NATURALGAS
Natural Gas
Historical option data for NATURALGAS
24 Jul 2025 11:09 PM IST
| NATURALGAS 22AUG2025 320 CE | ||||||||||||||||
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Delta: 0.20
Vega: 0.21
Theta: -0.22
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 24 Jul | 272.10 | 4.75 | -0.1 | 61.07 | 3,036 | 521 | 2,158 | |||||||||
For Natural Gas - strike price 320 expiring on 22AUG2025
Delta for 320 CE is 0.20
Historical price for 320 CE is as follows
On 24 Jul NATURALGAS was trading at 272.10. The strike last trading price was 4.75, which was -0.1 lower than the previous day. The implied volatity was 61.07, the open interest changed by 521 which increased total open position to 2158
| NATURALGAS 22AUG2025 320 PE | |||||||
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Delta: -0.80
Vega: 0.21
Theta: -0.22
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 24 Jul | 272.10 | 52.8 | -0.25 | 61.31 | 90 | 55 | 104 |
For Natural Gas - strike price 320 expiring on 22AUG2025
Delta for 320 PE is -0.80
Historical price for 320 PE is as follows
On 24 Jul NATURALGAS was trading at 272.10. The strike last trading price was 52.8, which was -0.25 lower than the previous day. The implied volatity was 61.31, the open interest changed by 55 which increased total open position to 104
