NATURALGAS
Natural Gas
Historical option data for NATURALGAS
24 Jul 2025 11:09 PM IST
| NATURALGAS 22AUG2025 340 CE | ||||||||||||||||
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Delta: 0.12
Vega: 0.15
Theta: -0.16
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 24 Jul | 272.10 | 2.55 | -0.05 | 61.82 | 1,823 | 371 | 978 | |||||||||
For Natural Gas - strike price 340 expiring on 22AUG2025
Delta for 340 CE is 0.12
Historical price for 340 CE is as follows
On 24 Jul NATURALGAS was trading at 272.10. The strike last trading price was 2.55, which was -0.05 lower than the previous day. The implied volatity was 61.82, the open interest changed by 371 which increased total open position to 978
| NATURALGAS 22AUG2025 340 PE | |||||||
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Delta: -0.90
Vega: 0.14
Theta: -0.14
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 24 Jul | 272.10 | 70.1 | 7.6 | 58.73 | 46 | 34 | 43 |
For Natural Gas - strike price 340 expiring on 22AUG2025
Delta for 340 PE is -0.90
Historical price for 340 PE is as follows
On 24 Jul NATURALGAS was trading at 272.10. The strike last trading price was 70.1, which was 7.6 higher than the previous day. The implied volatity was 58.73, the open interest changed by 34 which increased total open position to 43
