NATURALGAS
Natural Gas
Historical option data for NATURALGAS
20 Dec 2024 11:40 PM IST
| NATURALGAS 23DEC2024 330 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.32
Vega: 0.11
Theta: -1.15
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 0.00 | 4.2 | 2.75 | 69.35 | 52.638 | 3,289 | 6,437 | |||
| 19 Dec | 0.00 | 1.45 | 0.15 | 79.46 | 15.876 | 678 | 3,398 | |||
| 18 Dec | 0.00 | 1.3 | 0.80 | - | 7.83 | -47 | 2,860 | |||
| 17 Dec | 0.00 | 0.5 | -0.60 | - | 5.446 | -65 | 3,071 | |||
| 16 Dec | 0.00 | 1.1 | -1.40 | - | 5.266 | -54 | 3,177 | |||
| 13 Dec | 0.00 | 2.5 | -3.60 | - | 10.89 | 683 | 3,287 | |||
| 12 Dec | 0.00 | 6.1 | 2.00 | 78.27 | 18.05 | -196 | 2,566 | |||
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| 11 Dec | 0.00 | 4.1 | 2.50 | 80.27 | 5.604 | 72 | 2,810 | |||
| 10 Dec | 0.00 | 1.6 | -0.50 | - | 2.026 | 387 | 2,778 | |||
| 9 Dec | 0.00 | 2.1 | 0.10 | - | 4.052 | -1 | 2,393 | |||
| 6 Dec | 0.00 | 2 | 0.25 | - | 1.216 | -30 | 2,390 | |||
| 5 Dec | 0.00 | 1.75 | -0.15 | - | 2.069 | -33 | 2,450 | |||
| 4 Dec | 0.00 | 1.9 | -0.40 | - | 2.908 | 838 | 2,403 | |||
| 3 Dec | 0.00 | 2.3 | -2.20 | - | 2.546 | 265 | 1,607 | |||
| 2 Dec | 0.00 | 4.5 | -3.75 | 77.07 | 5.612 | 268 | 1,369 | |||
| 29 Nov | 0.00 | 8.25 | 1.00 | 79.21 | 4.09 | -29 | 1,188 | |||
| 28 Nov | 0.00 | 7.25 | 1.40 | 79.29 | 2.488 | -5 | 1,257 | |||
| 27 Nov | 0.00 | 5.85 | -5.90 | 77.97 | 6.74 | 440 | 1,365 | |||
| 26 Nov | 0.00 | 11.75 | -1.05 | 81.34 | 7.605 | 230 | 952 | |||
| 25 Nov | 0.00 | 12.8 | 3.70 | 80.26 | 5.494 | -56 | 729 | |||
| 22 Nov | 0.00 | 9.1 | -3.60 | 78.14 | 12.682 | 392 | 831 | |||
| 21 Nov | 0.00 | 12.7 | 0.70 | 76.48 | 1.293 | 395 | 431 | |||
| 20 Nov | 0.00 | 12 | 12.00 | 77.09 | 0.071 | 36 | 36 | |||
| 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 330 expiring on 23DEC2024
Delta for 330 CE is 0.32
Historical price for 330 CE is as follows
On 20 Dec NATURALGAS was trading at 0.00. The strike last trading price was 4.2, which was 2.75 higher than the previous day. The implied volatity was 69.35, the open interest changed by 3289 which increased total open position to 6437
On 19 Dec NATURALGAS was trading at 0.00. The strike last trading price was 1.45, which was 0.15 higher than the previous day. The implied volatity was 79.46, the open interest changed by 678 which increased total open position to 3398
On 18 Dec NATURALGAS was trading at 0.00. The strike last trading price was 1.3, which was 0.80 higher than the previous day. The implied volatity was -, the open interest changed by -47 which decreased total open position to 2860
On 17 Dec NATURALGAS was trading at 0.00. The strike last trading price was 0.5, which was -0.60 lower than the previous day. The implied volatity was -, the open interest changed by -65 which decreased total open position to 3071
On 16 Dec NATURALGAS was trading at 0.00. The strike last trading price was 1.1, which was -1.40 lower than the previous day. The implied volatity was -, the open interest changed by -54 which decreased total open position to 3177
On 13 Dec NATURALGAS was trading at 0.00. The strike last trading price was 2.5, which was -3.60 lower than the previous day. The implied volatity was -, the open interest changed by 683 which increased total open position to 3287
On 12 Dec NATURALGAS was trading at 0.00. The strike last trading price was 6.1, which was 2.00 higher than the previous day. The implied volatity was 78.27, the open interest changed by -196 which decreased total open position to 2566
On 11 Dec NATURALGAS was trading at 0.00. The strike last trading price was 4.1, which was 2.50 higher than the previous day. The implied volatity was 80.27, the open interest changed by 72 which increased total open position to 2810
On 10 Dec NATURALGAS was trading at 0.00. The strike last trading price was 1.6, which was -0.50 lower than the previous day. The implied volatity was -, the open interest changed by 387 which increased total open position to 2778
On 9 Dec NATURALGAS was trading at 0.00. The strike last trading price was 2.1, which was 0.10 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 2393
On 6 Dec NATURALGAS was trading at 0.00. The strike last trading price was 2, which was 0.25 higher than the previous day. The implied volatity was -, the open interest changed by -30 which decreased total open position to 2390
On 5 Dec NATURALGAS was trading at 0.00. The strike last trading price was 1.75, which was -0.15 lower than the previous day. The implied volatity was -, the open interest changed by -33 which decreased total open position to 2450
On 4 Dec NATURALGAS was trading at 0.00. The strike last trading price was 1.9, which was -0.40 lower than the previous day. The implied volatity was -, the open interest changed by 838 which increased total open position to 2403
On 3 Dec NATURALGAS was trading at 0.00. The strike last trading price was 2.3, which was -2.20 lower than the previous day. The implied volatity was -, the open interest changed by 265 which increased total open position to 1607
On 2 Dec NATURALGAS was trading at 0.00. The strike last trading price was 4.5, which was -3.75 lower than the previous day. The implied volatity was 77.07, the open interest changed by 268 which increased total open position to 1369
On 29 Nov NATURALGAS was trading at 0.00. The strike last trading price was 8.25, which was 1.00 higher than the previous day. The implied volatity was 79.21, the open interest changed by -29 which decreased total open position to 1188
On 28 Nov NATURALGAS was trading at 0.00. The strike last trading price was 7.25, which was 1.40 higher than the previous day. The implied volatity was 79.29, the open interest changed by -5 which decreased total open position to 1257
On 27 Nov NATURALGAS was trading at 0.00. The strike last trading price was 5.85, which was -5.90 lower than the previous day. The implied volatity was 77.97, the open interest changed by 440 which increased total open position to 1365
On 26 Nov NATURALGAS was trading at 0.00. The strike last trading price was 11.75, which was -1.05 lower than the previous day. The implied volatity was 81.34, the open interest changed by 230 which increased total open position to 952
On 25 Nov NATURALGAS was trading at 0.00. The strike last trading price was 12.8, which was 3.70 higher than the previous day. The implied volatity was 80.26, the open interest changed by -56 which decreased total open position to 729
On 22 Nov NATURALGAS was trading at 0.00. The strike last trading price was 9.1, which was -3.60 lower than the previous day. The implied volatity was 78.14, the open interest changed by 392 which increased total open position to 831
On 21 Nov NATURALGAS was trading at 0.00. The strike last trading price was 12.7, which was 0.70 higher than the previous day. The implied volatity was 76.48, the open interest changed by 395 which increased total open position to 431
On 20 Nov NATURALGAS was trading at 0.00. The strike last trading price was 12, which was 12.00 higher than the previous day. The implied volatity was 77.09, the open interest changed by 36 which increased total open position to 36
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 330 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.67
Vega: 0.11
Theta: -1.20
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 0.00 | 15.05 | -18.45 | 71.66 | 2.729 | 839 | 1,131 |
| 19 Dec | 0.00 | 33.5 | -10.20 | - | 0.333 | 103 | 380 |
| 18 Dec | 0.00 | 43.7 | -23.40 | - | 0.085 | 277 | 277 |
| 17 Dec | 0.00 | 67.1 | 5.10 | - | 0.002 | -1 | 0 |
| 16 Dec | 0.00 | 62 | 8.50 | - | 0.022 | -1 | 280 |
| 13 Dec | 0.00 | 53.5 | 17.00 | - | 0.046 | -11 | 281 |
| 12 Dec | 0.00 | 36.5 | -18.35 | 77.68 | 0.042 | 12 | 298 |
| 11 Dec | 0.00 | 54.85 | -3.65 | 125.32 | 0.002 | 286 | 286 |
| 10 Dec | 0.00 | 58.5 | 0.00 | 0.00 | 0.001 | 287 | 0 |
| 9 Dec | 0.00 | 58.5 | -16.10 | 27.78 | 0.001 | 287 | 287 |
| 6 Dec | 0.00 | 74.6 | 2.50 | - | 0.001 | 288 | 0 |
| 5 Dec | 0.00 | 72.1 | 5.00 | - | 0.001 | 288 | 0 |
| 4 Dec | 0.00 | 67.1 | 0.00 | 0.00 | 0.002 | 288 | 0 |
| 3 Dec | 0.00 | 67.1 | 11.40 | - | 0.002 | 288 | 288 |
| 2 Dec | 0.00 | 55.7 | 0.00 | 0.00 | 0.003 | 290 | 0 |
| 29 Nov | 0.00 | 55.7 | -8.00 | 83.16 | 0.003 | 290 | 290 |
| 28 Nov | 0.00 | 63.7 | 0.00 | 0.00 | 0.014 | 0 | 0 |
| 27 Nov | 0.00 | 63.7 | 12.40 | 73.73 | 0.014 | 0 | 291 |
| 26 Nov | 0.00 | 51.3 | 2.30 | 77.69 | 0.036 | 7 | 291 |
| 25 Nov | 0.00 | 49 | -9.55 | 75.48 | 0.063 | 17 | 284 |
| 22 Nov | 0.00 | 58.55 | 8.70 | 69.29 | 0.327 | 231 | 268 |
| 21 Nov | 0.00 | 49.85 | 49.85 | 69.83 | 0.033 | 37 | 37 |
| 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 330 expiring on 23DEC2024
Delta for 330 PE is -0.67
Historical price for 330 PE is as follows
On 20 Dec NATURALGAS was trading at 0.00. The strike last trading price was 15.05, which was -18.45 lower than the previous day. The implied volatity was 71.66, the open interest changed by 839 which increased total open position to 1131
On 19 Dec NATURALGAS was trading at 0.00. The strike last trading price was 33.5, which was -10.20 lower than the previous day. The implied volatity was -, the open interest changed by 103 which increased total open position to 380
On 18 Dec NATURALGAS was trading at 0.00. The strike last trading price was 43.7, which was -23.40 lower than the previous day. The implied volatity was -, the open interest changed by 277 which increased total open position to 277
On 17 Dec NATURALGAS was trading at 0.00. The strike last trading price was 67.1, which was 5.10 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 0
On 16 Dec NATURALGAS was trading at 0.00. The strike last trading price was 62, which was 8.50 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 280
On 13 Dec NATURALGAS was trading at 0.00. The strike last trading price was 53.5, which was 17.00 higher than the previous day. The implied volatity was -, the open interest changed by -11 which decreased total open position to 281
On 12 Dec NATURALGAS was trading at 0.00. The strike last trading price was 36.5, which was -18.35 lower than the previous day. The implied volatity was 77.68, the open interest changed by 12 which increased total open position to 298
On 11 Dec NATURALGAS was trading at 0.00. The strike last trading price was 54.85, which was -3.65 lower than the previous day. The implied volatity was 125.32, the open interest changed by 286 which increased total open position to 286
On 10 Dec NATURALGAS was trading at 0.00. The strike last trading price was 58.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 287 which increased total open position to 0
On 9 Dec NATURALGAS was trading at 0.00. The strike last trading price was 58.5, which was -16.10 lower than the previous day. The implied volatity was 27.78, the open interest changed by 287 which increased total open position to 287
On 6 Dec NATURALGAS was trading at 0.00. The strike last trading price was 74.6, which was 2.50 higher than the previous day. The implied volatity was -, the open interest changed by 288 which increased total open position to 0
On 5 Dec NATURALGAS was trading at 0.00. The strike last trading price was 72.1, which was 5.00 higher than the previous day. The implied volatity was -, the open interest changed by 288 which increased total open position to 0
On 4 Dec NATURALGAS was trading at 0.00. The strike last trading price was 67.1, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 288 which increased total open position to 0
On 3 Dec NATURALGAS was trading at 0.00. The strike last trading price was 67.1, which was 11.40 higher than the previous day. The implied volatity was -, the open interest changed by 288 which increased total open position to 288
On 2 Dec NATURALGAS was trading at 0.00. The strike last trading price was 55.7, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 290 which increased total open position to 0
On 29 Nov NATURALGAS was trading at 0.00. The strike last trading price was 55.7, which was -8.00 lower than the previous day. The implied volatity was 83.16, the open interest changed by 290 which increased total open position to 290
On 28 Nov NATURALGAS was trading at 0.00. The strike last trading price was 63.7, 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 27 Nov NATURALGAS was trading at 0.00. The strike last trading price was 63.7, which was 12.40 higher than the previous day. The implied volatity was 73.73, the open interest changed by 0 which decreased total open position to 291
On 26 Nov NATURALGAS was trading at 0.00. The strike last trading price was 51.3, which was 2.30 higher than the previous day. The implied volatity was 77.69, the open interest changed by 7 which increased total open position to 291
On 25 Nov NATURALGAS was trading at 0.00. The strike last trading price was 49, which was -9.55 lower than the previous day. The implied volatity was 75.48, the open interest changed by 17 which increased total open position to 284
On 22 Nov NATURALGAS was trading at 0.00. The strike last trading price was 58.55, which was 8.70 higher than the previous day. The implied volatity was 69.29, the open interest changed by 231 which increased total open position to 268
On 21 Nov NATURALGAS was trading at 0.00. The strike last trading price was 49.85, which was 49.85 higher than the previous day. The implied volatity was 69.83, the open interest changed by 37 which increased total open position to 37
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
