NATURALGAS
Natural Gas
Historical option data for NATURALGAS
24 Jul 2025 11:09 PM IST
| NATURALGAS 22AUG2025 315 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.22
Vega: 0.23
Theta: -0.24
Gamma: 0.01
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
|
|
||||||||||||||||
| 24 Jul | 272.10 | 5.55 | -0.1 | 61.00 | 805 | 114 | 294 | |||||||||
For Natural Gas - strike price 315 expiring on 22AUG2025
Delta for 315 CE is 0.22
Historical price for 315 CE is as follows
On 24 Jul NATURALGAS was trading at 272.10. The strike last trading price was 5.55, which was -0.1 lower than the previous day. The implied volatity was 61.00, the open interest changed by 114 which increased total open position to 294
| NATURALGAS 22AUG2025 315 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.77
Vega: 0.23
Theta: -0.25
Gamma: 0.01
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 24 Jul | 272.10 | 49 | 14.1 | 62.94 | 2 | 2 | 4 |
For Natural Gas - strike price 315 expiring on 22AUG2025
Delta for 315 PE is -0.77
Historical price for 315 PE is as follows
On 24 Jul NATURALGAS was trading at 272.10. The strike last trading price was 49, which was 14.1 higher than the previous day. The implied volatity was 62.94, the open interest changed by 2 which increased total open position to 4
