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NATURALGAS
Natural Gas

283.3 5.10 (1.83%)

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Historical option data for NATURALGAS

22 Nov 2024 01:00 PM IST
NATURALGAS 23DEC2024 365 CE
Delta: 0.23
Vega: 0.26
Theta: -0.34
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
22 Nov 0.00 8.35 -0.15 81.36 0.005 3 4
21 Nov 0.00 8.5 8.50 - 0.003 1 1
20 Nov 0.00 0 0.00 0 0 0


For Natural Gas - strike price 365 expiring on 23DEC2024

Delta for 365 CE is 0.23

Historical price for 365 CE is as follows

On 22 Nov NATURALGAS was trading at 0.00. The strike last trading price was 8.35, which was -0.15 lower than the previous day. The implied volatity was 81.36, the open interest changed by 3 which increased total open position to 4


On 21 Nov NATURALGAS was trading at 0.00. The strike last trading price was 8.5, which was 8.50 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1


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


NATURALGAS 23DEC2024 365 PE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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 365 expiring on 23DEC2024

Delta for 365 PE is 0.00

Historical price for 365 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