NATURALGAS
Natural Gas
Historical option data for NATURALGAS
22 Nov 2024 01:10 PM IST
NATURALGAS 23DEC2024 310 CE | ||||||||||
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Delta: 0.46
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 | 20.4 | 2.70 | 74.42 | 3.726 | 78 | 703 | |||
21 Nov | 0.00 | 17.7 | 0.80 | 73.69 | 2.784 | 505 | 622 | |||
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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 0.46
Historical price for 310 CE is as follows
On 22 Nov NATURALGAS was trading at 0.00. The strike last trading price was 20.4, which was 2.70 higher than the previous day. The implied volatity was 74.42, the open interest changed by 78 which increased total open position to 703
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: -0.53
Vega: 0.35
Theta: -0.42
Gamma: 0.01
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
22 Nov | 0.00 | 34.05 | -3.15 | 75.71 | 0.423 | 72 | 146 |
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 -0.53
Historical price for 310 PE is as follows
On 22 Nov NATURALGAS was trading at 0.00. The strike last trading price was 34.05, which was -3.15 lower than the previous day. The implied volatity was 75.71, the open interest changed by 72 which increased total open position to 146
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