NATURALGAS
Natural Gas
Historical option data for NATURALGAS
24 Jul 2025 11:09 PM IST
| NATURALGAS 22AUG2025 310 CE | ||||||||||||||||
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Delta: 0.25
Vega: 0.24
Theta: -0.25
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 24 Jul | 272.10 | 6.4 | -0.2 | 60.66 | 3,672 | 647 | 2,479 | |||||||||
For Natural Gas - strike price 310 expiring on 22AUG2025
Delta for 310 CE is 0.25
Historical price for 310 CE is as follows
On 24 Jul NATURALGAS was trading at 272.10. The strike last trading price was 6.4, which was -0.2 lower than the previous day. The implied volatity was 60.66, the open interest changed by 647 which increased total open position to 2479
| NATURALGAS 22AUG2025 310 PE | |||||||
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Delta: -0.75
Vega: 0.25
Theta: -0.26
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 24 Jul | 272.10 | 44.5 | -0.35 | 61.06 | 338 | 125 | 377 |
For Natural Gas - strike price 310 expiring on 22AUG2025
Delta for 310 PE is -0.75
Historical price for 310 PE is as follows
On 24 Jul NATURALGAS was trading at 272.10. The strike last trading price was 44.5, which was -0.35 lower than the previous day. The implied volatity was 61.06, the open interest changed by 125 which increased total open position to 377
