NATURALGAS
Natural Gas
Historical option data for NATURALGAS
20 Dec 2024 11:40 PM IST
| NATURALGAS 23DEC2024 320 CE | ||||||||||
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Delta: 0.50
Vega: 0.12
Theta: -1.34
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 0.00 | 8.4 | 5.65 | 72.35 | 70.055 | 760 | 4,920 | |||
| 19 Dec | 0.00 | 2.75 | 0.55 | 78.27 | 30.455 | 432 | 4,397 | |||
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| 18 Dec | 0.00 | 2.2 | 1.35 | 84.73 | 20.098 | -227 | 3,837 | |||
| 17 Dec | 0.00 | 0.85 | -1.00 | - | 7.246 | 222 | 4,054 | |||
| 16 Dec | 0.00 | 1.85 | -1.65 | - | 9.351 | 186 | 3,825 | |||
| 13 Dec | 0.00 | 3.5 | -5.00 | - | 17.442 | -711 | 3,860 | |||
| 12 Dec | 0.00 | 8.5 | 2.85 | 77.54 | 23.161 | 1,153 | 4,736 | |||
| 11 Dec | 0.00 | 5.65 | 3.45 | 78.87 | 11.537 | 1,270 | 3,624 | |||
| 10 Dec | 0.00 | 2.2 | -0.75 | 75.71 | 3.018 | 46 | 2,323 | |||
| 9 Dec | 0.00 | 2.95 | 0.45 | 75.11 | 3.598 | -133 | 2,330 | |||
| 6 Dec | 0.00 | 2.5 | 0.20 | 74.78 | 1.816 | -68 | 2,502 | |||
| 5 Dec | 0.00 | 2.3 | -0.05 | 73.08 | 2.717 | -121 | 2,633 | |||
| 4 Dec | 0.00 | 2.35 | -0.60 | 73.49 | 4.37 | -23 | 2,877 | |||
| 3 Dec | 0.00 | 2.95 | -2.70 | 76.19 | 5.007 | 745 | 2,956 | |||
| 2 Dec | 0.00 | 5.65 | -4.45 | 75.15 | 9.686 | 554 | 2,258 | |||
| 29 Nov | 0.00 | 10.1 | 1.15 | 77.83 | 6.477 | -67 | 1,764 | |||
| 28 Nov | 0.00 | 8.95 | 1.80 | 78.21 | 4.602 | -6 | 1,843 | |||
| 27 Nov | 0.00 | 7.15 | -6.80 | 76.36 | 8.286 | 215 | 1,745 | |||
| 26 Nov | 0.00 | 13.95 | -1.40 | 79.86 | 8.97 | 97 | 1,603 | |||
| 25 Nov | 0.00 | 15.35 | 4.55 | 79.47 | 10.278 | 303 | 1,509 | |||
| 22 Nov | 0.00 | 10.8 | -4.20 | 76.50 | 16.93 | 80 | 1,246 | |||
| 21 Nov | 0.00 | 15 | 0.80 | 75.15 | 5.802 | 588 | 1,119 | |||
| 20 Nov | 0.00 | 14.2 | 4.00 | 75.94 | 1.04 | 324 | 539 | |||
| 19 Nov | 0.00 | 10.2 | 10.20 | 73.37 | 0.494 | 216 | 216 | |||
| 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 320 expiring on 23DEC2024
Delta for 320 CE is 0.50
Historical price for 320 CE is as follows
On 20 Dec NATURALGAS was trading at 0.00. The strike last trading price was 8.4, which was 5.65 higher than the previous day. The implied volatity was 72.35, the open interest changed by 760 which increased total open position to 4920
On 19 Dec NATURALGAS was trading at 0.00. The strike last trading price was 2.75, which was 0.55 higher than the previous day. The implied volatity was 78.27, the open interest changed by 432 which increased total open position to 4397
On 18 Dec NATURALGAS was trading at 0.00. The strike last trading price was 2.2, which was 1.35 higher than the previous day. The implied volatity was 84.73, the open interest changed by -227 which decreased total open position to 3837
On 17 Dec NATURALGAS was trading at 0.00. The strike last trading price was 0.85, which was -1.00 lower than the previous day. The implied volatity was -, the open interest changed by 222 which increased total open position to 4054
On 16 Dec NATURALGAS was trading at 0.00. The strike last trading price was 1.85, which was -1.65 lower than the previous day. The implied volatity was -, the open interest changed by 186 which increased total open position to 3825
On 13 Dec NATURALGAS was trading at 0.00. The strike last trading price was 3.5, which was -5.00 lower than the previous day. The implied volatity was -, the open interest changed by -711 which decreased total open position to 3860
On 12 Dec NATURALGAS was trading at 0.00. The strike last trading price was 8.5, which was 2.85 higher than the previous day. The implied volatity was 77.54, the open interest changed by 1153 which increased total open position to 4736
On 11 Dec NATURALGAS was trading at 0.00. The strike last trading price was 5.65, which was 3.45 higher than the previous day. The implied volatity was 78.87, the open interest changed by 1270 which increased total open position to 3624
On 10 Dec NATURALGAS was trading at 0.00. The strike last trading price was 2.2, which was -0.75 lower than the previous day. The implied volatity was 75.71, the open interest changed by 46 which increased total open position to 2323
On 9 Dec NATURALGAS was trading at 0.00. The strike last trading price was 2.95, which was 0.45 higher than the previous day. The implied volatity was 75.11, the open interest changed by -133 which decreased total open position to 2330
On 6 Dec NATURALGAS was trading at 0.00. The strike last trading price was 2.5, which was 0.20 higher than the previous day. The implied volatity was 74.78, the open interest changed by -68 which decreased total open position to 2502
On 5 Dec NATURALGAS was trading at 0.00. The strike last trading price was 2.3, which was -0.05 lower than the previous day. The implied volatity was 73.08, the open interest changed by -121 which decreased total open position to 2633
On 4 Dec NATURALGAS was trading at 0.00. The strike last trading price was 2.35, which was -0.60 lower than the previous day. The implied volatity was 73.49, the open interest changed by -23 which decreased total open position to 2877
On 3 Dec NATURALGAS was trading at 0.00. The strike last trading price was 2.95, which was -2.70 lower than the previous day. The implied volatity was 76.19, the open interest changed by 745 which increased total open position to 2956
On 2 Dec NATURALGAS was trading at 0.00. The strike last trading price was 5.65, which was -4.45 lower than the previous day. The implied volatity was 75.15, the open interest changed by 554 which increased total open position to 2258
On 29 Nov NATURALGAS was trading at 0.00. The strike last trading price was 10.1, which was 1.15 higher than the previous day. The implied volatity was 77.83, the open interest changed by -67 which decreased total open position to 1764
On 28 Nov NATURALGAS was trading at 0.00. The strike last trading price was 8.95, which was 1.80 higher than the previous day. The implied volatity was 78.21, the open interest changed by -6 which decreased total open position to 1843
On 27 Nov NATURALGAS was trading at 0.00. The strike last trading price was 7.15, which was -6.80 lower than the previous day. The implied volatity was 76.36, the open interest changed by 215 which increased total open position to 1745
On 26 Nov NATURALGAS was trading at 0.00. The strike last trading price was 13.95, which was -1.40 lower than the previous day. The implied volatity was 79.86, the open interest changed by 97 which increased total open position to 1603
On 25 Nov NATURALGAS was trading at 0.00. The strike last trading price was 15.35, which was 4.55 higher than the previous day. The implied volatity was 79.47, the open interest changed by 303 which increased total open position to 1509
On 22 Nov NATURALGAS was trading at 0.00. The strike last trading price was 10.8, which was -4.20 lower than the previous day. The implied volatity was 76.50, the open interest changed by 80 which increased total open position to 1246
On 21 Nov NATURALGAS was trading at 0.00. The strike last trading price was 15, which was 0.80 higher than the previous day. The implied volatity was 75.15, the open interest changed by 588 which increased total open position to 1119
On 20 Nov NATURALGAS was trading at 0.00. The strike last trading price was 14.2, which was 4.00 higher than the previous day. The implied volatity was 75.94, the open interest changed by 324 which increased total open position to 539
On 19 Nov NATURALGAS was trading at 0.00. The strike last trading price was 10.2, which was 10.20 higher than the previous day. The implied volatity was 73.37, the open interest changed by 216 which increased total open position to 216
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 320 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.50
Vega: 0.12
Theta: -1.36
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 0.00 | 9.15 | -16.30 | 73.60 | 25.383 | 2,383 | 2,867 |
| 19 Dec | 0.00 | 25.45 | -9.40 | 78.27 | 1.082 | 258 | 496 |
| 18 Dec | 0.00 | 34.85 | -16.85 | 77.56 | 0.101 | -6 | 245 |
| 17 Dec | 0.00 | 51.7 | 3.80 | - | 0.017 | -4 | 251 |
| 16 Dec | 0.00 | 47.9 | 2.40 | - | 0.01 | -1 | 255 |
| 13 Dec | 0.00 | 45.5 | 17.20 | 87.36 | 0.13 | -35 | 256 |
| 12 Dec | 0.00 | 28.3 | -9.90 | 73.88 | 0.15 | 54 | 295 |
| 11 Dec | 0.00 | 38.2 | -16.10 | 74.89 | 0.033 | 13 | 242 |
| 10 Dec | 0.00 | 54.3 | 5.45 | 74.73 | 0.002 | -3 | 229 |
| 9 Dec | 0.00 | 48.85 | -17.15 | 45.47 | 0.002 | 0 | 232 |
| 6 Dec | 0.00 | 66 | 7.65 | - | 0.002 | -2 | 232 |
| 5 Dec | 0.00 | 58.35 | -10.00 | - | 0.002 | -2 | 234 |
| 4 Dec | 0.00 | 68.35 | 11.15 | - | 0.001 | -1 | 236 |
| 3 Dec | 0.00 | 57.2 | 5.10 | - | 0.004 | -2 | 237 |
| 2 Dec | 0.00 | 52.1 | 4.80 | 74.15 | 0.023 | -5 | 239 |
| 29 Nov | 0.00 | 47.3 | -3.50 | 80.54 | 0.073 | 0 | 244 |
| 28 Nov | 0.00 | 50.8 | -4.40 | 77.19 | 0.01 | 4 | 244 |
| 27 Nov | 0.00 | 55.2 | 13.20 | 73.81 | 0.05 | -32 | 241 |
| 26 Nov | 0.00 | 42 | -0.75 | 71.28 | 0.294 | 23 | 275 |
| 25 Nov | 0.00 | 42.75 | -7.65 | 78.82 | 0.168 | 53 | 259 |
| 22 Nov | 0.00 | 50.4 | 6.40 | 68.98 | 0.186 | 122 | 207 |
| 21 Nov | 0.00 | 44 | 44.00 | 74.54 | 0.126 | 85 | 85 |
| 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 320 expiring on 23DEC2024
Delta for 320 PE is -0.50
Historical price for 320 PE is as follows
On 20 Dec NATURALGAS was trading at 0.00. The strike last trading price was 9.15, which was -16.30 lower than the previous day. The implied volatity was 73.60, the open interest changed by 2383 which increased total open position to 2867
On 19 Dec NATURALGAS was trading at 0.00. The strike last trading price was 25.45, which was -9.40 lower than the previous day. The implied volatity was 78.27, the open interest changed by 258 which increased total open position to 496
On 18 Dec NATURALGAS was trading at 0.00. The strike last trading price was 34.85, which was -16.85 lower than the previous day. The implied volatity was 77.56, the open interest changed by -6 which decreased total open position to 245
On 17 Dec NATURALGAS was trading at 0.00. The strike last trading price was 51.7, which was 3.80 higher than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 251
On 16 Dec NATURALGAS was trading at 0.00. The strike last trading price was 47.9, which was 2.40 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 255
On 13 Dec NATURALGAS was trading at 0.00. The strike last trading price was 45.5, which was 17.20 higher than the previous day. The implied volatity was 87.36, the open interest changed by -35 which decreased total open position to 256
On 12 Dec NATURALGAS was trading at 0.00. The strike last trading price was 28.3, which was -9.90 lower than the previous day. The implied volatity was 73.88, the open interest changed by 54 which increased total open position to 295
On 11 Dec NATURALGAS was trading at 0.00. The strike last trading price was 38.2, which was -16.10 lower than the previous day. The implied volatity was 74.89, the open interest changed by 13 which increased total open position to 242
On 10 Dec NATURALGAS was trading at 0.00. The strike last trading price was 54.3, which was 5.45 higher than the previous day. The implied volatity was 74.73, the open interest changed by -3 which decreased total open position to 229
On 9 Dec NATURALGAS was trading at 0.00. The strike last trading price was 48.85, which was -17.15 lower than the previous day. The implied volatity was 45.47, the open interest changed by 0 which decreased total open position to 232
On 6 Dec NATURALGAS was trading at 0.00. The strike last trading price was 66, which was 7.65 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 232
On 5 Dec NATURALGAS was trading at 0.00. The strike last trading price was 58.35, which was -10.00 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 234
On 4 Dec NATURALGAS was trading at 0.00. The strike last trading price was 68.35, which was 11.15 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 236
On 3 Dec NATURALGAS was trading at 0.00. The strike last trading price was 57.2, which was 5.10 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 237
On 2 Dec NATURALGAS was trading at 0.00. The strike last trading price was 52.1, which was 4.80 higher than the previous day. The implied volatity was 74.15, the open interest changed by -5 which decreased total open position to 239
On 29 Nov NATURALGAS was trading at 0.00. The strike last trading price was 47.3, which was -3.50 lower than the previous day. The implied volatity was 80.54, the open interest changed by 0 which decreased total open position to 244
On 28 Nov NATURALGAS was trading at 0.00. The strike last trading price was 50.8, which was -4.40 lower than the previous day. The implied volatity was 77.19, the open interest changed by 4 which increased total open position to 244
On 27 Nov NATURALGAS was trading at 0.00. The strike last trading price was 55.2, which was 13.20 higher than the previous day. The implied volatity was 73.81, the open interest changed by -32 which decreased total open position to 241
On 26 Nov NATURALGAS was trading at 0.00. The strike last trading price was 42, which was -0.75 lower than the previous day. The implied volatity was 71.28, the open interest changed by 23 which increased total open position to 275
On 25 Nov NATURALGAS was trading at 0.00. The strike last trading price was 42.75, which was -7.65 lower than the previous day. The implied volatity was 78.82, the open interest changed by 53 which increased total open position to 259
On 22 Nov NATURALGAS was trading at 0.00. The strike last trading price was 50.4, which was 6.40 higher than the previous day. The implied volatity was 68.98, the open interest changed by 122 which increased total open position to 207
On 21 Nov NATURALGAS was trading at 0.00. The strike last trading price was 44, which was 44.00 higher than the previous day. The implied volatity was 74.54, the open interest changed by 85 which increased total open position to 85
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
