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Historical option data for NATURALGAS

22 May 2026 11:58 PM IST
NATURALGAS 23-Jun-2026 (30d) 265 CE
Delta: 0.76
Vega: 0.27
Theta: -0.21
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
22 May 276.90 32.6 -2.65 (-7.52%) 49.94 13 4 4
21 May 289.80 0 0 (0.00%) - 0 0 0
20 May 291.30 0 0 (0.00%) - 0 0 0
19 May 300.30 0 0 (0.00%) - 0 0 0
18 May 292.90 0 0 (0.00%) - 0 0 0
15 May 283.90 0 0 (0.00%) - 0 0 0
14 May 276.90 0 0 (0.00%) - 0 0 0
13 May 275.40 0 0 (0.00%) - 0 0 0
12 May 272.00 0 0 (0.00%) - 0 0 0
11 May 278.00 0 0 (0.00%) - 0 0 0
8 May 260.50 0 0 (0.00%) - 0 0 0
7 May 263.00 0 0 (0.00%) - 0 0 0
6 May 258.60 0 0 (0.00%) - 0 0 0
5 May 267.00 0 0 (0.00%) - 0 0 0
4 May 274.50 0 0 (0.00%) - 0 0 0
3 May 264.10 0 0 (0.00%) - 0 0 0
2 May 264.10 0 0 (0.00%) - 0 0 0
1 May 264.10 0 0 (0.00%) - 0 0 0
30 Apr 263.60 0 0 (0.00%) - 0 0 0
29 Apr 252.20 0 0 (0.00%) - 0 0 0
28 Apr 257.30 0 0 (0.00%) - 0 0 0
27 Apr 242.80 0 0 (0.00%) - 0 0 0
24 Apr 239.20 - - - 0 0 0
23 Apr 243.80 - - - 0 0 0
22 Apr 255.40 - - - 0 0 0
21 Apr 252.10 - - - 0 0 0
20 Apr 251.70 - - - 0 0 0
17 Apr 250.60 - - - 0 0 0
16 Apr 246.80 - - - 0 0 0
15 Apr 245.10 - - - 0 0 0
14 Apr 243.20 - - - 0 0 0
13 Apr 247.60 - - - 0 0 0
10 Apr 248.70 - - - 0 0 0
9 Apr 250.20 - - - 0 0 0
8 Apr 254.40 - - - 0 0 0
7 Apr 269.70 - - - 0 0 0
6 Apr 265.80 - - - 0 0 0
2 Apr 263.80 - - - 0 0 0
1 Apr 265.70 - - - 0 0 0
31 Mar 274.70 - - - 0 0 0
30 Mar 274.70 - - - 0 0 0
27 Mar 291.10 - - - 0 0 0


For Natural Gas - strike price 265 expiring on 23JUN2026

Delta for 265 CE is 0.76

Historical price for 265 CE is as follows

On 22 May NATURALGAS was trading at 276.90. The strike last trading price was 32.6, which was -2.65 lower than the previous day. The implied volatity was 49.94, the open interest changed by 4 which increased total open position to 4


On 21 May NATURALGAS was trading at 289.80. 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 20 May NATURALGAS was trading at 291.30. 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 19 May NATURALGAS was trading at 300.30. 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 18 May NATURALGAS was trading at 292.90. 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 15 May NATURALGAS was trading at 283.90. 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 14 May NATURALGAS was trading at 276.90. 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 13 May NATURALGAS was trading at 275.40. 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 May NATURALGAS was trading at 272.00. 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 11 May NATURALGAS was trading at 278.00. 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 8 May NATURALGAS was trading at 260.50. 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 7 May NATURALGAS was trading at 263.00. 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 6 May NATURALGAS was trading at 258.60. 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 5 May NATURALGAS was trading at 267.00. 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 May NATURALGAS was trading at 274.50. 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 3 May NATURALGAS was trading at 264.10. 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 2 May NATURALGAS was trading at 264.10. 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 1 May NATURALGAS was trading at 264.10. 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 30 Apr NATURALGAS was trading at 263.60. 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 29 Apr NATURALGAS was trading at 252.20. 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 28 Apr NATURALGAS was trading at 257.30. 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 27 Apr NATURALGAS was trading at 242.80. 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 24 Apr NATURALGAS was trading at 239.20. 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 23 Apr NATURALGAS was trading at 243.80. 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 22 Apr NATURALGAS was trading at 255.40. 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 21 Apr NATURALGAS was trading at 252.10. 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 20 Apr NATURALGAS was trading at 251.70. 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 17 Apr NATURALGAS was trading at 250.60. 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 16 Apr NATURALGAS was trading at 246.80. 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 15 Apr NATURALGAS was trading at 245.10. 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 14 Apr NATURALGAS was trading at 243.20. 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 13 Apr NATURALGAS was trading at 247.60. 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 10 Apr NATURALGAS was trading at 248.70. 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 9 Apr NATURALGAS was trading at 250.20. 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 8 Apr NATURALGAS was trading at 254.40. 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 7 Apr NATURALGAS was trading at 269.70. 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 6 Apr NATURALGAS was trading at 265.80. 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 2 Apr NATURALGAS was trading at 263.80. 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 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 -, 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 -, 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 Mar NATURALGAS was trading at 291.10. 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


NATURALGAS 23-Jun-2026 (30d) 265 PE
Delta: -0.23
Vega: 0.26
Theta: -0.19
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
22 May 276.90 5.9 -0.05 (-0.84%) 47.31 80 32 32
21 May 289.80 4 0.65 (19.40%) - 7 -3 10
20 May 291.30 4 0.65 (19.40%) 50.61 7 -3 10
19 May 300.30 4 0 (0.00%) 56.95 2 2 13
18 May 292.90 4.75 -0.4 (-7.77%) 53.57 6 11 11
15 May 283.90 9.35 -0.25 (-2.60%) - 3 11 11
14 May 276.90 9.35 -0.25 (-2.60%) 58.54 3 11 11
13 May 275.40 8.5 0 (0.00%) - 1 -1 8
12 May 272.00 8.5 0 (0.00%) - 1 -1 8
11 May 278.00 8.5 0 (0.00%) - 1 -1 8
8 May 260.50 8.5 0 (0.00%) - 1 -1 8
7 May 263.00 8.5 0 (0.00%) 44.44 1 -1 8
6 May 258.60 7.5 0 (0.00%) 39.69 1 -1 8
5 May 267.00 8.25 0.75 (10.00%) 48.62 2 0 9
4 May 274.50 7.35 -0.9 (-10.91%) 50.95 10 6 9
3 May 264.10 9.9 0.3 (3.12%) 49.52 6 3 3
2 May 264.10 9.9 0.3 (3.12%) 49.52 6 3 3
1 May 264.10 9.9 0.3 (3.12%) 49.51 6 3 3
30 Apr 263.60 13.25 0.25 (1.92%) - 8 8 8
29 Apr 252.20 13.25 0.25 (1.92%) 48.4 8 8 8
28 Apr 257.30 0 0 (0.00%) - 0 0 0
27 Apr 242.80 0 0 (0.00%) - 0 0 0
24 Apr 239.20 - - - 0 0 0
23 Apr 243.80 - - - 0 0 0
22 Apr 255.40 - - - 0 0 0
21 Apr 252.10 - - - 0 0 0
20 Apr 251.70 - - - 0 0 0
17 Apr 250.60 - - - 0 0 0
16 Apr 246.80 - - - 0 0 0
15 Apr 245.10 - - - 0 0 0
14 Apr 243.20 - - - 0 0 0
13 Apr 247.60 - - - 0 0 0
10 Apr 248.70 - - - 0 0 0
9 Apr 250.20 - - - 0 0 0
8 Apr 254.40 - - - 0 0 0
7 Apr 269.70 - - - 0 0 0
6 Apr 265.80 - - - 0 0 0
2 Apr 263.80 - - - 0 0 0
1 Apr 265.70 - - - 0 0 0
31 Mar 274.70 - - - 0 0 0
30 Mar 274.70 - - - 0 0 0
27 Mar 291.10 - - - 0 0 0


For Natural Gas - strike price 265 expiring on 23JUN2026

Delta for 265 PE is -0.23

Historical price for 265 PE is as follows

On 22 May NATURALGAS was trading at 276.90. The strike last trading price was 5.9, which was -0.05 lower than the previous day. The implied volatity was 47.31, the open interest changed by 32 which increased total open position to 32


On 21 May NATURALGAS was trading at 289.80. The strike last trading price was 4, which was 0.65 higher than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 10


On 20 May NATURALGAS was trading at 291.30. The strike last trading price was 4, which was 0.65 higher than the previous day. The implied volatity was 50.61, the open interest changed by -3 which decreased total open position to 10


On 19 May NATURALGAS was trading at 300.30. The strike last trading price was 4, which was 0 lower than the previous day. The implied volatity was 56.95, the open interest changed by 2 which increased total open position to 13


On 18 May NATURALGAS was trading at 292.90. The strike last trading price was 4.75, which was -0.4 lower than the previous day. The implied volatity was 53.57, the open interest changed by 11 which increased total open position to 11


On 15 May NATURALGAS was trading at 283.90. The strike last trading price was 9.35, which was -0.25 lower than the previous day. The implied volatity was -, the open interest changed by 11 which increased total open position to 11


On 14 May NATURALGAS was trading at 276.90. The strike last trading price was 9.35, which was -0.25 lower than the previous day. The implied volatity was 58.54, the open interest changed by 11 which increased total open position to 11


On 13 May NATURALGAS was trading at 275.40. The strike last trading price was 8.5, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 8


On 12 May NATURALGAS was trading at 272.00. The strike last trading price was 8.5, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 8


On 11 May NATURALGAS was trading at 278.00. The strike last trading price was 8.5, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 8


On 8 May NATURALGAS was trading at 260.50. The strike last trading price was 8.5, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 8


On 7 May NATURALGAS was trading at 263.00. The strike last trading price was 8.5, which was 0 lower than the previous day. The implied volatity was 44.44, the open interest changed by -1 which decreased total open position to 8


On 6 May NATURALGAS was trading at 258.60. The strike last trading price was 7.5, which was 0 lower than the previous day. The implied volatity was 39.69, the open interest changed by -1 which decreased total open position to 8


On 5 May NATURALGAS was trading at 267.00. The strike last trading price was 8.25, which was 0.75 higher than the previous day. The implied volatity was 48.62, the open interest changed by 0 which decreased total open position to 9


On 4 May NATURALGAS was trading at 274.50. The strike last trading price was 7.35, which was -0.9 lower than the previous day. The implied volatity was 50.95, the open interest changed by 6 which increased total open position to 9


On 3 May NATURALGAS was trading at 264.10. The strike last trading price was 9.9, which was 0.3 higher than the previous day. The implied volatity was 49.52, the open interest changed by 3 which increased total open position to 3


On 2 May NATURALGAS was trading at 264.10. The strike last trading price was 9.9, which was 0.3 higher than the previous day. The implied volatity was 49.52, the open interest changed by 3 which increased total open position to 3


On 1 May NATURALGAS was trading at 264.10. The strike last trading price was 9.9, which was 0.3 higher than the previous day. The implied volatity was 49.51, the open interest changed by 3 which increased total open position to 3


On 30 Apr NATURALGAS was trading at 263.60. The strike last trading price was 13.25, which was 0.25 higher than the previous day. The implied volatity was -, the open interest changed by 8 which increased total open position to 8


On 29 Apr NATURALGAS was trading at 252.20. The strike last trading price was 13.25, which was 0.25 higher than the previous day. The implied volatity was 48.4, the open interest changed by 8 which increased total open position to 8


On 28 Apr NATURALGAS was trading at 257.30. 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 27 Apr NATURALGAS was trading at 242.80. 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 24 Apr NATURALGAS was trading at 239.20. 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 23 Apr NATURALGAS was trading at 243.80. 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 22 Apr NATURALGAS was trading at 255.40. 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 21 Apr NATURALGAS was trading at 252.10. 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 20 Apr NATURALGAS was trading at 251.70. 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 17 Apr NATURALGAS was trading at 250.60. 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 16 Apr NATURALGAS was trading at 246.80. 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 15 Apr NATURALGAS was trading at 245.10. 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 14 Apr NATURALGAS was trading at 243.20. 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 13 Apr NATURALGAS was trading at 247.60. 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 10 Apr NATURALGAS was trading at 248.70. 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 9 Apr NATURALGAS was trading at 250.20. 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 8 Apr NATURALGAS was trading at 254.40. 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 7 Apr NATURALGAS was trading at 269.70. 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 6 Apr NATURALGAS was trading at 265.80. 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 2 Apr NATURALGAS was trading at 263.80. 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 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 -, 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 -, 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 Mar NATURALGAS was trading at 291.10. 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