NATURALGAS
Natural Gas
Historical option data for NATURALGAS
24 Jul 2025 11:09 PM IST
| NATURALGAS 22AUG2025 260 CE | ||||||||||||||||
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Delta: 0.64
Vega: 0.29
Theta: -0.30
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 24 Jul | 272.10 | 24.9 | 0.25 | 60.91 | 2,080 | 365 | 661 | |||||||||
For Natural Gas - strike price 260 expiring on 22AUG2025
Delta for 260 CE is 0.64
Historical price for 260 CE is as follows
On 24 Jul NATURALGAS was trading at 272.10. The strike last trading price was 24.9, which was 0.25 higher than the previous day. The implied volatity was 60.91, the open interest changed by 365 which increased total open position to 661
| NATURALGAS 22AUG2025 260 PE | |||||||
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Delta: -0.37
Vega: 0.29
Theta: -0.31
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 24 Jul | 272.10 | 13.2 | -0.25 | 61.95 | 6,689 | 407 | 1,384 |
For Natural Gas - strike price 260 expiring on 22AUG2025
Delta for 260 PE is -0.37
Historical price for 260 PE is as follows
On 24 Jul NATURALGAS was trading at 272.10. The strike last trading price was 13.2, which was -0.25 lower than the previous day. The implied volatity was 61.95, the open interest changed by 407 which increased total open position to 1384
