[--[65.84.65.76]--]

NATURALGAS

Natural Gas
263.8 -1.60 (-0.60%)
L: 262.4 H: 272.7

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Historical option data for NATURALGAS

02 Apr 2026 11:58 PM IST
NATURALGAS 23-Apr-2026 (18d) 240 CE
Delta: 0.78
Vega: 0.19
Theta: -0.24
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
2 Apr 263.80 28.5 -0.35 55.21 1,244 94 440
1 Apr 265.70 30 0.05 53.96 543 117 346
31 Mar 274.70 37.85 - - 0 28 257
30 Mar 274.70 39.4 0.1 62.87 250 29 229
27 Mar 291.10 53.5 2.65 59.03 74 6 200
26 Mar 282.00 45.2 -0.95 64.57 93 33 194
25 Mar 277.70 42.25 0.15 63.11 221 20 161
24 Mar 276.90 43.45 -1.1 70.61 88 17 141
23 Mar 272.60 41.1 -0.05 69.7 162 124 124
20 Mar 288.60 0 0 - 0 0 0
19 Mar 294.90 0 0 - 0 0 0
18 Mar 282.30 0 0 - 0 0 0
17 Mar 280.70 0 0 - 0 0 0
16 Mar 278.70 0 0 - 0 0 0
13 Mar 292.40 0 0 - 0 0 0
12 Mar 297.60 0 0 - 0 0 0
11 Mar 296.10 0 0 - 0 0 0
10 Mar 276.20 0 0 - 0 0 0
9 Mar 292.10 0 0 - 0 0 0
6 Mar 294.20 0 0 - 0 0 0
5 Mar 274.00 0 0 - 0 0 0
4 Mar 270.90 0 0 - 0 0 0
3 Mar 289.30 0 0 - 0 0 0
2 Mar 271.90 0 0 - 0 0 0
27 Feb 262.30 0 0 - 0 0 0
26 Feb 257.20 0 0 - 0 0 0
25 Feb 264.50 0 0 - 0 0 0
24 Feb 267.90 0 0 - 0 0 0
23 Feb 271.50 0 0 - 0 0 0
20 Feb 278.60 0 0 - 0 0 0
19 Feb 275.10 0 0 - 0 0 0
18 Feb 271.60 0 0 - 0 0 0
17 Feb 275.80 - - - 0 0 0
16 Feb 280.70 - - - 0 0 0
13 Feb 296.90 - - - 0 0 0
12 Feb 293.00 - - - 0 0 0
11 Feb 289.30 - - - 0 0 0
10 Feb 288.30 - - - 0 0 0
9 Feb 286.90 - - - 0 0 0
6 Feb 317.20 - - - 0 0 0
5 Feb 317.60 0 0 - 0 0 0
4 Feb 314.90 - - - 0 0 0
3 Feb 300.00 - - - 0 0 0


For Natural Gas - strike price 240 expiring on 23APR2026

Delta for 240 CE is 0.78

Historical price for 240 CE is as follows

On 2 Apr NATURALGAS was trading at 263.80. The strike last trading price was 28.5, which was -0.35 lower than the previous day. The implied volatity was 55.21, the open interest changed by 94 which increased total open position to 440


On 1 Apr NATURALGAS was trading at 265.70. The strike last trading price was 30, which was 0.05 higher than the previous day. The implied volatity was 53.96, the open interest changed by 117 which increased total open position to 346


On 31 Mar NATURALGAS was trading at 274.70. The strike last trading price was 37.85, which was - lower than the previous day. The implied volatity was -, the open interest changed by 28 which increased total open position to 257


On 30 Mar NATURALGAS was trading at 274.70. The strike last trading price was 39.4, which was 0.1 higher than the previous day. The implied volatity was 62.87, the open interest changed by 29 which increased total open position to 229


On 27 Mar NATURALGAS was trading at 291.10. The strike last trading price was 53.5, which was 2.65 higher than the previous day. The implied volatity was 59.03, the open interest changed by 6 which increased total open position to 200


On 26 Mar NATURALGAS was trading at 282.00. The strike last trading price was 45.2, which was -0.95 lower than the previous day. The implied volatity was 64.57, the open interest changed by 33 which increased total open position to 194


On 25 Mar NATURALGAS was trading at 277.70. The strike last trading price was 42.25, which was 0.15 higher than the previous day. The implied volatity was 63.11, the open interest changed by 20 which increased total open position to 161


On 24 Mar NATURALGAS was trading at 276.90. The strike last trading price was 43.45, which was -1.1 lower than the previous day. The implied volatity was 70.61, the open interest changed by 17 which increased total open position to 141


On 23 Mar NATURALGAS was trading at 272.60. The strike last trading price was 41.1, which was -0.05 lower than the previous day. The implied volatity was 69.7, the open interest changed by 124 which increased total open position to 124


On 20 Mar NATURALGAS was trading at 288.60. 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 19 Mar NATURALGAS was trading at 294.90. 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 18 Mar NATURALGAS was trading at 282.30. 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 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 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 Mar NATURALGAS was trading at 292.40. 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 12 Mar NATURALGAS was trading at 297.60. 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 11 Mar NATURALGAS was trading at 296.10. 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 10 Mar NATURALGAS was trading at 276.20. 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 9 Mar NATURALGAS was trading at 292.10. 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 6 Mar NATURALGAS was trading at 294.20. 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 5 Mar NATURALGAS was trading at 274.00. 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 4 Mar NATURALGAS was trading at 270.90. 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 3 Mar NATURALGAS was trading at 289.30. 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 Mar NATURALGAS was trading at 271.90. 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 Feb NATURALGAS was trading at 262.30. 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 Feb NATURALGAS was trading at 257.20. 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 25 Feb NATURALGAS was trading at 264.50. 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 Feb NATURALGAS was trading at 267.90. 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 23 Feb NATURALGAS was trading at 271.50. 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 20 Feb NATURALGAS was trading at 278.60. 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 19 Feb NATURALGAS was trading at 275.10. 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 18 Feb NATURALGAS was trading at 271.60. 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 17 Feb NATURALGAS was trading at 275.80. 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 16 Feb NATURALGAS was trading at 280.70. 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 Feb NATURALGAS was trading at 296.90. 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 12 Feb NATURALGAS was trading at 293.00. 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 11 Feb 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 10 Feb NATURALGAS was trading at 288.30. 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 9 Feb NATURALGAS was trading at 286.90. 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 6 Feb NATURALGAS was trading at 317.20. 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 Feb NATURALGAS was trading at 317.60. 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 4 Feb NATURALGAS was trading at 314.90. 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 Feb NATURALGAS was trading at 300.00. 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


NATURALGAS 23-Apr-2026 (18d) 240 PE
Delta: -0.22
Vega: 0.19
Theta: -0.25
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
2 Apr 263.80 4.85 0 56.01 28,439 736 3,213
1 Apr 265.70 4.95 0.2 57.41 21,062 51 2,479
31 Mar 274.70 3.65 - - 13 424 2,850
30 Mar 274.70 4.65 -0.1 62.6 13,515 534 2,426
27 Mar 291.10 3.2 -0.35 64.41 7,277 322 1,892
26 Mar 282.00 5.4 0.15 66.57 7,496 152 1,570
25 Mar 277.70 6.2 -0.1 66.14 10,912 676 1,418
24 Mar 276.90 7.3 0.2 69.1 2,008 151 742
23 Mar 272.60 8.75 0.45 71.13 1,617 286 591
20 Mar 288.60 5.6 0.1 67.17 316 91 305
19 Mar 294.90 5.3 -0.05 69.77 286 49 214
18 Mar 282.30 6.2 0.05 63.93 324 100 165
17 Mar 280.70 6.25 -0.05 62.2 93 55 65
16 Mar 278.70 8.75 -0.05 70.33 9 3 10
13 Mar 292.40 10 1.05 82.47 14 0 7
12 Mar 297.60 5 -4.4 65.14 3 1 7
11 Mar 296.10 11.1 1.05 - 6 6 6
10 Mar 276.20 11.1 1.05 73.05 6 6 6
9 Mar 292.10 18 2.5 - 20 10 0
6 Mar 294.20 18 2.5 - 20 10 0
5 Mar 274.00 18 2.5 - 20 10 0
4 Mar 270.90 18 2.5 - 20 10 0
3 Mar 289.30 18 2.5 - 20 10 0
2 Mar 271.90 18 2.5 - 20 10 0
27 Feb 262.30 18 2.5 - 20 10 0
26 Feb 257.20 18 2.5 - 20 10 0
25 Feb 264.50 18 2.5 - 20 10 0
24 Feb 267.90 18 2.5 - 20 10 0
23 Feb 271.50 18 2.5 - 20 10 0
20 Feb 278.60 18 2.5 - 20 10 0
19 Feb 275.10 18 2.5 76.13 20 10 0
18 Feb 271.60 0 0 - 0 0 0
17 Feb 275.80 - - - 0 0 0
16 Feb 280.70 - - - 0 0 0
13 Feb 296.90 - - - 0 0 0
12 Feb 293.00 - - - 0 0 0
11 Feb 289.30 - - - 0 0 0
10 Feb 288.30 - - - 0 0 0
9 Feb 286.90 - - - 0 0 0
6 Feb 317.20 - - - 0 0 0
5 Feb 317.60 0 0 - 0 0 0
4 Feb 314.90 - - - 0 0 0
3 Feb 300.00 - - - 0 0 0


For Natural Gas - strike price 240 expiring on 23APR2026

Delta for 240 PE is -0.22

Historical price for 240 PE is as follows

On 2 Apr NATURALGAS was trading at 263.80. The strike last trading price was 4.85, which was 0 lower than the previous day. The implied volatity was 56.01, the open interest changed by 736 which increased total open position to 3213


On 1 Apr NATURALGAS was trading at 265.70. The strike last trading price was 4.95, which was 0.2 higher than the previous day. The implied volatity was 57.41, the open interest changed by 51 which increased total open position to 2479


On 31 Mar NATURALGAS was trading at 274.70. The strike last trading price was 3.65, which was - lower than the previous day. The implied volatity was -, the open interest changed by 424 which increased total open position to 2850


On 30 Mar NATURALGAS was trading at 274.70. The strike last trading price was 4.65, which was -0.1 lower than the previous day. The implied volatity was 62.6, the open interest changed by 534 which increased total open position to 2426


On 27 Mar NATURALGAS was trading at 291.10. The strike last trading price was 3.2, which was -0.35 lower than the previous day. The implied volatity was 64.41, the open interest changed by 322 which increased total open position to 1892


On 26 Mar NATURALGAS was trading at 282.00. The strike last trading price was 5.4, which was 0.15 higher than the previous day. The implied volatity was 66.57, the open interest changed by 152 which increased total open position to 1570


On 25 Mar NATURALGAS was trading at 277.70. The strike last trading price was 6.2, which was -0.1 lower than the previous day. The implied volatity was 66.14, the open interest changed by 676 which increased total open position to 1418


On 24 Mar NATURALGAS was trading at 276.90. The strike last trading price was 7.3, which was 0.2 higher than the previous day. The implied volatity was 69.1, the open interest changed by 151 which increased total open position to 742


On 23 Mar NATURALGAS was trading at 272.60. The strike last trading price was 8.75, which was 0.45 higher than the previous day. The implied volatity was 71.13, the open interest changed by 286 which increased total open position to 591


On 20 Mar NATURALGAS was trading at 288.60. The strike last trading price was 5.6, which was 0.1 higher than the previous day. The implied volatity was 67.17, the open interest changed by 91 which increased total open position to 305


On 19 Mar NATURALGAS was trading at 294.90. The strike last trading price was 5.3, which was -0.05 lower than the previous day. The implied volatity was 69.77, the open interest changed by 49 which increased total open position to 214


On 18 Mar NATURALGAS was trading at 282.30. The strike last trading price was 6.2, which was 0.05 higher than the previous day. The implied volatity was 63.93, the open interest changed by 100 which increased total open position to 165


On 17 Mar NATURALGAS was trading at 280.70. The strike last trading price was 6.25, which was -0.05 lower than the previous day. The implied volatity was 62.2, the open interest changed by 55 which increased total open position to 65


On 16 Mar NATURALGAS was trading at 278.70. The strike last trading price was 8.75, which was -0.05 lower than the previous day. The implied volatity was 70.33, the open interest changed by 3 which increased total open position to 10


On 13 Mar NATURALGAS was trading at 292.40. The strike last trading price was 10, which was 1.05 higher than the previous day. The implied volatity was 82.47, the open interest changed by 0 which decreased total open position to 7


On 12 Mar NATURALGAS was trading at 297.60. The strike last trading price was 5, which was -4.4 lower than the previous day. The implied volatity was 65.14, the open interest changed by 1 which increased total open position to 7


On 11 Mar NATURALGAS was trading at 296.10. The strike last trading price was 11.1, which was 1.05 higher than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 6


On 10 Mar NATURALGAS was trading at 276.20. The strike last trading price was 11.1, which was 1.05 higher than the previous day. The implied volatity was 73.05, the open interest changed by 6 which increased total open position to 6


On 9 Mar NATURALGAS was trading at 292.10. The strike last trading price was 18, which was 2.5 higher than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 0


On 6 Mar NATURALGAS was trading at 294.20. The strike last trading price was 18, which was 2.5 higher than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 0


On 5 Mar NATURALGAS was trading at 274.00. The strike last trading price was 18, which was 2.5 higher than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 0


On 4 Mar NATURALGAS was trading at 270.90. The strike last trading price was 18, which was 2.5 higher than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 0


On 3 Mar NATURALGAS was trading at 289.30. The strike last trading price was 18, which was 2.5 higher than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 0


On 2 Mar NATURALGAS was trading at 271.90. The strike last trading price was 18, which was 2.5 higher than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 0


On 27 Feb NATURALGAS was trading at 262.30. The strike last trading price was 18, which was 2.5 higher than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 0


On 26 Feb NATURALGAS was trading at 257.20. The strike last trading price was 18, which was 2.5 higher than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 0


On 25 Feb NATURALGAS was trading at 264.50. The strike last trading price was 18, which was 2.5 higher than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 0


On 24 Feb NATURALGAS was trading at 267.90. The strike last trading price was 18, which was 2.5 higher than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 0


On 23 Feb NATURALGAS was trading at 271.50. The strike last trading price was 18, which was 2.5 higher than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 0


On 20 Feb NATURALGAS was trading at 278.60. The strike last trading price was 18, which was 2.5 higher than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 0


On 19 Feb NATURALGAS was trading at 275.10. The strike last trading price was 18, which was 2.5 higher than the previous day. The implied volatity was 76.13, the open interest changed by 10 which increased total open position to 0


On 18 Feb NATURALGAS was trading at 271.60. 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 17 Feb NATURALGAS was trading at 275.80. 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 16 Feb NATURALGAS was trading at 280.70. 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 Feb NATURALGAS was trading at 296.90. 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 12 Feb NATURALGAS was trading at 293.00. 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 11 Feb 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 10 Feb NATURALGAS was trading at 288.30. 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 9 Feb NATURALGAS was trading at 286.90. 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 6 Feb NATURALGAS was trading at 317.20. 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 Feb NATURALGAS was trading at 317.60. 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 4 Feb NATURALGAS was trading at 314.90. 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 Feb NATURALGAS was trading at 300.00. 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