NATURALGAS
Natural Gas
Historical option data for NATURALGAS
24 Jul 2025 11:09 PM IST
| NATURALGAS 22AUG2025 265 CE | ||||||||||||||||
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Delta: 0.59
Vega: 0.30
Theta: -0.31
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 24 Jul | 272.10 | 22.35 | 0 | 61.54 | 1,812 | 283 | 315 | |||||||||
For Natural Gas - strike price 265 expiring on 22AUG2025
Delta for 265 CE is 0.59
Historical price for 265 CE is as follows
On 24 Jul NATURALGAS was trading at 272.10. The strike last trading price was 22.35, which was 0 lower than the previous day. The implied volatity was 61.54, the open interest changed by 283 which increased total open position to 315
| NATURALGAS 22AUG2025 265 PE | |||||||
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Delta: -0.41
Vega: 0.30
Theta: -0.32
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 24 Jul | 272.10 | 15.45 | -0.4 | 61.88 | 3,338 | 527 | 626 |
For Natural Gas - strike price 265 expiring on 22AUG2025
Delta for 265 PE is -0.41
Historical price for 265 PE is as follows
On 24 Jul NATURALGAS was trading at 272.10. The strike last trading price was 15.45, which was -0.4 lower than the previous day. The implied volatity was 61.88, the open interest changed by 527 which increased total open position to 626
