NATURALGAS
Natural Gas
Historical option data for NATURALGAS
22 Sep 2025 08:00 PM IST
| NATURALGAS 24OCT2025 220 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 | |||||||||
| 17 Aug | 249.10 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Natural Gas - strike price 220 expiring on 24OCT2025
Delta for 220 CE is 0.00
Historical price for 220 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
On 17 Aug NATURALGAS was trading at 249.10. 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 24OCT2025 220 PE | |||||||
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Delta: -0.07
Vega: 0.11
Theta: -0.10
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 255.20 | 1.7 | 0.05 | 58.97 | 206 | 36 | 432 |
| 21 Sept | 254.00 | 1.7 | 0.05 | 57.71 | 686 | 356 | 396 |
| 17 Aug | 249.10 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Natural Gas - strike price 220 expiring on 24OCT2025
Delta for 220 PE is -0.07
Historical price for 220 PE is as follows
On 22 Sept NATURALGAS was trading at 255.20. The strike last trading price was 1.7, which was 0.05 higher than the previous day. The implied volatity was 58.97, the open interest changed by 36 which increased total open position to 432
On 21 Sept NATURALGAS was trading at 254.00. The strike last trading price was 1.7, which was 0.05 higher than the previous day. The implied volatity was 57.71, the open interest changed by 356 which increased total open position to 396
On 17 Aug NATURALGAS was trading at 249.10. 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
