NATURALGAS
Natural Gas
Historical option data for NATURALGAS
22 Sep 2025 08:00 PM IST
| NATURALGAS 24OCT2025 370 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.05
Vega: 0.08
Theta: -0.07
Gamma: 0.00
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 255.20 | 0.8 | -0.25 | 53.13 | 46 | 3 | 137 | |||||||||
| 21 Sept | 254.00 | 1.05 | 0 | 52.67 | 45 | 4 | 134 | |||||||||
|
|
||||||||||||||||
| 18 Sept | 272.50 | 2 | -0.25 | 50.88 | 89 | 82 | 118 | |||||||||
For Natural Gas - strike price 370 expiring on 24OCT2025
Delta for 370 CE is 0.05
Historical price for 370 CE is as follows
On 22 Sept NATURALGAS was trading at 255.20. The strike last trading price was 0.8, which was -0.25 lower than the previous day. The implied volatity was 53.13, the open interest changed by 3 which increased total open position to 137
On 21 Sept NATURALGAS was trading at 254.00. The strike last trading price was 1.05, which was 0 lower than the previous day. The implied volatity was 52.67, the open interest changed by 4 which increased total open position to 134
On 18 Sept NATURALGAS was trading at 272.50. The strike last trading price was 2, which was -0.25 lower than the previous day. The implied volatity was 50.88, the open interest changed by 82 which increased total open position to 118
| NATURALGAS 24OCT2025 370 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
|||||||
| 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 |
For Natural Gas - strike price 370 expiring on 24OCT2025
Delta for 370 PE is 0.00
Historical price for 370 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
