NATURALGAS
Natural Gas
Historical option data for NATURALGAS
24 Jul 2025 11:09 PM IST
| NATURALGAS 22AUG2025 250 CE | ||||||||||||||||
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Delta: 0.72
Vega: 0.26
Theta: -0.27
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 24 Jul | 272.10 | 30.9 | 0.55 | 60.40 | 428 | 83 | 223 | |||||||||
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| 30 May | 0.00 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Natural Gas - strike price 250 expiring on 22AUG2025
Delta for 250 CE is 0.72
Historical price for 250 CE is as follows
On 24 Jul NATURALGAS was trading at 272.10. The strike last trading price was 30.9, which was 0.55 higher than the previous day. The implied volatity was 60.40, the open interest changed by 83 which increased total open position to 223
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 250 PE | |||||||
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Delta: -0.28
Vega: 0.26
Theta: -0.28
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 24 Jul | 272.10 | 9.3 | 0.15 | 61.94 | 6,887 | 519 | 1,843 |
| 30 May | 0.00 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Natural Gas - strike price 250 expiring on 22AUG2025
Delta for 250 PE is -0.28
Historical price for 250 PE is as follows
On 24 Jul NATURALGAS was trading at 272.10. The strike last trading price was 9.3, which was 0.15 higher than the previous day. The implied volatity was 61.94, the open interest changed by 519 which increased total open position to 1843
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
