NATURALGAS
Natural Gas
Historical option data for NATURALGAS
22 Nov 2024 12:40 PM IST
| NATURALGAS 23DEC2024 320 CE | ||||||||||
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Delta: 0.41
Vega: 0.34
Theta: -0.41
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 22 Nov | 0.00 | 17.5 | 2.50 | 76.57 | 3.45 | 157 | 1,323 | |||
| 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 | |||
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| 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 0.41
Historical price for 320 CE is as follows
On 22 Nov NATURALGAS was trading at 0.00. The strike last trading price was 17.5, which was 2.50 higher than the previous day. The implied volatity was 76.57, the open interest changed by 157 which increased total open position to 1323
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: -0.59
Vega: 0.34
Theta: -0.41
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Nov | 0.00 | 40.75 | -3.25 | 75.83 | 0.054 | 42 | 127 |
| 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 -0.59
Historical price for 320 PE is as follows
On 22 Nov NATURALGAS was trading at 0.00. The strike last trading price was 40.75, which was -3.25 lower than the previous day. The implied volatity was 75.83, the open interest changed by 42 which increased total open position to 127
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
