NATURALGAS
Natural Gas
Historical option data for NATURALGAS
20 Feb 2026 11:58 PM IST
| NATURALGAS 24-MAR-2026 270 CE | ||||||||||||||||
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Delta: 0.57
Vega: 0.32
Theta: -0.32
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 20 Feb | 278.60 | 22.7 | -1.6 | 64.1 | 22,151 | -114 | 2,997 | |||||||||
| 19 Feb | 275.10 | 21.2 | -0.1 | 64.5 | 7,647 | 379 | 3,111 | |||||||||
| 18 Feb | 271.60 | 19.1 | 0.75 | 64.52 | 5,760 | 2,037 | 2,732 | |||||||||
| 17 Feb | 275.80 | 22 | -0.35 | 67.79 | 1,736 | 298 | 695 | |||||||||
| 16 Feb | 280.70 | 24.8 | 0.45 | 69.48 | 1,511 | 342 | 351 | |||||||||
| 13 Feb | 296.90 | 30.8 | 0.65 | 65.06 | 12 | 7 | 9 | |||||||||
| 12 Feb | 293.00 | 41.65 | 0 | - | 1 | 1 | 2 | |||||||||
| 11 Feb | 289.30 | 41.65 | 0 | 96.23 | 1 | 1 | 2 | |||||||||
| 10 Feb | 288.30 | 78 | 0 | - | 1 | 0 | 1 | |||||||||
| 9 Feb | 286.90 | 78 | 0 | - | 1 | 0 | 1 | |||||||||
| 6 Feb | 317.20 | 78 | 0 | - | 1 | 0 | 1 | |||||||||
| 5 Feb | 317.60 | 78 | 0 | - | 1 | 0 | 1 | |||||||||
| 4 Feb | 314.90 | 78 | 0 | - | 1 | 0 | 1 | |||||||||
| 3 Feb | 300.00 | 78 | 0 | - | 1 | 0 | 1 | |||||||||
| 2 Feb | 297.00 | 78 | 0 | - | 1 | 0 | 1 | |||||||||
| 1 Feb | 406.10 | 78 | 0 | - | 1 | 0 | 1 | |||||||||
| 30 Jan | 383.60 | 78 | 0 | - | 1 | 0 | 0 | |||||||||
| 29 Jan | 351.30 | 78 | 0 | - | 1 | 0 | 1 | |||||||||
| 28 Jan | 344.20 | 78 | 0 | 84.62 | 1 | 0 | 1 | |||||||||
| 27 Jan | 599.40 | 16 | 0 | - | 1 | 1 | 1 | |||||||||
| 23 Jan | 486.00 | 16 | 0 | - | 1 | 1 | 1 | |||||||||
| 22 Jan | 452.00 | 16 | 0 | - | 1 | 1 | 1 | |||||||||
| 21 Jan | 437.80 | 16 | 0 | - | 1 | 1 | 1 | |||||||||
| 20 Jan | 350.40 | - | - | - | 0 | 0 | 0 | |||||||||
| 19 Jan | 329.90 | - | - | - | 0 | 0 | 0 | |||||||||
| 16 Jan | 281.00 | 16 | 0 | 57.8 | 1 | 1 | 1 | |||||||||
| 12 Jan | 305.00 | - | - | - | 0 | 0 | 0 | |||||||||
| 9 Jan | 292.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 8 Jan | 306.30 | - | - | - | 0 | 0 | 0 | |||||||||
| 7 Jan | 320.10 | - | - | - | 0 | 0 | 0 | |||||||||
| 6 Jan | 306.10 | - | - | - | 0 | 0 | 0 | |||||||||
| 5 Jan | 316.40 | - | - | - | 0 | 0 | 0 | |||||||||
| 2 Jan | 332.80 | - | - | - | 0 | 0 | 0 | |||||||||
| 31 Dec | 334.20 | - | - | - | 0 | 0 | 0 | |||||||||
| 30 Dec | 361.60 | - | - | - | 0 | 0 | 0 | |||||||||
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| 29 Dec | 357.20 | - | - | - | 0 | 0 | 0 | |||||||||
For Natural Gas - strike price 270 expiring on 24MAR2026
Delta for 270 CE is 0.57
Historical price for 270 CE is as follows
On 20 Feb NATURALGAS was trading at 278.60. The strike last trading price was 22.7, which was -1.6 lower than the previous day. The implied volatity was 64.1, the open interest changed by -114 which decreased total open position to 2997
On 19 Feb NATURALGAS was trading at 275.10. The strike last trading price was 21.2, which was -0.1 lower than the previous day. The implied volatity was 64.5, the open interest changed by 379 which increased total open position to 3111
On 18 Feb NATURALGAS was trading at 271.60. The strike last trading price was 19.1, which was 0.75 higher than the previous day. The implied volatity was 64.52, the open interest changed by 2037 which increased total open position to 2732
On 17 Feb NATURALGAS was trading at 275.80. The strike last trading price was 22, which was -0.35 lower than the previous day. The implied volatity was 67.79, the open interest changed by 298 which increased total open position to 695
On 16 Feb NATURALGAS was trading at 280.70. The strike last trading price was 24.8, which was 0.45 higher than the previous day. The implied volatity was 69.48, the open interest changed by 342 which increased total open position to 351
On 13 Feb NATURALGAS was trading at 296.90. The strike last trading price was 30.8, which was 0.65 higher than the previous day. The implied volatity was 65.06, the open interest changed by 7 which increased total open position to 9
On 12 Feb NATURALGAS was trading at 293.00. The strike last trading price was 41.65, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 2
On 11 Feb NATURALGAS was trading at 289.30. The strike last trading price was 41.65, which was 0 lower than the previous day. The implied volatity was 96.23, the open interest changed by 1 which increased total open position to 2
On 10 Feb NATURALGAS was trading at 288.30. The strike last trading price was 78, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 9 Feb NATURALGAS was trading at 286.90. The strike last trading price was 78, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 6 Feb NATURALGAS was trading at 317.20. The strike last trading price was 78, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 5 Feb NATURALGAS was trading at 317.60. The strike last trading price was 78, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 4 Feb NATURALGAS was trading at 314.90. The strike last trading price was 78, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 3 Feb NATURALGAS was trading at 300.00. The strike last trading price was 78, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 2 Feb NATURALGAS was trading at 297.00. The strike last trading price was 78, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 1 Feb NATURALGAS was trading at 406.10. The strike last trading price was 78, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 30 Jan NATURALGAS was trading at 383.60. The strike last trading price was 78, 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 78, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 28 Jan NATURALGAS was trading at 344.20. The strike last trading price was 78, which was 0 lower than the previous day. The implied volatity was 84.62, the open interest changed by 0 which decreased total open position to 1
On 27 Jan NATURALGAS was trading at 599.40. The strike last trading price was 16, 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 23 Jan NATURALGAS was trading at 486.00. The strike last trading price was 16, 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 22 Jan NATURALGAS was trading at 452.00. The strike last trading price was 16, 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 21 Jan NATURALGAS was trading at 437.80. The strike last trading price was 16, 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 20 Jan NATURALGAS was trading at 350.40. 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 19 Jan NATURALGAS was trading at 329.90. 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 16 Jan NATURALGAS was trading at 281.00. The strike last trading price was 16, which was 0 lower than the previous day. The implied volatity was 57.8, the open interest changed by 1 which increased total open position to 1
On 12 Jan NATURALGAS was trading at 305.00. 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 9 Jan NATURALGAS was trading at 292.00. 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 Jan NATURALGAS was trading at 306.30. 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 7 Jan NATURALGAS was trading at 320.10. 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 Jan NATURALGAS was trading at 306.10. 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 5 Jan NATURALGAS was trading at 316.40. 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 2 Jan NATURALGAS was trading at 332.80. 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 31 Dec NATURALGAS was trading at 334.20. 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 30 Dec NATURALGAS was trading at 361.60. 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 29 Dec NATURALGAS was trading at 357.20. 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
| NATURALGAS 24MAR2026 270 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.43
Vega: 0.32
Theta: -0.31
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 20 Feb | 278.60 | 18.45 | 1.1 | 63.32 | 15,183 | 1,519 | 3,145 |
| 19 Feb | 275.10 | 20.4 | 0.55 | 63.57 | 5,260 | 775 | 1,626 |
| 18 Feb | 271.60 | 23.45 | -1.1 | 65.29 | 2,012 | 443 | 851 |
| 17 Feb | 275.80 | 22.9 | -0.35 | 66.89 | 1,436 | 185 | 408 |
| 16 Feb | 280.70 | 22.6 | -0.6 | 69.78 | 644 | 180 | 217 |
| 13 Feb | 296.90 | 16 | -3.1 | 61.06 | 32 | 29 | 37 |
| 12 Feb | 293.00 | 22.45 | 0 | - | 1 | 1 | 8 |
| 11 Feb | 289.30 | 22.45 | 0 | 75.78 | 1 | 1 | 8 |
| 10 Feb | 288.30 | 28.25 | 0.1 | 88.8 | 4 | 1 | 7 |
| 9 Feb | 286.90 | 29.3 | 1.1 | 89.32 | 4 | 2 | 6 |
| 6 Feb | 317.20 | 24 | -1.05 | - | 2 | 2 | 4 |
| 5 Feb | 317.60 | 24 | -1.05 | - | 2 | 2 | 4 |
| 4 Feb | 314.90 | 24 | -1.05 | 92.22 | 2 | 2 | 4 |
| 3 Feb | 300.00 | 26 | 0 | - | 1 | 0 | 2 |
| 2 Feb | 297.00 | 26 | 0 | 86.65 | 1 | 0 | 2 |
| 1 Feb | 406.10 | 15.9 | 0 | - | 2 | 0 | 2 |
| 30 Jan | 383.60 | 15.9 | 0 | - | 2 | 0 | 0 |
| 29 Jan | 351.30 | 15.9 | 0 | - | 2 | 0 | 2 |
| 28 Jan | 344.20 | 15.9 | 0 | - | 2 | 0 | 2 |
| 27 Jan | 599.40 | 15.9 | 0 | - | 2 | 2 | 2 |
| 23 Jan | 486.00 | 15.9 | 0 | 75.74 | 2 | 2 | 2 |
| 22 Jan | 452.00 | 0 | 0 | - | 0 | 0 | 0 |
| 21 Jan | 437.80 | 0 | 0 | - | 0 | 0 | 0 |
| 20 Jan | 350.40 | - | - | - | 0 | 0 | 0 |
| 19 Jan | 329.90 | - | - | - | 0 | 0 | 0 |
| 16 Jan | 281.00 | 0 | 0 | - | 0 | 0 | 0 |
| 12 Jan | 305.00 | - | - | - | 0 | 0 | 0 |
| 9 Jan | 292.00 | 0 | 0 | - | 0 | 0 | 0 |
| 8 Jan | 306.30 | - | - | - | 0 | 0 | 0 |
| 7 Jan | 320.10 | - | - | - | 0 | 0 | 0 |
| 6 Jan | 306.10 | - | - | - | 0 | 0 | 0 |
| 5 Jan | 316.40 | - | - | - | 0 | 0 | 0 |
| 2 Jan | 332.80 | - | - | - | 0 | 0 | 0 |
| 31 Dec | 334.20 | - | - | - | 0 | 0 | 0 |
| 30 Dec | 361.60 | - | - | - | 0 | 0 | 0 |
| 29 Dec | 357.20 | - | - | - | 0 | 0 | 0 |
For Natural Gas - strike price 270 expiring on 24MAR2026
Delta for 270 PE is -0.43
Historical price for 270 PE is as follows
On 20 Feb NATURALGAS was trading at 278.60. The strike last trading price was 18.45, which was 1.1 higher than the previous day. The implied volatity was 63.32, the open interest changed by 1519 which increased total open position to 3145
On 19 Feb NATURALGAS was trading at 275.10. The strike last trading price was 20.4, which was 0.55 higher than the previous day. The implied volatity was 63.57, the open interest changed by 775 which increased total open position to 1626
On 18 Feb NATURALGAS was trading at 271.60. The strike last trading price was 23.45, which was -1.1 lower than the previous day. The implied volatity was 65.29, the open interest changed by 443 which increased total open position to 851
On 17 Feb NATURALGAS was trading at 275.80. The strike last trading price was 22.9, which was -0.35 lower than the previous day. The implied volatity was 66.89, the open interest changed by 185 which increased total open position to 408
On 16 Feb NATURALGAS was trading at 280.70. The strike last trading price was 22.6, which was -0.6 lower than the previous day. The implied volatity was 69.78, the open interest changed by 180 which increased total open position to 217
On 13 Feb NATURALGAS was trading at 296.90. The strike last trading price was 16, which was -3.1 lower than the previous day. The implied volatity was 61.06, the open interest changed by 29 which increased total open position to 37
On 12 Feb NATURALGAS was trading at 293.00. The strike last trading price was 22.45, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 8
On 11 Feb NATURALGAS was trading at 289.30. The strike last trading price was 22.45, which was 0 lower than the previous day. The implied volatity was 75.78, the open interest changed by 1 which increased total open position to 8
On 10 Feb NATURALGAS was trading at 288.30. The strike last trading price was 28.25, which was 0.1 higher than the previous day. The implied volatity was 88.8, the open interest changed by 1 which increased total open position to 7
On 9 Feb NATURALGAS was trading at 286.90. The strike last trading price was 29.3, which was 1.1 higher than the previous day. The implied volatity was 89.32, the open interest changed by 2 which increased total open position to 6
On 6 Feb NATURALGAS was trading at 317.20. The strike last trading price was 24, which was -1.05 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 4
On 5 Feb NATURALGAS was trading at 317.60. The strike last trading price was 24, which was -1.05 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 4
On 4 Feb NATURALGAS was trading at 314.90. The strike last trading price was 24, which was -1.05 lower than the previous day. The implied volatity was 92.22, the open interest changed by 2 which increased total open position to 4
On 3 Feb NATURALGAS was trading at 300.00. The strike last trading price was 26, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 2 Feb NATURALGAS was trading at 297.00. The strike last trading price was 26, which was 0 lower than the previous day. The implied volatity was 86.65, the open interest changed by 0 which decreased total open position to 2
On 1 Feb NATURALGAS was trading at 406.10. The strike last trading price was 15.9, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 30 Jan NATURALGAS was trading at 383.60. The strike last trading price was 15.9, 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 15.9, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 28 Jan NATURALGAS was trading at 344.20. The strike last trading price was 15.9, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 27 Jan NATURALGAS was trading at 599.40. The strike last trading price was 15.9, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 2
On 23 Jan NATURALGAS was trading at 486.00. The strike last trading price was 15.9, which was 0 lower than the previous day. The implied volatity was 75.74, the open interest changed by 2 which increased total open position to 2
On 22 Jan NATURALGAS was trading at 452.00. 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 21 Jan NATURALGAS was trading at 437.80. 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 Jan NATURALGAS was trading at 350.40. 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 19 Jan NATURALGAS was trading at 329.90. 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 16 Jan NATURALGAS was trading at 281.00. 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 12 Jan NATURALGAS was trading at 305.00. 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 9 Jan NATURALGAS was trading at 292.00. 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 Jan NATURALGAS was trading at 306.30. 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 7 Jan NATURALGAS was trading at 320.10. 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 Jan NATURALGAS was trading at 306.10. 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 5 Jan NATURALGAS was trading at 316.40. 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 2 Jan NATURALGAS was trading at 332.80. 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 31 Dec NATURALGAS was trading at 334.20. 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 30 Dec NATURALGAS was trading at 361.60. 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 29 Dec NATURALGAS was trading at 357.20. 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
