NATURALGAS
Natural Gas
Historical option data for NATURALGAS
24 Jul 2025 11:09 PM IST
| NATURALGAS 22AUG2025 285 CE | ||||||||||||||||
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Delta: 0.43
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 | 13.45 | 0 | 61.30 | 3,204 | 346 | 1,049 | |||||||||
For Natural Gas - strike price 285 expiring on 22AUG2025
Delta for 285 CE is 0.43
Historical price for 285 CE is as follows
On 24 Jul NATURALGAS was trading at 272.10. The strike last trading price was 13.45, which was 0 lower than the previous day. The implied volatity was 61.30, the open interest changed by 346 which increased total open position to 1049
| NATURALGAS 22AUG2025 285 PE | |||||||
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Delta: -0.57
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 | 26.7 | -0.2 | 62.13 | 278 | 32 | 222 |
For Natural Gas - strike price 285 expiring on 22AUG2025
Delta for 285 PE is -0.57
Historical price for 285 PE is as follows
On 24 Jul NATURALGAS was trading at 272.10. The strike last trading price was 26.7, which was -0.2 lower than the previous day. The implied volatity was 62.13, the open interest changed by 32 which increased total open position to 222
