NATURALGAS
Natural Gas
Historical option data for NATURALGAS
22 Sep 2025 08:00 PM IST
| NATURALGAS 24OCT2025 210 CE | ||||||||||||||||
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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 Sept | 255.20 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
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| 21 Sept | 254.00 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Natural Gas - strike price 210 expiring on 24OCT2025
Delta for 210 CE is 0.00
Historical price for 210 CE is as follows
On 22 Sept NATURALGAS was trading at 255.20. The strike last trading price was 0, which was 0 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 Sept NATURALGAS was trading at 254.00. The strike last trading price was 0, which was 0 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 24OCT2025 210 PE | |||||||
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Delta: -0.05
Vega: 0.08
Theta: -0.08
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 255.20 | 1.05 | -0.1 | 60.79 | 103 | 40 | 103 |
| 21 Sept | 254.00 | 1.1 | -0.05 | - | 259 | 51 | 63 |
For Natural Gas - strike price 210 expiring on 24OCT2025
Delta for 210 PE is -0.05
Historical price for 210 PE is as follows
On 22 Sept NATURALGAS was trading at 255.20. The strike last trading price was 1.05, which was -0.1 lower than the previous day. The implied volatity was 60.79, the open interest changed by 40 which increased total open position to 103
On 21 Sept NATURALGAS was trading at 254.00. The strike last trading price was 1.1, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by 51 which increased total open position to 63
