NATURALGAS
Natural Gas
Historical option data for NATURALGAS
22 Sep 2025 08:00 PM IST
| NATURALGAS 24OCT2025 275 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.58
Vega: 0.33
Theta: -0.27
Gamma: 0.01
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 255.20 | 20.25 | -1.2 | 53.71 | 120 | -2 | 27 | |||||||||
| 21 Sept | 254.00 | 21.35 | -0.1 | 51.49 | 48 | 21 | 29 | |||||||||
| 18 Sept | 272.50 | 31.35 | 0.25 | 53.76 | 3 | 2 | 12 | |||||||||
|
|
||||||||||||||||
| 14 Sept | 261.90 | 27.3 | 0.05 | 0.00 | 5 | 8 | 0 | |||||||||
| 27 Aug | 253.00 | 24 | -0.4 | 0.00 | 3 | 2 | 0 | |||||||||
For Natural Gas - strike price 275 expiring on 24OCT2025
Delta for 275 CE is 0.58
Historical price for 275 CE is as follows
On 22 Sept NATURALGAS was trading at 255.20. The strike last trading price was 20.25, which was -1.2 lower than the previous day. The implied volatity was 53.71, the open interest changed by -2 which decreased total open position to 27
On 21 Sept NATURALGAS was trading at 254.00. The strike last trading price was 21.35, which was -0.1 lower than the previous day. The implied volatity was 51.49, the open interest changed by 21 which increased total open position to 29
On 18 Sept NATURALGAS was trading at 272.50. The strike last trading price was 31.35, which was 0.25 higher than the previous day. The implied volatity was 53.76, the open interest changed by 2 which increased total open position to 12
On 14 Sept NATURALGAS was trading at 261.90. The strike last trading price was 27.3, which was 0.05 higher than the previous day. The implied volatity was 0.00, the open interest changed by 8 which increased total open position to 0
On 27 Aug NATURALGAS was trading at 253.00. The strike last trading price was 24, which was -0.4 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
| NATURALGAS 24OCT2025 275 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.42
Vega: 0.33
Theta: -0.27
Gamma: 0.01
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 255.20 | 15.35 | 1.1 | 53.71 | 395 | -28 | 193 |
| 21 Sept | 254.00 | 14.1 | -0.15 | 50.17 | 320 | 1 | 221 |
| 18 Sept | 272.50 | 10.25 | 0.15 | 52.23 | 53 | 8 | 106 |
| 14 Sept | 261.90 | 14 | -0.15 | 49.16 | 42 | -9 | 88 |
| 27 Aug | 253.00 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Natural Gas - strike price 275 expiring on 24OCT2025
Delta for 275 PE is -0.42
Historical price for 275 PE is as follows
On 22 Sept NATURALGAS was trading at 255.20. The strike last trading price was 15.35, which was 1.1 higher than the previous day. The implied volatity was 53.71, the open interest changed by -28 which decreased total open position to 193
On 21 Sept NATURALGAS was trading at 254.00. The strike last trading price was 14.1, which was -0.15 lower than the previous day. The implied volatity was 50.17, the open interest changed by 1 which increased total open position to 221
On 18 Sept NATURALGAS was trading at 272.50. The strike last trading price was 10.25, which was 0.15 higher than the previous day. The implied volatity was 52.23, the open interest changed by 8 which increased total open position to 106
On 14 Sept NATURALGAS was trading at 261.90. The strike last trading price was 14, which was -0.15 lower than the previous day. The implied volatity was 49.16, the open interest changed by -9 which decreased total open position to 88
On 27 Aug NATURALGAS was trading at 253.00. 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
