[--[65.84.65.76]--]

NATURALGAS

Natural Gas
239.2 -5.60 (-2.29%)
L: 238.2 H: 243.9

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Historical option data for NATURALGAS

24 Apr 2026 05:12 PM IST
NATURALGAS 22-May-2026 (28d) 270 CE
Delta: 0.37
Vega: 0.27
Theta: -0.24
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
24 Apr 239.40 8.7 -1.55 51.39 8,026 844 6,353
23 Apr 243.80 10.15 -0.1 49.89 17,124 3,520 5,509
22 Apr 255.40 15.3 0 49.23 5,115 330 1,989
21 Apr 252.10 14 -0.05 48.08 4,047 323 1,659
20 Apr 251.70 14.7 0.1 50.65 3,465 635 1,336
17 Apr 250.60 15 0.1 52.35 1,674 223 701
16 Apr 246.80 15 0.1 55.38 919 45 478
15 Apr 245.10 15.15 0.2 56.63 422 82 433
14 Apr 243.20 14.7 -0.2 56.18 637 247 351
13 Apr 247.60 17.25 -0.15 56.24 128 71 104
10 Apr 248.70 17.5 -0.55 54.35 37 11 33
9 Apr 250.20 19 -0.25 58.25 40 15 22
8 Apr 254.40 21.7 -1.25 60.7 9 4 7
7 Apr 269.70 32.05 2.6 65.07 4 3 3
6 Apr 265.80 28.2 0 - 1 1 1
2 Apr 263.80 28.2 0 60.32 1 1 1
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 270 expiring on 22MAY2026

Delta for 270 CE is 0.37

Historical price for 270 CE is as follows

On 24 Apr NATURALGAS was trading at 239.40. The strike last trading price was 8.7, which was -1.55 lower than the previous day. The implied volatity was 51.39, the open interest changed by 844 which increased total open position to 6353


On 23 Apr NATURALGAS was trading at 243.80. The strike last trading price was 10.15, which was -0.1 lower than the previous day. The implied volatity was 49.89, the open interest changed by 3520 which increased total open position to 5509


On 22 Apr NATURALGAS was trading at 255.40. The strike last trading price was 15.3, which was 0 lower than the previous day. The implied volatity was 49.23, the open interest changed by 330 which increased total open position to 1989


On 21 Apr NATURALGAS was trading at 252.10. The strike last trading price was 14, which was -0.05 lower than the previous day. The implied volatity was 48.08, the open interest changed by 323 which increased total open position to 1659


On 20 Apr NATURALGAS was trading at 251.70. The strike last trading price was 14.7, which was 0.1 higher than the previous day. The implied volatity was 50.65, the open interest changed by 635 which increased total open position to 1336


On 17 Apr NATURALGAS was trading at 250.60. The strike last trading price was 15, which was 0.1 higher than the previous day. The implied volatity was 52.35, the open interest changed by 223 which increased total open position to 701


On 16 Apr NATURALGAS was trading at 246.80. The strike last trading price was 15, which was 0.1 higher than the previous day. The implied volatity was 55.38, the open interest changed by 45 which increased total open position to 478


On 15 Apr NATURALGAS was trading at 245.10. The strike last trading price was 15.15, which was 0.2 higher than the previous day. The implied volatity was 56.63, the open interest changed by 82 which increased total open position to 433


On 14 Apr NATURALGAS was trading at 243.20. The strike last trading price was 14.7, which was -0.2 lower than the previous day. The implied volatity was 56.18, the open interest changed by 247 which increased total open position to 351


On 13 Apr NATURALGAS was trading at 247.60. The strike last trading price was 17.25, which was -0.15 lower than the previous day. The implied volatity was 56.24, the open interest changed by 71 which increased total open position to 104


On 10 Apr NATURALGAS was trading at 248.70. The strike last trading price was 17.5, which was -0.55 lower than the previous day. The implied volatity was 54.35, the open interest changed by 11 which increased total open position to 33


On 9 Apr NATURALGAS was trading at 250.20. The strike last trading price was 19, which was -0.25 lower than the previous day. The implied volatity was 58.25, the open interest changed by 15 which increased total open position to 22


On 8 Apr NATURALGAS was trading at 254.40. The strike last trading price was 21.7, which was -1.25 lower than the previous day. The implied volatity was 60.7, the open interest changed by 4 which increased total open position to 7


On 7 Apr NATURALGAS was trading at 269.70. The strike last trading price was 32.05, which was 2.6 higher than the previous day. The implied volatity was 65.07, the open interest changed by 3 which increased total open position to 3


On 6 Apr NATURALGAS was trading at 265.80. The strike last trading price was 28.2, 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 2 Apr NATURALGAS was trading at 263.80. The strike last trading price was 28.2, which was 0 lower than the previous day. The implied volatity was 60.32, the open interest changed by 1 which increased total open position to 1


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) 270 PE
Delta: -0.63
Vega: 0.27
Theta: -0.24
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
24 Apr 239.40 23.45 3.15 50.46 1,624 -3 2,351
23 Apr 243.80 20.8 0.5 49.72 9,150 665 2,354
22 Apr 255.40 15.35 0.2 49.71 5,813 615 1,689
21 Apr 252.10 16.05 -0.25 47.6 2,191 498 1,074
20 Apr 251.70 17.85 0.05 51.44 2,171 419 576
17 Apr 250.60 19.75 0.05 51.89 554 51 157
16 Apr 246.80 22.2 -0.55 54.47 203 39 100
15 Apr 245.10 24 -0.3 57.38 83 8 71
14 Apr 243.20 24.6 -0.15 56.48 59 -8 63
13 Apr 247.60 22.5 0.8 56.96 60 30 71
10 Apr 248.70 22.35 -0.45 55.04 68 -8 41
9 Apr 250.20 22.95 -0.3 55.64 18 6 49
8 Apr 254.40 23.85 1.15 61.37 29 1 43
7 Apr 269.70 19 -0.55 64.14 40 42 42
6 Apr 265.80 22 -0.45 - 2 0 5
2 Apr 263.80 22 -0.45 63.07 2 0 5
1 Apr 265.70 19.75 -2.05 58.38 7 5 5
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 270 expiring on 22MAY2026

Delta for 270 PE is -0.63

Historical price for 270 PE is as follows

On 24 Apr NATURALGAS was trading at 239.40. The strike last trading price was 23.45, which was 3.15 higher than the previous day. The implied volatity was 50.46, the open interest changed by -3 which decreased total open position to 2351


On 23 Apr NATURALGAS was trading at 243.80. The strike last trading price was 20.8, which was 0.5 higher than the previous day. The implied volatity was 49.72, the open interest changed by 665 which increased total open position to 2354


On 22 Apr NATURALGAS was trading at 255.40. The strike last trading price was 15.35, which was 0.2 higher than the previous day. The implied volatity was 49.71, the open interest changed by 615 which increased total open position to 1689


On 21 Apr NATURALGAS was trading at 252.10. The strike last trading price was 16.05, which was -0.25 lower than the previous day. The implied volatity was 47.6, the open interest changed by 498 which increased total open position to 1074


On 20 Apr NATURALGAS was trading at 251.70. The strike last trading price was 17.85, which was 0.05 higher than the previous day. The implied volatity was 51.44, the open interest changed by 419 which increased total open position to 576


On 17 Apr NATURALGAS was trading at 250.60. The strike last trading price was 19.75, which was 0.05 higher than the previous day. The implied volatity was 51.89, the open interest changed by 51 which increased total open position to 157


On 16 Apr NATURALGAS was trading at 246.80. The strike last trading price was 22.2, which was -0.55 lower than the previous day. The implied volatity was 54.47, the open interest changed by 39 which increased total open position to 100


On 15 Apr NATURALGAS was trading at 245.10. The strike last trading price was 24, which was -0.3 lower than the previous day. The implied volatity was 57.38, the open interest changed by 8 which increased total open position to 71


On 14 Apr NATURALGAS was trading at 243.20. The strike last trading price was 24.6, which was -0.15 lower than the previous day. The implied volatity was 56.48, the open interest changed by -8 which decreased total open position to 63


On 13 Apr NATURALGAS was trading at 247.60. The strike last trading price was 22.5, which was 0.8 higher than the previous day. The implied volatity was 56.96, the open interest changed by 30 which increased total open position to 71


On 10 Apr NATURALGAS was trading at 248.70. The strike last trading price was 22.35, which was -0.45 lower than the previous day. The implied volatity was 55.04, the open interest changed by -8 which decreased total open position to 41


On 9 Apr NATURALGAS was trading at 250.20. The strike last trading price was 22.95, which was -0.3 lower than the previous day. The implied volatity was 55.64, the open interest changed by 6 which increased total open position to 49


On 8 Apr NATURALGAS was trading at 254.40. The strike last trading price was 23.85, which was 1.15 higher than the previous day. The implied volatity was 61.37, the open interest changed by 1 which increased total open position to 43


On 7 Apr NATURALGAS was trading at 269.70. The strike last trading price was 19, which was -0.55 lower than the previous day. The implied volatity was 64.14, the open interest changed by 42 which increased total open position to 42


On 6 Apr NATURALGAS was trading at 265.80. The strike last trading price was 22, which was -0.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5


On 2 Apr NATURALGAS was trading at 263.80. The strike last trading price was 22, which was -0.45 lower than the previous day. The implied volatity was 63.07, the open interest changed by 0 which decreased total open position to 5


On 1 Apr NATURALGAS was trading at 265.70. The strike last trading price was 19.75, which was -2.05 lower than the previous day. The implied volatity was 58.38, the open interest changed by 5 which increased total open position to 5


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