[--[65.84.65.76]--]

NATURALGAS

Natural Gas
239.8 -5.00 (-2.04%)
L: 238.2 H: 243.9

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Historical option data for NATURALGAS

24 Apr 2026 05:04 PM IST
NATURALGAS 22-May-2026 (28d) 260 CE
Delta: 0.48
Vega: 0.28
Theta: -0.25
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
24 Apr 240.10 12.45 -1.75 50.97 15,645 2,674 6,858
23 Apr 243.80 13.85 -0.35 48.47 15,345 3,356 4,184
22 Apr 255.40 20.2 -0.15 48.01 2,658 -158 828
21 Apr 252.10 18.9 0.05 47.68 2,320 254 986
20 Apr 251.70 19.35 0 49.8 1,958 -91 732
17 Apr 250.60 19.6 0.2 52.08 2,435 456 823
16 Apr 246.80 19.05 -0.05 54.19 768 278 367
15 Apr 245.10 19.6 0.4 56.95 156 50 89
14 Apr 243.20 18.4 -0.35 54.55 66 25 39
13 Apr 247.60 21.1 -2.8 53.94 11 -1 14
10 Apr 248.70 23.2 0.7 57.28 16 15 15
9 Apr 250.20 26.6 -0.75 - 9 8 8
8 Apr 254.40 26.6 -0.75 60.98 9 8 8
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 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 260 expiring on 22MAY2026

Delta for 260 CE is 0.48

Historical price for 260 CE is as follows

On 24 Apr NATURALGAS was trading at 240.10. The strike last trading price was 12.45, which was -1.75 lower than the previous day. The implied volatity was 50.97, the open interest changed by 2674 which increased total open position to 6858


On 23 Apr NATURALGAS was trading at 243.80. The strike last trading price was 13.85, which was -0.35 lower than the previous day. The implied volatity was 48.47, the open interest changed by 3356 which increased total open position to 4184


On 22 Apr NATURALGAS was trading at 255.40. The strike last trading price was 20.2, which was -0.15 lower than the previous day. The implied volatity was 48.01, the open interest changed by -158 which decreased total open position to 828


On 21 Apr NATURALGAS was trading at 252.10. The strike last trading price was 18.9, which was 0.05 higher than the previous day. The implied volatity was 47.68, the open interest changed by 254 which increased total open position to 986


On 20 Apr NATURALGAS was trading at 251.70. The strike last trading price was 19.35, which was 0 lower than the previous day. The implied volatity was 49.8, the open interest changed by -91 which decreased total open position to 732


On 17 Apr NATURALGAS was trading at 250.60. The strike last trading price was 19.6, which was 0.2 higher than the previous day. The implied volatity was 52.08, the open interest changed by 456 which increased total open position to 823


On 16 Apr NATURALGAS was trading at 246.80. The strike last trading price was 19.05, which was -0.05 lower than the previous day. The implied volatity was 54.19, the open interest changed by 278 which increased total open position to 367


On 15 Apr NATURALGAS was trading at 245.10. The strike last trading price was 19.6, which was 0.4 higher than the previous day. The implied volatity was 56.95, the open interest changed by 50 which increased total open position to 89


On 14 Apr NATURALGAS was trading at 243.20. The strike last trading price was 18.4, which was -0.35 lower than the previous day. The implied volatity was 54.55, the open interest changed by 25 which increased total open position to 39


On 13 Apr NATURALGAS was trading at 247.60. The strike last trading price was 21.1, which was -2.8 lower than the previous day. The implied volatity was 53.94, the open interest changed by -1 which decreased total open position to 14


On 10 Apr NATURALGAS was trading at 248.70. The strike last trading price was 23.2, which was 0.7 higher than the previous day. The implied volatity was 57.28, the open interest changed by 15 which increased total open position to 15


On 9 Apr NATURALGAS was trading at 250.20. The strike last trading price was 26.6, which was -0.75 lower than the previous day. The implied volatity was -, the open interest changed by 8 which increased total open position to 8


On 8 Apr NATURALGAS was trading at 254.40. The strike last trading price was 26.6, which was -0.75 lower than the previous day. The implied volatity was 60.98, the open interest changed by 8 which increased total open position to 8


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 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 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) 260 PE
Delta: -0.52
Vega: 0.28
Theta: -0.26
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
24 Apr 240.10 17.1 2.6 51.15 10,150 1,309 3,763
23 Apr 243.80 14.7 0.2 48.98 12,585 992 2,454
22 Apr 255.40 10.5 0.1 49.38 3,543 305 1,462
21 Apr 252.10 11.15 -0.05 47.85 3,804 392 1,157
20 Apr 251.70 12.55 0 50.77 2,340 419 765
17 Apr 250.60 13.95 -0.5 50.37 1,273 167 346
16 Apr 246.80 17.1 0.15 55.87 262 94 179
15 Apr 245.10 18 -0.45 56.35 101 27 85
14 Apr 243.20 18.3 -1.05 54.85 74 14 58
13 Apr 247.60 16.3 0.95 54.52 37 7 44
10 Apr 248.70 17.5 -0.35 56.43 18 5 37
9 Apr 250.20 18.1 0.45 57.1 17 4 32
8 Apr 254.40 17.8 -0.3 59.04 33 9 28
7 Apr 269.70 15.05 -0.85 65.16 7 7 19
6 Apr 265.80 17.5 -0.35 68.16 11 8 12
2 Apr 263.80 16 -0.5 59.63 3 2 4
1 Apr 265.70 15 0.15 57.75 2 2 2
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 260 expiring on 22MAY2026

Delta for 260 PE is -0.52

Historical price for 260 PE is as follows

On 24 Apr NATURALGAS was trading at 240.10. The strike last trading price was 17.1, which was 2.6 higher than the previous day. The implied volatity was 51.15, the open interest changed by 1309 which increased total open position to 3763


On 23 Apr NATURALGAS was trading at 243.80. The strike last trading price was 14.7, which was 0.2 higher than the previous day. The implied volatity was 48.98, the open interest changed by 992 which increased total open position to 2454


On 22 Apr NATURALGAS was trading at 255.40. The strike last trading price was 10.5, which was 0.1 higher than the previous day. The implied volatity was 49.38, the open interest changed by 305 which increased total open position to 1462


On 21 Apr NATURALGAS was trading at 252.10. The strike last trading price was 11.15, which was -0.05 lower than the previous day. The implied volatity was 47.85, the open interest changed by 392 which increased total open position to 1157


On 20 Apr NATURALGAS was trading at 251.70. The strike last trading price was 12.55, which was 0 lower than the previous day. The implied volatity was 50.77, the open interest changed by 419 which increased total open position to 765


On 17 Apr NATURALGAS was trading at 250.60. The strike last trading price was 13.95, which was -0.5 lower than the previous day. The implied volatity was 50.37, the open interest changed by 167 which increased total open position to 346


On 16 Apr NATURALGAS was trading at 246.80. The strike last trading price was 17.1, which was 0.15 higher than the previous day. The implied volatity was 55.87, the open interest changed by 94 which increased total open position to 179


On 15 Apr NATURALGAS was trading at 245.10. The strike last trading price was 18, which was -0.45 lower than the previous day. The implied volatity was 56.35, the open interest changed by 27 which increased total open position to 85


On 14 Apr NATURALGAS was trading at 243.20. The strike last trading price was 18.3, which was -1.05 lower than the previous day. The implied volatity was 54.85, the open interest changed by 14 which increased total open position to 58


On 13 Apr NATURALGAS was trading at 247.60. The strike last trading price was 16.3, which was 0.95 higher than the previous day. The implied volatity was 54.52, the open interest changed by 7 which increased total open position to 44


On 10 Apr NATURALGAS was trading at 248.70. The strike last trading price was 17.5, which was -0.35 lower than the previous day. The implied volatity was 56.43, the open interest changed by 5 which increased total open position to 37


On 9 Apr NATURALGAS was trading at 250.20. The strike last trading price was 18.1, which was 0.45 higher than the previous day. The implied volatity was 57.1, the open interest changed by 4 which increased total open position to 32


On 8 Apr NATURALGAS was trading at 254.40. The strike last trading price was 17.8, which was -0.3 lower than the previous day. The implied volatity was 59.04, the open interest changed by 9 which increased total open position to 28


On 7 Apr NATURALGAS was trading at 269.70. The strike last trading price was 15.05, which was -0.85 lower than the previous day. The implied volatity was 65.16, the open interest changed by 7 which increased total open position to 19


On 6 Apr NATURALGAS was trading at 265.80. The strike last trading price was 17.5, which was -0.35 lower than the previous day. The implied volatity was 68.16, the open interest changed by 8 which increased total open position to 12


On 2 Apr NATURALGAS was trading at 263.80. The strike last trading price was 16, which was -0.5 lower than the previous day. The implied volatity was 59.63, the open interest changed by 2 which increased total open position to 4


On 1 Apr NATURALGAS was trading at 265.70. The strike last trading price was 15, which was 0.15 higher than the previous day. The implied volatity was 57.75, the open interest changed by 2 which increased total open position to 2


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