NATURALGAS
Natural Gas
Historical option data for NATURALGAS
24 Jul 2025 11:09 PM IST
| NATURALGAS 22AUG2025 350 CE | ||||||||||||||||
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Delta: 0.09
Vega: 0.13
Theta: -0.14
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 24 Jul | 272.10 | 1.95 | -0.05 | 62.97 | 2,317 | 202 | 1,832 | |||||||||
For Natural Gas - strike price 350 expiring on 22AUG2025
Delta for 350 CE is 0.09
Historical price for 350 CE is as follows
On 24 Jul NATURALGAS was trading at 272.10. The strike last trading price was 1.95, which was -0.05 lower than the previous day. The implied volatity was 62.97, the open interest changed by 202 which increased total open position to 1832
| NATURALGAS 22AUG2025 350 PE | |||||||
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Delta: -0.92
Vega: 0.12
Theta: -0.12
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 24 Jul | 272.10 | 79.65 | 0.2 | 60.53 | 74 | 72 | 77 |
For Natural Gas - strike price 350 expiring on 22AUG2025
Delta for 350 PE is -0.92
Historical price for 350 PE is as follows
On 24 Jul NATURALGAS was trading at 272.10. The strike last trading price was 79.65, which was 0.2 higher than the previous day. The implied volatity was 60.53, the open interest changed by 72 which increased total open position to 77
