[--[65.84.65.76]--]

NATURALGAS

Natural Gas
265.7 -8.60 (-3.14%)
L: 263.6 H: 275.5

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Historical option data for NATURALGAS

01 Apr 2026 11:58 PM IST
NATURALGAS 23-Apr-2026 (21d) 270 CE
Delta: 0.49
Vega: 0.26
Theta: -0.35
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
1 Apr 265.70 13.5 0.25 59.04 90,227 6,353 14,828
31 Mar 274.70 18.25 - - 46 937 9,412
30 Mar 274.70 19.55 0 61.14 25,584 3,039 8,475
27 Mar 291.10 30.3 0.3 58.3 12,864 -1,128 5,436
26 Mar 282.00 25 -0.4 63.88 18,344 -699 6,564
25 Mar 277.70 23.45 0.2 64.65 44,025 5,588 7,258
24 Mar 276.90 24 -0.6 67.04 7,563 994 1,670
23 Mar 272.60 23.15 -0.5 68.88 3,009 486 676
20 Mar 288.60 33.45 0.35 69.28 362 66 190
19 Mar 294.90 36.9 -1 64.43 461 -34 124
18 Mar 282.30 28.9 -1.2 63.92 497 142 158
17 Mar 280.70 28.15 -1.2 63.41 22 10 16
16 Mar 278.70 50.35 0.1 - 2 1 6
13 Mar 292.40 50.35 0.1 - 2 1 6
12 Mar 297.60 50.35 0.1 88.2 2 1 6
11 Mar 296.10 45 0 - 1 0 5
10 Mar 276.20 45 0 105.78 1 0 5
9 Mar 292.10 57.45 0 112.11 1 0 5
6 Mar 294.20 46.8 3.35 76.51 4 -2 5
5 Mar 274.00 30.05 -0.8 65.01 5 -2 7
4 Mar 270.90 35 -3 80.89 2 1 9
3 Mar 289.30 41 10.9 67.12 2 0 8
2 Mar 271.90 29.8 -0.3 65.81 6 2 8
27 Feb 262.30 20 -1.6 52.98 3 1 6
26 Feb 257.20 22 0.6 63.32 18 0 5
25 Feb 264.50 25.2 -0.35 62.92 5 3 5
24 Feb 267.90 35.55 0 89.1 1 1 2
23 Feb 271.50 27.5 -3.55 - 3 1 1
20 Feb 278.60 27.5 -3.55 52.49 3 1 1
19 Feb 275.10 118 36.5 - 2 1 0
18 Feb 271.60 118 36.5 - 2 1 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 317.60 118 36.5 194.01 2 1 0
4 Feb 314.90 - - - 0 0 0
3 Feb 300.00 0 0 - 0 0 0
2 Feb 297.00 0 0 - 0 0 0
1 Feb 406.10 0 0 - 0 0 0
30 Jan 383.60 0 0 - 0 0 0
29 Jan 351.30 0 0 0 0 0 0


For Natural Gas - strike price 270 expiring on 23APR2026

Delta for 270 CE is 0.49

Historical price for 270 CE is as follows

On 1 Apr NATURALGAS was trading at 265.70. The strike last trading price was 13.5, which was 0.25 higher than the previous day. The implied volatity was 59.04, the open interest changed by 6353 which increased total open position to 14828


On 31 Mar NATURALGAS was trading at 274.70. The strike last trading price was 18.25, which was - lower than the previous day. The implied volatity was -, the open interest changed by 937 which increased total open position to 9412


On 30 Mar NATURALGAS was trading at 274.70. The strike last trading price was 19.55, which was 0 lower than the previous day. The implied volatity was 61.14, the open interest changed by 3039 which increased total open position to 8475


On 27 Mar NATURALGAS was trading at 291.10. The strike last trading price was 30.3, which was 0.3 higher than the previous day. The implied volatity was 58.3, the open interest changed by -1128 which decreased total open position to 5436


On 26 Mar NATURALGAS was trading at 282.00. The strike last trading price was 25, which was -0.4 lower than the previous day. The implied volatity was 63.88, the open interest changed by -699 which decreased total open position to 6564


On 25 Mar NATURALGAS was trading at 277.70. The strike last trading price was 23.45, which was 0.2 higher than the previous day. The implied volatity was 64.65, the open interest changed by 5588 which increased total open position to 7258


On 24 Mar NATURALGAS was trading at 276.90. The strike last trading price was 24, which was -0.6 lower than the previous day. The implied volatity was 67.04, the open interest changed by 994 which increased total open position to 1670


On 23 Mar NATURALGAS was trading at 272.60. The strike last trading price was 23.15, which was -0.5 lower than the previous day. The implied volatity was 68.88, the open interest changed by 486 which increased total open position to 676


On 20 Mar NATURALGAS was trading at 288.60. The strike last trading price was 33.45, which was 0.35 higher than the previous day. The implied volatity was 69.28, the open interest changed by 66 which increased total open position to 190


On 19 Mar NATURALGAS was trading at 294.90. The strike last trading price was 36.9, which was -1 lower than the previous day. The implied volatity was 64.43, the open interest changed by -34 which decreased total open position to 124


On 18 Mar NATURALGAS was trading at 282.30. The strike last trading price was 28.9, which was -1.2 lower than the previous day. The implied volatity was 63.92, the open interest changed by 142 which increased total open position to 158


On 17 Mar NATURALGAS was trading at 280.70. The strike last trading price was 28.15, which was -1.2 lower than the previous day. The implied volatity was 63.41, the open interest changed by 10 which increased total open position to 16


On 16 Mar NATURALGAS was trading at 278.70. The strike last trading price was 50.35, which was 0.1 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 6


On 13 Mar NATURALGAS was trading at 292.40. The strike last trading price was 50.35, which was 0.1 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 6


On 12 Mar NATURALGAS was trading at 297.60. The strike last trading price was 50.35, which was 0.1 higher than the previous day. The implied volatity was 88.2, the open interest changed by 1 which increased total open position to 6


On 11 Mar NATURALGAS was trading at 296.10. The strike last trading price was 45, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5


On 10 Mar NATURALGAS was trading at 276.20. The strike last trading price was 45, which was 0 lower than the previous day. The implied volatity was 105.78, the open interest changed by 0 which decreased total open position to 5


On 9 Mar NATURALGAS was trading at 292.10. The strike last trading price was 57.45, which was 0 lower than the previous day. The implied volatity was 112.11, the open interest changed by 0 which decreased total open position to 5


On 6 Mar NATURALGAS was trading at 294.20. The strike last trading price was 46.8, which was 3.35 higher than the previous day. The implied volatity was 76.51, the open interest changed by -2 which decreased total open position to 5


On 5 Mar NATURALGAS was trading at 274.00. The strike last trading price was 30.05, which was -0.8 lower than the previous day. The implied volatity was 65.01, the open interest changed by -2 which decreased total open position to 7


On 4 Mar NATURALGAS was trading at 270.90. The strike last trading price was 35, which was -3 lower than the previous day. The implied volatity was 80.89, the open interest changed by 1 which increased total open position to 9


On 3 Mar NATURALGAS was trading at 289.30. The strike last trading price was 41, which was 10.9 higher than the previous day. The implied volatity was 67.12, the open interest changed by 0 which decreased total open position to 8


On 2 Mar NATURALGAS was trading at 271.90. The strike last trading price was 29.8, which was -0.3 lower than the previous day. The implied volatity was 65.81, the open interest changed by 2 which increased total open position to 8


On 27 Feb NATURALGAS was trading at 262.30. The strike last trading price was 20, which was -1.6 lower than the previous day. The implied volatity was 52.98, the open interest changed by 1 which increased total open position to 6


On 26 Feb NATURALGAS was trading at 257.20. The strike last trading price was 22, which was 0.6 higher than the previous day. The implied volatity was 63.32, the open interest changed by 0 which decreased total open position to 5


On 25 Feb NATURALGAS was trading at 264.50. The strike last trading price was 25.2, which was -0.35 lower than the previous day. The implied volatity was 62.92, the open interest changed by 3 which increased total open position to 5


On 24 Feb NATURALGAS was trading at 267.90. The strike last trading price was 35.55, which was 0 lower than the previous day. The implied volatity was 89.1, the open interest changed by 1 which increased total open position to 2


On 23 Feb NATURALGAS was trading at 271.50. The strike last trading price was 27.5, which was -3.55 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1


On 20 Feb NATURALGAS was trading at 278.60. The strike last trading price was 27.5, which was -3.55 lower than the previous day. The implied volatity was 52.49, the open interest changed by 1 which increased total open position to 1


On 19 Feb NATURALGAS was trading at 275.10. The strike last trading price was 118, which was 36.5 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 18 Feb NATURALGAS was trading at 271.60. The strike last trading price was 118, which was 36.5 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased 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 118, which was 36.5 higher than the previous day. The implied volatity was 194.01, the open interest changed by 1 which increased 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 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 Feb NATURALGAS was trading at 297.00. 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 1 Feb NATURALGAS was trading at 406.10. 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 Jan NATURALGAS was trading at 383.60. 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 Jan NATURALGAS was trading at 351.30. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0


NATURALGAS 23-Apr-2026 (21d) 270 PE
Delta: -0.52
Vega: 0.26
Theta: -0.34
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
1 Apr 265.70 17.7 -0.1 58.66 93,345 4,475 11,456
31 Mar 274.70 13.65 - - 63 2,152 9,133
30 Mar 274.70 15.15 -0.1 62.22 48,307 164 6,981
27 Mar 291.10 9.85 -0.8 60.68 32,717 663 6,817
26 Mar 282.00 15.1 0.5 64.89 25,174 -430 6,153
25 Mar 277.70 17.45 0.3 66.94 51,521 4,821 6,606
24 Mar 276.90 18.35 0 67.53 9,166 983 1,785
23 Mar 272.60 20.65 0.5 69.51 5,051 544 802
20 Mar 288.60 15.35 0 68.04 977 -29 258
19 Mar 294.90 13 -0.4 66.64 880 158 287
18 Mar 282.30 16.8 0.3 64.81 380 82 129
17 Mar 280.70 16.55 -0.15 61.66 81 42 47
16 Mar 278.70 21.2 0 72.99 1 3 5
13 Mar 292.40 34 0 - 4 3 5
12 Mar 297.60 34 0 - 4 3 5
11 Mar 296.10 34 0 - 4 3 5
10 Mar 276.20 34 0 101.5 4 3 5
9 Mar 292.10 24.9 2.25 - 3 2 2
6 Mar 294.20 24.9 2.25 - 3 2 2
5 Mar 274.00 24.9 2.25 - 3 2 2
4 Mar 270.90 24.9 2.25 67.84 3 2 2
3 Mar 289.30 18.5 -2.4 67.87 2 1 0
2 Mar 271.90 22 1.1 59.92 4 1 0
27 Feb 262.30 31.8 1 - 2 1 0
26 Feb 257.20 31.8 1 - 2 1 0
25 Feb 264.50 31.8 1 71.73 2 1 0
24 Feb 267.90 27 1.5 - 2 1 0
23 Feb 271.50 27 1.5 64.04 2 1 0
20 Feb 278.60 2.95 1.75 - 40,000 1 0
19 Feb 275.10 2.95 1.75 - 40,000 1 0
18 Feb 271.60 2.95 1.75 - 40,000 1 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 2.95 1.75 - 40,000 1 0
4 Feb 314.90 - - - 0 0 0
3 Feb 300.00 2.95 1.75 - 40,000 1 0
2 Feb 297.00 2.95 1.75 - 40,000 1 0
1 Feb 406.10 2.95 1.75 - 40,000 1 0
30 Jan 383.60 2.95 1.75 - 40,000 1 0
29 Jan 351.30 2.95 1.75 0 40,000 1 0


For Natural Gas - strike price 270 expiring on 23APR2026

Delta for 270 PE is -0.52

Historical price for 270 PE is as follows

On 1 Apr NATURALGAS was trading at 265.70. The strike last trading price was 17.7, which was -0.1 lower than the previous day. The implied volatity was 58.66, the open interest changed by 4475 which increased total open position to 11456


On 31 Mar NATURALGAS was trading at 274.70. The strike last trading price was 13.65, which was - lower than the previous day. The implied volatity was -, the open interest changed by 2152 which increased total open position to 9133


On 30 Mar NATURALGAS was trading at 274.70. The strike last trading price was 15.15, which was -0.1 lower than the previous day. The implied volatity was 62.22, the open interest changed by 164 which increased total open position to 6981


On 27 Mar NATURALGAS was trading at 291.10. The strike last trading price was 9.85, which was -0.8 lower than the previous day. The implied volatity was 60.68, the open interest changed by 663 which increased total open position to 6817


On 26 Mar NATURALGAS was trading at 282.00. The strike last trading price was 15.1, which was 0.5 higher than the previous day. The implied volatity was 64.89, the open interest changed by -430 which decreased total open position to 6153


On 25 Mar NATURALGAS was trading at 277.70. The strike last trading price was 17.45, which was 0.3 higher than the previous day. The implied volatity was 66.94, the open interest changed by 4821 which increased total open position to 6606


On 24 Mar NATURALGAS was trading at 276.90. The strike last trading price was 18.35, which was 0 lower than the previous day. The implied volatity was 67.53, the open interest changed by 983 which increased total open position to 1785


On 23 Mar NATURALGAS was trading at 272.60. The strike last trading price was 20.65, which was 0.5 higher than the previous day. The implied volatity was 69.51, the open interest changed by 544 which increased total open position to 802


On 20 Mar NATURALGAS was trading at 288.60. The strike last trading price was 15.35, which was 0 lower than the previous day. The implied volatity was 68.04, the open interest changed by -29 which decreased total open position to 258


On 19 Mar NATURALGAS was trading at 294.90. The strike last trading price was 13, which was -0.4 lower than the previous day. The implied volatity was 66.64, the open interest changed by 158 which increased total open position to 287


On 18 Mar NATURALGAS was trading at 282.30. The strike last trading price was 16.8, which was 0.3 higher than the previous day. The implied volatity was 64.81, the open interest changed by 82 which increased total open position to 129


On 17 Mar NATURALGAS was trading at 280.70. The strike last trading price was 16.55, which was -0.15 lower than the previous day. The implied volatity was 61.66, the open interest changed by 42 which increased total open position to 47


On 16 Mar NATURALGAS was trading at 278.70. The strike last trading price was 21.2, which was 0 lower than the previous day. The implied volatity was 72.99, the open interest changed by 3 which increased total open position to 5


On 13 Mar NATURALGAS was trading at 292.40. The strike last trading price was 34, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 5


On 12 Mar NATURALGAS was trading at 297.60. The strike last trading price was 34, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 5


On 11 Mar NATURALGAS was trading at 296.10. The strike last trading price was 34, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 5


On 10 Mar NATURALGAS was trading at 276.20. The strike last trading price was 34, which was 0 lower than the previous day. The implied volatity was 101.5, the open interest changed by 3 which increased total open position to 5


On 9 Mar NATURALGAS was trading at 292.10. The strike last trading price was 24.9, which was 2.25 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 2


On 6 Mar NATURALGAS was trading at 294.20. The strike last trading price was 24.9, which was 2.25 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 2


On 5 Mar NATURALGAS was trading at 274.00. The strike last trading price was 24.9, which was 2.25 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 2


On 4 Mar NATURALGAS was trading at 270.90. The strike last trading price was 24.9, which was 2.25 higher than the previous day. The implied volatity was 67.84, the open interest changed by 2 which increased total open position to 2


On 3 Mar NATURALGAS was trading at 289.30. The strike last trading price was 18.5, which was -2.4 lower than the previous day. The implied volatity was 67.87, the open interest changed by 1 which increased total open position to 0


On 2 Mar NATURALGAS was trading at 271.90. The strike last trading price was 22, which was 1.1 higher than the previous day. The implied volatity was 59.92, the open interest changed by 1 which increased total open position to 0


On 27 Feb NATURALGAS was trading at 262.30. The strike last trading price was 31.8, which was 1 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 26 Feb NATURALGAS was trading at 257.20. The strike last trading price was 31.8, which was 1 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 25 Feb NATURALGAS was trading at 264.50. The strike last trading price was 31.8, which was 1 higher than the previous day. The implied volatity was 71.73, the open interest changed by 1 which increased total open position to 0


On 24 Feb NATURALGAS was trading at 267.90. The strike last trading price was 27, which was 1.5 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 23 Feb NATURALGAS was trading at 271.50. The strike last trading price was 27, which was 1.5 higher than the previous day. The implied volatity was 64.04, the open interest changed by 1 which increased total open position to 0


On 20 Feb NATURALGAS was trading at 278.60. The strike last trading price was 2.95, which was 1.75 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 19 Feb NATURALGAS was trading at 275.10. The strike last trading price was 2.95, which was 1.75 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 18 Feb NATURALGAS was trading at 271.60. The strike last trading price was 2.95, which was 1.75 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased 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 2.95, which was 1.75 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased 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 2.95, which was 1.75 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 2 Feb NATURALGAS was trading at 297.00. The strike last trading price was 2.95, which was 1.75 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 1 Feb NATURALGAS was trading at 406.10. The strike last trading price was 2.95, which was 1.75 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 30 Jan NATURALGAS was trading at 383.60. The strike last trading price was 2.95, which was 1.75 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 29 Jan NATURALGAS was trading at 351.30. The strike last trading price was 2.95, which was 1.75 higher than the previous day. The implied volatity was 0, the open interest changed by 1 which increased total open position to 0