NATURALGAS
Natural Gas
Historical option data for NATURALGAS
24 Jul 2025 11:09 PM IST
| NATURALGAS 22AUG2025 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 | |||||||||
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| 24 Jul | 272.10 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Natural Gas - strike price 210 expiring on 22AUG2025
Delta for 210 CE is 0.00
Historical price for 210 CE is as follows
On 24 Jul NATURALGAS was trading at 272.10. 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 22AUG2025 210 PE | |||||||
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Delta: -0.07
Vega: 0.10
Theta: -0.12
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 24 Jul | 272.10 | 1.75 | 0.35 | 66.58 | 459 | 45 | 90 |
For Natural Gas - strike price 210 expiring on 22AUG2025
Delta for 210 PE is -0.07
Historical price for 210 PE is as follows
On 24 Jul NATURALGAS was trading at 272.10. The strike last trading price was 1.75, which was 0.35 higher than the previous day. The implied volatity was 66.58, the open interest changed by 45 which increased total open position to 90
