NATURALGAS
Natural Gas
Historical option data for NATURALGAS
22 Nov 2024 12:40 PM IST
| NATURALGAS 23DEC2024 360 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.25
Vega: 0.28
Theta: -0.35
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 22 Nov | 0.00 | 9.25 | 1.85 | 81.46 | 0.984 | 149 | 520 | |||
| 21 Nov | 0.00 | 7.4 | 0.50 | 78.72 | 1.456 | 294 | 350 | |||
| 20 Nov | 0.00 | 6.9 | 78.76 | 0.095 | 56 | 56 | ||||
For Natural Gas - strike price 360 expiring on 23DEC2024
Delta for 360 CE is 0.25
Historical price for 360 CE is as follows
On 22 Nov NATURALGAS was trading at 0.00. The strike last trading price was 9.25, which was 1.85 higher than the previous day. The implied volatity was 81.46, the open interest changed by 149 which increased total open position to 520
On 21 Nov NATURALGAS was trading at 0.00. The strike last trading price was 7.4, which was 0.50 higher than the previous day. The implied volatity was 78.72, the open interest changed by 294 which increased total open position to 350
On 20 Nov NATURALGAS was trading at 0.00. The strike last trading price was 6.9, which was lower than the previous day. The implied volatity was 78.76, the open interest changed by 56 which increased total open position to 56
| NATURALGAS 23DEC2024 360 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 |
| 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 | 0 | 0 | |
For Natural Gas - strike price 360 expiring on 23DEC2024
Delta for 360 PE is 0.00
Historical price for 360 PE is as follows
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 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
