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[--[65.84.65.76]--]
NATURALGAS
Natural Gas

283.6 5.40 (1.94%)

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Historical option data for NATURALGAS

22 Nov 2024 01:10 PM IST
NATURALGAS 23DEC2024 310 CE
Delta: 0.46
Vega: 0.35
Theta: -0.41
Gamma: 0.01
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
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
Delta: -0.53
Vega: 0.35
Theta: -0.42
Gamma: 0.01
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