Historical option data for NATURALGAS
20 May 2026 09:24 AM IST
| NATURALGAS 22-May-2026 (2d) 240 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 1
Vega: 0
Theta: 0
Gamma: 0
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 20 May | 301.00 | 61 | 1.25 (2.09%) | 30 | 3 | -55 | 0 | |||||||||
| 19 May | 300.30 | 59.7 | -0.05 (-0.08%) | 30 | 99 | -55 | 195 | |||||||||
| 18 May | 292.90 | 53 | 2.15 (4.23%) | 30 | 72 | -43 | 250 | |||||||||
| 15 May | 283.90 | 44.5 | 0.1 (0.23%) | 30 | 162 | -30 | 293 | |||||||||
| 14 May | 276.90 | 37.55 | -0.6 (-1.57%) | 62.06 | 154 | -35 | 323 | |||||||||
| 13 May | 275.40 | 36.8 | 0.45 (1.24%) | 68.81 | 96 | -8 | 358 | |||||||||
| 12 May | 272.00 | 33.25 | 0.6 (1.84%) | 59.25 | 167 | -40 | 366 | |||||||||
| 11 May | 278.00 | 38.8 | 0.1 (0.26%) | 56.85 | 418 | -68 | 406 | |||||||||
| 8 May | 260.50 | 23.5 | -0.55 (-2.29%) | 51.35 | 1,567 | -115 | 474 | |||||||||
| 7 May | 263.00 | 26.1 | -0.6 (-2.25%) | 53.6 | 4,333 | -47 | 589 | |||||||||
| 6 May | 258.60 | 22.55 | -0.1 (-0.44%) | 51.52 | 3,031 | 115 | 636 | |||||||||
| 5 May | 267.00 | 29.75 | -0.25 (-0.83%) | 52.73 | 477 | -30 | 521 | |||||||||
| 4 May | 274.50 | 36.7 | 0.1 (0.27%) | 55.05 | 945 | -111 | 551 | |||||||||
| 3 May | 264.10 | 28.25 | -0.2 (-0.70%) | 52.61 | 1,046 | -141 | 662 | |||||||||
| 2 May | 264.10 | 28.25 | -0.2 (-0.70%) | 52.61 | 1,046 | -141 | 662 | |||||||||
| 1 May | 264.10 | 28.25 | -0.2 (-0.70%) | 52.58 | 1,046 | -141 | 662 | |||||||||
| 30 Apr | 263.60 | 28.25 | 0.6 (2.17%) | 53.47 | 8,378 | -138 | 803 | |||||||||
| 29 Apr | 252.20 | 19.85 | 0.1 (0.51%) | 51.88 | 4,624 | 256 | 941 | |||||||||
| 28 Apr | 257.30 | 24 | 0.1 (0.42%) | 53.43 | 1,981 | -7 | 685 | |||||||||
| 27 Apr | 242.80 | 26.75 | -0.25 (-0.93%) | 50.76 | 6,354 | -266 | 692 | |||||||||
| 24 Apr | 239.20 | 23.45 | 0.2 (0.86%) | 51.86 | 8,833 | 396 | 958 | |||||||||
| 23 Apr | 243.80 | 25.3 | -0.7 (-2.69%) | 48.01 | 1,122 | 430 | 562 | |||||||||
| 22 Apr | 255.40 | 34.5 | -1.75 (-4.83%) | 50.79 | 166 | 0 | 132 | |||||||||
| 21 Apr | 252.10 | 32.5 | 0.2 (0.62%) | 49.27 | 337 | 0 | 132 | |||||||||
| 20 Apr | 251.70 | 32 | -0.8 (-2.44%) | 48.75 | 135 | 5 | 132 | |||||||||
| 17 Apr | 250.60 | 32 | 0 (0.00%) | 52.82 | 260 | 17 | 127 | |||||||||
| 16 Apr | 246.80 | 30.4 | -0.55 (-1.78%) | 53.32 | 129 | 105 | 110 | |||||||||
| 15 Apr | 245.10 | 30 | -0.75 (-2.44%) | 54.03 | 5 | 4 | 5 | |||||||||
| 14 Apr | 243.20 | 31.75 | 0 (0.00%) | 62.22 | 1 | 1 | 1 | |||||||||
| 13 Apr | 247.60 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 10 Apr | 248.70 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 9 Apr | 250.20 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 8 Apr | 254.40 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 7 Apr | 269.70 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 6 Apr | 265.80 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 2 Apr | 263.80 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 1 Apr | 265.70 | - | - | - | 0 | 0 | 0 | |||||||||
| 31 Mar | 274.70 | 0 | - | - | 0 | 0 | 0 | |||||||||
| 30 Mar | 274.70 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 27 Mar | 291.10 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 26 Mar | 282.00 | - | - | - | 0 | 0 | 0 | |||||||||
| 25 Mar | 277.70 | 0 | 0 (0.00%) | - | 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 (0.00%) | - | 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 1
Historical price for 240 CE is as follows
On 20 May NATURALGAS was trading at 301.00. The strike last trading price was 61, which was 1.25 higher than the previous day. The implied volatity was 30, the open interest changed by -55 which decreased total open position to 0
On 19 May NATURALGAS was trading at 300.30. The strike last trading price was 59.7, which was -0.05 lower than the previous day. The implied volatity was 30, the open interest changed by -55 which decreased total open position to 195
On 18 May NATURALGAS was trading at 292.90. The strike last trading price was 53, which was 2.15 higher than the previous day. The implied volatity was 30, the open interest changed by -43 which decreased total open position to 250
On 15 May NATURALGAS was trading at 283.90. The strike last trading price was 44.5, which was 0.1 higher than the previous day. The implied volatity was 30, the open interest changed by -30 which decreased total open position to 293
On 14 May NATURALGAS was trading at 276.90. The strike last trading price was 37.55, which was -0.6 lower than the previous day. The implied volatity was 62.06, the open interest changed by -35 which decreased total open position to 323
On 13 May NATURALGAS was trading at 275.40. The strike last trading price was 36.8, which was 0.45 higher than the previous day. The implied volatity was 68.81, the open interest changed by -8 which decreased total open position to 358
On 12 May NATURALGAS was trading at 272.00. The strike last trading price was 33.25, which was 0.6 higher than the previous day. The implied volatity was 59.25, the open interest changed by -40 which decreased total open position to 366
On 11 May NATURALGAS was trading at 278.00. The strike last trading price was 38.8, which was 0.1 higher than the previous day. The implied volatity was 56.85, the open interest changed by -68 which decreased total open position to 406
On 8 May NATURALGAS was trading at 260.50. The strike last trading price was 23.5, which was -0.55 lower than the previous day. The implied volatity was 51.35, the open interest changed by -115 which decreased total open position to 474
On 7 May NATURALGAS was trading at 263.00. The strike last trading price was 26.1, which was -0.6 lower than the previous day. The implied volatity was 53.6, the open interest changed by -47 which decreased total open position to 589
On 6 May NATURALGAS was trading at 258.60. The strike last trading price was 22.55, which was -0.1 lower than the previous day. The implied volatity was 51.52, the open interest changed by 115 which increased total open position to 636
On 5 May NATURALGAS was trading at 267.00. The strike last trading price was 29.75, which was -0.25 lower than the previous day. The implied volatity was 52.73, the open interest changed by -30 which decreased total open position to 521
On 4 May NATURALGAS was trading at 274.50. The strike last trading price was 36.7, which was 0.1 higher than the previous day. The implied volatity was 55.05, the open interest changed by -111 which decreased total open position to 551
On 3 May NATURALGAS was trading at 264.10. The strike last trading price was 28.25, which was -0.2 lower than the previous day. The implied volatity was 52.61, the open interest changed by -141 which decreased total open position to 662
On 2 May NATURALGAS was trading at 264.10. The strike last trading price was 28.25, which was -0.2 lower than the previous day. The implied volatity was 52.61, the open interest changed by -141 which decreased total open position to 662
On 1 May NATURALGAS was trading at 264.10. The strike last trading price was 28.25, which was -0.2 lower than the previous day. The implied volatity was 52.58, the open interest changed by -141 which decreased total open position to 662
On 30 Apr NATURALGAS was trading at 263.60. The strike last trading price was 28.25, which was 0.6 higher than the previous day. The implied volatity was 53.47, the open interest changed by -138 which decreased total open position to 803
On 29 Apr NATURALGAS was trading at 252.20. The strike last trading price was 19.85, which was 0.1 higher than the previous day. The implied volatity was 51.88, the open interest changed by 256 which increased total open position to 941
On 28 Apr NATURALGAS was trading at 257.30. The strike last trading price was 24, which was 0.1 higher than the previous day. The implied volatity was 53.43, the open interest changed by -7 which decreased total open position to 685
On 27 Apr NATURALGAS was trading at 242.80. The strike last trading price was 26.75, which was -0.25 lower than the previous day. The implied volatity was 50.76, the open interest changed by -266 which decreased total open position to 692
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 (2d) 240 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 20 May | 301.00 | 0.1 | -0.05 (-33.33%) | - | 472 | 84 | 4,918 |
| 19 May | 300.30 | 0.15 | -0.1 (-40.00%) | - | 5,148 | -1,115 | 4,834 |
| 18 May | 292.90 | 0.25 | 0 (0.00%) | - | 4,263 | -482 | 5,949 |
| 15 May | 283.90 | 0.45 | 0 (0.00%) | 67.17 | 8,346 | 462 | 6,431 |
| 14 May | 276.90 | 0.95 | 0 (0.00%) | 68.06 | 8,789 | 465 | 5,969 |
| 13 May | 275.40 | 1.25 | -0.05 (-3.85%) | 66.73 | 8,496 | 149 | 5,504 |
| 12 May | 272.00 | 1.4 | -0.2 (-12.50%) | 61.16 | 15,116 | -2,465 | 5,355 |
| 11 May | 278.00 | 1.3 | -0.05 (-3.70%) | 64.09 | 22,295 | -27 | 7,820 |
| 8 May | 260.50 | 3.05 | 0 (0.00%) | 51.7 | 29,680 | -143 | 7,847 |
| 7 May | 263.00 | 3.1 | 0.1 (3.33%) | 53.6 | 40,995 | 2,912 | 7,990 |
| 6 May | 258.60 | 4.3 | -0.1 (-2.27%) | 53.62 | 47,876 | -2,436 | 5,078 |
| 5 May | 267.00 | 3.2 | -0.05 (-1.54%) | 55.82 | 28,521 | -1,202 | 7,514 |
| 4 May | 274.50 | 2.6 | -0.1 (-3.70%) | 58.13 | 32,380 | 1,008 | 8,716 |
| 3 May | 264.10 | 4.25 | 0 (0.00%) | 53.16 | 30,038 | 954 | 7,708 |
| 2 May | 264.10 | 4.25 | 0 (0.00%) | 53.16 | 30,038 | 954 | 7,708 |
| 1 May | 264.10 | 4.25 | 0 (0.00%) | 53.13 | 30,038 | 955 | 7,708 |
| 30 Apr | 263.60 | 4.75 | -0.15 (-3.06%) | 53.99 | 46,202 | 4,224 | 6,754 |
| 29 Apr | 252.20 | 7.65 | -0.1 (-1.29%) | 51.88 | 21,371 | 323 | 2,530 |
| 28 Apr | 257.30 | 6.6 | 0.1 (1.54%) | 52.99 | 17,660 | -247 | 2,207 |
| 27 Apr | 242.80 | 5.7 | 0 (0.00%) | 52.85 | 33,260 | 290 | 2,454 |
| 24 Apr | 239.20 | 7.6 | -0.4 (-5.00%) | 51.26 | 32,019 | 722 | 2,164 |
| 23 Apr | 243.80 | 6.2 | 0 (0.00%) | 48.84 | 8,759 | 334 | 1,442 |
| 22 Apr | 255.40 | 4.25 | -0.05 (-1.16%) | 50.07 | 1,346 | 227 | 1,108 |
| 21 Apr | 252.10 | 4.85 | 0.05 (1.04%) | 49.95 | 2,018 | -360 | 881 |
| 20 Apr | 251.70 | 5.6 | 0.15 (2.75%) | 51.77 | 1,744 | 778 | 1,241 |
| 17 Apr | 250.60 | 7.2 | 0.2 (2.86%) | 53.97 | 1,121 | 261 | 463 |
| 16 Apr | 246.80 | 8.7 | 0.2 (2.35%) | 56.24 | 420 | 92 | 202 |
| 15 Apr | 245.10 | 9.55 | -0.1 (-1.04%) | 57.38 | 243 | 53 | 108 |
| 14 Apr | 243.20 | 9.5 | -0.25 (-2.56%) | 55.24 | 74 | 10 | 55 |
| 13 Apr | 247.60 | 8 | 0.2 (2.56%) | 53.93 | 11 | 1 | 45 |
| 10 Apr | 248.70 | 9.35 | 0 (0.00%) | 56.92 | 10 | 4 | 44 |
| 9 Apr | 250.20 | 9.3 | -0.2 (-2.11%) | 55.82 | 32 | 20 | 40 |
| 8 Apr | 254.40 | 8.8 | -0.35 (-3.83%) | 56.13 | 19 | 19 | 20 |
| 7 Apr | 269.70 | 6.95 | 0 (0.00%) | 60.25 | 1 | 1 | 1 |
| 6 Apr | 265.80 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 2 Apr | 263.80 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 1 Apr | 265.70 | - | - | - | 0 | 0 | 0 |
| 31 Mar | 274.70 | 0 | - | - | 0 | 0 | 0 |
| 30 Mar | 274.70 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 27 Mar | 291.10 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 26 Mar | 282.00 | - | - | - | 0 | 0 | 0 |
| 25 Mar | 277.70 | 0 | 0 (0.00%) | - | 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 (0.00%) | - | 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 -
Historical price for 240 PE is as follows
On 20 May NATURALGAS was trading at 301.00. The strike last trading price was 0.1, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by 84 which increased total open position to 4918
On 19 May NATURALGAS was trading at 300.30. The strike last trading price was 0.15, which was -0.1 lower than the previous day. The implied volatity was -, the open interest changed by -1115 which decreased total open position to 4834
On 18 May NATURALGAS was trading at 292.90. The strike last trading price was 0.25, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by -482 which decreased total open position to 5949
On 15 May NATURALGAS was trading at 283.90. The strike last trading price was 0.45, which was 0 lower than the previous day. The implied volatity was 67.17, the open interest changed by 462 which increased total open position to 6431
On 14 May NATURALGAS was trading at 276.90. The strike last trading price was 0.95, which was 0 lower than the previous day. The implied volatity was 68.06, the open interest changed by 465 which increased total open position to 5969
On 13 May NATURALGAS was trading at 275.40. The strike last trading price was 1.25, which was -0.05 lower than the previous day. The implied volatity was 66.73, the open interest changed by 149 which increased total open position to 5504
On 12 May NATURALGAS was trading at 272.00. The strike last trading price was 1.4, which was -0.2 lower than the previous day. The implied volatity was 61.16, the open interest changed by -2465 which decreased total open position to 5355
On 11 May NATURALGAS was trading at 278.00. The strike last trading price was 1.3, which was -0.05 lower than the previous day. The implied volatity was 64.09, the open interest changed by -27 which decreased total open position to 7820
On 8 May NATURALGAS was trading at 260.50. The strike last trading price was 3.05, which was 0 lower than the previous day. The implied volatity was 51.7, the open interest changed by -143 which decreased total open position to 7847
On 7 May NATURALGAS was trading at 263.00. The strike last trading price was 3.1, which was 0.1 higher than the previous day. The implied volatity was 53.6, the open interest changed by 2912 which increased total open position to 7990
On 6 May NATURALGAS was trading at 258.60. The strike last trading price was 4.3, which was -0.1 lower than the previous day. The implied volatity was 53.62, the open interest changed by -2436 which decreased total open position to 5078
On 5 May NATURALGAS was trading at 267.00. The strike last trading price was 3.2, which was -0.05 lower than the previous day. The implied volatity was 55.82, the open interest changed by -1202 which decreased total open position to 7514
On 4 May NATURALGAS was trading at 274.50. The strike last trading price was 2.6, which was -0.1 lower than the previous day. The implied volatity was 58.13, the open interest changed by 1008 which increased total open position to 8716
On 3 May NATURALGAS was trading at 264.10. The strike last trading price was 4.25, which was 0 lower than the previous day. The implied volatity was 53.16, the open interest changed by 954 which increased total open position to 7708
On 2 May NATURALGAS was trading at 264.10. The strike last trading price was 4.25, which was 0 lower than the previous day. The implied volatity was 53.16, the open interest changed by 954 which increased total open position to 7708
On 1 May NATURALGAS was trading at 264.10. The strike last trading price was 4.25, which was 0 lower than the previous day. The implied volatity was 53.13, the open interest changed by 955 which increased total open position to 7708
On 30 Apr NATURALGAS was trading at 263.60. The strike last trading price was 4.75, which was -0.15 lower than the previous day. The implied volatity was 53.99, the open interest changed by 4224 which increased total open position to 6754
On 29 Apr NATURALGAS was trading at 252.20. The strike last trading price was 7.65, which was -0.1 lower than the previous day. The implied volatity was 51.88, the open interest changed by 323 which increased total open position to 2530
On 28 Apr NATURALGAS was trading at 257.30. The strike last trading price was 6.6, which was 0.1 higher than the previous day. The implied volatity was 52.99, the open interest changed by -247 which decreased total open position to 2207
On 27 Apr NATURALGAS was trading at 242.80. The strike last trading price was 5.7, which was 0 lower than the previous day. The implied volatity was 52.85, the open interest changed by 290 which increased total open position to 2454
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
