NATURALGAS
Natural Gas
Historical option data for NATURALGAS
24 Jul 2025 11:09 PM IST
| NATURALGAS 22AUG2025 325 CE | ||||||||||||||||
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Delta: 0.18
Vega: 0.20
Theta: -0.21
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 24 Jul | 272.10 | 4.15 | -0.15 | 61.63 | 1,344 | 92 | 271 | |||||||||
For Natural Gas - strike price 325 expiring on 22AUG2025
Delta for 325 CE is 0.18
Historical price for 325 CE is as follows
On 24 Jul NATURALGAS was trading at 272.10. The strike last trading price was 4.15, which was -0.15 lower than the previous day. The implied volatity was 61.63, the open interest changed by 92 which increased total open position to 271
| NATURALGAS 22AUG2025 325 PE | |||||||
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 24 Jul | 272.10 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Natural Gas - strike price 325 expiring on 22AUG2025
Delta for 325 PE is 0.00
Historical price for 325 PE is as follows
On 24 Jul NATURALGAS was trading at 272.10. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
