NATURALGAS
Natural Gas
Historical option data for NATURALGAS
24 Apr 2026 05:08 PM IST
| NATURALGAS 22-May-2026 (28d) 230 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.77
Vega: 0.21
Theta: -0.2
Gamma: 0.01
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 239.50 | 30.45 | -2 | 54.42 | 229 | 131 | 141 | |||||||||
| 23 Apr | 243.80 | 33.4 | 0.95 | 51.49 | 16 | 7 | 10 | |||||||||
| 22 Apr | 255.40 | 39 | 0 | - | 1 | 3 | 3 | |||||||||
| 21 Apr | 252.10 | 40.15 | 1.15 | 47.28 | 2 | 1 | 2 | |||||||||
| 20 Apr | 251.70 | 42.95 | 0.2 | 64.28 | 3 | 1 | 2 | |||||||||
| 17 Apr | 250.60 | 38.15 | 0 | 46.43 | 1 | 1 | 1 | |||||||||
|
|
||||||||||||||||
| 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 | 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 230 expiring on 22MAY2026
Delta for 230 CE is 0.77
Historical price for 230 CE is as follows
On 24 Apr NATURALGAS was trading at 239.50. The strike last trading price was 30.45, which was -2 lower than the previous day. The implied volatity was 54.42, the open interest changed by 131 which increased total open position to 141
On 23 Apr NATURALGAS was trading at 243.80. The strike last trading price was 33.4, which was 0.95 higher than the previous day. The implied volatity was 51.49, the open interest changed by 7 which increased total open position to 10
On 22 Apr NATURALGAS was trading at 255.40. The strike last trading price was 39, 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 21 Apr NATURALGAS was trading at 252.10. The strike last trading price was 40.15, which was 1.15 higher than the previous day. The implied volatity was 47.28, the open interest changed by 1 which increased total open position to 2
On 20 Apr NATURALGAS was trading at 251.70. The strike last trading price was 42.95, which was 0.2 higher than the previous day. The implied volatity was 64.28, the open interest changed by 1 which increased total open position to 2
On 17 Apr NATURALGAS was trading at 250.60. The strike last trading price was 38.15, which was 0 lower than the previous day. The implied volatity was 46.43, 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 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 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) 230 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.22
Vega: 0.21
Theta: -0.2
Gamma: 0.01
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 239.50 | 5.4 | 1.65 | 54.19 | 10,301 | 1,374 | 2,865 |
| 23 Apr | 243.80 | 3.75 | 0 | 49.68 | 4,594 | 480 | 1,491 |
| 22 Apr | 255.40 | 2.75 | -0.05 | 52.38 | 858 | -27 | 1,011 |
| 21 Apr | 252.10 | 3.1 | 0.05 | 51.79 | 934 | -2 | 1,038 |
| 20 Apr | 251.70 | 3.55 | 0.05 | 52.89 | 1,733 | 171 | 1,040 |
| 17 Apr | 250.60 | 4.8 | 0.15 | 55.05 | 1,390 | 255 | 869 |
| 16 Apr | 246.80 | 5.5 | 0.1 | 55.22 | 458 | 139 | 682 |
| 15 Apr | 245.10 | 6.25 | -0.1 | 56.67 | 278 | 128 | 478 |
| 14 Apr | 243.20 | 6.45 | -0.15 | 55.67 | 231 | 93 | 350 |
| 13 Apr | 247.60 | 5.55 | -0.2 | 55.32 | 132 | 41 | 257 |
| 10 Apr | 248.70 | 6.2 | -0.1 | 56.24 | 229 | 124 | 216 |
| 9 Apr | 250.20 | 6.6 | -0.05 | 56.9 | 49 | 17 | 92 |
| 8 Apr | 254.40 | 6.9 | 0.25 | 59.72 | 53 | 33 | 75 |
| 7 Apr | 269.70 | 5.45 | -1.5 | 63.43 | 42 | 42 | 42 |
| 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 230 expiring on 22MAY2026
Delta for 230 PE is -0.22
Historical price for 230 PE is as follows
On 24 Apr NATURALGAS was trading at 239.50. The strike last trading price was 5.4, which was 1.65 higher than the previous day. The implied volatity was 54.19, the open interest changed by 1374 which increased total open position to 2865
On 23 Apr NATURALGAS was trading at 243.80. The strike last trading price was 3.75, which was 0 lower than the previous day. The implied volatity was 49.68, the open interest changed by 480 which increased total open position to 1491
On 22 Apr NATURALGAS was trading at 255.40. The strike last trading price was 2.75, which was -0.05 lower than the previous day. The implied volatity was 52.38, the open interest changed by -27 which decreased total open position to 1011
On 21 Apr NATURALGAS was trading at 252.10. The strike last trading price was 3.1, which was 0.05 higher than the previous day. The implied volatity was 51.79, the open interest changed by -2 which decreased total open position to 1038
On 20 Apr NATURALGAS was trading at 251.70. The strike last trading price was 3.55, which was 0.05 higher than the previous day. The implied volatity was 52.89, the open interest changed by 171 which increased total open position to 1040
On 17 Apr NATURALGAS was trading at 250.60. The strike last trading price was 4.8, which was 0.15 higher than the previous day. The implied volatity was 55.05, the open interest changed by 255 which increased total open position to 869
On 16 Apr NATURALGAS was trading at 246.80. The strike last trading price was 5.5, which was 0.1 higher than the previous day. The implied volatity was 55.22, the open interest changed by 139 which increased total open position to 682
On 15 Apr NATURALGAS was trading at 245.10. The strike last trading price was 6.25, which was -0.1 lower than the previous day. The implied volatity was 56.67, the open interest changed by 128 which increased total open position to 478
On 14 Apr NATURALGAS was trading at 243.20. The strike last trading price was 6.45, which was -0.15 lower than the previous day. The implied volatity was 55.67, the open interest changed by 93 which increased total open position to 350
On 13 Apr NATURALGAS was trading at 247.60. The strike last trading price was 5.55, which was -0.2 lower than the previous day. The implied volatity was 55.32, the open interest changed by 41 which increased total open position to 257
On 10 Apr NATURALGAS was trading at 248.70. The strike last trading price was 6.2, which was -0.1 lower than the previous day. The implied volatity was 56.24, the open interest changed by 124 which increased total open position to 216
On 9 Apr NATURALGAS was trading at 250.20. The strike last trading price was 6.6, which was -0.05 lower than the previous day. The implied volatity was 56.9, the open interest changed by 17 which increased total open position to 92
On 8 Apr NATURALGAS was trading at 254.40. The strike last trading price was 6.9, which was 0.25 higher than the previous day. The implied volatity was 59.72, the open interest changed by 33 which increased total open position to 75
On 7 Apr NATURALGAS was trading at 269.70. The strike last trading price was 5.45, which was -1.5 lower than the previous day. The implied volatity was 63.43, the open interest changed by 42 which increased total open position to 42
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
