NATURALGAS
Natural Gas
Historical option data for NATURALGAS
20 Dec 2024 11:40 PM IST
| NATURALGAS 23DEC2024 340 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.17
Vega: 0.08
Theta: -0.78
Gamma: 0.01
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 0.00 | 1.75 | 1.05 | 66.77 | 22.953 | 1,014 | 4,427 | |||
| 19 Dec | 0.00 | 0.7 | 0.00 | - | 9.057 | 528 | 3,611 | |||
| 18 Dec | 0.00 | 0.7 | 0.40 | - | 5.17 | 100 | 3,032 | |||
| 17 Dec | 0.00 | 0.3 | -0.45 | - | 4.542 | -261 | 2,964 | |||
| 16 Dec | 0.00 | 0.75 | -1.00 | - | 4.942 | 45 | 3,218 | |||
| 13 Dec | 0.00 | 1.75 | -2.70 | - | 8.702 | 276 | 3,159 | |||
| 12 Dec | 0.00 | 4.45 | 1.55 | 79.89 | 9.215 | 81 | 2,890 | |||
| 11 Dec | 0.00 | 2.9 | 1.80 | 81.09 | 4.447 | 317 | 2,816 | |||
| 10 Dec | 0.00 | 1.1 | -0.50 | - | 1.526 | 250 | 2,506 | |||
| 9 Dec | 0.00 | 1.6 | 0.15 | - | 1.546 | 217 | 2,272 | |||
| 6 Dec | 0.00 | 1.45 | 0.05 | - | 0.705 | 18 | 2,059 | |||
| 5 Dec | 0.00 | 1.4 | 0.10 | - | 1.245 | 132 | 2,109 | |||
|
|
||||||||||
| 4 Dec | 0.00 | 1.3 | -0.50 | - | 2.116 | 506 | 1,981 | |||
| 3 Dec | 0.00 | 1.8 | -1.70 | - | 2.864 | 57 | 1,553 | |||
| 2 Dec | 0.00 | 3.5 | -3.15 | - | 3.467 | -190 | 1,516 | |||
| 29 Nov | 0.00 | 6.65 | 0.75 | 80.10 | 3.431 | -359 | 1,721 | |||
| 28 Nov | 0.00 | 5.9 | 1.10 | 80.46 | 2.123 | 320 | 2,054 | |||
| 27 Nov | 0.00 | 4.8 | -4.95 | 79.42 | 6.007 | 577 | 1,745 | |||
| 26 Nov | 0.00 | 9.75 | -0.95 | 82.16 | 7.021 | 3 | 1,194 | |||
| 25 Nov | 0.00 | 10.7 | 3.00 | 81.39 | 5.83 | 370 | 1,209 | |||
| 22 Nov | 0.00 | 7.7 | -2.95 | 79.57 | 9.222 | 103 | 901 | |||
| 21 Nov | 0.00 | 10.65 | 0.55 | 77.37 | 3.146 | 249 | 716 | |||
| 20 Nov | 0.00 | 10.1 | 3.00 | 78.04 | 0.771 | 221 | 472 | |||
| 19 Nov | 0.00 | 7.1 | 2.85 | 75.83 | 0.428 | 239 | 243 | |||
| 18 Nov | 0.00 | 4.25 | -0.75 | 68.87 | 0.002 | 2 | 4 | |||
| 31 Oct | 0.00 | 5 | - | 0.001 | 1 | 1 | ||||
For Natural Gas - strike price 340 expiring on 23DEC2024
Delta for 340 CE is 0.17
Historical price for 340 CE is as follows
On 20 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 66.77, the open interest changed by 1014 which increased total open position to 4427
On 19 Dec NATURALGAS was trading at 0.00. The strike last trading price was 0.7, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 528 which increased total open position to 3611
On 18 Dec NATURALGAS was trading at 0.00. The strike last trading price was 0.7, which was 0.40 higher than the previous day. The implied volatity was -, the open interest changed by 100 which increased total open position to 3032
On 17 Dec NATURALGAS was trading at 0.00. The strike last trading price was 0.3, which was -0.45 lower than the previous day. The implied volatity was -, the open interest changed by -261 which decreased total open position to 2964
On 16 Dec NATURALGAS was trading at 0.00. The strike last trading price was 0.75, which was -1.00 lower than the previous day. The implied volatity was -, the open interest changed by 45 which increased total open position to 3218
On 13 Dec NATURALGAS was trading at 0.00. The strike last trading price was 1.75, which was -2.70 lower than the previous day. The implied volatity was -, the open interest changed by 276 which increased total open position to 3159
On 12 Dec NATURALGAS was trading at 0.00. The strike last trading price was 4.45, which was 1.55 higher than the previous day. The implied volatity was 79.89, the open interest changed by 81 which increased total open position to 2890
On 11 Dec NATURALGAS was trading at 0.00. The strike last trading price was 2.9, which was 1.80 higher than the previous day. The implied volatity was 81.09, the open interest changed by 317 which increased total open position to 2816
On 10 Dec NATURALGAS was trading at 0.00. The strike last trading price was 1.1, which was -0.50 lower than the previous day. The implied volatity was -, the open interest changed by 250 which increased total open position to 2506
On 9 Dec NATURALGAS was trading at 0.00. The strike last trading price was 1.6, which was 0.15 higher than the previous day. The implied volatity was -, the open interest changed by 217 which increased total open position to 2272
On 6 Dec NATURALGAS was trading at 0.00. The strike last trading price was 1.45, which was 0.05 higher than the previous day. The implied volatity was -, the open interest changed by 18 which increased total open position to 2059
On 5 Dec NATURALGAS was trading at 0.00. The strike last trading price was 1.4, which was 0.10 higher than the previous day. The implied volatity was -, the open interest changed by 132 which increased total open position to 2109
On 4 Dec NATURALGAS was trading at 0.00. The strike last trading price was 1.3, which was -0.50 lower than the previous day. The implied volatity was -, the open interest changed by 506 which increased total open position to 1981
On 3 Dec NATURALGAS was trading at 0.00. The strike last trading price was 1.8, which was -1.70 lower than the previous day. The implied volatity was -, the open interest changed by 57 which increased total open position to 1553
On 2 Dec NATURALGAS was trading at 0.00. The strike last trading price was 3.5, which was -3.15 lower than the previous day. The implied volatity was -, the open interest changed by -190 which decreased total open position to 1516
On 29 Nov NATURALGAS was trading at 0.00. The strike last trading price was 6.65, which was 0.75 higher than the previous day. The implied volatity was 80.10, the open interest changed by -359 which decreased total open position to 1721
On 28 Nov NATURALGAS was trading at 0.00. The strike last trading price was 5.9, which was 1.10 higher than the previous day. The implied volatity was 80.46, the open interest changed by 320 which increased total open position to 2054
On 27 Nov NATURALGAS was trading at 0.00. The strike last trading price was 4.8, which was -4.95 lower than the previous day. The implied volatity was 79.42, the open interest changed by 577 which increased total open position to 1745
On 26 Nov NATURALGAS was trading at 0.00. The strike last trading price was 9.75, which was -0.95 lower than the previous day. The implied volatity was 82.16, the open interest changed by 3 which increased total open position to 1194
On 25 Nov NATURALGAS was trading at 0.00. The strike last trading price was 10.7, which was 3.00 higher than the previous day. The implied volatity was 81.39, the open interest changed by 370 which increased total open position to 1209
On 22 Nov NATURALGAS was trading at 0.00. The strike last trading price was 7.7, which was -2.95 lower than the previous day. The implied volatity was 79.57, the open interest changed by 103 which increased total open position to 901
On 21 Nov NATURALGAS was trading at 0.00. The strike last trading price was 10.65, which was 0.55 higher than the previous day. The implied volatity was 77.37, the open interest changed by 249 which increased total open position to 716
On 20 Nov NATURALGAS was trading at 0.00. The strike last trading price was 10.1, which was 3.00 higher than the previous day. The implied volatity was 78.04, the open interest changed by 221 which increased total open position to 472
On 19 Nov NATURALGAS was trading at 0.00. The strike last trading price was 7.1, which was 2.85 higher than the previous day. The implied volatity was 75.83, the open interest changed by 239 which increased total open position to 243
On 18 Nov NATURALGAS was trading at 0.00. The strike last trading price was 4.25, which was -0.75 lower than the previous day. The implied volatity was 68.87, the open interest changed by 2 which increased total open position to 4
On 31 Oct NATURALGAS was trading at 0.00. The strike last trading price was 5, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| NATURALGAS 23DEC2024 340 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.81
Vega: 0.08
Theta: -0.91
Gamma: 0.01
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 0.00 | 22.8 | -17.10 | 72.49 | 0.565 | 517 | 531 |
| 19 Dec | 0.00 | 39.9 | -10.65 | - | 0.012 | 14 | 14 |
| 18 Dec | 0.00 | 50.55 | 0.00 | 0.00 | 0.001 | 1 | 0 |
| 17 Dec | 0.00 | 50.55 | 0.00 | 0.00 | 0.001 | 1 | 0 |
| 16 Dec | 0.00 | 50.55 | 0.00 | 0.00 | 0.001 | 1 | 0 |
| 13 Dec | 0.00 | 50.55 | 5.85 | - | 0.001 | 1 | 5 |
| 12 Dec | 0.00 | 44.7 | -36.35 | 78.19 | 0.006 | 5 | 5 |
| 11 Dec | 0.00 | 81.05 | 0.00 | 0.00 | 0.001 | 3 | 0 |
| 10 Dec | 0.00 | 81.05 | 0.00 | 0.00 | 0.001 | 3 | 0 |
| 9 Dec | 0.00 | 81.05 | 0.00 | 0.00 | 0.001 | 3 | 0 |
| 6 Dec | 0.00 | 81.05 | 0.00 | 0.00 | 0.001 | 3 | 0 |
| 5 Dec | 0.00 | 81.05 | 0.40 | - | 0.001 | 3 | 3 |
| 4 Dec | 0.00 | 80.65 | 0.00 | 0.00 | 0.001 | 1 | 0 |
| 3 Dec | 0.00 | 80.65 | 8.65 | - | 0.001 | 1 | 0 |
| 2 Dec | 0.00 | 72 | 0.00 | 0.00 | 0.001 | 1 | 0 |
| 29 Nov | 0.00 | 72 | 0.00 | 0.00 | 0.001 | 1 | 0 |
| 28 Nov | 0.00 | 72 | 10.30 | 98.55 | 0.001 | 1 | 2 |
| 27 Nov | 0.00 | 61.7 | 4.45 | - | 0.001 | 1 | 1 |
| 26 Nov | 0.00 | 57.25 | 0.00 | 0.00 | 0.002 | 2 | 0 |
| 25 Nov | 0.00 | 57.25 | 0.65 | 76.83 | 0.002 | 2 | 0 |
| 22 Nov | 0.00 | 56.6 | 56.60 | - | 0.002 | 2 | 2 |
| 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 340 expiring on 23DEC2024
Delta for 340 PE is -0.81
Historical price for 340 PE is as follows
On 20 Dec NATURALGAS was trading at 0.00. The strike last trading price was 22.8, which was -17.10 lower than the previous day. The implied volatity was 72.49, the open interest changed by 517 which increased total open position to 531
On 19 Dec NATURALGAS was trading at 0.00. The strike last trading price was 39.9, which was -10.65 lower than the previous day. The implied volatity was -, the open interest changed by 14 which increased total open position to 14
On 18 Dec NATURALGAS was trading at 0.00. The strike last trading price was 50.55, 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 50.55, 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 50.55, 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 50.55, which was 5.85 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 5
On 12 Dec NATURALGAS was trading at 0.00. The strike last trading price was 44.7, which was -36.35 lower than the previous day. The implied volatity was 78.19, the open interest changed by 5 which increased total open position to 5
On 11 Dec NATURALGAS was trading at 0.00. The strike last trading price was 81.05, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 10 Dec NATURALGAS was trading at 0.00. The strike last trading price was 81.05, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 9 Dec NATURALGAS was trading at 0.00. The strike last trading price was 81.05, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 6 Dec NATURALGAS was trading at 0.00. The strike last trading price was 81.05, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 5 Dec NATURALGAS was trading at 0.00. The strike last trading price was 81.05, which was 0.40 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 3
On 4 Dec NATURALGAS was trading at 0.00. The strike last trading price was 80.65, 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 80.65, which was 8.65 higher than the previous day. The implied volatity was -, 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 72, 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 72, 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 72, which was 10.30 higher than the previous day. The implied volatity was 98.55, the open interest changed by 1 which increased total open position to 2
On 27 Nov NATURALGAS was trading at 0.00. The strike last trading price was 61.7, which was 4.45 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1
On 26 Nov NATURALGAS was trading at 0.00. The strike last trading price was 57.25, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 25 Nov NATURALGAS was trading at 0.00. The strike last trading price was 57.25, which was 0.65 higher than the previous day. The implied volatity was 76.83, the open interest changed by 2 which increased total open position to 0
On 22 Nov NATURALGAS was trading at 0.00. The strike last trading price was 56.6, which was 56.60 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 2
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
