NATURALGAS
Natural Gas
Historical option data for NATURALGAS
24 Jul 2025 11:09 PM IST
| NATURALGAS 22AUG2025 275 CE | ||||||||||||||||
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Delta: 0.51
Vega: 0.31
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 | 17.35 | -0.2 | 60.97 | 5,887 | 914 | 1,388 | |||||||||
For Natural Gas - strike price 275 expiring on 22AUG2025
Delta for 275 CE is 0.51
Historical price for 275 CE is as follows
On 24 Jul NATURALGAS was trading at 272.10. The strike last trading price was 17.35, which was -0.2 lower than the previous day. The implied volatity was 60.97, the open interest changed by 914 which increased total open position to 1388
| NATURALGAS 22AUG2025 275 PE | |||||||
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Delta: -0.49
Vega: 0.31
Theta: -0.33
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 24 Jul | 272.10 | 20.75 | -0.2 | 62.27 | 2,561 | 422 | 549 |
For Natural Gas - strike price 275 expiring on 22AUG2025
Delta for 275 PE is -0.49
Historical price for 275 PE is as follows
On 24 Jul NATURALGAS was trading at 272.10. The strike last trading price was 20.75, which was -0.2 lower than the previous day. The implied volatity was 62.27, the open interest changed by 422 which increased total open position to 549
