NATURALGAS
Natural Gas
Historical option data for NATURALGAS
24 Jul 2025 11:09 PM IST
| NATURALGAS 22AUG2025 220 CE | ||||||||||||||||
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Delta: 0.85
Vega: 0.18
Theta: -0.24
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 24 Jul | 272.10 | 57.1 | 4.35 | 79.54 | 18 | 18 | 18 | |||||||||
For Natural Gas - strike price 220 expiring on 22AUG2025
Delta for 220 CE is 0.85
Historical price for 220 CE is as follows
On 24 Jul NATURALGAS was trading at 272.10. The strike last trading price was 57.1, which was 4.35 higher than the previous day. The implied volatity was 79.54, the open interest changed by 18 which increased total open position to 18
| NATURALGAS 22AUG2025 220 PE | |||||||
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Delta: -0.10
Vega: 0.14
Theta: -0.15
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 24 Jul | 272.10 | 2.6 | 0.5 | 63.77 | 2,800 | 585 | 816 |
For Natural Gas - strike price 220 expiring on 22AUG2025
Delta for 220 PE is -0.10
Historical price for 220 PE is as follows
On 24 Jul NATURALGAS was trading at 272.10. The strike last trading price was 2.6, which was 0.5 higher than the previous day. The implied volatity was 63.77, the open interest changed by 585 which increased total open position to 816
