NATURALGAS
Natural Gas
Historical option data for NATURALGAS
24 Jul 2025 11:09 PM IST
| NATURALGAS 22AUG2025 300 CE | ||||||||||||||||
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Delta: 0.32
Vega: 0.27
Theta: -0.29
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 24 Jul | 272.10 | 8.75 | -0.05 | 60.98 | 12,161 | 1,953 | 8,533 | |||||||||
For Natural Gas - strike price 300 expiring on 22AUG2025
Delta for 300 CE is 0.32
Historical price for 300 CE is as follows
On 24 Jul NATURALGAS was trading at 272.10. The strike last trading price was 8.75, which was -0.05 lower than the previous day. The implied volatity was 60.98, the open interest changed by 1953 which increased total open position to 8533
| NATURALGAS 22AUG2025 300 PE | |||||||
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Delta: -0.69
Vega: 0.27
Theta: -0.28
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 24 Jul | 272.10 | 36.4 | -0.95 | 59.69 | 1,092 | 439 | 978 |
For Natural Gas - strike price 300 expiring on 22AUG2025
Delta for 300 PE is -0.69
Historical price for 300 PE is as follows
On 24 Jul NATURALGAS was trading at 272.10. The strike last trading price was 36.4, which was -0.95 lower than the previous day. The implied volatity was 59.69, the open interest changed by 439 which increased total open position to 978
