NATURALGAS
Natural Gas
Historical option data for NATURALGAS
22 Nov 2024 12:30 PM IST
| NATURALGAS 23DEC2024 330 CE | ||||||||||
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Delta: 0.36
Vega: 0.33
Theta: -0.40
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 22 Nov | 0.00 | 15 | 2.30 | 77.92 | 2.19 | 150 | 589 | |||
| 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 | |||
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| 31 Oct | 0.00 | 0 | - | 0 | 0 | 0 | ||||
For Natural Gas - strike price 330 expiring on 23DEC2024
Delta for 330 CE is 0.36
Historical price for 330 CE is as follows
On 22 Nov NATURALGAS was trading at 0.00. The strike last trading price was 15, which was 2.30 higher than the previous day. The implied volatity was 77.92, the open interest changed by 150 which increased total open position to 589
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: -0.64
Vega: 0.33
Theta: -0.40
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Nov | 0.00 | 48.25 | -1.60 | 77.77 | 0.192 | 177 | 214 |
| 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 -0.64
Historical price for 330 PE is as follows
On 22 Nov NATURALGAS was trading at 0.00. The strike last trading price was 48.25, which was -1.60 lower than the previous day. The implied volatity was 77.77, the open interest changed by 177 which increased total open position to 214
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
