NATURALGAS
Natural Gas
Historical option data for NATURALGAS
20 Dec 2024 11:40 PM IST
| NATURALGAS 23DEC2024 345 CE | ||||||||||
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Delta: 0.12
Vega: 0.06
Theta: -0.60
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 0.00 | 1.1 | 0.65 | 66.55 | 6.057 | 152 | 954 | |||
| 19 Dec | 0.00 | 0.45 | -0.15 | - | 1.915 | -158 | 847 | |||
| 18 Dec | 0.00 | 0.6 | 0.35 | - | 1.382 | 248 | 1,044 | |||
| 17 Dec | 0.00 | 0.25 | -0.35 | - | 0.41 | -112 | 804 | |||
| 16 Dec | 0.00 | 0.6 | -0.95 | - | 0.65 | 85 | 922 | |||
| 13 Dec | 0.00 | 1.55 | -2.35 | - | 1.503 | 213 | 850 | |||
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| 12 Dec | 0.00 | 3.9 | 1.40 | 81.45 | 1.735 | 214 | 585 | |||
| 11 Dec | 0.00 | 2.5 | 1.60 | - | 0.964 | 172 | 364 | |||
| 10 Dec | 0.00 | 0.9 | -0.50 | - | 0.13 | 6 | 198 | |||
| 9 Dec | 0.00 | 1.4 | 0.15 | - | 0.454 | -13 | 192 | |||
| 6 Dec | 0.00 | 1.25 | 0.00 | - | 0.157 | 63 | 192 | |||
| 5 Dec | 0.00 | 1.25 | 0.15 | - | 0.16 | -7 | 133 | |||
| 4 Dec | 0.00 | 1.1 | -0.60 | - | 0.188 | 8 | 145 | |||
| 3 Dec | 0.00 | 1.7 | -1.45 | - | 0.263 | -20 | 116 | |||
| 2 Dec | 0.00 | 3.15 | -3.00 | - | 0.642 | 77 | 152 | |||
| 29 Nov | 0.00 | 6.15 | 1.00 | 81.42 | 0.586 | -30 | 87 | |||
| 28 Nov | 0.00 | 5.15 | 0.75 | 80.13 | 0.139 | 47 | 111 | |||
| 27 Nov | 0.00 | 4.4 | -4.50 | - | 0.155 | 27 | 63 | |||
| 26 Nov | 0.00 | 8.9 | -0.95 | 82.74 | 2.004 | 33 | 53 | |||
| 25 Nov | 0.00 | 9.85 | 2.35 | 82.09 | 0.17 | 0 | 19 | |||
| 22 Nov | 0.00 | 7.5 | 7.50 | 82.12 | 0.049 | 19 | 19 | |||
| 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 | 0 | 0 | ||||
For Natural Gas - strike price 345 expiring on 23DEC2024
Delta for 345 CE is 0.12
Historical price for 345 CE is as follows
On 20 Dec NATURALGAS was trading at 0.00. The strike last trading price was 1.1, which was 0.65 higher than the previous day. The implied volatity was 66.55, the open interest changed by 152 which increased total open position to 954
On 19 Dec NATURALGAS was trading at 0.00. The strike last trading price was 0.45, which was -0.15 lower than the previous day. The implied volatity was -, the open interest changed by -158 which decreased total open position to 847
On 18 Dec NATURALGAS was trading at 0.00. The strike last trading price was 0.6, which was 0.35 higher than the previous day. The implied volatity was -, the open interest changed by 248 which increased total open position to 1044
On 17 Dec NATURALGAS was trading at 0.00. The strike last trading price was 0.25, which was -0.35 lower than the previous day. The implied volatity was -, the open interest changed by -112 which decreased total open position to 804
On 16 Dec NATURALGAS was trading at 0.00. The strike last trading price was 0.6, which was -0.95 lower than the previous day. The implied volatity was -, the open interest changed by 85 which increased total open position to 922
On 13 Dec NATURALGAS was trading at 0.00. The strike last trading price was 1.55, which was -2.35 lower than the previous day. The implied volatity was -, the open interest changed by 213 which increased total open position to 850
On 12 Dec NATURALGAS was trading at 0.00. The strike last trading price was 3.9, which was 1.40 higher than the previous day. The implied volatity was 81.45, the open interest changed by 214 which increased total open position to 585
On 11 Dec NATURALGAS was trading at 0.00. The strike last trading price was 2.5, which was 1.60 higher than the previous day. The implied volatity was -, the open interest changed by 172 which increased total open position to 364
On 10 Dec NATURALGAS was trading at 0.00. The strike last trading price was 0.9, which was -0.50 lower than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 198
On 9 Dec NATURALGAS was trading at 0.00. The strike last trading price was 1.4, which was 0.15 higher than the previous day. The implied volatity was -, the open interest changed by -13 which decreased total open position to 192
On 6 Dec NATURALGAS was trading at 0.00. The strike last trading price was 1.25, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 63 which increased total open position to 192
On 5 Dec NATURALGAS was trading at 0.00. The strike last trading price was 1.25, which was 0.15 higher than the previous day. The implied volatity was -, the open interest changed by -7 which decreased total open position to 133
On 4 Dec NATURALGAS was trading at 0.00. The strike last trading price was 1.1, which was -0.60 lower than the previous day. The implied volatity was -, the open interest changed by 8 which increased total open position to 145
On 3 Dec NATURALGAS was trading at 0.00. The strike last trading price was 1.7, which was -1.45 lower than the previous day. The implied volatity was -, the open interest changed by -20 which decreased total open position to 116
On 2 Dec NATURALGAS was trading at 0.00. The strike last trading price was 3.15, which was -3.00 lower than the previous day. The implied volatity was -, the open interest changed by 77 which increased total open position to 152
On 29 Nov NATURALGAS was trading at 0.00. The strike last trading price was 6.15, which was 1.00 higher than the previous day. The implied volatity was 81.42, the open interest changed by -30 which decreased total open position to 87
On 28 Nov NATURALGAS was trading at 0.00. The strike last trading price was 5.15, which was 0.75 higher than the previous day. The implied volatity was 80.13, the open interest changed by 47 which increased total open position to 111
On 27 Nov NATURALGAS was trading at 0.00. The strike last trading price was 4.4, which was -4.50 lower than the previous day. The implied volatity was -, the open interest changed by 27 which increased total open position to 63
On 26 Nov NATURALGAS was trading at 0.00. The strike last trading price was 8.9, which was -0.95 lower than the previous day. The implied volatity was 82.74, the open interest changed by 33 which increased total open position to 53
On 25 Nov NATURALGAS was trading at 0.00. The strike last trading price was 9.85, which was 2.35 higher than the previous day. The implied volatity was 82.09, the open interest changed by 0 which decreased total open position to 19
On 22 Nov NATURALGAS was trading at 0.00. The strike last trading price was 7.5, which was 7.50 higher than the previous day. The implied volatity was 82.12, the open interest changed by 19 which increased total open position to 19
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 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
| NATURALGAS 23DEC2024 345 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 0.00 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Dec | 0.00 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Dec | 0.00 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 17 Dec | 0.00 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 16 Dec | 0.00 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Dec | 0.00 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Dec | 0.00 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Dec | 0.00 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 10 Dec | 0.00 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 9 Dec | 0.00 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Dec | 0.00 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 5 Dec | 0.00 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 4 Dec | 0.00 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 3 Dec | 0.00 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 2 Dec | 0.00 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 29 Nov | 0.00 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 28 Nov | 0.00 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 27 Nov | 0.00 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 26 Nov | 0.00 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 25 Nov | 0.00 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 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 | 0 | 0 | |
For Natural Gas - strike price 345 expiring on 23DEC2024
Delta for 345 PE is 0.00
Historical price for 345 PE is as follows
On 20 Dec 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 Dec 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 Dec 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 17 Dec 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 16 Dec 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 13 Dec 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 12 Dec 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 11 Dec 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 10 Dec 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 9 Dec 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 6 Dec 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 5 Dec 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 4 Dec 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 3 Dec 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 2 Dec 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 29 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 28 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 27 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 26 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 25 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 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 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
