NATURALGAS
Natural Gas
Historical option data for NATURALGAS
24 Jul 2025 11:09 PM IST
| NATURALGAS 22AUG2025 330 CE | ||||||||||||||||
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Delta: 0.15
Vega: 0.18
Theta: -0.19
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 24 Jul | 272.10 | 3.5 | -0.05 | 61.49 | 2,634 | 683 | 1,774 | |||||||||
For Natural Gas - strike price 330 expiring on 22AUG2025
Delta for 330 CE is 0.15
Historical price for 330 CE is as follows
On 24 Jul NATURALGAS was trading at 272.10. The strike last trading price was 3.5, which was -0.05 lower than the previous day. The implied volatity was 61.49, the open interest changed by 683 which increased total open position to 1774
| NATURALGAS 22AUG2025 330 PE | |||||||
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Delta: -0.94
Vega: 0.09
Theta: -0.07
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 24 Jul | 272.10 | 58.85 | 3.6 | 42.77 | 32 | 28 | 40 |
For Natural Gas - strike price 330 expiring on 22AUG2025
Delta for 330 PE is -0.94
Historical price for 330 PE is as follows
On 24 Jul NATURALGAS was trading at 272.10. The strike last trading price was 58.85, which was 3.6 higher than the previous day. The implied volatity was 42.77, the open interest changed by 28 which increased total open position to 40
