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Related Pages for NATURALGAS
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NATURALGAS
Natural Gas
275.4 7.40 (2.76%)

Option Chain for NATURALGAS

21 Nov 2024 11:40 PM IST

Note:- Click on the strike price to open the historical data.

Call
Put

Lot Size : 1250
Delta OI Change OI Vol IV Ltp Change Change Ltp IV Vol Change OI OI Delta
- 202 199 0.166 - 102.60 13.60 200 -0.40 0.95 - 2.159 750 1,677 -
0.00 0 0 0 0.00 0.00 0.00 205 1.40 1.40 - 0.023 22 22 -
0.00 0 0 0 0.00 0.00 0.00 210 -0.55 1.60 - 0.314 85 95 -
0.00 0 0 0 0.00 0.00 0.00 215 0.00 0.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.00 0.00 220 -0.30 2.65 - 1.828 421 760 -
0.00 7 0 0.007 0.00 47.45 0.00 225 0.00 6.15 0.00 0.004 0 5 0.00
- 13 13 0.01 - 74.50 74.50 230 -0.35 3.95 72.82 2.659 249 1,077 -0.12
- 12 5 0.004 - 40.10 0.00 235 -6.10 4.80 72.40 0.009 5 11 -0.14
0.81 52 29 0.032 85.37 59.45 7.55 240 -0.60 5.65 71.82 6.709 447 2,483 -0.16
0.00 2 0 0.002 0.00 40.55 0.00 245 -1.15 6.65 71.20 0.254 25 83 -0.18
0.80 418 80 0.311 69.03 48.20 3.00 250 -1.30 7.75 70.47 7.543 1,121 2,849 -0.20
0.00 0 1 0.002 0.00 18.00 0.00 255 -1.90 9.10 70.19 0.284 99 153 -0.23
0.73 282 222 0.314 72.92 42.25 2.95 260 -1.80 10.70 70.26 7.776 1,285 2,037 -0.26
0.71 78 20 0.117 69.42 38.00 2.60 265 -2.10 12.50 70.43 1.886 299 435 -0.29
0.68 315 112 1.924 69.72 35.00 1.65 270 -2.30 14.30 70.04 12.407 1,622 2,197 -0.32
0.65 39 10 0.18 69.61 32.05 1.15 275 -2.35 16.60 70.70 2.024 280 337 -0.36
0.61 528 -52 3.632 69.75 29.35 0.95 280 -2.45 19.00 71.11 7.739 687 1,247 -0.39
0.58 52 -64 0.601 70.70 27.10 1.30 285 -2.40 21.60 71.59 1.21 74 199 -0.42
0.55 927 339 8.886 72.01 25.15 1.15 290 -2.55 24.20 71.57 6.89 766 826 -0.45
0.52 109 90 0.557 72.40 23.05 1.05 295 27.30 27.30 72.54 0.957 260 260 -0.48
0.49 2,936 1,157 17.252 73.06 21.20 1.20 300 -4.00 30.15 72.33 6.082 1,322 1,359 -0.51
0.46 190 190 0.413 73.87 19.55 19.55 305 33.45 33.45 73.00 0.124 31 31 -0.54
0.43 622 505 2.784 73.69 17.70 0.80 310 37.20 37.20 74.58 0.185 88 88 -0.57
0.40 43 36 0.108 74.60 16.35 1.55 315 0.00 48.35 0.00 0.001 0 1 0.00
0.38 1,119 588 5.802 75.15 15.00 0.80 320 44.00 44.00 74.54 0.126 85 85 -0.63
0.35 10 10 0.02 74.88 13.50 13.50 325 46.75 46.75 71.27 0.004 4 4 -0.66
0.33 431 395 1.293 76.48 12.70 0.70 330 49.85 49.85 69.83 0.033 37 37 -0.69
0.31 7 2 0.016 77.46 11.70 1.70 335 0.00 0.00 0.00 0 0 0 0.00
0.29 716 249 3.146 77.37 10.65 0.55 340 0.00 0.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.00 0.00 345 0.00 0.00 0.00 0 0 0 0.00
0.25 2,003 1,622 4.656 78.12 8.90 0.50 350 61.15 61.15 47.23 0.006 8 8 -0.89
0.00 0 0 0 0.00 0.00 0.00 355 0.00 0.00 0.00 0 0 0 0.00
0.21 350 294 1.456 78.72 7.40 0.50 360 0.00 0.00 0.00 0 0 0 0.00
- 1 1 0.003 - 8.50 8.50 365 0.00 0.00 0.00 0 0 0 0.00
0.18 307 155 0.972 79.52 6.20 0.35 370 0.00 0.00 0.00 0 0 0 0.00
0.17 23 22 0.043 80.56 5.80 0.00 375 0.00 0.00 0.00 0 0 0 0.00
- 1,708 1,595 3.765 - 5.25 0.25 380 0.00 0.00 0.00 0 0 0 0.00
13,502 18,366
Note
  1. 10% interest rate is applied while computing implied volatility.
  2. Volume and Open Interest, displayed in Contracts.
  3.        Highlighted options are in-the-money.

What is an Option Chain?
  • An option chain, also known as an option matrix, is a listing of all available option contracts, both puts and calls, for a given security.
  • It shows all puts, calls, strike ltp, and pricing information for a single underlying asset within a given maturity period.

How is it Useful?
  • The option chain matrix is most useful for the next trading day.
  • Trading volume, or the number of contracts that change hands in a given day, indicates how much liquidity there might be for any given option.
  • Open interest measures the total number of options outstanding on each strike and maturity, allowing you to gauge the scale of market commitment.