NATURALGAS
Natural Gas
Historical option data for NATURALGAS
24 Jul 2025 11:09 PM IST
| NATURALGAS 22AUG2025 240 CE | ||||||||||||||||
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Delta: 0.80
Vega: 0.22
Theta: -0.21
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 24 Jul | 272.10 | 37.4 | -6.3 | 58.10 | 59 | 30 | 34 | |||||||||
| 13 Jun | 0.00 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 30 May | 0.00 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Natural Gas - strike price 240 expiring on 22AUG2025
Delta for 240 CE is 0.80
Historical price for 240 CE is as follows
On 24 Jul NATURALGAS was trading at 272.10. The strike last trading price was 37.4, which was -6.3 lower than the previous day. The implied volatity was 58.10, the open interest changed by 30 which increased total open position to 34
On 13 Jun NATURALGAS was trading at 0.00. 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 30 May NATURALGAS was trading at 0.00. 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 22AUG2025 240 PE | |||||||
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Delta: -0.21
Vega: 0.22
Theta: -0.24
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 24 Jul | 272.10 | 6.25 | 0.45 | 61.97 | 4,377 | 410 | 1,648 |
| 13 Jun | 0.00 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 30 May | 0.00 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Natural Gas - strike price 240 expiring on 22AUG2025
Delta for 240 PE is -0.21
Historical price for 240 PE is as follows
On 24 Jul NATURALGAS was trading at 272.10. The strike last trading price was 6.25, which was 0.45 higher than the previous day. The implied volatity was 61.97, the open interest changed by 410 which increased total open position to 1648
On 13 Jun NATURALGAS was trading at 0.00. 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 30 May NATURALGAS was trading at 0.00. 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
