NATURALGAS
Natural Gas
Historical option data for NATURALGAS
24 Jul 2025 11:09 PM IST
| NATURALGAS 22AUG2025 305 CE | ||||||||||||||||
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Delta: 0.28
Vega: 0.26
Theta: -0.27
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 24 Jul | 272.10 | 7.5 | -0.15 | 60.81 | 1,481 | 166 | 415 | |||||||||
For Natural Gas - strike price 305 expiring on 22AUG2025
Delta for 305 CE is 0.28
Historical price for 305 CE is as follows
On 24 Jul NATURALGAS was trading at 272.10. The strike last trading price was 7.5, which was -0.15 lower than the previous day. The implied volatity was 60.81, the open interest changed by 166 which increased total open position to 415
| NATURALGAS 22AUG2025 305 PE | |||||||
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Delta: -0.75
Vega: 0.25
Theta: -0.23
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 24 Jul | 272.10 | 39 | -1.75 | 54.90 | 2 | -1 | 5 |
For Natural Gas - strike price 305 expiring on 22AUG2025
Delta for 305 PE is -0.75
Historical price for 305 PE is as follows
On 24 Jul NATURALGAS was trading at 272.10. The strike last trading price was 39, which was -1.75 lower than the previous day. The implied volatity was 54.90, the open interest changed by -1 which decreased total open position to 5
