NATURALGAS
Natural Gas
Historical option data for NATURALGAS
24 Jul 2025 11:09 PM IST
| NATURALGAS 22AUG2025 255 CE | ||||||||||||||||
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Delta: 0.66
Vega: 0.28
Theta: -0.36
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 24 Jul | 272.10 | 31.45 | 5.5 | 73.76 | 18 | 5 | 5 | |||||||||
For Natural Gas - strike price 255 expiring on 22AUG2025
Delta for 255 CE is 0.66
Historical price for 255 CE is as follows
On 24 Jul NATURALGAS was trading at 272.10. The strike last trading price was 31.45, which was 5.5 higher than the previous day. The implied volatity was 73.76, the open interest changed by 5 which increased total open position to 5
| NATURALGAS 22AUG2025 255 PE | |||||||
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Delta: -0.32
Vega: 0.28
Theta: -0.30
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 24 Jul | 272.10 | 11.25 | 0.8 | 62.33 | 313 | 36 | 39 |
For Natural Gas - strike price 255 expiring on 22AUG2025
Delta for 255 PE is -0.32
Historical price for 255 PE is as follows
On 24 Jul NATURALGAS was trading at 272.10. The strike last trading price was 11.25, which was 0.8 higher than the previous day. The implied volatity was 62.33, the open interest changed by 36 which increased total open position to 39
