NATURALGAS
Natural Gas
Historical option data for NATURALGAS
24 Jul 2025 11:09 PM IST
| NATURALGAS 22AUG2025 280 CE | ||||||||||||||||
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Delta: 0.47
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 | 15.35 | 0.05 | 61.29 | 13,401 | 1,644 | 4,586 | |||||||||
For Natural Gas - strike price 280 expiring on 22AUG2025
Delta for 280 CE is 0.47
Historical price for 280 CE is as follows
On 24 Jul NATURALGAS was trading at 272.10. The strike last trading price was 15.35, which was 0.05 higher than the previous day. The implied volatity was 61.29, the open interest changed by 1644 which increased total open position to 4586
| NATURALGAS 22AUG2025 280 PE | |||||||
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Delta: -0.53
Vega: 0.31
Theta: -0.32
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 24 Jul | 272.10 | 23.35 | -0.65 | 61.29 | 5,895 | 1,181 | 2,536 |
For Natural Gas - strike price 280 expiring on 22AUG2025
Delta for 280 PE is -0.53
Historical price for 280 PE is as follows
On 24 Jul NATURALGAS was trading at 272.10. The strike last trading price was 23.35, which was -0.65 lower than the previous day. The implied volatity was 61.29, the open interest changed by 1181 which increased total open position to 2536
