NATURALGAS
Natural Gas
Historical option data for NATURALGAS
20 Dec 2024 11:40 PM IST
| NATURALGAS 23DEC2024 325 CE | ||||||||||
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Delta: 0.41
Vega: 0.12
Theta: -1.28
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 0.00 | 6.1 | 4.05 | 71.09 | 34.805 | 356 | 1,952 | |||
| 19 Dec | 0.00 | 2.05 | 0.30 | 79.41 | 13.533 | 612 | 1,581 | |||
| 18 Dec | 0.00 | 1.75 | 1.05 | - | 5.046 | 103 | 1,054 | |||
| 17 Dec | 0.00 | 0.7 | -0.80 | - | 1.425 | 73 | 991 | |||
| 16 Dec | 0.00 | 1.5 | -1.50 | - | 1.562 | 96 | 908 | |||
| 13 Dec | 0.00 | 3 | -4.25 | - | 4.958 | 121 | 880 | |||
| 12 Dec | 0.00 | 7.25 | 2.45 | 78.10 | 6.775 | 83 | 757 | |||
| 11 Dec | 0.00 | 4.8 | 2.95 | 79.47 | 1.678 | 177 | 653 | |||
| 10 Dec | 0.00 | 1.85 | -0.50 | - | 0.344 | 16 | 471 | |||
| 9 Dec | 0.00 | 2.35 | 0.15 | 74.60 | 0.662 | 19 | 447 | |||
| 6 Dec | 0.00 | 2.2 | 0.10 | - | 0.396 | 31 | 429 | |||
| 5 Dec | 0.00 | 2.1 | -0.05 | - | 0.734 | 179 | 413 | |||
| 4 Dec | 0.00 | 2.15 | -0.40 | - | 0.406 | 0 | 242 | |||
| 3 Dec | 0.00 | 2.55 | -2.55 | - | 0.986 | -94 | 255 | |||
| 2 Dec | 0.00 | 5.1 | -3.95 | 76.45 | 2.31 | 1 | 347 | |||
| 29 Nov | 0.00 | 9.05 | 1.10 | 78.21 | 1.82 | 124 | 438 | |||
| 28 Nov | 0.00 | 7.95 | 1.35 | 78.31 | 0.96 | 107 | 327 | |||
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| 27 Nov | 0.00 | 6.6 | -6.20 | 77.70 | 1.964 | 144 | 238 | |||
| 26 Nov | 0.00 | 12.8 | -1.20 | 80.60 | 2.51 | 19 | 89 | |||
| 25 Nov | 0.00 | 14 | 4.00 | 79.80 | 2.289 | -81 | 79 | |||
| 22 Nov | 0.00 | 10 | -3.50 | 77.60 | 5.055 | 167 | 177 | |||
| 21 Nov | 0.00 | 13.5 | 13.50 | 74.88 | 0.02 | 10 | 10 | |||
| 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 325 expiring on 23DEC2024
Delta for 325 CE is 0.41
Historical price for 325 CE is as follows
On 20 Dec NATURALGAS was trading at 0.00. The strike last trading price was 6.1, which was 4.05 higher than the previous day. The implied volatity was 71.09, the open interest changed by 356 which increased total open position to 1952
On 19 Dec NATURALGAS was trading at 0.00. The strike last trading price was 2.05, which was 0.30 higher than the previous day. The implied volatity was 79.41, the open interest changed by 612 which increased total open position to 1581
On 18 Dec NATURALGAS was trading at 0.00. The strike last trading price was 1.75, which was 1.05 higher than the previous day. The implied volatity was -, the open interest changed by 103 which increased total open position to 1054
On 17 Dec NATURALGAS was trading at 0.00. The strike last trading price was 0.7, which was -0.80 lower than the previous day. The implied volatity was -, the open interest changed by 73 which increased total open position to 991
On 16 Dec NATURALGAS was trading at 0.00. The strike last trading price was 1.5, which was -1.50 lower than the previous day. The implied volatity was -, the open interest changed by 96 which increased total open position to 908
On 13 Dec NATURALGAS was trading at 0.00. The strike last trading price was 3, which was -4.25 lower than the previous day. The implied volatity was -, the open interest changed by 121 which increased total open position to 880
On 12 Dec NATURALGAS was trading at 0.00. The strike last trading price was 7.25, which was 2.45 higher than the previous day. The implied volatity was 78.10, the open interest changed by 83 which increased total open position to 757
On 11 Dec NATURALGAS was trading at 0.00. The strike last trading price was 4.8, which was 2.95 higher than the previous day. The implied volatity was 79.47, the open interest changed by 177 which increased total open position to 653
On 10 Dec NATURALGAS was trading at 0.00. The strike last trading price was 1.85, which was -0.50 lower than the previous day. The implied volatity was -, the open interest changed by 16 which increased total open position to 471
On 9 Dec NATURALGAS was trading at 0.00. The strike last trading price was 2.35, which was 0.15 higher than the previous day. The implied volatity was 74.60, the open interest changed by 19 which increased total open position to 447
On 6 Dec NATURALGAS was trading at 0.00. The strike last trading price was 2.2, which was 0.10 higher than the previous day. The implied volatity was -, the open interest changed by 31 which increased total open position to 429
On 5 Dec NATURALGAS was trading at 0.00. The strike last trading price was 2.1, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by 179 which increased total open position to 413
On 4 Dec NATURALGAS was trading at 0.00. The strike last trading price was 2.15, which was -0.40 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 242
On 3 Dec NATURALGAS was trading at 0.00. The strike last trading price was 2.55, which was -2.55 lower than the previous day. The implied volatity was -, the open interest changed by -94 which decreased total open position to 255
On 2 Dec NATURALGAS was trading at 0.00. The strike last trading price was 5.1, which was -3.95 lower than the previous day. The implied volatity was 76.45, the open interest changed by 1 which increased total open position to 347
On 29 Nov NATURALGAS was trading at 0.00. The strike last trading price was 9.05, which was 1.10 higher than the previous day. The implied volatity was 78.21, the open interest changed by 124 which increased total open position to 438
On 28 Nov NATURALGAS was trading at 0.00. The strike last trading price was 7.95, which was 1.35 higher than the previous day. The implied volatity was 78.31, the open interest changed by 107 which increased total open position to 327
On 27 Nov NATURALGAS was trading at 0.00. The strike last trading price was 6.6, which was -6.20 lower than the previous day. The implied volatity was 77.70, the open interest changed by 144 which increased total open position to 238
On 26 Nov NATURALGAS was trading at 0.00. The strike last trading price was 12.8, which was -1.20 lower than the previous day. The implied volatity was 80.60, the open interest changed by 19 which increased total open position to 89
On 25 Nov NATURALGAS was trading at 0.00. The strike last trading price was 14, which was 4.00 higher than the previous day. The implied volatity was 79.80, the open interest changed by -81 which decreased total open position to 79
On 22 Nov NATURALGAS was trading at 0.00. The strike last trading price was 10, which was -3.50 lower than the previous day. The implied volatity was 77.60, the open interest changed by 167 which increased total open position to 177
On 21 Nov NATURALGAS was trading at 0.00. The strike last trading price was 13.5, which was 13.50 higher than the previous day. The implied volatity was 74.88, the open interest changed by 10 which increased total open position to 10
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
| NATURALGAS 23DEC2024 325 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.59
Vega: 0.12
Theta: -1.30
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 0.00 | 11.8 | -14.35 | 71.95 | 2.397 | 341 | 356 |
| 19 Dec | 0.00 | 26.15 | -10.30 | - | 0.006 | 7 | 15 |
| 18 Dec | 0.00 | 36.45 | -16.35 | - | 0.001 | 8 | 8 |
| 17 Dec | 0.00 | 52.8 | 0.00 | 0.00 | 0.002 | 7 | 0 |
| 16 Dec | 0.00 | 52.8 | 15.75 | - | 0.002 | 7 | 7 |
| 13 Dec | 0.00 | 37.05 | -2.30 | - | 0.001 | 6 | 0 |
| 12 Dec | 0.00 | 39.35 | -15.10 | 112.08 | 0.004 | 6 | 6 |
| 11 Dec | 0.00 | 54.45 | 0.00 | 0.00 | 0.002 | 4 | 0 |
| 10 Dec | 0.00 | 54.45 | 0.00 | 0.00 | 0.002 | 4 | 0 |
| 9 Dec | 0.00 | 54.45 | 0.00 | 0.00 | 0.002 | 4 | 0 |
| 6 Dec | 0.00 | 54.45 | 0.00 | 0.00 | 0.002 | 4 | 0 |
| 5 Dec | 0.00 | 54.45 | 0.00 | 0.00 | 0.002 | 4 | 0 |
| 4 Dec | 0.00 | 54.45 | 0.00 | 0.00 | 0.002 | 4 | 0 |
| 3 Dec | 0.00 | 54.45 | 0.00 | 0.00 | 0.002 | 4 | 0 |
| 2 Dec | 0.00 | 54.45 | -1.85 | 61.63 | 0.002 | 4 | 4 |
| 29 Nov | 0.00 | 56.3 | 0.00 | 0.00 | 0.002 | 1 | 0 |
| 28 Nov | 0.00 | 56.3 | 0.00 | 0.00 | 0.002 | 1 | 0 |
| 27 Nov | 0.00 | 56.3 | 11.25 | 56.76 | 0.002 | 1 | 6 |
| 26 Nov | 0.00 | 45.05 | -11.90 | 68.62 | 0.001 | 5 | 5 |
| 25 Nov | 0.00 | 56.95 | 0.00 | 0.00 | 0.002 | 0 | 0 |
| 22 Nov | 0.00 | 56.95 | 10.20 | 78.51 | 0.002 | 0 | 4 |
| 21 Nov | 0.00 | 46.75 | 46.75 | 71.27 | 0.004 | 4 | 4 |
| 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 325 expiring on 23DEC2024
Delta for 325 PE is -0.59
Historical price for 325 PE is as follows
On 20 Dec NATURALGAS was trading at 0.00. The strike last trading price was 11.8, which was -14.35 lower than the previous day. The implied volatity was 71.95, the open interest changed by 341 which increased total open position to 356
On 19 Dec NATURALGAS was trading at 0.00. The strike last trading price was 26.15, which was -10.30 lower than the previous day. The implied volatity was -, the open interest changed by 7 which increased total open position to 15
On 18 Dec NATURALGAS was trading at 0.00. The strike last trading price was 36.45, which was -16.35 lower than the previous day. The implied volatity was -, the open interest changed by 8 which increased total open position to 8
On 17 Dec NATURALGAS was trading at 0.00. The strike last trading price was 52.8, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 7 which increased total open position to 0
On 16 Dec NATURALGAS was trading at 0.00. The strike last trading price was 52.8, which was 15.75 higher than the previous day. The implied volatity was -, the open interest changed by 7 which increased total open position to 7
On 13 Dec NATURALGAS was trading at 0.00. The strike last trading price was 37.05, which was -2.30 lower than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 0
On 12 Dec NATURALGAS was trading at 0.00. The strike last trading price was 39.35, which was -15.10 lower than the previous day. The implied volatity was 112.08, the open interest changed by 6 which increased total open position to 6
On 11 Dec NATURALGAS was trading at 0.00. The strike last trading price was 54.45, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 10 Dec NATURALGAS was trading at 0.00. The strike last trading price was 54.45, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 9 Dec NATURALGAS was trading at 0.00. The strike last trading price was 54.45, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 6 Dec NATURALGAS was trading at 0.00. The strike last trading price was 54.45, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 5 Dec NATURALGAS was trading at 0.00. The strike last trading price was 54.45, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 4 Dec NATURALGAS was trading at 0.00. The strike last trading price was 54.45, which was 0.00 lower 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 54.45, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 2 Dec NATURALGAS was trading at 0.00. The strike last trading price was 54.45, which was -1.85 lower than the previous day. The implied volatity was 61.63, the open interest changed by 4 which increased total open position to 4
On 29 Nov NATURALGAS was trading at 0.00. The strike last trading price was 56.3, which was 0.00 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 28 Nov NATURALGAS was trading at 0.00. The strike last trading price was 56.3, which was 0.00 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 27 Nov NATURALGAS was trading at 0.00. The strike last trading price was 56.3, which was 11.25 higher than the previous day. The implied volatity was 56.76, the open interest changed by 1 which increased total open position to 6
On 26 Nov NATURALGAS was trading at 0.00. The strike last trading price was 45.05, which was -11.90 lower than the previous day. The implied volatity was 68.62, the open interest changed by 5 which increased total open position to 5
On 25 Nov NATURALGAS was trading at 0.00. The strike last trading price was 56.95, 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 22 Nov NATURALGAS was trading at 0.00. The strike last trading price was 56.95, which was 10.20 higher than the previous day. The implied volatity was 78.51, the open interest changed by 0 which decreased total open position to 4
On 21 Nov NATURALGAS was trading at 0.00. The strike last trading price was 46.75, which was 46.75 higher than the previous day. The implied volatity was 71.27, the open interest changed by 4 which increased total open position to 4
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
