NATURALGAS
Natural Gas
Historical option data for NATURALGAS
24 Jul 2025 11:09 PM IST
| NATURALGAS 22AUG2025 295 CE | ||||||||||||||||
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Delta: 0.35
Vega: 0.29
Theta: -0.30
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 24 Jul | 272.10 | 10.05 | -0.2 | 60.75 | 1,653 | 256 | 782 | |||||||||
For Natural Gas - strike price 295 expiring on 22AUG2025
Delta for 295 CE is 0.35
Historical price for 295 CE is as follows
On 24 Jul NATURALGAS was trading at 272.10. The strike last trading price was 10.05, which was -0.2 lower than the previous day. The implied volatity was 60.75, the open interest changed by 256 which increased total open position to 782
| NATURALGAS 22AUG2025 295 PE | |||||||
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Delta: -0.64
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 | 33.7 | 0.05 | 63.02 | 28 | -6 | 65 |
For Natural Gas - strike price 295 expiring on 22AUG2025
Delta for 295 PE is -0.64
Historical price for 295 PE is as follows
On 24 Jul NATURALGAS was trading at 272.10. The strike last trading price was 33.7, which was 0.05 higher than the previous day. The implied volatity was 63.02, the open interest changed by -6 which decreased total open position to 65
