NATURALGAS
Natural Gas
Historical option data for NATURALGAS
22 Sep 2025 08:00 PM IST
NATURALGAS 24OCT2025 380 CE | ||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Delta: -
Vega: -
Theta: -
Gamma: -
|
||||||||||||||||
Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
22 Sept | 255.20 | 0.65 | -0.4 | - | 8 | 6 | 55 | |||||||||
|
||||||||||||||||
21 Sept | 254.00 | 0.75 | -0.3 | 53.18 | 5 | 4 | 49 |
For Natural Gas - strike price 380 expiring on 24OCT2025
Delta for 380 CE is -
Historical price for 380 CE is as follows
On 22 Sept NATURALGAS was trading at 255.20. The strike last trading price was 0.65, which was -0.4 lower than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 55
On 21 Sept NATURALGAS was trading at 254.00. The strike last trading price was 0.75, which was -0.3 lower than the previous day. The implied volatity was 53.18, the open interest changed by 4 which increased total open position to 49
NATURALGAS 24OCT2025 380 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 |
For Natural Gas - strike price 380 expiring on 24OCT2025
Delta for 380 PE is 0.00
Historical price for 380 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