NATURALGAS
Natural Gas
Historical option data for NATURALGAS
24 Jul 2025 11:09 PM IST
| NATURALGAS 22AUG2025 360 CE | ||||||||||||||||
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Delta: 0.07
Vega: 0.11
Theta: -0.11
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 24 Jul | 272.10 | 1.45 | 0.05 | 63.65 | 763 | 79 | 949 | |||||||||
For Natural Gas - strike price 360 expiring on 22AUG2025
Delta for 360 CE is 0.07
Historical price for 360 CE is as follows
On 24 Jul NATURALGAS was trading at 272.10. The strike last trading price was 1.45, which was 0.05 higher than the previous day. The implied volatity was 63.65, the open interest changed by 79 which increased total open position to 949
| NATURALGAS 22AUG2025 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 |
| 24 Jul | 272.10 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Natural Gas - strike price 360 expiring on 22AUG2025
Delta for 360 PE is 0.00
Historical price for 360 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
