[--[65.84.65.76]--]

NATURALGAS

Natural Gas
246.6 +7.70 (3.22%)
L: 236.1 H: 247.7

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Historical option data for NATURALGAS

27 Apr 2026 09:04 PM IST
NATURALGAS 22-May-2026 (25d) 240 CE
Delta: 0.78
Vega: 0.21
Theta: -0.21
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
27 Apr 246.60 29.5 6.25 52.35 5,307 -195 763
24 Apr 239.20 23.45 0.2 51.86 8,833 396 958
23 Apr 243.80 25.3 -0.7 48.01 1,122 430 562
22 Apr 255.40 34.5 -1.75 50.79 166 0 132
21 Apr 252.10 32.5 0.2 49.27 337 0 132
20 Apr 251.70 32 -0.8 48.75 135 5 132
17 Apr 250.60 32 0 52.82 260 17 127
16 Apr 246.80 30.4 -0.55 53.32 129 105 110
15 Apr 245.10 30 -0.75 54.03 5 4 5
14 Apr 243.20 31.75 0 62.22 1 1 1
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 240 expiring on 22MAY2026

Delta for 240 CE is 0.78

Historical price for 240 CE is as follows

On 27 Apr NATURALGAS was trading at 246.60. The strike last trading price was 29.5, which was 6.25 higher than the previous day. The implied volatity was 52.35, the open interest changed by -195 which decreased total open position to 763


On 24 Apr NATURALGAS was trading at 239.20. The strike last trading price was 23.45, which was 0.2 higher than the previous day. The implied volatity was 51.86, the open interest changed by 396 which increased total open position to 958


On 23 Apr NATURALGAS was trading at 243.80. The strike last trading price was 25.3, which was -0.7 lower than the previous day. The implied volatity was 48.01, the open interest changed by 430 which increased total open position to 562


On 22 Apr NATURALGAS was trading at 255.40. The strike last trading price was 34.5, which was -1.75 lower than the previous day. The implied volatity was 50.79, the open interest changed by 0 which decreased total open position to 132


On 21 Apr NATURALGAS was trading at 252.10. The strike last trading price was 32.5, which was 0.2 higher than the previous day. The implied volatity was 49.27, the open interest changed by 0 which decreased total open position to 132


On 20 Apr NATURALGAS was trading at 251.70. The strike last trading price was 32, which was -0.8 lower than the previous day. The implied volatity was 48.75, the open interest changed by 5 which increased total open position to 132


On 17 Apr NATURALGAS was trading at 250.60. The strike last trading price was 32, which was 0 lower than the previous day. The implied volatity was 52.82, the open interest changed by 17 which increased total open position to 127


On 16 Apr NATURALGAS was trading at 246.80. The strike last trading price was 30.4, which was -0.55 lower than the previous day. The implied volatity was 53.32, the open interest changed by 105 which increased total open position to 110


On 15 Apr NATURALGAS was trading at 245.10. The strike last trading price was 30, which was -0.75 lower than the previous day. The implied volatity was 54.03, the open interest changed by 4 which increased total open position to 5


On 14 Apr NATURALGAS was trading at 243.20. The strike last trading price was 31.75, which was 0 lower than the previous day. The implied volatity was 62.22, 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 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 (25d) 240 PE
Delta: -0.22
Vega: 0.21
Theta: -0.22
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
27 Apr 246.60 5.25 -2.75 54.04 24,743 2,075 4,239
24 Apr 239.20 7.6 -0.4 51.26 32,019 722 2,164
23 Apr 243.80 6.2 0 48.84 8,759 334 1,442
22 Apr 255.40 4.25 -0.05 50.07 1,346 227 1,108
21 Apr 252.10 4.85 0.05 49.95 2,018 -360 881
20 Apr 251.70 5.6 0.15 51.77 1,744 778 1,241
17 Apr 250.60 7.2 0.2 53.97 1,121 261 463
16 Apr 246.80 8.7 0.2 56.24 420 92 202
15 Apr 245.10 9.55 -0.1 57.38 243 53 108
14 Apr 243.20 9.5 -0.25 55.24 74 10 55
13 Apr 247.60 8 0.2 53.93 11 1 45
10 Apr 248.70 9.35 0 56.92 10 4 44
9 Apr 250.20 9.3 -0.2 55.82 32 20 40
8 Apr 254.40 8.8 -0.35 56.13 19 19 20
7 Apr 269.70 6.95 0 60.25 1 1 1
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 240 expiring on 22MAY2026

Delta for 240 PE is -0.22

Historical price for 240 PE is as follows

On 27 Apr NATURALGAS was trading at 246.60. The strike last trading price was 5.25, which was -2.75 lower than the previous day. The implied volatity was 54.04, the open interest changed by 2075 which increased total open position to 4239


On 24 Apr NATURALGAS was trading at 239.20. The strike last trading price was 7.6, which was -0.4 lower than the previous day. The implied volatity was 51.26, the open interest changed by 722 which increased total open position to 2164


On 23 Apr NATURALGAS was trading at 243.80. The strike last trading price was 6.2, which was 0 lower than the previous day. The implied volatity was 48.84, the open interest changed by 334 which increased total open position to 1442


On 22 Apr NATURALGAS was trading at 255.40. The strike last trading price was 4.25, which was -0.05 lower than the previous day. The implied volatity was 50.07, the open interest changed by 227 which increased total open position to 1108


On 21 Apr NATURALGAS was trading at 252.10. The strike last trading price was 4.85, which was 0.05 higher than the previous day. The implied volatity was 49.95, the open interest changed by -360 which decreased total open position to 881


On 20 Apr NATURALGAS was trading at 251.70. The strike last trading price was 5.6, which was 0.15 higher than the previous day. The implied volatity was 51.77, the open interest changed by 778 which increased total open position to 1241


On 17 Apr NATURALGAS was trading at 250.60. The strike last trading price was 7.2, which was 0.2 higher than the previous day. The implied volatity was 53.97, the open interest changed by 261 which increased total open position to 463


On 16 Apr NATURALGAS was trading at 246.80. The strike last trading price was 8.7, which was 0.2 higher than the previous day. The implied volatity was 56.24, the open interest changed by 92 which increased total open position to 202


On 15 Apr NATURALGAS was trading at 245.10. The strike last trading price was 9.55, which was -0.1 lower than the previous day. The implied volatity was 57.38, the open interest changed by 53 which increased total open position to 108


On 14 Apr NATURALGAS was trading at 243.20. The strike last trading price was 9.5, which was -0.25 lower than the previous day. The implied volatity was 55.24, the open interest changed by 10 which increased total open position to 55


On 13 Apr NATURALGAS was trading at 247.60. The strike last trading price was 8, which was 0.2 higher than the previous day. The implied volatity was 53.93, the open interest changed by 1 which increased total open position to 45


On 10 Apr NATURALGAS was trading at 248.70. The strike last trading price was 9.35, which was 0 lower than the previous day. The implied volatity was 56.92, the open interest changed by 4 which increased total open position to 44


On 9 Apr NATURALGAS was trading at 250.20. The strike last trading price was 9.3, which was -0.2 lower than the previous day. The implied volatity was 55.82, the open interest changed by 20 which increased total open position to 40


On 8 Apr NATURALGAS was trading at 254.40. The strike last trading price was 8.8, which was -0.35 lower than the previous day. The implied volatity was 56.13, the open interest changed by 19 which increased total open position to 20


On 7 Apr NATURALGAS was trading at 269.70. The strike last trading price was 6.95, which was 0 lower than the previous day. The implied volatity was 60.25, the open interest changed by 1 which increased total open position to 1


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