NATURALGAS
Natural Gas
Historical option data for NATURALGAS
24 Jul 2025 11:09 PM IST
| NATURALGAS 22AUG2025 290 CE | ||||||||||||||||
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Delta: 0.39
Vega: 0.30
Theta: -0.31
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 24 Jul | 272.10 | 11.65 | -0.05 | 61.00 | 7,875 | 832 | 3,836 | |||||||||
For Natural Gas - strike price 290 expiring on 22AUG2025
Delta for 290 CE is 0.39
Historical price for 290 CE is as follows
On 24 Jul NATURALGAS was trading at 272.10. The strike last trading price was 11.65, which was -0.05 lower than the previous day. The implied volatity was 61.00, the open interest changed by 832 which increased total open position to 3836
| NATURALGAS 22AUG2025 290 PE | |||||||
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Delta: -0.61
Vega: 0.29
Theta: -0.31
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 24 Jul | 272.10 | 29.6 | -0.75 | 60.83 | 965 | 356 | 1,187 |
For Natural Gas - strike price 290 expiring on 22AUG2025
Delta for 290 PE is -0.61
Historical price for 290 PE is as follows
On 24 Jul NATURALGAS was trading at 272.10. The strike last trading price was 29.6, which was -0.75 lower than the previous day. The implied volatity was 60.83, the open interest changed by 356 which increased total open position to 1187
