NATURALGAS
Natural Gas
Historical option data for NATURALGAS
20 Dec 2024 11:40 PM IST
| NATURALGAS 23DEC2024 335 CE | ||||||||||
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Delta: 0.24
Vega: 0.09
Theta: -0.97
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 0.00 | 2.75 | 1.80 | 67.70 | 20.718 | 860 | 1,927 | |||
| 19 Dec | 0.00 | 0.95 | 0.00 | - | 6.024 | -17 | 1,128 | |||
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| 18 Dec | 0.00 | 0.95 | 0.50 | - | 3.257 | 104 | 1,243 | |||
| 17 Dec | 0.00 | 0.45 | -0.50 | - | 0.924 | -9 | 1,143 | |||
| 16 Dec | 0.00 | 0.95 | -1.25 | - | 1.274 | 18 | 1,166 | |||
| 13 Dec | 0.00 | 2.2 | -3.15 | - | 2.794 | 365 | 1,156 | |||
| 12 Dec | 0.00 | 5.35 | 1.95 | 79.94 | 2.494 | 113 | 793 | |||
| 11 Dec | 0.00 | 3.4 | 2.10 | - | 1.696 | 166 | 690 | |||
| 10 Dec | 0.00 | 1.3 | -0.35 | - | 0.152 | 44 | 542 | |||
| 9 Dec | 0.00 | 1.65 | 0.00 | - | 0.352 | 4 | 507 | |||
| 6 Dec | 0.00 | 1.65 | 0.00 | - | 0.236 | -5 | 506 | |||
| 5 Dec | 0.00 | 1.65 | 0.00 | - | 0.446 | 7 | 519 | |||
| 4 Dec | 0.00 | 1.65 | -0.50 | - | 0.366 | 0 | 512 | |||
| 3 Dec | 0.00 | 2.15 | -1.80 | - | 0.427 | 18 | 518 | |||
| 2 Dec | 0.00 | 3.95 | -3.35 | 77.55 | 1.041 | -75 | 518 | |||
| 29 Nov | 0.00 | 7.3 | 0.65 | 79.18 | 0.385 | 37 | 593 | |||
| 28 Nov | 0.00 | 6.65 | 1.25 | 80.40 | 0.533 | 86 | 543 | |||
| 27 Nov | 0.00 | 5.4 | -5.30 | - | 0.842 | 28 | 456 | |||
| 26 Nov | 0.00 | 10.7 | -1.10 | 81.73 | 2.235 | 408 | 441 | |||
| 25 Nov | 0.00 | 11.8 | 2.80 | 81.27 | 0.299 | -18 | 39 | |||
| 22 Nov | 0.00 | 9 | -2.70 | 81.35 | 0.144 | 51 | 57 | |||
| 21 Nov | 0.00 | 11.7 | 1.70 | 77.46 | 0.016 | 2 | 7 | |||
| 20 Nov | 0.00 | 10 | 4.40 | 74.15 | 0.018 | 0 | 5 | |||
| 19 Nov | 0.00 | 5.6 | 5.60 | 66.33 | 0.004 | 5 | 5 | |||
| 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 335 expiring on 23DEC2024
Delta for 335 CE is 0.24
Historical price for 335 CE is as follows
On 20 Dec NATURALGAS was trading at 0.00. The strike last trading price was 2.75, which was 1.80 higher than the previous day. The implied volatity was 67.70, the open interest changed by 860 which increased total open position to 1927
On 19 Dec NATURALGAS was trading at 0.00. The strike last trading price was 0.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -17 which decreased total open position to 1128
On 18 Dec NATURALGAS was trading at 0.00. The strike last trading price was 0.95, which was 0.50 higher than the previous day. The implied volatity was -, the open interest changed by 104 which increased total open position to 1243
On 17 Dec NATURALGAS was trading at 0.00. The strike last trading price was 0.45, which was -0.50 lower than the previous day. The implied volatity was -, the open interest changed by -9 which decreased total open position to 1143
On 16 Dec NATURALGAS was trading at 0.00. The strike last trading price was 0.95, which was -1.25 lower than the previous day. The implied volatity was -, the open interest changed by 18 which increased total open position to 1166
On 13 Dec NATURALGAS was trading at 0.00. The strike last trading price was 2.2, which was -3.15 lower than the previous day. The implied volatity was -, the open interest changed by 365 which increased total open position to 1156
On 12 Dec NATURALGAS was trading at 0.00. The strike last trading price was 5.35, which was 1.95 higher than the previous day. The implied volatity was 79.94, the open interest changed by 113 which increased total open position to 793
On 11 Dec NATURALGAS was trading at 0.00. The strike last trading price was 3.4, which was 2.10 higher than the previous day. The implied volatity was -, the open interest changed by 166 which increased total open position to 690
On 10 Dec NATURALGAS was trading at 0.00. The strike last trading price was 1.3, which was -0.35 lower than the previous day. The implied volatity was -, the open interest changed by 44 which increased total open position to 542
On 9 Dec NATURALGAS was trading at 0.00. The strike last trading price was 1.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 507
On 6 Dec NATURALGAS was trading at 0.00. The strike last trading price was 1.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -5 which decreased total open position to 506
On 5 Dec NATURALGAS was trading at 0.00. The strike last trading price was 1.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 7 which increased total open position to 519
On 4 Dec NATURALGAS was trading at 0.00. The strike last trading price was 1.65, which was -0.50 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 512
On 3 Dec NATURALGAS was trading at 0.00. The strike last trading price was 2.15, which was -1.80 lower than the previous day. The implied volatity was -, the open interest changed by 18 which increased total open position to 518
On 2 Dec NATURALGAS was trading at 0.00. The strike last trading price was 3.95, which was -3.35 lower than the previous day. The implied volatity was 77.55, the open interest changed by -75 which decreased total open position to 518
On 29 Nov NATURALGAS was trading at 0.00. The strike last trading price was 7.3, which was 0.65 higher than the previous day. The implied volatity was 79.18, the open interest changed by 37 which increased total open position to 593
On 28 Nov NATURALGAS was trading at 0.00. The strike last trading price was 6.65, which was 1.25 higher than the previous day. The implied volatity was 80.40, the open interest changed by 86 which increased total open position to 543
On 27 Nov NATURALGAS was trading at 0.00. The strike last trading price was 5.4, which was -5.30 lower than the previous day. The implied volatity was -, the open interest changed by 28 which increased total open position to 456
On 26 Nov NATURALGAS was trading at 0.00. The strike last trading price was 10.7, which was -1.10 lower than the previous day. The implied volatity was 81.73, the open interest changed by 408 which increased total open position to 441
On 25 Nov NATURALGAS was trading at 0.00. The strike last trading price was 11.8, which was 2.80 higher than the previous day. The implied volatity was 81.27, the open interest changed by -18 which decreased total open position to 39
On 22 Nov NATURALGAS was trading at 0.00. The strike last trading price was 9, which was -2.70 lower than the previous day. The implied volatity was 81.35, the open interest changed by 51 which increased total open position to 57
On 21 Nov NATURALGAS was trading at 0.00. The strike last trading price was 11.7, which was 1.70 higher than the previous day. The implied volatity was 77.46, the open interest changed by 2 which increased total open position to 7
On 20 Nov NATURALGAS was trading at 0.00. The strike last trading price was 10, which was 4.40 higher than the previous day. The implied volatity was 74.15, the open interest changed by 0 which decreased total open position to 5
On 19 Nov NATURALGAS was trading at 0.00. The strike last trading price was 5.6, which was 5.60 higher than the previous day. The implied volatity was 66.33, the open interest changed by 5 which increased total open position to 5
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 335 PE | |||||||
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Delta: -0.74
Vega: 0.10
Theta: -1.13
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 0.00 | 19.05 | -34.20 | 75.02 | 0.011 | 5 | 5 |
| 19 Dec | 0.00 | 53.25 | 0.00 | 0.00 | 0.002 | 1 | 0 |
| 18 Dec | 0.00 | 53.25 | 0.00 | 0.00 | 0.002 | 1 | 0 |
| 17 Dec | 0.00 | 53.25 | 0.00 | 0.00 | 0.002 | 1 | 0 |
| 16 Dec | 0.00 | 53.25 | 0.00 | 0.00 | 0.002 | 1 | 0 |
| 13 Dec | 0.00 | 53.25 | 0.00 | 0.00 | 0.002 | 1 | 0 |
| 12 Dec | 0.00 | 53.25 | 0.00 | 0.00 | 0.002 | 1 | 0 |
| 11 Dec | 0.00 | 53.25 | 0.00 | 0.00 | 0.002 | 1 | 0 |
| 10 Dec | 0.00 | 53.25 | 0.00 | 0.00 | 0.002 | 1 | 0 |
| 9 Dec | 0.00 | 53.25 | 0.00 | 0.00 | 0.002 | 1 | 0 |
| 6 Dec | 0.00 | 53.25 | 0.00 | 0.00 | 0.002 | 1 | 0 |
| 5 Dec | 0.00 | 53.25 | 0.00 | 0.00 | 0.002 | 1 | 0 |
| 4 Dec | 0.00 | 53.25 | 0.00 | 0.00 | 0.002 | 1 | 0 |
| 3 Dec | 0.00 | 53.25 | 0.00 | 0.00 | 0.002 | 1 | 0 |
| 2 Dec | 0.00 | 53.25 | 0.00 | 0.00 | 0.002 | 1 | 0 |
| 29 Nov | 0.00 | 53.25 | 0.00 | 0.00 | 0.002 | 1 | 0 |
| 28 Nov | 0.00 | 53.25 | 0.00 | 0.00 | 0.002 | 1 | 0 |
| 27 Nov | 0.00 | 53.25 | 0.00 | 0.00 | 0.002 | 1 | 0 |
| 26 Nov | 0.00 | 53.25 | 0.00 | 0.00 | 0.002 | 1 | 0 |
| 25 Nov | 0.00 | 53.25 | 53.25 | 76.52 | 0.002 | 1 | 1 |
| 22 Nov | 0.00 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 21 Nov | 0.00 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 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 335 expiring on 23DEC2024
Delta for 335 PE is -0.74
Historical price for 335 PE is as follows
On 20 Dec NATURALGAS was trading at 0.00. The strike last trading price was 19.05, which was -34.20 lower than the previous day. The implied volatity was 75.02, the open interest changed by 5 which increased total open position to 5
On 19 Dec NATURALGAS was trading at 0.00. The strike last trading price was 53.25, 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 18 Dec NATURALGAS was trading at 0.00. The strike last trading price was 53.25, 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 17 Dec NATURALGAS was trading at 0.00. The strike last trading price was 53.25, 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 16 Dec NATURALGAS was trading at 0.00. The strike last trading price was 53.25, 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 13 Dec NATURALGAS was trading at 0.00. The strike last trading price was 53.25, 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 12 Dec NATURALGAS was trading at 0.00. The strike last trading price was 53.25, 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 11 Dec NATURALGAS was trading at 0.00. The strike last trading price was 53.25, 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 10 Dec NATURALGAS was trading at 0.00. The strike last trading price was 53.25, 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 9 Dec NATURALGAS was trading at 0.00. The strike last trading price was 53.25, 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 6 Dec NATURALGAS was trading at 0.00. The strike last trading price was 53.25, 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 5 Dec NATURALGAS was trading at 0.00. The strike last trading price was 53.25, 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 4 Dec NATURALGAS was trading at 0.00. The strike last trading price was 53.25, 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 3 Dec NATURALGAS was trading at 0.00. The strike last trading price was 53.25, 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 2 Dec NATURALGAS was trading at 0.00. The strike last trading price was 53.25, 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 29 Nov NATURALGAS was trading at 0.00. The strike last trading price was 53.25, 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 53.25, 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 53.25, 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 26 Nov NATURALGAS was trading at 0.00. The strike last trading price was 53.25, 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 25 Nov NATURALGAS was trading at 0.00. The strike last trading price was 53.25, which was 53.25 higher than the previous day. The implied volatity was 76.52, the open interest changed by 1 which increased total open position to 1
On 22 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 21 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 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
