nov | 0.00 | 34.05 | -7.55 | 71.60 | 0.023 | -3 | 131 |
| 28 Nov | 0.00 | 41.6 | -1.40 | 84.67 | 0.01 | 1 | 134 |
| 27 Nov | 0.00 | 43 | 9.10 | 72.21 | 0.138 | -33 | 138 |
| 26 Nov | 0.00 | 33.9 | 1.70 | 78.40 | 0.608 | 20 | 172 |
| 25 Nov | 0.00 | 32.2 | -9.05 | 76.80 | 0.29 | 72 | 194 |
| 22 Nov | 0.00 | 41.25 | 7.80 | 75.78 | 1.791 | 116 | 145 |
| 21 Nov | 0.00 | 33.45 | 33.45 | 73.00 | 0.124 | 31 | 31 |
| 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 |
| 31 Oct | 0.00 | 0 | - | 0 | 0 | 0 | |
For Natural Gas - strike price 305 expiring on 23DEC2024
Delta for 305 PE is -0.26
Historical price for 305 PE is as follows
On 20 Dec NATURALGAS was trading at 0.00. The strike last trading price was 3.9, which was -10.25 lower than the previous day. The implied volatity was 80.07, the open interest changed by 2704 which increased total open position to 3624
On 19 Dec NATURALGAS was trading at 0.00. The strike last trading price was 14.15, which was -8.45 lower than the previous day. The implied volatity was 75.86, the open interest changed by 837 which increased total open position to 1023
On 18 Dec NATURALGAS was trading at 0.00. The strike last trading price was 22.6, which was -19.65 lower than the previous day. The implied volatity was 79.44, the open interest changed by 12 which increased total open position to 189
On 17 Dec NATURALGAS was trading at 0.00. The strike last trading price was 42.25, which was 8.00 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 177
On 16 Dec NATURALGAS was trading at 0.00. The strike last trading price was 34.25, which was 1.95 higher than the previous day. The implied volatity was 78.69, the open interest changed by -4 which decreased total open position to 175
On 13 Dec NATURALGAS was trading at 0.00. The strike last trading price was 32.3, which was 13.40 higher than the previous day. The implied volatity was 79.16, the open interest changed by -114 which decreased total open position to 179
On 12 Dec NATURALGAS was trading at 0.00. The strike last trading price was 18.9, which was -8.50 lower than the previous day. The implied volatity was 75.66, the open interest changed by 35 which increased total open position to 185
On 11 Dec NATURALGAS was trading at 0.00. The strike last trading price was 27.4, which was -8.10 lower than the previous day. The implied volatity was 77.57, the open interest changed by 151 which increased total open position to 151
On 10 Dec NATURALGAS was trading at 0.00. The strike last trading price was 35.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -2 which decreased total open position to 0
On 9 Dec NATURALGAS was trading at 0.00. The strike last trading price was 35.5, which was -16.90 lower than the previous day. The implied volatity was 52.84, the open interest changed by -2 which decreased total open position to 128
On 6 Dec NATURALGAS was trading at 0.00. The strike last trading price was 52.4, which was 7.40 higher than the previous day. The implied volatity was 104.42, the open interest changed by 1 which increased total open position to 130
On 5 Dec NATURALGAS was trading at 0.00. The strike last trading price was 45, which was -4.30 lower than the previous day. The implied volatity was 35.84, the open interest changed by -3 which decreased total open position to 129
On 4 Dec NATURALGAS was trading at 0.00. The strike last trading price was 49.3, which was 1.10 higher than the previous day. The implied volatity was 63.58, the open interest changed by 0 which decreased total open position to 132
On 3 Dec NATURALGAS was trading at 0.00. The strike last trading price was 48.2, which was 8.45 higher than the previous day. The implied volatity was 54.69, the open interest changed by 1 which increased total open position to 132
On 2 Dec NATURALGAS was trading at 0.00. The strike last trading price was 39.75, which was 5.70 higher than the previous day. The implied volatity was 71.85, the open interest changed by -1 which decreased total open position to 130
On 29 Nov NATURALGAS was trading at 0.00. The strike last trading price was 34.05, which was -7.55 lower than the previous day. The implied volatity was 71.60, the open interest changed by -3 which decreased total open position to 131
On 28 Nov NATURALGAS was trading at 0.00. The strike last trading price was 41.6, which was -1.40 lower than the previous day. The implied volatity was 84.67, the open interest changed by 1 which increased total open position to 134
On 27 Nov NATURALGAS was trading at 0.00. The strike last trading price was 43, which was 9.10 higher than the previous day. The implied volatity was 72.21, the open interest changed by -33 which decreased total open position to 138
On 26 Nov NATURALGAS was trading at 0.00. The strike last trading price was 33.9, which was 1.70 higher than the previous day. The implied volatity was 78.40, the open interest changed by 20 which increased total open position to 172
On 25 Nov NATURALGAS was trading at 0.00. The strike last trading price was 32.2, which was -9.05 lower than the previous day. The implied volatity was 76.80, the open interest changed by 72 which increased total open position to 194
On 22 Nov NATURALGAS was trading at 0.00. The strike last trading price was 41.25, which was 7.80 higher than the previous day. The implied volatity was 75.78, the open interest changed by 116 which increased total open position to 145
On 21 Nov NATURALGAS was trading at 0.00. The strike last trading price was 33.45, which was 33.45 higher than the previous day. The implied volatity was 73.00, the open interest changed by 31 which increased total open position to 31
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 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
