NATURALGAS
Natural Gas
Historical option data for NATURALGAS
24 Apr 2026 01:32 PM IST
| NATURALGAS 22-May-2026 (28d) 210 CE | ||||||||||||||||
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Delta: 0.93
Vega: 0.09
Theta: -0.09
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 240.90 | 50.3 | 0.25 | 52.71 | 2 | 3 | 3 | |||||||||
| 23 Apr | 243.80 | 61.05 | 0 | - | 1 | 1 | 1 | |||||||||
| 22 Apr | 255.40 | 61.05 | 0 | - | 1 | 1 | 1 | |||||||||
| 21 Apr | 252.10 | 61.05 | 0 | - | 1 | 1 | 1 | |||||||||
| 20 Apr | 251.70 | 61.05 | 0 | - | 1 | 1 | 1 | |||||||||
| 17 Apr | 250.60 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Apr | 246.80 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 15 Apr | 245.10 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 14 Apr | 243.20 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Apr | 247.60 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Apr | 248.70 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Apr | 250.20 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 8 Apr | 254.40 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 Apr | 269.70 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Apr | 265.80 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Apr | 263.80 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Apr | 265.70 | - | - | - | 0 | 0 | 0 | |||||||||
| 31 Mar | 274.70 | 0 | - | - | 0 | 0 | 0 | |||||||||
| 30 Mar | 274.70 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Mar | 291.10 | - | - | - | 0 | 0 | 0 | |||||||||
| 26 Mar | 282.00 | - | - | - | 0 | 0 | 0 | |||||||||
| 25 Mar | 277.70 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Mar | 276.90 | - | - | - | 0 | 0 | 0 | |||||||||
| 23 Mar | 272.60 | - | - | - | 0 | 0 | 0 | |||||||||
| 20 Mar | 288.60 | - | - | - | 0 | 0 | 0 | |||||||||
| 19 Mar | 294.90 | - | - | - | 0 | 0 | 0 | |||||||||
| 18 Mar | 282.30 | - | - | - | 0 | 0 | 0 | |||||||||
| 17 Mar | 280.70 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Mar | 278.70 | - | - | - | 0 | 0 | 0 | |||||||||
| 13 Mar | 292.40 | - | - | - | 0 | 0 | 0 | |||||||||
| 12 Mar | 297.60 | - | - | - | 0 | 0 | 0 | |||||||||
| 11 Mar | 296.10 | - | - | - | 0 | 0 | 0 | |||||||||
| 10 Mar | 276.20 | - | - | - | 0 | 0 | 0 | |||||||||
| 9 Mar | 292.10 | - | - | - | 0 | 0 | 0 | |||||||||
| 6 Mar | 294.20 | - | - | - | 0 | 0 | 0 | |||||||||
| 5 Mar | 274.00 | - | - | - | 0 | 0 | 0 | |||||||||
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| 4 Mar | 270.90 | - | - | - | 0 | 0 | 0 | |||||||||
| 3 Mar | 289.30 | - | - | - | 0 | 0 | 0 | |||||||||
| 2 Mar | 271.90 | - | - | - | 0 | 0 | 0 | |||||||||
| 27 Feb | 262.30 | - | - | - | 0 | 0 | 0 | |||||||||
| 26 Feb | 257.20 | - | - | - | 0 | 0 | 0 | |||||||||
| 25 Feb | 264.50 | - | - | - | 0 | 0 | 0 | |||||||||
For Natural Gas - strike price 210 expiring on 22MAY2026
Delta for 210 CE is 0.93
Historical price for 210 CE is as follows
On 24 Apr NATURALGAS was trading at 240.90. The strike last trading price was 50.3, which was 0.25 higher than the previous day. The implied volatity was 52.71, the open interest changed by 3 which increased total open position to 3
On 23 Apr NATURALGAS was trading at 243.80. The strike last trading price was 61.05, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1
On 22 Apr NATURALGAS was trading at 255.40. The strike last trading price was 61.05, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1
On 21 Apr NATURALGAS was trading at 252.10. The strike last trading price was 61.05, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1
On 20 Apr NATURALGAS was trading at 251.70. The strike last trading price was 61.05, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1
On 17 Apr NATURALGAS was trading at 250.60. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 16 Apr NATURALGAS was trading at 246.80. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 15 Apr NATURALGAS was trading at 245.10. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 Apr NATURALGAS was trading at 243.20. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Apr NATURALGAS was trading at 247.60. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Apr NATURALGAS was trading at 248.70. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 9 Apr NATURALGAS was trading at 250.20. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 8 Apr NATURALGAS was trading at 254.40. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 Apr NATURALGAS was trading at 269.70. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Apr NATURALGAS was trading at 265.80. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 2 Apr NATURALGAS was trading at 263.80. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 1 Apr NATURALGAS was trading at 265.70. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 31 Mar NATURALGAS was trading at 274.70. The strike last trading price was 0, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 30 Mar NATURALGAS was trading at 274.70. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 27 Mar NATURALGAS was trading at 291.10. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 26 Mar NATURALGAS was trading at 282.00. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 25 Mar NATURALGAS was trading at 277.70. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 24 Mar NATURALGAS was trading at 276.90. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 23 Mar NATURALGAS was trading at 272.60. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 20 Mar NATURALGAS was trading at 288.60. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 19 Mar NATURALGAS was trading at 294.90. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 18 Mar NATURALGAS was trading at 282.30. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 17 Mar NATURALGAS was trading at 280.70. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 16 Mar NATURALGAS was trading at 278.70. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Mar NATURALGAS was trading at 292.40. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Mar NATURALGAS was trading at 297.60. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Mar NATURALGAS was trading at 296.10. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Mar NATURALGAS was trading at 276.20. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 9 Mar NATURALGAS was trading at 292.10. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Mar NATURALGAS was trading at 294.20. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 Mar NATURALGAS was trading at 274.00. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Mar NATURALGAS was trading at 270.90. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Mar NATURALGAS was trading at 289.30. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 2 Mar NATURALGAS was trading at 271.90. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 27 Feb NATURALGAS was trading at 262.30. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 26 Feb NATURALGAS was trading at 257.20. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 25 Feb NATURALGAS was trading at 264.50. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| NATURALGAS 22-May-2026 (28d) 210 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.08
Vega: 0.11
Theta: -0.11
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 240.90 | 1.6 | 0.2 | 56.65 | 603 | 151 | 337 |
| 23 Apr | 243.80 | 1.45 | 0.25 | 54.84 | 733 | 104 | 186 |
| 22 Apr | 255.40 | 1.2 | -0.15 | 58.66 | 236 | 47 | 82 |
| 21 Apr | 252.10 | 1.5 | -0.75 | 59.31 | 238 | 23 | 35 |
| 20 Apr | 251.70 | 1.8 | 0.1 | 60.65 | 13 | -1 | 12 |
| 17 Apr | 250.60 | 1.55 | 0.9 | 54.59 | 37 | 13 | 13 |
| 16 Apr | 246.80 | 2.2 | 0 | - | 1 | 3 | 3 |
| 15 Apr | 245.10 | 2.2 | 0 | 55.78 | 1 | 3 | 3 |
| 14 Apr | 243.20 | 1.6 | 0 | - | 2 | 2 | 2 |
| 13 Apr | 247.60 | 1.6 | 0 | - | 2 | 2 | 2 |
| 10 Apr | 248.70 | 1.6 | 0 | 50.44 | 2 | 2 | 2 |
| 9 Apr | 250.20 | 0.5 | 0 | - | 60 | 15 | 0 |
| 8 Apr | 254.40 | 0.5 | 0 | - | 60 | 15 | 0 |
| 7 Apr | 269.70 | 0.5 | 0 | - | 60 | 15 | 0 |
| 6 Apr | 265.80 | 0.5 | 0 | - | 60 | 15 | 0 |
| 2 Apr | 263.80 | 0.5 | 0 | - | 60 | 15 | 0 |
| 1 Apr | 265.70 | - | - | - | 0 | 0 | 0 |
| 31 Mar | 274.70 | 0.5 | - | - | 0 | 15 | 0 |
| 30 Mar | 274.70 | 0.5 | 0 | - | 60 | 15 | 0 |
| 27 Mar | 291.10 | - | - | - | 0 | 0 | 0 |
| 26 Mar | 282.00 | - | - | - | 0 | 0 | 0 |
| 25 Mar | 277.70 | 0.5 | 0 | - | 60 | 15 | 0 |
| 24 Mar | 276.90 | - | - | - | 0 | 0 | 0 |
| 23 Mar | 272.60 | - | - | - | 0 | 0 | 0 |
| 20 Mar | 288.60 | - | - | - | 0 | 0 | 0 |
| 19 Mar | 294.90 | - | - | - | 0 | 0 | 0 |
| 18 Mar | 282.30 | - | - | - | 0 | 0 | 0 |
| 17 Mar | 280.70 | 0.5 | 0 | 42.23 | 60 | 15 | 0 |
| 16 Mar | 278.70 | - | - | - | 0 | 0 | 0 |
| 13 Mar | 292.40 | - | - | - | 0 | 0 | 0 |
| 12 Mar | 297.60 | - | - | - | 0 | 0 | 0 |
| 11 Mar | 296.10 | - | - | - | 0 | 0 | 0 |
| 10 Mar | 276.20 | - | - | - | 0 | 0 | 0 |
| 9 Mar | 292.10 | - | - | - | 0 | 0 | 0 |
| 6 Mar | 294.20 | - | - | - | 0 | 0 | 0 |
| 5 Mar | 274.00 | - | - | - | 0 | 0 | 0 |
| 4 Mar | 270.90 | - | - | - | 0 | 0 | 0 |
| 3 Mar | 289.30 | - | - | - | 0 | 0 | 0 |
| 2 Mar | 271.90 | - | - | - | 0 | 0 | 0 |
| 27 Feb | 262.30 | - | - | - | 0 | 0 | 0 |
| 26 Feb | 257.20 | - | - | - | 0 | 0 | 0 |
| 25 Feb | 264.50 | - | - | - | 0 | 0 | 0 |
For Natural Gas - strike price 210 expiring on 22MAY2026
Delta for 210 PE is -0.08
Historical price for 210 PE is as follows
On 24 Apr NATURALGAS was trading at 240.90. The strike last trading price was 1.6, which was 0.2 higher than the previous day. The implied volatity was 56.65, the open interest changed by 151 which increased total open position to 337
On 23 Apr NATURALGAS was trading at 243.80. The strike last trading price was 1.45, which was 0.25 higher than the previous day. The implied volatity was 54.84, the open interest changed by 104 which increased total open position to 186
On 22 Apr NATURALGAS was trading at 255.40. The strike last trading price was 1.2, which was -0.15 lower than the previous day. The implied volatity was 58.66, the open interest changed by 47 which increased total open position to 82
On 21 Apr NATURALGAS was trading at 252.10. The strike last trading price was 1.5, which was -0.75 lower than the previous day. The implied volatity was 59.31, the open interest changed by 23 which increased total open position to 35
On 20 Apr NATURALGAS was trading at 251.70. The strike last trading price was 1.8, which was 0.1 higher than the previous day. The implied volatity was 60.65, the open interest changed by -1 which decreased total open position to 12
On 17 Apr NATURALGAS was trading at 250.60. The strike last trading price was 1.55, which was 0.9 higher than the previous day. The implied volatity was 54.59, the open interest changed by 13 which increased total open position to 13
On 16 Apr NATURALGAS was trading at 246.80. The strike last trading price was 2.2, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 3
On 15 Apr NATURALGAS was trading at 245.10. The strike last trading price was 2.2, which was 0 lower than the previous day. The implied volatity was 55.78, the open interest changed by 3 which increased total open position to 3
On 14 Apr NATURALGAS was trading at 243.20. The strike last trading price was 1.6, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 2
On 13 Apr NATURALGAS was trading at 247.60. The strike last trading price was 1.6, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 2
On 10 Apr NATURALGAS was trading at 248.70. The strike last trading price was 1.6, which was 0 lower than the previous day. The implied volatity was 50.44, the open interest changed by 2 which increased total open position to 2
On 9 Apr NATURALGAS was trading at 250.20. The strike last trading price was 0.5, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 15 which increased total open position to 0
On 8 Apr NATURALGAS was trading at 254.40. The strike last trading price was 0.5, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 15 which increased total open position to 0
On 7 Apr NATURALGAS was trading at 269.70. The strike last trading price was 0.5, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 15 which increased total open position to 0
On 6 Apr NATURALGAS was trading at 265.80. The strike last trading price was 0.5, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 15 which increased total open position to 0
On 2 Apr NATURALGAS was trading at 263.80. The strike last trading price was 0.5, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 15 which increased total open position to 0
On 1 Apr NATURALGAS was trading at 265.70. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 31 Mar NATURALGAS was trading at 274.70. The strike last trading price was 0.5, which was - lower than the previous day. The implied volatity was -, the open interest changed by 15 which increased total open position to 0
On 30 Mar NATURALGAS was trading at 274.70. The strike last trading price was 0.5, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 15 which increased total open position to 0
On 27 Mar NATURALGAS was trading at 291.10. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 26 Mar NATURALGAS was trading at 282.00. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 25 Mar NATURALGAS was trading at 277.70. The strike last trading price was 0.5, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 15 which increased total open position to 0
On 24 Mar NATURALGAS was trading at 276.90. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 23 Mar NATURALGAS was trading at 272.60. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 20 Mar NATURALGAS was trading at 288.60. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 19 Mar NATURALGAS was trading at 294.90. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 18 Mar NATURALGAS was trading at 282.30. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 17 Mar NATURALGAS was trading at 280.70. The strike last trading price was 0.5, which was 0 lower than the previous day. The implied volatity was 42.23, the open interest changed by 15 which increased total open position to 0
On 16 Mar NATURALGAS was trading at 278.70. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Mar NATURALGAS was trading at 292.40. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Mar NATURALGAS was trading at 297.60. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Mar NATURALGAS was trading at 296.10. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Mar NATURALGAS was trading at 276.20. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 9 Mar NATURALGAS was trading at 292.10. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Mar NATURALGAS was trading at 294.20. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 Mar NATURALGAS was trading at 274.00. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Mar NATURALGAS was trading at 270.90. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Mar NATURALGAS was trading at 289.30. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 2 Mar NATURALGAS was trading at 271.90. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 27 Feb NATURALGAS was trading at 262.30. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 26 Feb NATURALGAS was trading at 257.20. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 25 Feb NATURALGAS was trading at 264.50. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
