NATURALGAS
Natural Gas
Historical option data for NATURALGAS
20 Dec 2024 11:40 PM IST
| NATURALGAS 23DEC2024 310 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.67
Vega: 0.11
Theta: -1.28
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 0.00 | 14.5 | 9.45 | 76.35 | 141.511 | 685 | 5,816 | |||
| 19 Dec | 0.00 | 5.05 | 1.40 | 77.84 | 44.386 | 1,395 | 5,606 | |||
| 18 Dec | 0.00 | 3.65 | 2.25 | 82.74 | 29.158 | -59 | 4,101 | |||
| 17 Dec | 0.00 | 1.4 | -1.40 | - | 10.26 | 397 | 4,127 | |||
| 16 Dec | 0.00 | 2.8 | -2.00 | 86.35 | 10.988 | 868 | 3,823 | |||
| 13 Dec | 0.00 | 4.8 | -6.65 | 80.81 | 18.371 | 392 | 3,453 | |||
| 12 Dec | 0.00 | 11.45 | 3.95 | 75.80 | 21.446 | -182 | 3,442 | |||
| 11 Dec | 0.00 | 7.5 | 4.40 | 76.16 | 13.204 | -817 | 3,654 | |||
| 10 Dec | 0.00 | 3.1 | -0.80 | 73.69 | 6.215 | 1,276 | 4,634 | |||
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| 9 Dec | 0.00 | 3.9 | 0.60 | 72.02 | 6.915 | 1,228 | 3,362 | |||
| 6 Dec | 0.00 | 3.3 | 0.25 | 72.43 | 2.742 | -131 | 2,148 | |||
| 5 Dec | 0.00 | 3.05 | -0.15 | 70.88 | 3.369 | -209 | 2,280 | |||
| 4 Dec | 0.00 | 3.2 | -0.55 | 72.15 | 3.255 | -25 | 2,496 | |||
| 3 Dec | 0.00 | 3.75 | -3.55 | 73.81 | 4.738 | 1,023 | 2,427 | |||
| 2 Dec | 0.00 | 7.3 | -5.10 | 73.96 | 9.648 | 326 | 1,435 | |||
| 29 Nov | 0.00 | 12.4 | 1.30 | 76.51 | 5.954 | -271 | 1,153 | |||
| 28 Nov | 0.00 | 11.1 | 2.20 | 77.33 | 4.598 | 485 | 1,450 | |||
| 27 Nov | 0.00 | 8.9 | -7.90 | 75.12 | 7.691 | 76 | 1,170 | |||
| 26 Nov | 0.00 | 16.8 | -1.45 | 79.04 | 9.202 | 7 | 1,110 | |||
| 25 Nov | 0.00 | 18.25 | 5.20 | 78.30 | 8.798 | 281 | 1,072 | |||
| 22 Nov | 0.00 | 13.05 | -4.65 | 75.57 | 14.162 | 212 | 837 | |||
| 21 Nov | 0.00 | 17.7 | 0.80 | 73.69 | 2.784 | 505 | 622 | |||
| 20 Nov | 0.00 | 16.9 | 16.90 | 75.02 | 0.226 | 116 | 116 | |||
| 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 310 expiring on 23DEC2024
Delta for 310 CE is 0.67
Historical price for 310 CE is as follows
On 20 Dec NATURALGAS was trading at 0.00. The strike last trading price was 14.5, which was 9.45 higher than the previous day. The implied volatity was 76.35, the open interest changed by 685 which increased total open position to 5816
On 19 Dec NATURALGAS was trading at 0.00. The strike last trading price was 5.05, which was 1.40 higher than the previous day. The implied volatity was 77.84, the open interest changed by 1395 which increased total open position to 5606
On 18 Dec NATURALGAS was trading at 0.00. The strike last trading price was 3.65, which was 2.25 higher than the previous day. The implied volatity was 82.74, the open interest changed by -59 which decreased total open position to 4101
On 17 Dec NATURALGAS was trading at 0.00. The strike last trading price was 1.4, which was -1.40 lower than the previous day. The implied volatity was -, the open interest changed by 397 which increased total open position to 4127
On 16 Dec NATURALGAS was trading at 0.00. The strike last trading price was 2.8, which was -2.00 lower than the previous day. The implied volatity was 86.35, the open interest changed by 868 which increased total open position to 3823
On 13 Dec NATURALGAS was trading at 0.00. The strike last trading price was 4.8, which was -6.65 lower than the previous day. The implied volatity was 80.81, the open interest changed by 392 which increased total open position to 3453
On 12 Dec NATURALGAS was trading at 0.00. The strike last trading price was 11.45, which was 3.95 higher than the previous day. The implied volatity was 75.80, the open interest changed by -182 which decreased total open position to 3442
On 11 Dec NATURALGAS was trading at 0.00. The strike last trading price was 7.5, which was 4.40 higher than the previous day. The implied volatity was 76.16, the open interest changed by -817 which decreased total open position to 3654
On 10 Dec NATURALGAS was trading at 0.00. The strike last trading price was 3.1, which was -0.80 lower than the previous day. The implied volatity was 73.69, the open interest changed by 1276 which increased total open position to 4634
On 9 Dec NATURALGAS was trading at 0.00. The strike last trading price was 3.9, which was 0.60 higher than the previous day. The implied volatity was 72.02, the open interest changed by 1228 which increased total open position to 3362
On 6 Dec NATURALGAS was trading at 0.00. The strike last trading price was 3.3, which was 0.25 higher than the previous day. The implied volatity was 72.43, the open interest changed by -131 which decreased total open position to 2148
On 5 Dec NATURALGAS was trading at 0.00. The strike last trading price was 3.05, which was -0.15 lower than the previous day. The implied volatity was 70.88, the open interest changed by -209 which decreased total open position to 2280
On 4 Dec NATURALGAS was trading at 0.00. The strike last trading price was 3.2, which was -0.55 lower than the previous day. The implied volatity was 72.15, the open interest changed by -25 which decreased total open position to 2496
On 3 Dec NATURALGAS was trading at 0.00. The strike last trading price was 3.75, which was -3.55 lower than the previous day. The implied volatity was 73.81, the open interest changed by 1023 which increased total open position to 2427
On 2 Dec NATURALGAS was trading at 0.00. The strike last trading price was 7.3, which was -5.10 lower than the previous day. The implied volatity was 73.96, the open interest changed by 326 which increased total open position to 1435
On 29 Nov NATURALGAS was trading at 0.00. The strike last trading price was 12.4, which was 1.30 higher than the previous day. The implied volatity was 76.51, the open interest changed by -271 which decreased total open position to 1153
On 28 Nov NATURALGAS was trading at 0.00. The strike last trading price was 11.1, which was 2.20 higher than the previous day. The implied volatity was 77.33, the open interest changed by 485 which increased total open position to 1450
On 27 Nov NATURALGAS was trading at 0.00. The strike last trading price was 8.9, which was -7.90 lower than the previous day. The implied volatity was 75.12, the open interest changed by 76 which increased total open position to 1170
On 26 Nov NATURALGAS was trading at 0.00. The strike last trading price was 16.8, which was -1.45 lower than the previous day. The implied volatity was 79.04, the open interest changed by 7 which increased total open position to 1110
On 25 Nov NATURALGAS was trading at 0.00. The strike last trading price was 18.25, which was 5.20 higher than the previous day. The implied volatity was 78.30, the open interest changed by 281 which increased total open position to 1072
On 22 Nov NATURALGAS was trading at 0.00. The strike last trading price was 13.05, which was -4.65 lower than the previous day. The implied volatity was 75.57, the open interest changed by 212 which increased total open position to 837
On 21 Nov NATURALGAS was trading at 0.00. The strike last trading price was 17.7, which was 0.80 higher than the previous day. The implied volatity was 73.69, the open interest changed by 505 which increased total open position to 622
On 20 Nov NATURALGAS was trading at 0.00. The strike last trading price was 16.9, which was 16.90 higher than the previous day. The implied volatity was 75.02, the open interest changed by 116 which increased total open position to 116
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 310 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.33
Vega: 0.11
Theta: -1.32
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 0.00 | 5.35 | -12.35 | 78.65 | 138.41 | 6,280 | 8,090 |
| 19 Dec | 0.00 | 17.7 | -7.95 | 77.41 | 9.721 | 1,720 | 1,848 |
| 18 Dec | 0.00 | 25.65 | -17.15 | 70.67 | 0.295 | 63 | 136 |
| 17 Dec | 0.00 | 42.8 | 4.80 | - | 0.013 | -4 | 73 |
| 16 Dec | 0.00 | 38 | 1.20 | 71.48 | 0.036 | -14 | 77 |
| 13 Dec | 0.00 | 36.8 | 14.85 | 82.90 | 2.266 | -150 | 88 |
| 12 Dec | 0.00 | 21.95 | -8.95 | 75.80 | 1.058 | 123 | 302 |
| 11 Dec | 0.00 | 30.9 | -15.10 | 77.23 | 0.05 | 14 | 178 |
| 10 Dec | 0.00 | 46 | 3.60 | 79.01 | 0.006 | 3 | 165 |
| 9 Dec | 0.00 | 42.4 | -10.80 | 72.02 | 0.029 | -3 | 161 |
| 6 Dec | 0.00 | 53.2 | 2.20 | 86.61 | 0.002 | -2 | 164 |
| 5 Dec | 0.00 | 51 | -2.00 | 54.87 | 0.005 | -3 | 166 |
| 4 Dec | 0.00 | 53 | 6.50 | 56.24 | 0.02 | 169 | 169 |
| 3 Dec | 0.00 | 46.5 | 5.35 | - | 0.016 | -7 | 0 |
| 2 Dec | 0.00 | 41.15 | 1.35 | 59.54 | 0.007 | -7 | 174 |
| 29 Nov | 0.00 | 39.8 | -2.70 | 79.79 | 0.012 | 0 | 181 |
| 28 Nov | 0.00 | 42.5 | -4.90 | 74.68 | 0.012 | -5 | 181 |
| 27 Nov | 0.00 | 47.4 | 10.50 | 74.72 | 0.213 | 23 | 189 |
| 26 Nov | 0.00 | 36.9 | 1.05 | 77.17 | 0.524 | -109 | 163 |
| 25 Nov | 0.00 | 35.85 | -9.15 | 77.94 | 0.503 | 131 | 270 |
| 22 Nov | 0.00 | 45 | 7.80 | 76.40 | 0.72 | 83 | 157 |
| 21 Nov | 0.00 | 37.2 | 37.20 | 74.58 | 0.185 | 88 | 88 |
| 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 310 expiring on 23DEC2024
Delta for 310 PE is -0.33
Historical price for 310 PE is as follows
On 20 Dec NATURALGAS was trading at 0.00. The strike last trading price was 5.35, which was -12.35 lower than the previous day. The implied volatity was 78.65, the open interest changed by 6280 which increased total open position to 8090
On 19 Dec NATURALGAS was trading at 0.00. The strike last trading price was 17.7, which was -7.95 lower than the previous day. The implied volatity was 77.41, the open interest changed by 1720 which increased total open position to 1848
On 18 Dec NATURALGAS was trading at 0.00. The strike last trading price was 25.65, which was -17.15 lower than the previous day. The implied volatity was 70.67, the open interest changed by 63 which increased total open position to 136
On 17 Dec NATURALGAS was trading at 0.00. The strike last trading price was 42.8, which was 4.80 higher than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 73
On 16 Dec NATURALGAS was trading at 0.00. The strike last trading price was 38, which was 1.20 higher than the previous day. The implied volatity was 71.48, the open interest changed by -14 which decreased total open position to 77
On 13 Dec NATURALGAS was trading at 0.00. The strike last trading price was 36.8, which was 14.85 higher than the previous day. The implied volatity was 82.90, the open interest changed by -150 which decreased total open position to 88
On 12 Dec NATURALGAS was trading at 0.00. The strike last trading price was 21.95, which was -8.95 lower than the previous day. The implied volatity was 75.80, the open interest changed by 123 which increased total open position to 302
On 11 Dec NATURALGAS was trading at 0.00. The strike last trading price was 30.9, which was -15.10 lower than the previous day. The implied volatity was 77.23, the open interest changed by 14 which increased total open position to 178
On 10 Dec NATURALGAS was trading at 0.00. The strike last trading price was 46, which was 3.60 higher than the previous day. The implied volatity was 79.01, the open interest changed by 3 which increased total open position to 165
On 9 Dec NATURALGAS was trading at 0.00. The strike last trading price was 42.4, which was -10.80 lower than the previous day. The implied volatity was 72.02, the open interest changed by -3 which decreased total open position to 161
On 6 Dec NATURALGAS was trading at 0.00. The strike last trading price was 53.2, which was 2.20 higher than the previous day. The implied volatity was 86.61, the open interest changed by -2 which decreased total open position to 164
On 5 Dec NATURALGAS was trading at 0.00. The strike last trading price was 51, which was -2.00 lower than the previous day. The implied volatity was 54.87, the open interest changed by -3 which decreased total open position to 166
On 4 Dec NATURALGAS was trading at 0.00. The strike last trading price was 53, which was 6.50 higher than the previous day. The implied volatity was 56.24, the open interest changed by 169 which increased total open position to 169
On 3 Dec NATURALGAS was trading at 0.00. The strike last trading price was 46.5, which was 5.35 higher than the previous day. The implied volatity was -, the open interest changed by -7 which decreased total open position to 0
On 2 Dec NATURALGAS was trading at 0.00. The strike last trading price was 41.15, which was 1.35 higher than the previous day. The implied volatity was 59.54, the open interest changed by -7 which decreased total open position to 174
On 29 Nov NATURALGAS was trading at 0.00. The strike last trading price was 39.8, which was -2.70 lower than the previous day. The implied volatity was 79.79, the open interest changed by 0 which decreased total open position to 181
On 28 Nov NATURALGAS was trading at 0.00. The strike last trading price was 42.5, which was -4.90 lower than the previous day. The implied volatity was 74.68, the open interest changed by -5 which decreased total open position to 181
On 27 Nov NATURALGAS was trading at 0.00. The strike last trading price was 47.4, which was 10.50 higher than the previous day. The implied volatity was 74.72, the open interest changed by 23 which increased total open position to 189
On 26 Nov NATURALGAS was trading at 0.00. The strike last trading price was 36.9, which was 1.05 higher than the previous day. The implied volatity was 77.17, the open interest changed by -109 which decreased total open position to 163
On 25 Nov NATURALGAS was trading at 0.00. The strike last trading price was 35.85, which was -9.15 lower than the previous day. The implied volatity was 77.94, the open interest changed by 131 which increased total open position to 270
On 22 Nov NATURALGAS was trading at 0.00. The strike last trading price was 45, which was 7.80 higher than the previous day. The implied volatity was 76.40, the open interest changed by 83 which increased total open position to 157
On 21 Nov NATURALGAS was trading at 0.00. The strike last trading price was 37.2, which was 37.20 higher than the previous day. The implied volatity was 74.58, the open interest changed by 88 which increased total open position to 88
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
