[--[65.84.65.76]--]

NATURALGAS

Natural Gas
240.9 -3.90 (-1.59%)
L: 239.5 H: 243.4

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Historical option data for NATURALGAS

24 Apr 2026 01:32 PM IST
NATURALGAS 22-May-2026 (28d) 265 CE
Delta: 0.46
Vega: 0.29
Theta: -0.25
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
24 Apr 240.90 11.7 -0.45 49.39 915 30 1,571
23 Apr 243.80 11.95 -0.2 49.45 5,473 1,201 1,541
22 Apr 255.40 17.5 -0.15 48.25 777 100 340
21 Apr 252.10 16.45 0.1 48.32 899 201 240
20 Apr 251.70 16.55 -0.4 49.12 89 23 39
17 Apr 250.60 16.3 -0.1 49.51 28 10 16
16 Apr 246.80 17.5 0.05 56.56 6 2 6
15 Apr 245.10 15.7 -1.8 52.07 3 1 4
14 Apr 243.20 22.5 1.35 73.38 4 2 3
13 Apr 247.60 18.15 0 52.43 1 1 1
10 Apr 248.70 0 0 - 0 0 0
9 Apr 250.20 0 0 - 0 0 0
8 Apr 254.40 0 0 - 0 0 0
7 Apr 269.70 0 0 - 0 0 0
6 Apr 265.80 0 0 - 0 0 0
2 Apr 263.80 0 0 - 0 0 0
1 Apr 265.70 0 0 - 0 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 265 expiring on 22MAY2026

Delta for 265 CE is 0.46

Historical price for 265 CE is as follows

On 24 Apr NATURALGAS was trading at 240.90. The strike last trading price was 11.7, which was -0.45 lower than the previous day. The implied volatity was 49.39, the open interest changed by 30 which increased total open position to 1571


On 23 Apr NATURALGAS was trading at 243.80. The strike last trading price was 11.95, which was -0.2 lower than the previous day. The implied volatity was 49.45, the open interest changed by 1201 which increased total open position to 1541


On 22 Apr NATURALGAS was trading at 255.40. The strike last trading price was 17.5, which was -0.15 lower than the previous day. The implied volatity was 48.25, the open interest changed by 100 which increased total open position to 340


On 21 Apr NATURALGAS was trading at 252.10. The strike last trading price was 16.45, which was 0.1 higher than the previous day. The implied volatity was 48.32, the open interest changed by 201 which increased total open position to 240


On 20 Apr NATURALGAS was trading at 251.70. The strike last trading price was 16.55, which was -0.4 lower than the previous day. The implied volatity was 49.12, the open interest changed by 23 which increased total open position to 39


On 17 Apr NATURALGAS was trading at 250.60. The strike last trading price was 16.3, which was -0.1 lower than the previous day. The implied volatity was 49.51, the open interest changed by 10 which increased total open position to 16


On 16 Apr NATURALGAS was trading at 246.80. The strike last trading price was 17.5, which was 0.05 higher than the previous day. The implied volatity was 56.56, the open interest changed by 2 which increased total open position to 6


On 15 Apr NATURALGAS was trading at 245.10. The strike last trading price was 15.7, which was -1.8 lower than the previous day. The implied volatity was 52.07, the open interest changed by 1 which increased total open position to 4


On 14 Apr NATURALGAS was trading at 243.20. The strike last trading price was 22.5, which was 1.35 higher than the previous day. The implied volatity was 73.38, the open interest changed by 2 which increased total open position to 3


On 13 Apr NATURALGAS was trading at 247.60. The strike last trading price was 18.15, which was 0 lower than the previous day. The implied volatity was 52.43, the open interest changed by 1 which increased total open position to 1


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 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) 265 PE
Delta: -0.54
Vega: 0.29
Theta: -0.25
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
24 Apr 240.90 17.7 0.65 49.74 463 69 771
23 Apr 243.80 17.4 0.35 48.6 3,564 184 702
22 Apr 255.40 12.55 0.1 48.75 1,507 255 518
21 Apr 252.10 13.4 -0.15 47.51 983 236 263
20 Apr 251.70 15 -0.65 50.87 46 2 27
17 Apr 250.60 16.35 -0.85 49.97 28 21 25
16 Apr 246.80 19.45 0 54.89 2 1 4
15 Apr 245.10 18.2 0 48.77 1 3 3
14 Apr 243.20 18.2 0 - 1 -1 2
13 Apr 247.60 18.2 0 52.58 1 -1 2
10 Apr 248.70 18.7 0.5 52.59 2 3 3
9 Apr 250.20 13.4 0 - 1 1 1
8 Apr 254.40 13.4 0 - 1 1 1
7 Apr 269.70 13.4 0 54.91 1 1 1
6 Apr 265.80 0 0 - 0 0 0
2 Apr 263.80 0 0 - 0 0 0
1 Apr 265.70 0 0 - 0 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 265 expiring on 22MAY2026

Delta for 265 PE is -0.54

Historical price for 265 PE is as follows

On 24 Apr NATURALGAS was trading at 240.90. The strike last trading price was 17.7, which was 0.65 higher than the previous day. The implied volatity was 49.74, the open interest changed by 69 which increased total open position to 771


On 23 Apr NATURALGAS was trading at 243.80. The strike last trading price was 17.4, which was 0.35 higher than the previous day. The implied volatity was 48.6, the open interest changed by 184 which increased total open position to 702


On 22 Apr NATURALGAS was trading at 255.40. The strike last trading price was 12.55, which was 0.1 higher than the previous day. The implied volatity was 48.75, the open interest changed by 255 which increased total open position to 518


On 21 Apr NATURALGAS was trading at 252.10. The strike last trading price was 13.4, which was -0.15 lower than the previous day. The implied volatity was 47.51, the open interest changed by 236 which increased total open position to 263


On 20 Apr NATURALGAS was trading at 251.70. The strike last trading price was 15, which was -0.65 lower than the previous day. The implied volatity was 50.87, the open interest changed by 2 which increased total open position to 27


On 17 Apr NATURALGAS was trading at 250.60. The strike last trading price was 16.35, which was -0.85 lower than the previous day. The implied volatity was 49.97, the open interest changed by 21 which increased total open position to 25


On 16 Apr NATURALGAS was trading at 246.80. The strike last trading price was 19.45, which was 0 lower than the previous day. The implied volatity was 54.89, the open interest changed by 1 which increased total open position to 4


On 15 Apr NATURALGAS was trading at 245.10. The strike last trading price was 18.2, which was 0 lower than the previous day. The implied volatity was 48.77, the open interest changed by 3 which increased total open position to 3


On 14 Apr NATURALGAS was trading at 243.20. The strike last trading price was 18.2, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 2


On 13 Apr NATURALGAS was trading at 247.60. The strike last trading price was 18.2, which was 0 lower than the previous day. The implied volatity was 52.58, the open interest changed by -1 which decreased total open position to 2


On 10 Apr NATURALGAS was trading at 248.70. The strike last trading price was 18.7, which was 0.5 higher than the previous day. The implied volatity was 52.59, the open interest changed by 3 which increased total open position to 3


On 9 Apr NATURALGAS was trading at 250.20. The strike last trading price was 13.4, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1


On 8 Apr NATURALGAS was trading at 254.40. The strike last trading price was 13.4, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1


On 7 Apr NATURALGAS was trading at 269.70. The strike last trading price was 13.4, which was 0 lower than the previous day. The implied volatity was 54.91, 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 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