NATURALGAS
Natural Gas
Historical option data for NATURALGAS
24 Apr 2026 01:34 PM IST
| NATURALGAS 22-May-2026 (28d) 220 CE | ||||||||||||||||
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Delta: 0.88
Vega: 0.14
Theta: -0.13
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 240.70 | 41.75 | 0.35 | 52.75 | 58 | 18 | 50 | |||||||||
| 23 Apr | 243.80 | 41.05 | -0.35 | 47.76 | 36 | 32 | 32 | |||||||||
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| 22 Apr | 255.40 | 50.5 | 0 | - | 1 | 1 | 1 | |||||||||
| 21 Apr | 252.10 | 50.5 | 0 | - | 1 | 1 | 1 | |||||||||
| 20 Apr | 251.70 | 50.5 | 0 | 62.3 | 1 | 1 | 1 | |||||||||
| 17 Apr | 250.60 | 44 | -15.05 | - | 3 | 1 | 1 | |||||||||
| 16 Apr | 246.80 | 44 | -15.05 | - | 3 | 1 | 1 | |||||||||
| 15 Apr | 245.10 | 44 | -15.05 | 49.24 | 3 | 1 | 1 | |||||||||
| 14 Apr | 243.20 | 12.4 | -33.8 | - | 2 | 1 | 1 | |||||||||
| 13 Apr | 247.60 | 12.4 | -33.8 | - | 2 | 1 | 1 | |||||||||
| 10 Apr | 248.70 | 15.1 | 0 | - | 1 | 1 | 1 | |||||||||
| 9 Apr | 250.20 | 15.1 | 0 | - | 1 | 1 | 1 | |||||||||
| 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 | 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 | |||||||||
| 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 220 expiring on 22MAY2026
Delta for 220 CE is 0.88
Historical price for 220 CE is as follows
On 24 Apr NATURALGAS was trading at 240.70. The strike last trading price was 41.75, which was 0.35 higher than the previous day. The implied volatity was 52.75, the open interest changed by 18 which increased total open position to 50
On 23 Apr NATURALGAS was trading at 243.80. The strike last trading price was 41.05, which was -0.35 lower than the previous day. The implied volatity was 47.76, the open interest changed by 32 which increased total open position to 32
On 22 Apr NATURALGAS was trading at 255.40. The strike last trading price was 50.5, 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 50.5, 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 50.5, which was 0 lower than the previous day. The implied volatity was 62.3, 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 44, which was -15.05 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1
On 16 Apr NATURALGAS was trading at 246.80. The strike last trading price was 44, which was -15.05 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1
On 15 Apr NATURALGAS was trading at 245.10. The strike last trading price was 44, which was -15.05 lower than the previous day. The implied volatity was 49.24, the open interest changed by 1 which increased total open position to 1
On 14 Apr NATURALGAS was trading at 243.20. The strike last trading price was 12.4, which was -33.8 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1
On 13 Apr NATURALGAS was trading at 247.60. The strike last trading price was 12.4, which was -33.8 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1
On 10 Apr NATURALGAS was trading at 248.70. The strike last trading price was 15.1, 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 9 Apr NATURALGAS was trading at 250.20. The strike last trading price was 15.1, 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 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 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 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) 220 PE | |||||||
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Delta: -0.12
Vega: 0.15
Theta: -0.14
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 240.70 | 2.6 | 0.4 | 54.46 | 2,283 | 415 | 1,303 |
| 23 Apr | 243.80 | 2.2 | 0 | 51.1 | 2,563 | 398 | 888 |
| 22 Apr | 255.40 | 1.8 | -0.25 | 55.27 | 840 | 7 | 490 |
| 21 Apr | 252.10 | 2.2 | -0.1 | 55.82 | 631 | 99 | 483 |
| 20 Apr | 251.70 | 2.35 | 0.05 | 55.51 | 306 | 117 | 384 |
| 17 Apr | 250.60 | 3.1 | 0.25 | 56.36 | 571 | 119 | 267 |
| 16 Apr | 246.80 | 3.3 | -0.1 | 54.8 | 92 | 38 | 142 |
| 15 Apr | 245.10 | 4.1 | -0.1 | 57.47 | 61 | 14 | 110 |
| 14 Apr | 243.20 | 4.3 | 0.05 | 56.78 | 242 | 96 | 96 |
| 13 Apr | 247.60 | 3.95 | -1.3 | - | 4 | 2 | 0 |
| 10 Apr | 248.70 | 3.95 | -1.3 | 56.08 | 4 | 2 | 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 | 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 |
| 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 220 expiring on 22MAY2026
Delta for 220 PE is -0.12
Historical price for 220 PE is as follows
On 24 Apr NATURALGAS was trading at 240.70. The strike last trading price was 2.6, which was 0.4 higher than the previous day. The implied volatity was 54.46, the open interest changed by 415 which increased total open position to 1303
On 23 Apr NATURALGAS was trading at 243.80. The strike last trading price was 2.2, which was 0 lower than the previous day. The implied volatity was 51.1, the open interest changed by 398 which increased total open position to 888
On 22 Apr NATURALGAS was trading at 255.40. The strike last trading price was 1.8, which was -0.25 lower than the previous day. The implied volatity was 55.27, the open interest changed by 7 which increased total open position to 490
On 21 Apr NATURALGAS was trading at 252.10. The strike last trading price was 2.2, which was -0.1 lower than the previous day. The implied volatity was 55.82, the open interest changed by 99 which increased total open position to 483
On 20 Apr NATURALGAS was trading at 251.70. The strike last trading price was 2.35, which was 0.05 higher than the previous day. The implied volatity was 55.51, the open interest changed by 117 which increased total open position to 384
On 17 Apr NATURALGAS was trading at 250.60. The strike last trading price was 3.1, which was 0.25 higher than the previous day. The implied volatity was 56.36, the open interest changed by 119 which increased total open position to 267
On 16 Apr NATURALGAS was trading at 246.80. The strike last trading price was 3.3, which was -0.1 lower than the previous day. The implied volatity was 54.8, the open interest changed by 38 which increased total open position to 142
On 15 Apr NATURALGAS was trading at 245.10. The strike last trading price was 4.1, which was -0.1 lower than the previous day. The implied volatity was 57.47, the open interest changed by 14 which increased total open position to 110
On 14 Apr NATURALGAS was trading at 243.20. The strike last trading price was 4.3, which was 0.05 higher than the previous day. The implied volatity was 56.78, the open interest changed by 96 which increased total open position to 96
On 13 Apr NATURALGAS was trading at 247.60. The strike last trading price was 3.95, which was -1.3 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0
On 10 Apr NATURALGAS was trading at 248.70. The strike last trading price was 3.95, which was -1.3 lower than the previous day. The implied volatity was 56.08, the open interest changed by 2 which increased 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 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 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
