NATURALGAS
Natural Gas
Historical option data for NATURALGAS
22 Sep 2025 08:00 PM IST
| NATURALGAS 24OCT2025 360 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.07
Vega: 0.12
Theta: -0.10
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 255.20 | 1.4 | -0.3 | 54.94 | 238 | 60 | 187 | |||||||||
| 21 Sept | 254.00 | 1.6 | -0.1 | 53.19 | 134 | 50 | 127 | |||||||||
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| 18 Sept | 272.50 | 2.25 | -0.65 | 47.93 | 20 | 19 | 50 | |||||||||
| 14 Sept | 261.90 | 1.5 | 0 | 45.98 | 3 | 7 | 7 | |||||||||
For Natural Gas - strike price 360 expiring on 24OCT2025
Delta for 360 CE is 0.07
Historical price for 360 CE is as follows
On 22 Sept NATURALGAS was trading at 255.20. The strike last trading price was 1.4, which was -0.3 lower than the previous day. The implied volatity was 54.94, the open interest changed by 60 which increased total open position to 187
On 21 Sept NATURALGAS was trading at 254.00. The strike last trading price was 1.6, which was -0.1 lower than the previous day. The implied volatity was 53.19, the open interest changed by 50 which increased total open position to 127
On 18 Sept NATURALGAS was trading at 272.50. The strike last trading price was 2.25, which was -0.65 lower than the previous day. The implied volatity was 47.93, the open interest changed by 19 which increased total open position to 50
On 14 Sept NATURALGAS was trading at 261.90. The strike last trading price was 1.5, which was 0 lower than the previous day. The implied volatity was 45.98, the open interest changed by 7 which increased total open position to 7
| NATURALGAS 24OCT2025 360 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 |
| 22 Sept | 255.20 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 21 Sept | 254.00 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 18 Sept | 272.50 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 14 Sept | 261.90 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Natural Gas - strike price 360 expiring on 24OCT2025
Delta for 360 PE is 0.00
Historical price for 360 PE is as follows
On 22 Sept NATURALGAS was trading at 255.20. 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
On 21 Sept NATURALGAS was trading at 254.00. 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
On 18 Sept NATURALGAS was trading at 272.50. 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
On 14 Sept NATURALGAS was trading at 261.90. 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
