NATURALGAS
Natural Gas
Historical option data for NATURALGAS
22 Nov 2024 12:50 PM IST
| NATURALGAS 23DEC2024 350 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.28
Vega: 0.29
Theta: -0.37
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 22 Nov | 0.00 | 10.8 | 1.90 | 80.39 | 2.357 | 268 | 2,263 | |||
|
|
||||||||||
| 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 0.28
Historical price for 350 CE is as follows
On 22 Nov NATURALGAS was trading at 0.00. The strike last trading price was 10.8, which was 1.90 higher than the previous day. The implied volatity was 80.39, the open interest changed by 268 which increased total open position to 2263
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 | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.71
Vega: 0.30
Theta: -0.39
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Nov | 0.00 | 65.05 | 3.90 | 82.26 | 0.004 | 1 | 9 |
| 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 -0.71
Historical price for 350 PE is as follows
On 22 Nov NATURALGAS was trading at 0.00. The strike last trading price was 65.05, which was 3.90 higher than the previous day. The implied volatity was 82.26, the open interest changed by 1 which increased total open position to 9
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
