NATURALGAS
Natural Gas
Historical option data for NATURALGAS
24 Jul 2025 11:09 PM IST
| NATURALGAS 22AUG2025 270 CE | ||||||||||||||||
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Delta: 0.55
Vega: 0.30
Theta: -0.32
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 24 Jul | 272.10 | 19.85 | 0.25 | 61.60 | 16,071 | 1,932 | 3,778 | |||||||||
For Natural Gas - strike price 270 expiring on 22AUG2025
Delta for 270 CE is 0.55
Historical price for 270 CE is as follows
On 24 Jul NATURALGAS was trading at 272.10. The strike last trading price was 19.85, which was 0.25 higher than the previous day. The implied volatity was 61.60, the open interest changed by 1932 which increased total open position to 3778
| NATURALGAS 22AUG2025 270 PE | |||||||
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Delta: -0.45
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 | 17.85 | -0.45 | 61.60 | 13,956 | 1,683 | 2,818 |
For Natural Gas - strike price 270 expiring on 22AUG2025
Delta for 270 PE is -0.45
Historical price for 270 PE is as follows
On 24 Jul NATURALGAS was trading at 272.10. The strike last trading price was 17.85, which was -0.45 lower than the previous day. The implied volatity was 61.60, the open interest changed by 1683 which increased total open position to 2818
