NATURALGAS
Natural Gas
Historical option data for NATURALGAS
20 Dec 2024 11:40 PM IST
| NATURALGAS 23DEC2024 350 CE | ||||||||||
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Delta: 0.07
Vega: 0.04
Theta: -0.43
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 0.00 | 0.65 | 0.30 | 65.97 | 22.514 | 436 | 4,710 | |||
| 19 Dec | 0.00 | 0.35 | -0.10 | - | 7.639 | -156 | 4,413 | |||
| 18 Dec | 0.00 | 0.45 | 0.25 | - | 6.556 | -651 | 4,411 | |||
| 17 Dec | 0.00 | 0.2 | -0.30 | - | 4.106 | 77 | 5,106 | |||
| 16 Dec | 0.00 | 0.5 | -0.80 | - | 6.712 | 97 | 5,072 | |||
| 13 Dec | 0.00 | 1.3 | -1.90 | - | 9.182 | 604 | 4,932 | |||
| 12 Dec | 0.00 | 3.2 | 1.05 | 81.18 | 12.181 | 1,384 | 4,415 | |||
| 11 Dec | 0.00 | 2.15 | 1.35 | - | 5.255 | -304 | 3,039 | |||
| 10 Dec | 0.00 | 0.8 | -0.35 | - | 2.29 | 371 | 3,249 | |||
| 9 Dec | 0.00 | 1.15 | 0.15 | - | 2.67 | 40 | 2,895 | |||
| 6 Dec | 0.00 | 1 | -0.05 | - | 1.604 | 15 | 2,825 | |||
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| 5 Dec | 0.00 | 1.05 | 0.10 | - | 2.199 | -178 | 2,822 | |||
| 4 Dec | 0.00 | 0.95 | -0.50 | - | 2.976 | 298 | 2,994 | |||
| 3 Dec | 0.00 | 1.45 | -1.30 | - | 3.066 | 324 | 2,639 | |||
| 2 Dec | 0.00 | 2.75 | -2.70 | - | 5.31 | 395 | 2,335 | |||
| 29 Nov | 0.00 | 5.45 | 0.60 | 81.45 | 3.281 | -56 | 1,969 | |||
| 28 Nov | 0.00 | 4.85 | 0.80 | 81.84 | 2.825 | 213 | 1,975 | |||
| 27 Nov | 0.00 | 4.05 | -4.10 | - | 5.543 | 272 | 1,809 | |||
| 26 Nov | 0.00 | 8.15 | -0.85 | 83.32 | 7.604 | -45 | 1,678 | |||
| 25 Nov | 0.00 | 9 | 2.60 | 82.31 | 11.991 | 187 | 1,773 | |||
| 22 Nov | 0.00 | 6.4 | -2.50 | - | 12.51 | -331 | 1,664 | |||
| 21 Nov | 0.00 | 8.9 | 0.50 | 78.12 | 4.656 | 1,622 | 2,003 | |||
| 20 Nov | 0.00 | 8.4 | 3.20 | 78.57 | 0.598 | 369 | 383 | |||
| 19 Nov | 0.00 | 5.2 | 73.40 | 0.013 | 12 | 12 | ||||
For Natural Gas - strike price 350 expiring on 23DEC2024
Delta for 350 CE is 0.07
Historical price for 350 CE is as follows
On 20 Dec NATURALGAS was trading at 0.00. The strike last trading price was 0.65, which was 0.30 higher than the previous day. The implied volatity was 65.97, the open interest changed by 436 which increased total open position to 4710
On 19 Dec NATURALGAS was trading at 0.00. The strike last trading price was 0.35, which was -0.10 lower than the previous day. The implied volatity was -, the open interest changed by -156 which decreased total open position to 4413
On 18 Dec NATURALGAS was trading at 0.00. The strike last trading price was 0.45, which was 0.25 higher than the previous day. The implied volatity was -, the open interest changed by -651 which decreased total open position to 4411
On 17 Dec NATURALGAS was trading at 0.00. The strike last trading price was 0.2, which was -0.30 lower than the previous day. The implied volatity was -, the open interest changed by 77 which increased total open position to 5106
On 16 Dec NATURALGAS was trading at 0.00. The strike last trading price was 0.5, which was -0.80 lower than the previous day. The implied volatity was -, the open interest changed by 97 which increased total open position to 5072
On 13 Dec NATURALGAS was trading at 0.00. The strike last trading price was 1.3, which was -1.90 lower than the previous day. The implied volatity was -, the open interest changed by 604 which increased total open position to 4932
On 12 Dec NATURALGAS was trading at 0.00. The strike last trading price was 3.2, which was 1.05 higher than the previous day. The implied volatity was 81.18, the open interest changed by 1384 which increased total open position to 4415
On 11 Dec NATURALGAS was trading at 0.00. The strike last trading price was 2.15, which was 1.35 higher than the previous day. The implied volatity was -, the open interest changed by -304 which decreased total open position to 3039
On 10 Dec NATURALGAS was trading at 0.00. The strike last trading price was 0.8, which was -0.35 lower than the previous day. The implied volatity was -, the open interest changed by 371 which increased total open position to 3249
On 9 Dec NATURALGAS was trading at 0.00. The strike last trading price was 1.15, which was 0.15 higher than the previous day. The implied volatity was -, the open interest changed by 40 which increased total open position to 2895
On 6 Dec NATURALGAS was trading at 0.00. The strike last trading price was 1, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by 15 which increased total open position to 2825
On 5 Dec NATURALGAS was trading at 0.00. The strike last trading price was 1.05, which was 0.10 higher than the previous day. The implied volatity was -, the open interest changed by -178 which decreased total open position to 2822
On 4 Dec NATURALGAS was trading at 0.00. The strike last trading price was 0.95, which was -0.50 lower than the previous day. The implied volatity was -, the open interest changed by 298 which increased total open position to 2994
On 3 Dec NATURALGAS was trading at 0.00. The strike last trading price was 1.45, which was -1.30 lower than the previous day. The implied volatity was -, the open interest changed by 324 which increased total open position to 2639
On 2 Dec NATURALGAS was trading at 0.00. The strike last trading price was 2.75, which was -2.70 lower than the previous day. The implied volatity was -, the open interest changed by 395 which increased total open position to 2335
On 29 Nov NATURALGAS was trading at 0.00. The strike last trading price was 5.45, which was 0.60 higher than the previous day. The implied volatity was 81.45, the open interest changed by -56 which decreased total open position to 1969
On 28 Nov NATURALGAS was trading at 0.00. The strike last trading price was 4.85, which was 0.80 higher than the previous day. The implied volatity was 81.84, the open interest changed by 213 which increased total open position to 1975
On 27 Nov NATURALGAS was trading at 0.00. The strike last trading price was 4.05, which was -4.10 lower than the previous day. The implied volatity was -, the open interest changed by 272 which increased total open position to 1809
On 26 Nov NATURALGAS was trading at 0.00. The strike last trading price was 8.15, which was -0.85 lower than the previous day. The implied volatity was 83.32, the open interest changed by -45 which decreased total open position to 1678
On 25 Nov NATURALGAS was trading at 0.00. The strike last trading price was 9, which was 2.60 higher than the previous day. The implied volatity was 82.31, the open interest changed by 187 which increased total open position to 1773
On 22 Nov NATURALGAS was trading at 0.00. The strike last trading price was 6.4, which was -2.50 lower than the previous day. The implied volatity was -, the open interest changed by -331 which decreased total open position to 1664
On 21 Nov NATURALGAS was trading at 0.00. The strike last trading price was 8.9, which was 0.50 higher than the previous day. The implied volatity was 78.12, the open interest changed by 1622 which increased total open position to 2003
On 20 Nov NATURALGAS was trading at 0.00. The strike last trading price was 8.4, which was 3.20 higher than the previous day. The implied volatity was 78.57, the open interest changed by 369 which increased total open position to 383
On 19 Nov NATURALGAS was trading at 0.00. The strike last trading price was 5.2, which was lower than the previous day. The implied volatity was 73.40, the open interest changed by 12 which increased total open position to 12
| NATURALGAS 23DEC2024 350 PE | |||||||
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Delta: -0.89
Vega: 0.06
Theta: -0.65
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 0.00 | 31.75 | -17.70 | 76.11 | 0.16 | 150 | 189 |
| 19 Dec | 0.00 | 49.45 | -13.75 | - | 0.002 | 1 | 39 |
| 18 Dec | 0.00 | 63.2 | -14.90 | 30.00 | 0.003 | -2 | 38 |
| 17 Dec | 0.00 | 78.1 | 6.10 | - | 0.002 | 41 | 41 |
| 16 Dec | 0.00 | 72 | 0.00 | 0.00 | 0.003 | 2 | 0 |
| 13 Dec | 0.00 | 72 | 17.55 | - | 0.003 | 2 | 43 |
| 12 Dec | 0.00 | 54.45 | -30.00 | 86.98 | 0.002 | 41 | 41 |
| 11 Dec | 0.00 | 84.45 | 0.00 | 0.00 | 0.001 | 42 | 0 |
| 10 Dec | 0.00 | 84.45 | -5.45 | - | 0.001 | 42 | 42 |
| 9 Dec | 0.00 | 89.9 | 0.00 | 0.00 | 0.001 | -13 | 0 |
| 6 Dec | 0.00 | 89.9 | -0.95 | - | 0.001 | -13 | 0 |
| 5 Dec | 0.00 | 90.85 | -2.20 | - | 0.001 | -13 | 0 |
| 4 Dec | 0.00 | 93.05 | 3.05 | - | 0.001 | -13 | 0 |
| 3 Dec | 0.00 | 90 | 12.40 | - | 0.014 | -13 | 43 |
| 2 Dec | 0.00 | 77.6 | -3.00 | 60.08 | 0.015 | 56 | 56 |
| 29 Nov | 0.00 | 80.6 | 0.00 | 0.00 | 0.002 | 1 | 0 |
| 28 Nov | 0.00 | 80.6 | 0.60 | - | 0.002 | 1 | 39 |
| 27 Nov | 0.00 | 80 | 10.90 | - | 0.003 | 2 | 38 |
| 26 Nov | 0.00 | 69.1 | 2.10 | 84.76 | 0.009 | 7 | 36 |
| 25 Nov | 0.00 | 67 | -12.85 | 83.85 | 0.003 | 3 | 29 |
| 22 Nov | 0.00 | 79.85 | 18.70 | 87.91 | 0.022 | 18 | 26 |
| 21 Nov | 0.00 | 61.15 | 61.15 | 47.23 | 0.006 | 8 | 8 |
| 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 350 expiring on 23DEC2024
Delta for 350 PE is -0.89
Historical price for 350 PE is as follows
On 20 Dec NATURALGAS was trading at 0.00. The strike last trading price was 31.75, which was -17.70 lower than the previous day. The implied volatity was 76.11, the open interest changed by 150 which increased total open position to 189
On 19 Dec NATURALGAS was trading at 0.00. The strike last trading price was 49.45, which was -13.75 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 39
On 18 Dec NATURALGAS was trading at 0.00. The strike last trading price was 63.2, which was -14.90 lower than the previous day. The implied volatity was 30.00, the open interest changed by -2 which decreased total open position to 38
On 17 Dec NATURALGAS was trading at 0.00. The strike last trading price was 78.1, which was 6.10 higher than the previous day. The implied volatity was -, the open interest changed by 41 which increased total open position to 41
On 16 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 2 which increased total open position to 0
On 13 Dec NATURALGAS was trading at 0.00. The strike last trading price was 72, which was 17.55 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 43
On 12 Dec NATURALGAS was trading at 0.00. The strike last trading price was 54.45, which was -30.00 lower than the previous day. The implied volatity was 86.98, the open interest changed by 41 which increased total open position to 41
On 11 Dec NATURALGAS was trading at 0.00. The strike last trading price was 84.45, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 42 which increased total open position to 0
On 10 Dec NATURALGAS was trading at 0.00. The strike last trading price was 84.45, which was -5.45 lower than the previous day. The implied volatity was -, the open interest changed by 42 which increased total open position to 42
On 9 Dec NATURALGAS was trading at 0.00. The strike last trading price was 89.9, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -13 which decreased total open position to 0
On 6 Dec NATURALGAS was trading at 0.00. The strike last trading price was 89.9, which was -0.95 lower than the previous day. The implied volatity was -, the open interest changed by -13 which decreased total open position to 0
On 5 Dec NATURALGAS was trading at 0.00. The strike last trading price was 90.85, which was -2.20 lower than the previous day. The implied volatity was -, the open interest changed by -13 which decreased total open position to 0
On 4 Dec NATURALGAS was trading at 0.00. The strike last trading price was 93.05, which was 3.05 higher than the previous day. The implied volatity was -, the open interest changed by -13 which decreased total open position to 0
On 3 Dec NATURALGAS was trading at 0.00. The strike last trading price was 90, which was 12.40 higher than the previous day. The implied volatity was -, the open interest changed by -13 which decreased total open position to 43
On 2 Dec NATURALGAS was trading at 0.00. The strike last trading price was 77.6, which was -3.00 lower than the previous day. The implied volatity was 60.08, the open interest changed by 56 which increased total open position to 56
On 29 Nov NATURALGAS was trading at 0.00. The strike last trading price was 80.6, 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 80.6, which was 0.60 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 39
On 27 Nov NATURALGAS was trading at 0.00. The strike last trading price was 80, which was 10.90 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 38
On 26 Nov NATURALGAS was trading at 0.00. The strike last trading price was 69.1, which was 2.10 higher than the previous day. The implied volatity was 84.76, the open interest changed by 7 which increased total open position to 36
On 25 Nov NATURALGAS was trading at 0.00. The strike last trading price was 67, which was -12.85 lower than the previous day. The implied volatity was 83.85, the open interest changed by 3 which increased total open position to 29
On 22 Nov NATURALGAS was trading at 0.00. The strike last trading price was 79.85, which was 18.70 higher than the previous day. The implied volatity was 87.91, the open interest changed by 18 which increased total open position to 26
On 21 Nov NATURALGAS was trading at 0.00. The strike last trading price was 61.15, which was 61.15 higher than the previous day. The implied volatity was 47.23, the open interest changed by 8 which increased total open position to 8
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
