NATURALGAS
Natural Gas
Historical option data for NATURALGAS
20 Dec 2024 11:40 PM IST
| NATURALGAS 23DEC2024 315 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.59
Vega: 0.12
Theta: -1.35
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 0.00 | 11.3 | 7.45 | 74.87 | 63.441 | 1,189 | 2,309 | |||
| 19 Dec | 0.00 | 3.85 | 1.00 | 78.94 | 19.01 | -191 | 1,354 | |||
| 18 Dec | 0.00 | 2.85 | 1.75 | 83.84 | 11.77 | 795 | 1,589 | |||
| 17 Dec | 0.00 | 1.1 | -1.20 | - | 2.093 | 8 | 850 | |||
| 16 Dec | 0.00 | 2.3 | -1.80 | - | 2.525 | 227 | 892 | |||
| 13 Dec | 0.00 | 4.1 | -5.80 | 82.26 | 6.966 | -110 | 737 | |||
| 12 Dec | 0.00 | 9.9 | 3.40 | 76.80 | 10.115 | 359 | 1,066 | |||
| 11 Dec | 0.00 | 6.5 | 3.90 | 77.49 | 4.43 | 277 | 698 | |||
| 10 Dec | 0.00 | 2.6 | -0.60 | - | 1.281 | -465 | 454 | |||
| 9 Dec | 0.00 | 3.2 | 0.35 | 72.20 | 1.548 | 594 | 921 | |||
| 6 Dec | 0.00 | 2.85 | 0.15 | 73.47 | 0.337 | -11 | 326 | |||
| 5 Dec | 0.00 | 2.7 | -0.10 | - | 0.774 | -22 | 328 | |||
| 4 Dec | 0.00 | 2.8 | -0.60 | - | 0.681 | -16 | 356 | |||
| 3 Dec | 0.00 | 3.4 | -3.15 | - | 1.146 | 117 | 369 | |||
| 2 Dec | 0.00 | 6.55 | -4.70 | 75.17 | 2.735 | 12 | 271 | |||
| 29 Nov | 0.00 | 11.25 | 1.30 | 77.40 | 1.369 | -46 | 259 | |||
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| 28 Nov | 0.00 | 9.95 | 1.85 | 77.70 | 1.154 | 7 | 317 | |||
| 27 Nov | 0.00 | 8.1 | -7.20 | 76.21 | 2.573 | 155 | 322 | |||
| 26 Nov | 0.00 | 15.3 | -1.70 | 79.41 | 2.366 | 49 | 180 | |||
| 25 Nov | 0.00 | 17 | 5.20 | 79.71 | 3.271 | -69 | 145 | |||
| 22 Nov | 0.00 | 11.8 | -4.55 | 75.80 | 5.331 | 178 | 226 | |||
| 21 Nov | 0.00 | 16.35 | 1.55 | 74.60 | 0.108 | 36 | 43 | |||
| 20 Nov | 0.00 | 14.8 | 4.35 | 73.38 | 0.014 | 3 | 7 | |||
| 19 Nov | 0.00 | 10.45 | 10.45 | 70.34 | 0.003 | 4 | 4 | |||
| 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 315 expiring on 23DEC2024
Delta for 315 CE is 0.59
Historical price for 315 CE is as follows
On 20 Dec NATURALGAS was trading at 0.00. The strike last trading price was 11.3, which was 7.45 higher than the previous day. The implied volatity was 74.87, the open interest changed by 1189 which increased total open position to 2309
On 19 Dec NATURALGAS was trading at 0.00. The strike last trading price was 3.85, which was 1.00 higher than the previous day. The implied volatity was 78.94, the open interest changed by -191 which decreased total open position to 1354
On 18 Dec NATURALGAS was trading at 0.00. The strike last trading price was 2.85, which was 1.75 higher than the previous day. The implied volatity was 83.84, the open interest changed by 795 which increased total open position to 1589
On 17 Dec NATURALGAS was trading at 0.00. The strike last trading price was 1.1, which was -1.20 lower than the previous day. The implied volatity was -, the open interest changed by 8 which increased total open position to 850
On 16 Dec NATURALGAS was trading at 0.00. The strike last trading price was 2.3, which was -1.80 lower than the previous day. The implied volatity was -, the open interest changed by 227 which increased total open position to 892
On 13 Dec NATURALGAS was trading at 0.00. The strike last trading price was 4.1, which was -5.80 lower than the previous day. The implied volatity was 82.26, the open interest changed by -110 which decreased total open position to 737
On 12 Dec NATURALGAS was trading at 0.00. The strike last trading price was 9.9, which was 3.40 higher than the previous day. The implied volatity was 76.80, the open interest changed by 359 which increased total open position to 1066
On 11 Dec NATURALGAS was trading at 0.00. The strike last trading price was 6.5, which was 3.90 higher than the previous day. The implied volatity was 77.49, the open interest changed by 277 which increased total open position to 698
On 10 Dec NATURALGAS was trading at 0.00. The strike last trading price was 2.6, which was -0.60 lower than the previous day. The implied volatity was -, the open interest changed by -465 which decreased total open position to 454
On 9 Dec NATURALGAS was trading at 0.00. The strike last trading price was 3.2, which was 0.35 higher than the previous day. The implied volatity was 72.20, the open interest changed by 594 which increased total open position to 921
On 6 Dec NATURALGAS was trading at 0.00. The strike last trading price was 2.85, which was 0.15 higher than the previous day. The implied volatity was 73.47, the open interest changed by -11 which decreased total open position to 326
On 5 Dec NATURALGAS was trading at 0.00. The strike last trading price was 2.7, which was -0.10 lower than the previous day. The implied volatity was -, the open interest changed by -22 which decreased total open position to 328
On 4 Dec NATURALGAS was trading at 0.00. The strike last trading price was 2.8, which was -0.60 lower than the previous day. The implied volatity was -, the open interest changed by -16 which decreased total open position to 356
On 3 Dec NATURALGAS was trading at 0.00. The strike last trading price was 3.4, which was -3.15 lower than the previous day. The implied volatity was -, the open interest changed by 117 which increased total open position to 369
On 2 Dec NATURALGAS was trading at 0.00. The strike last trading price was 6.55, which was -4.70 lower than the previous day. The implied volatity was 75.17, the open interest changed by 12 which increased total open position to 271
On 29 Nov NATURALGAS was trading at 0.00. The strike last trading price was 11.25, which was 1.30 higher than the previous day. The implied volatity was 77.40, the open interest changed by -46 which decreased total open position to 259
On 28 Nov NATURALGAS was trading at 0.00. The strike last trading price was 9.95, which was 1.85 higher than the previous day. The implied volatity was 77.70, the open interest changed by 7 which increased total open position to 317
On 27 Nov NATURALGAS was trading at 0.00. The strike last trading price was 8.1, which was -7.20 lower than the previous day. The implied volatity was 76.21, the open interest changed by 155 which increased total open position to 322
On 26 Nov NATURALGAS was trading at 0.00. The strike last trading price was 15.3, which was -1.70 lower than the previous day. The implied volatity was 79.41, the open interest changed by 49 which increased total open position to 180
On 25 Nov NATURALGAS was trading at 0.00. The strike last trading price was 17, which was 5.20 higher than the previous day. The implied volatity was 79.71, the open interest changed by -69 which decreased total open position to 145
On 22 Nov NATURALGAS was trading at 0.00. The strike last trading price was 11.8, which was -4.55 lower than the previous day. The implied volatity was 75.80, the open interest changed by 178 which increased total open position to 226
On 21 Nov NATURALGAS was trading at 0.00. The strike last trading price was 16.35, which was 1.55 higher than the previous day. The implied volatity was 74.60, the open interest changed by 36 which increased total open position to 43
On 20 Nov NATURALGAS was trading at 0.00. The strike last trading price was 14.8, which was 4.35 higher than the previous day. The implied volatity was 73.38, the open interest changed by 3 which increased total open position to 7
On 19 Nov NATURALGAS was trading at 0.00. The strike last trading price was 10.45, which was 10.45 higher than the previous day. The implied volatity was 70.34, the open interest changed by 4 which increased total open position to 4
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 315 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.41
Vega: 0.12
Theta: -1.38
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 0.00 | 7.1 | -14.50 | 76.58 | 26.695 | 1,647 | 1,861 |
| 19 Dec | 0.00 | 21.6 | -7.30 | 79.41 | 1.072 | 190 | 216 |
| 18 Dec | 0.00 | 28.9 | -15.90 | 55.18 | 0.01 | 7 | 26 |
| 17 Dec | 0.00 | 44.8 | 5.75 | - | 0.007 | 19 | 19 |
| 16 Dec | 0.00 | 39.05 | -2.15 | 0.00 | 0.125 | 1 | 0 |
| 13 Dec | 0.00 | 41.2 | 16.00 | 85.26 | 0.123 | 0 | 13 |
| 12 Dec | 0.00 | 25.2 | -30.05 | 75.80 | 0.028 | 13 | 13 |
| 11 Dec | 0.00 | 55.25 | 0.00 | 0.00 | 0.001 | 5 | 0 |
| 10 Dec | 0.00 | 55.25 | 0.00 | 0.00 | 0.001 | 5 | 0 |
| 9 Dec | 0.00 | 55.25 | 0.00 | 0.00 | 0.001 | 5 | 0 |
| 6 Dec | 0.00 | 55.25 | 0.00 | 0.00 | 0.001 | 5 | 0 |
| 5 Dec | 0.00 | 55.25 | -4.30 | 47.82 | 0.001 | 5 | 5 |
| 4 Dec | 0.00 | 59.55 | 6.85 | 0.00 | 0.002 | 4 | 0 |
| 3 Dec | 0.00 | 52.7 | 2.15 | - | 0.001 | 4 | 4 |
| 2 Dec | 0.00 | 50.55 | 0.00 | 0.00 | 0.006 | -1 | 0 |
| 29 Nov | 0.00 | 50.55 | 0.00 | 0.00 | 0.006 | -1 | 0 |
| 28 Nov | 0.00 | 50.55 | 0.00 | 0.00 | 0.006 | -1 | 0 |
| 27 Nov | 0.00 | 50.55 | 11.75 | 70.97 | 0.006 | -1 | 5 |
| 26 Nov | 0.00 | 38.8 | 0.25 | 72.56 | 0.003 | 2 | 7 |
| 25 Nov | 0.00 | 38.55 | -8.00 | 76.01 | 0.008 | 2 | 5 |
| 22 Nov | 0.00 | 46.55 | -1.80 | 69.06 | 0.011 | 2 | 3 |
| 21 Nov | 0.00 | 48.35 | 0.00 | 0.00 | 0.001 | 0 | 1 |
| 20 Nov | 0.00 | 48.35 | 48.35 | 89.70 | 0.001 | 1 | 1 |
| 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 315 expiring on 23DEC2024
Delta for 315 PE is -0.41
Historical price for 315 PE is as follows
On 20 Dec NATURALGAS was trading at 0.00. The strike last trading price was 7.1, which was -14.50 lower than the previous day. The implied volatity was 76.58, the open interest changed by 1647 which increased total open position to 1861
On 19 Dec NATURALGAS was trading at 0.00. The strike last trading price was 21.6, which was -7.30 lower than the previous day. The implied volatity was 79.41, the open interest changed by 190 which increased total open position to 216
On 18 Dec NATURALGAS was trading at 0.00. The strike last trading price was 28.9, which was -15.90 lower than the previous day. The implied volatity was 55.18, the open interest changed by 7 which increased total open position to 26
On 17 Dec NATURALGAS was trading at 0.00. The strike last trading price was 44.8, which was 5.75 higher than the previous day. The implied volatity was -, the open interest changed by 19 which increased total open position to 19
On 16 Dec NATURALGAS was trading at 0.00. The strike last trading price was 39.05, which was -2.15 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 13 Dec NATURALGAS was trading at 0.00. The strike last trading price was 41.2, which was 16.00 higher than the previous day. The implied volatity was 85.26, the open interest changed by 0 which decreased total open position to 13
On 12 Dec NATURALGAS was trading at 0.00. The strike last trading price was 25.2, which was -30.05 lower than the previous day. The implied volatity was 75.80, the open interest changed by 13 which increased total open position to 13
On 11 Dec NATURALGAS was trading at 0.00. The strike last trading price was 55.25, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 5 which increased total open position to 0
On 10 Dec NATURALGAS was trading at 0.00. The strike last trading price was 55.25, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 5 which increased total open position to 0
On 9 Dec NATURALGAS was trading at 0.00. The strike last trading price was 55.25, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 5 which increased total open position to 0
On 6 Dec NATURALGAS was trading at 0.00. The strike last trading price was 55.25, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 5 which increased total open position to 0
On 5 Dec NATURALGAS was trading at 0.00. The strike last trading price was 55.25, which was -4.30 lower than the previous day. The implied volatity was 47.82, the open interest changed by 5 which increased total open position to 5
On 4 Dec NATURALGAS was trading at 0.00. The strike last trading price was 59.55, which was 6.85 higher than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 3 Dec NATURALGAS was trading at 0.00. The strike last trading price was 52.7, which was 2.15 higher than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 4
On 2 Dec NATURALGAS was trading at 0.00. The strike last trading price was 50.55, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 29 Nov NATURALGAS was trading at 0.00. The strike last trading price was 50.55, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 28 Nov NATURALGAS was trading at 0.00. The strike last trading price was 50.55, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 27 Nov NATURALGAS was trading at 0.00. The strike last trading price was 50.55, which was 11.75 higher than the previous day. The implied volatity was 70.97, the open interest changed by -1 which decreased total open position to 5
On 26 Nov NATURALGAS was trading at 0.00. The strike last trading price was 38.8, which was 0.25 higher than the previous day. The implied volatity was 72.56, the open interest changed by 2 which increased total open position to 7
On 25 Nov NATURALGAS was trading at 0.00. The strike last trading price was 38.55, which was -8.00 lower than the previous day. The implied volatity was 76.01, the open interest changed by 2 which increased total open position to 5
On 22 Nov NATURALGAS was trading at 0.00. The strike last trading price was 46.55, which was -1.80 lower than the previous day. The implied volatity was 69.06, the open interest changed by 2 which increased total open position to 3
On 21 Nov NATURALGAS was trading at 0.00. The strike last trading price was 48.35, 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 1
On 20 Nov NATURALGAS was trading at 0.00. The strike last trading price was 48.35, which was 48.35 higher than the previous day. The implied volatity was 89.70, the open interest changed by 1 which increased total open position to 1
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
