NATURALGAS
Natural Gas
Historical option data for NATURALGAS
15 May 2026 11:58 PM IST
| NATURALGAS 22-May-2026 (6d) 275 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.68
Vega: 0.14
Theta: -0.52
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 15 May | 283.90 | 13.45 | -0.3 (-2.18%) | 52.58 | 54,768 | -449 | 6,946 | |||||||||
| 14 May | 276.90 | 10.2 | -0.2 (-1.92%) | 55.78 | 1,04,872 | 615 | 7,395 | |||||||||
| 13 May | 275.40 | 9.95 | 0 (0.00%) | 55.85 | 92,973 | -154 | 6,780 | |||||||||
| 12 May | 272.00 | 8.75 | 0.45 (5.42%) | 55.75 | 61,505 | 385 | 6,934 | |||||||||
| 11 May | 278.00 | 12.1 | 0 (0.00%) | 54.45 | 85,783 | 984 | 6,549 | |||||||||
| 8 May | 260.50 | 5.15 | -0.45 (-8.04%) | 51.72 | 47,395 | 1,611 | 5,565 | |||||||||
| 7 May | 263.00 | 6.9 | -0.2 (-2.82%) | 54.57 | 30,488 | -1,210 | 3,954 | |||||||||
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| 6 May | 258.60 | 5.7 | -0.1 (-1.72%) | 54.33 | 26,152 | -180 | 5,164 | |||||||||
| 5 May | 267.00 | 8.95 | -0.2 (-2.19%) | 53.45 | 62,083 | 1,829 | 5,344 | |||||||||
| 4 May | 274.50 | 12.9 | -0.05 (-0.39%) | 53.71 | 69,517 | 1,148 | 3,515 | |||||||||
| 3 May | 264.10 | 9 | -0.1 (-1.10%) | 53.17 | 24,501 | 411 | 2,367 | |||||||||
| 2 May | 264.10 | 9 | -0.1 (-1.10%) | 53.17 | 24,501 | 411 | 2,367 | |||||||||
| 1 May | 264.10 | 9 | -0.1 (-1.10%) | 53.14 | 24,501 | 412 | 2,367 | |||||||||
| 30 Apr | 263.60 | 9.1 | 0.15 (1.68%) | 53.12 | 15,882 | -97 | 1,956 | |||||||||
| 29 Apr | 252.20 | 5.3 | -0.1 (-1.85%) | 52.12 | 7,927 | 347 | 2,053 | |||||||||
| 28 Apr | 257.30 | 7.15 | -0.2 (-2.72%) | 52.29 | 7,056 | 527 | 1,706 | |||||||||
| 27 Apr | 242.80 | 9.2 | -0.05 (-0.54%) | 53.34 | 12,009 | 147 | 1,179 | |||||||||
| 24 Apr | 239.20 | 7.8 | 0.1 (1.30%) | 53.01 | 5,068 | 120 | 1,032 | |||||||||
| 23 Apr | 243.80 | 8.65 | -0.05 (-0.57%) | 50.55 | 4,081 | 748 | 912 | |||||||||
| 22 Apr | 255.40 | 13.1 | -0.2 (-1.50%) | 49.34 | 880 | 127 | 164 | |||||||||
| 21 Apr | 252.10 | 11.85 | -0.4 (-3.27%) | 47.97 | 70 | 18 | 37 | |||||||||
| 20 Apr | 251.70 | 12.8 | -0.8 (-5.88%) | 51.24 | 80 | 0 | 19 | |||||||||
| 17 Apr | 250.60 | 12.2 | -0.25 (-2.01%) | 49.9 | 29 | 19 | 19 | |||||||||
| 16 Apr | 246.80 | 13.55 | 0.15 (1.12%) | - | 2 | 1 | 18 | |||||||||
| 15 Apr | 245.10 | 13.55 | 0.15 (1.12%) | 57.46 | 2 | 1 | 18 | |||||||||
| 14 Apr | 243.20 | 12.55 | -1.45 (-10.36%) | 55.19 | 3 | 1 | 17 | |||||||||
| 13 Apr | 247.60 | 17.45 | 0 (0.00%) | 62.67 | 1 | 1 | 16 | |||||||||
| 10 Apr | 248.70 | 17.45 | -0.2 (-1.13%) | 59.88 | 6 | 15 | 15 | |||||||||
| 9 Apr | 250.20 | 16.55 | 0 (0.00%) | 57.09 | 1 | 3 | 10 | |||||||||
| 8 Apr | 254.40 | 21.3 | -0.3 (-1.39%) | 65.37 | 11 | 3 | 10 | |||||||||
| 7 Apr | 269.70 | 27 | 2.75 (11.34%) | 58.7 | 6 | 7 | 7 | |||||||||
| 6 Apr | 265.80 | 22 | -0.95 (-4.14%) | - | 2 | 2 | 2 | |||||||||
| 2 Apr | 263.80 | 22 | -0.95 (-4.14%) | 51.04 | 2 | 2 | 2 | |||||||||
| 1 Apr | 265.70 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 31 Mar | 274.70 | 0 | - | - | 0 | 0 | 0 | |||||||||
| 30 Mar | 274.70 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 27 Mar | 291.10 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 26 Mar | 282.00 | - | - | - | 0 | 0 | 0 | |||||||||
| 25 Mar | 277.70 | 0 | 0 (0.00%) | - | 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 (0.00%) | - | 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 275 expiring on 22MAY2026
Delta for 275 CE is 0.68
Historical price for 275 CE is as follows
On 15 May NATURALGAS was trading at 283.90. The strike last trading price was 13.45, which was -0.3 lower than the previous day. The implied volatity was 52.58, the open interest changed by -449 which decreased total open position to 6946
On 14 May NATURALGAS was trading at 276.90. The strike last trading price was 10.2, which was -0.2 lower than the previous day. The implied volatity was 55.78, the open interest changed by 615 which increased total open position to 7395
On 13 May NATURALGAS was trading at 275.40. The strike last trading price was 9.95, which was 0 lower than the previous day. The implied volatity was 55.85, the open interest changed by -154 which decreased total open position to 6780
On 12 May NATURALGAS was trading at 272.00. The strike last trading price was 8.75, which was 0.45 higher than the previous day. The implied volatity was 55.75, the open interest changed by 385 which increased total open position to 6934
On 11 May NATURALGAS was trading at 278.00. The strike last trading price was 12.1, which was 0 lower than the previous day. The implied volatity was 54.45, the open interest changed by 984 which increased total open position to 6549
On 8 May NATURALGAS was trading at 260.50. The strike last trading price was 5.15, which was -0.45 lower than the previous day. The implied volatity was 51.72, the open interest changed by 1611 which increased total open position to 5565
On 7 May NATURALGAS was trading at 263.00. The strike last trading price was 6.9, which was -0.2 lower than the previous day. The implied volatity was 54.57, the open interest changed by -1210 which decreased total open position to 3954
On 6 May NATURALGAS was trading at 258.60. The strike last trading price was 5.7, which was -0.1 lower than the previous day. The implied volatity was 54.33, the open interest changed by -180 which decreased total open position to 5164
On 5 May NATURALGAS was trading at 267.00. The strike last trading price was 8.95, which was -0.2 lower than the previous day. The implied volatity was 53.45, the open interest changed by 1829 which increased total open position to 5344
On 4 May NATURALGAS was trading at 274.50. The strike last trading price was 12.9, which was -0.05 lower than the previous day. The implied volatity was 53.71, the open interest changed by 1148 which increased total open position to 3515
On 3 May NATURALGAS was trading at 264.10. The strike last trading price was 9, which was -0.1 lower than the previous day. The implied volatity was 53.17, the open interest changed by 411 which increased total open position to 2367
On 2 May NATURALGAS was trading at 264.10. The strike last trading price was 9, which was -0.1 lower than the previous day. The implied volatity was 53.17, the open interest changed by 411 which increased total open position to 2367
On 1 May NATURALGAS was trading at 264.10. The strike last trading price was 9, which was -0.1 lower than the previous day. The implied volatity was 53.14, the open interest changed by 412 which increased total open position to 2367
On 30 Apr NATURALGAS was trading at 263.60. The strike last trading price was 9.1, which was 0.15 higher than the previous day. The implied volatity was 53.12, the open interest changed by -97 which decreased total open position to 1956
On 29 Apr NATURALGAS was trading at 252.20. The strike last trading price was 5.3, which was -0.1 lower than the previous day. The implied volatity was 52.12, the open interest changed by 347 which increased total open position to 2053
On 28 Apr NATURALGAS was trading at 257.30. The strike last trading price was 7.15, which was -0.2 lower than the previous day. The implied volatity was 52.29, the open interest changed by 527 which increased total open position to 1706
On 27 Apr NATURALGAS was trading at 242.80. The strike last trading price was 9.2, which was -0.05 lower than the previous day. The implied volatity was 53.34, the open interest changed by 147 which increased total open position to 1179
On 24 Apr NATURALGAS was trading at 239.20. The strike last trading price was 7.8, which was 0.1 higher than the previous day. The implied volatity was 53.01, the open interest changed by 120 which increased total open position to 1032
On 23 Apr NATURALGAS was trading at 243.80. The strike last trading price was 8.65, which was -0.05 lower than the previous day. The implied volatity was 50.55, the open interest changed by 748 which increased total open position to 912
On 22 Apr NATURALGAS was trading at 255.40. The strike last trading price was 13.1, which was -0.2 lower than the previous day. The implied volatity was 49.34, the open interest changed by 127 which increased total open position to 164
On 21 Apr NATURALGAS was trading at 252.10. The strike last trading price was 11.85, which was -0.4 lower than the previous day. The implied volatity was 47.97, the open interest changed by 18 which increased total open position to 37
On 20 Apr NATURALGAS was trading at 251.70. The strike last trading price was 12.8, which was -0.8 lower than the previous day. The implied volatity was 51.24, the open interest changed by 0 which decreased total open position to 19
On 17 Apr NATURALGAS was trading at 250.60. The strike last trading price was 12.2, which was -0.25 lower than the previous day. The implied volatity was 49.9, the open interest changed by 19 which increased total open position to 19
On 16 Apr NATURALGAS was trading at 246.80. The strike last trading price was 13.55, which was 0.15 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 18
On 15 Apr NATURALGAS was trading at 245.10. The strike last trading price was 13.55, which was 0.15 higher than the previous day. The implied volatity was 57.46, the open interest changed by 1 which increased total open position to 18
On 14 Apr NATURALGAS was trading at 243.20. The strike last trading price was 12.55, which was -1.45 lower than the previous day. The implied volatity was 55.19, the open interest changed by 1 which increased total open position to 17
On 13 Apr NATURALGAS was trading at 247.60. The strike last trading price was 17.45, which was 0 lower than the previous day. The implied volatity was 62.67, the open interest changed by 1 which increased total open position to 16
On 10 Apr NATURALGAS was trading at 248.70. The strike last trading price was 17.45, which was -0.2 lower than the previous day. The implied volatity was 59.88, the open interest changed by 15 which increased total open position to 15
On 9 Apr NATURALGAS was trading at 250.20. The strike last trading price was 16.55, which was 0 lower than the previous day. The implied volatity was 57.09, the open interest changed by 3 which increased total open position to 10
On 8 Apr NATURALGAS was trading at 254.40. The strike last trading price was 21.3, which was -0.3 lower than the previous day. The implied volatity was 65.37, the open interest changed by 3 which increased total open position to 10
On 7 Apr NATURALGAS was trading at 269.70. The strike last trading price was 27, which was 2.75 higher than the previous day. The implied volatity was 58.7, the open interest changed by 7 which increased total open position to 7
On 6 Apr NATURALGAS was trading at 265.80. The strike last trading price was 22, which was -0.95 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 2
On 2 Apr NATURALGAS was trading at 263.80. The strike last trading price was 22, which was -0.95 lower than the previous day. The implied volatity was 51.04, the open interest changed by 2 which increased total open position to 2
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 (6d) 275 PE | |||||||
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Delta: -0.32
Vega: 0.14
Theta: -0.53
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 15 May | 283.90 | 4.7 | -0.2 (-4.08%) | 53.62 | 97,920 | 2,810 | 8,604 |
| 14 May | 276.90 | 8.25 | 0.05 (0.61%) | 55.48 | 88,274 | 2,661 | 5,794 |
| 13 May | 275.40 | 9.75 | -0.2 (-2.01%) | 57 | 70,633 | 883 | 3,134 |
| 12 May | 272.00 | 11.6 | -0.95 (-7.57%) | 54.92 | 73,088 | -3,163 | 2,250 |
| 11 May | 278.00 | 9.45 | -0.2 (-2.07%) | 56.28 | 51,534 | 6,551 | 5,413 |
| 8 May | 260.50 | 19.6 | 0.1 (0.51%) | 51.44 | 8,706 | -233 | 595 |
| 7 May | 263.00 | 18.5 | 0.3 (1.65%) | 52.58 | 3,383 | -34 | 828 |
| 6 May | 258.60 | 22 | -0.3 (-1.35%) | 53.82 | 3,789 | -313 | 862 |
| 5 May | 267.00 | 17.25 | 0 (0.00%) | 54.77 | 36,574 | -1,176 | 1,175 |
| 4 May | 274.50 | 13.4 | -0.2 (-1.47%) | 53.71 | 35,424 | 1,967 | 2,351 |
| 3 May | 264.10 | 19.6 | 0 (0.00%) | 51.95 | 3,959 | 83 | 384 |
| 2 May | 264.10 | 19.6 | 0 (0.00%) | 51.95 | 3,959 | 83 | 384 |
| 1 May | 264.10 | 19.6 | 0 (0.00%) | 51.92 | 3,959 | 83 | 384 |
| 30 Apr | 263.60 | 20.2 | -0.55 (-2.65%) | 51.92 | 1,190 | 122 | 301 |
| 29 Apr | 252.20 | 28.15 | 0.15 (0.54%) | 52.35 | 192 | -5 | 179 |
| 28 Apr | 257.30 | 24.65 | -0.05 (-0.20%) | 51.46 | 640 | -57 | 184 |
| 27 Apr | 242.80 | 23.2 | 0.4 (1.75%) | 55.24 | 1,779 | -75 | 241 |
| 24 Apr | 239.20 | 27.35 | -0.05 (-0.18%) | 53.97 | 706 | 142 | 316 |
| 23 Apr | 243.80 | 23.9 | 0.3 (1.27%) | 48.92 | 870 | 131 | 174 |
| 22 Apr | 255.40 | 18.05 | 0.05 (0.28%) | 49.5 | 236 | 18 | 43 |
| 21 Apr | 252.10 | 19.2 | -0.5 (-2.54%) | 48.45 | 11 | 4 | 25 |
| 20 Apr | 251.70 | 19.45 | -0.65 (-3.23%) | 47.26 | 22 | 6 | 21 |
| 17 Apr | 250.60 | 22.85 | -1.75 (-7.11%) | 52.21 | 4 | 15 | 15 |
| 16 Apr | 246.80 | 28.25 | 1.45 (5.41%) | - | 2 | 13 | 13 |
| 15 Apr | 245.10 | 28.25 | 1.45 (5.41%) | - | 2 | 13 | 13 |
| 14 Apr | 243.20 | 28.25 | 1.45 (5.41%) | 57.93 | 2 | 13 | 13 |
| 13 Apr | 247.60 | 22.25 | 0 (0.00%) | - | 3 | 3 | 12 |
| 10 Apr | 248.70 | 22.25 | 0 (0.00%) | - | 3 | 3 | 12 |
| 9 Apr | 250.20 | 22.25 | 0 (0.00%) | - | 3 | 3 | 12 |
| 8 Apr | 254.40 | 22.25 | 0 (0.00%) | 49.38 | 3 | 3 | 12 |
| 7 Apr | 269.70 | 21.9 | -0.3 (-1.35%) | 65.43 | 7 | 9 | 9 |
| 6 Apr | 265.80 | 22.8 | 0.05 (0.22%) | - | 2 | 2 | 2 |
| 2 Apr | 263.80 | 22.8 | 0.05 (0.22%) | 58.68 | 2 | 2 | 2 |
| 1 Apr | 265.70 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 31 Mar | 274.70 | 0 | - | - | 0 | 0 | 0 |
| 30 Mar | 274.70 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 27 Mar | 291.10 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 26 Mar | 282.00 | - | - | - | 0 | 0 | 0 |
| 25 Mar | 277.70 | 0 | 0 (0.00%) | - | 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 (0.00%) | - | 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 275 expiring on 22MAY2026
Delta for 275 PE is -0.32
Historical price for 275 PE is as follows
On 15 May NATURALGAS was trading at 283.90. The strike last trading price was 4.7, which was -0.2 lower than the previous day. The implied volatity was 53.62, the open interest changed by 2810 which increased total open position to 8604
On 14 May NATURALGAS was trading at 276.90. The strike last trading price was 8.25, which was 0.05 higher than the previous day. The implied volatity was 55.48, the open interest changed by 2661 which increased total open position to 5794
On 13 May NATURALGAS was trading at 275.40. The strike last trading price was 9.75, which was -0.2 lower than the previous day. The implied volatity was 57, the open interest changed by 883 which increased total open position to 3134
On 12 May NATURALGAS was trading at 272.00. The strike last trading price was 11.6, which was -0.95 lower than the previous day. The implied volatity was 54.92, the open interest changed by -3163 which decreased total open position to 2250
On 11 May NATURALGAS was trading at 278.00. The strike last trading price was 9.45, which was -0.2 lower than the previous day. The implied volatity was 56.28, the open interest changed by 6551 which increased total open position to 5413
On 8 May NATURALGAS was trading at 260.50. The strike last trading price was 19.6, which was 0.1 higher than the previous day. The implied volatity was 51.44, the open interest changed by -233 which decreased total open position to 595
On 7 May NATURALGAS was trading at 263.00. The strike last trading price was 18.5, which was 0.3 higher than the previous day. The implied volatity was 52.58, the open interest changed by -34 which decreased total open position to 828
On 6 May NATURALGAS was trading at 258.60. The strike last trading price was 22, which was -0.3 lower than the previous day. The implied volatity was 53.82, the open interest changed by -313 which decreased total open position to 862
On 5 May NATURALGAS was trading at 267.00. The strike last trading price was 17.25, which was 0 lower than the previous day. The implied volatity was 54.77, the open interest changed by -1176 which decreased total open position to 1175
On 4 May NATURALGAS was trading at 274.50. The strike last trading price was 13.4, which was -0.2 lower than the previous day. The implied volatity was 53.71, the open interest changed by 1967 which increased total open position to 2351
On 3 May NATURALGAS was trading at 264.10. The strike last trading price was 19.6, which was 0 lower than the previous day. The implied volatity was 51.95, the open interest changed by 83 which increased total open position to 384
On 2 May NATURALGAS was trading at 264.10. The strike last trading price was 19.6, which was 0 lower than the previous day. The implied volatity was 51.95, the open interest changed by 83 which increased total open position to 384
On 1 May NATURALGAS was trading at 264.10. The strike last trading price was 19.6, which was 0 lower than the previous day. The implied volatity was 51.92, the open interest changed by 83 which increased total open position to 384
On 30 Apr NATURALGAS was trading at 263.60. The strike last trading price was 20.2, which was -0.55 lower than the previous day. The implied volatity was 51.92, the open interest changed by 122 which increased total open position to 301
On 29 Apr NATURALGAS was trading at 252.20. The strike last trading price was 28.15, which was 0.15 higher than the previous day. The implied volatity was 52.35, the open interest changed by -5 which decreased total open position to 179
On 28 Apr NATURALGAS was trading at 257.30. The strike last trading price was 24.65, which was -0.05 lower than the previous day. The implied volatity was 51.46, the open interest changed by -57 which decreased total open position to 184
On 27 Apr NATURALGAS was trading at 242.80. The strike last trading price was 23.2, which was 0.4 higher than the previous day. The implied volatity was 55.24, the open interest changed by -75 which decreased total open position to 241
On 24 Apr NATURALGAS was trading at 239.20. The strike last trading price was 27.35, which was -0.05 lower than the previous day. The implied volatity was 53.97, the open interest changed by 142 which increased total open position to 316
On 23 Apr NATURALGAS was trading at 243.80. The strike last trading price was 23.9, which was 0.3 higher than the previous day. The implied volatity was 48.92, the open interest changed by 131 which increased total open position to 174
On 22 Apr NATURALGAS was trading at 255.40. The strike last trading price was 18.05, which was 0.05 higher than the previous day. The implied volatity was 49.5, the open interest changed by 18 which increased total open position to 43
On 21 Apr NATURALGAS was trading at 252.10. The strike last trading price was 19.2, which was -0.5 lower than the previous day. The implied volatity was 48.45, the open interest changed by 4 which increased total open position to 25
On 20 Apr NATURALGAS was trading at 251.70. The strike last trading price was 19.45, which was -0.65 lower than the previous day. The implied volatity was 47.26, the open interest changed by 6 which increased total open position to 21
On 17 Apr NATURALGAS was trading at 250.60. The strike last trading price was 22.85, which was -1.75 lower than the previous day. The implied volatity was 52.21, the open interest changed by 15 which increased total open position to 15
On 16 Apr NATURALGAS was trading at 246.80. The strike last trading price was 28.25, which was 1.45 higher than the previous day. The implied volatity was -, the open interest changed by 13 which increased total open position to 13
On 15 Apr NATURALGAS was trading at 245.10. The strike last trading price was 28.25, which was 1.45 higher than the previous day. The implied volatity was -, the open interest changed by 13 which increased total open position to 13
On 14 Apr NATURALGAS was trading at 243.20. The strike last trading price was 28.25, which was 1.45 higher than the previous day. The implied volatity was 57.93, the open interest changed by 13 which increased total open position to 13
On 13 Apr NATURALGAS was trading at 247.60. The strike last trading price was 22.25, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 12
On 10 Apr NATURALGAS was trading at 248.70. The strike last trading price was 22.25, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 12
On 9 Apr NATURALGAS was trading at 250.20. The strike last trading price was 22.25, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 12
On 8 Apr NATURALGAS was trading at 254.40. The strike last trading price was 22.25, which was 0 lower than the previous day. The implied volatity was 49.38, the open interest changed by 3 which increased total open position to 12
On 7 Apr NATURALGAS was trading at 269.70. The strike last trading price was 21.9, which was -0.3 lower than the previous day. The implied volatity was 65.43, the open interest changed by 9 which increased total open position to 9
On 6 Apr NATURALGAS was trading at 265.80. The strike last trading price was 22.8, which was 0.05 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 2
On 2 Apr NATURALGAS was trading at 263.80. The strike last trading price was 22.8, which was 0.05 higher than the previous day. The implied volatity was 58.68, the open interest changed by 2 which increased total open position to 2
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
