NATURALGAS
Natural Gas
Historical option data for NATURALGAS
03 Mar 2026 11:34 PM IST
| NATURALGAS 24-MAR-2026 275 CE | ||||||||||||||||
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Delta: 0.65
Vega: 0.26
Theta: -0.44
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 3 Mar | 289.30 | 27.6 | 11.35 | 72.38 | 25,554 | -6,434 | 2,479 | |||||||||
| 2 Mar | 271.90 | 15.9 | -0.35 | 64.72 | 97,389 | 1,840 | 8,913 | |||||||||
| 27 Feb | 262.30 | 11.25 | -0.15 | 59.85 | 16,466 | -661 | 7,073 | |||||||||
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| 26 Feb | 257.20 | 10 | -0.05 | 61.5 | 17,299 | 2,415 | 7,734 | |||||||||
| 25 Feb | 264.50 | 13.1 | -0.35 | 60.84 | 13,951 | -1,099 | 5,319 | |||||||||
| 24 Feb | 267.90 | 12.9 | -0.05 | 63.11 | 17,832 | 1,142 | 6,419 | |||||||||
| 23 Feb | 271.50 | 16.05 | -0.6 | 64.63 | 38,624 | 4,355 | 5,277 | |||||||||
| 20 Feb | 278.60 | 20.5 | -1.7 | 64.62 | 9,146 | 317 | 922 | |||||||||
| 19 Feb | 275.10 | 19.5 | 0.15 | 66.13 | 2,609 | 115 | 605 | |||||||||
| 18 Feb | 271.60 | 17.05 | 0.5 | 64.55 | 1,567 | 362 | 490 | |||||||||
| 17 Feb | 275.80 | 20.6 | 0.2 | 70.08 | 324 | 97 | 128 | |||||||||
| 16 Feb | 280.70 | 22.05 | 0.2 | 68.09 | 59 | 10 | 11 | |||||||||
| 13 Feb | 296.90 | 29.95 | 0 | 70.07 | 1 | 1 | 1 | |||||||||
| 12 Feb | 293.00 | 34.8 | 0 | 82.68 | 1 | 1 | 1 | |||||||||
| 11 Feb | 289.30 | 32.5 | -0.05 | 77.84 | 5 | 1 | 1 | |||||||||
| 10 Feb | 288.30 | 31 | -35 | - | 2 | 1 | 0 | |||||||||
| 9 Feb | 286.90 | 31 | -35 | - | 2 | 1 | 0 | |||||||||
| 6 Feb | 317.20 | 31 | -35 | 37.72 | 2 | 1 | 0 | |||||||||
| 5 Feb | 317.60 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Feb | 314.90 | 0 | 0 | - | 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 | |||||||||
| 28 Jan | 344.20 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Jan | 599.40 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 23 Jan | 486.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 22 Jan | 452.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 21 Jan | 437.80 | 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 275 expiring on 24MAR2026
Delta for 275 CE is 0.65
Historical price for 275 CE is as follows
On 3 Mar NATURALGAS was trading at 289.30. The strike last trading price was 27.6, which was 11.35 higher than the previous day. The implied volatity was 72.38, the open interest changed by -6434 which decreased total open position to 2479
On 2 Mar NATURALGAS was trading at 271.90. The strike last trading price was 15.9, which was -0.35 lower than the previous day. The implied volatity was 64.72, the open interest changed by 1840 which increased total open position to 8913
On 27 Feb NATURALGAS was trading at 262.30. The strike last trading price was 11.25, which was -0.15 lower than the previous day. The implied volatity was 59.85, the open interest changed by -661 which decreased total open position to 7073
On 26 Feb NATURALGAS was trading at 257.20. The strike last trading price was 10, which was -0.05 lower than the previous day. The implied volatity was 61.5, the open interest changed by 2415 which increased total open position to 7734
On 25 Feb NATURALGAS was trading at 264.50. The strike last trading price was 13.1, which was -0.35 lower than the previous day. The implied volatity was 60.84, the open interest changed by -1099 which decreased total open position to 5319
On 24 Feb NATURALGAS was trading at 267.90. The strike last trading price was 12.9, which was -0.05 lower than the previous day. The implied volatity was 63.11, the open interest changed by 1142 which increased total open position to 6419
On 23 Feb NATURALGAS was trading at 271.50. The strike last trading price was 16.05, which was -0.6 lower than the previous day. The implied volatity was 64.63, the open interest changed by 4355 which increased total open position to 5277
On 20 Feb NATURALGAS was trading at 278.60. The strike last trading price was 20.5, which was -1.7 lower than the previous day. The implied volatity was 64.62, the open interest changed by 317 which increased total open position to 922
On 19 Feb NATURALGAS was trading at 275.10. The strike last trading price was 19.5, which was 0.15 higher than the previous day. The implied volatity was 66.13, the open interest changed by 115 which increased total open position to 605
On 18 Feb NATURALGAS was trading at 271.60. The strike last trading price was 17.05, which was 0.5 higher than the previous day. The implied volatity was 64.55, the open interest changed by 362 which increased total open position to 490
On 17 Feb NATURALGAS was trading at 275.80. The strike last trading price was 20.6, which was 0.2 higher than the previous day. The implied volatity was 70.08, the open interest changed by 97 which increased total open position to 128
On 16 Feb NATURALGAS was trading at 280.70. The strike last trading price was 22.05, which was 0.2 higher than the previous day. The implied volatity was 68.09, the open interest changed by 10 which increased total open position to 11
On 13 Feb NATURALGAS was trading at 296.90. The strike last trading price was 29.95, which was 0 lower than the previous day. The implied volatity was 70.07, the open interest changed by 1 which increased total open position to 1
On 12 Feb NATURALGAS was trading at 293.00. The strike last trading price was 34.8, which was 0 lower than the previous day. The implied volatity was 82.68, the open interest changed by 1 which increased total open position to 1
On 11 Feb NATURALGAS was trading at 289.30. The strike last trading price was 32.5, which was -0.05 lower than the previous day. The implied volatity was 77.84, the open interest changed by 1 which increased total open position to 1
On 10 Feb NATURALGAS was trading at 288.30. The strike last trading price was 31, which was -35 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 9 Feb NATURALGAS was trading at 286.90. The strike last trading price was 31, which was -35 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 6 Feb NATURALGAS was trading at 317.20. The strike last trading price was 31, which was -35 lower than the previous day. The implied volatity was 37.72, the open interest changed by 1 which increased total open position to 0
On 5 Feb NATURALGAS was trading at 317.60. 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 4 Feb NATURALGAS was trading at 314.90. 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 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 -, the open interest changed by 0 which decreased total open position to 0
On 28 Jan NATURALGAS was trading at 344.20. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 27 Jan NATURALGAS was trading at 599.40. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 23 Jan NATURALGAS was trading at 486.00. 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 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 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 275 PE | |||||||
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Delta: -0.35
Vega: 0.26
Theta: -0.44
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 3 Mar | 289.30 | 13.2 | -6.2 | 71.99 | 28,133 | -1,309 | 1,324 |
| 2 Mar | 271.90 | 19.15 | -0.25 | 65.28 | 54,016 | 1,779 | 2,633 |
| 27 Feb | 262.30 | 23.95 | 0.15 | 59.85 | 1,780 | -369 | 854 |
| 26 Feb | 257.20 | 28.2 | 0.05 | 63.03 | 1,808 | -344 | 1,223 |
| 25 Feb | 264.50 | 23.7 | -0.1 | 61.2 | 3,745 | -498 | 1,567 |
| 24 Feb | 267.90 | 25.05 | -0.75 | 59.42 | 6,809 | -730 | 2,065 |
| 23 Feb | 271.50 | 24.5 | 1 | 66.46 | 36,450 | 2,157 | 2,795 |
| 20 Feb | 278.60 | 21.2 | 1.15 | 63.69 | 4,258 | 448 | 638 |
| 19 Feb | 275.10 | 23.05 | 0.2 | 63.21 | 1,007 | 134 | 190 |
| 18 Feb | 271.60 | 27 | -0.55 | 67.17 | 277 | -1 | 56 |
| 17 Feb | 275.80 | 26.45 | 0.35 | 69.03 | 128 | 52 | 57 |
| 16 Feb | 280.70 | 28.45 | -0.95 | 78.93 | 6 | 3 | 7 |
| 13 Feb | 296.90 | 25.9 | 2.1 | - | 3 | 1 | 4 |
| 12 Feb | 293.00 | 25.9 | 2.1 | 81.03 | 3 | 1 | 4 |
| 11 Feb | 289.30 | 39.85 | 0 | - | 3 | 3 | 3 |
| 10 Feb | 288.30 | 39.85 | 0 | - | 3 | 3 | 3 |
| 9 Feb | 286.90 | 39.85 | 0 | - | 3 | 3 | 3 |
| 6 Feb | 317.20 | 39.85 | 0 | - | 3 | 3 | 3 |
| 5 Feb | 317.60 | 39.85 | 0 | - | 3 | 3 | 3 |
| 4 Feb | 314.90 | 39.85 | 0 | - | 3 | 3 | 3 |
| 3 Feb | 300.00 | 39.85 | 0 | 116.16 | 3 | 3 | 3 |
| 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 |
| 28 Jan | 344.20 | 0 | 0 | - | 0 | 0 | 0 |
| 27 Jan | 599.40 | 0 | 0 | - | 0 | 0 | 0 |
| 23 Jan | 486.00 | 0 | 0 | - | 0 | 0 | 0 |
| 22 Jan | 452.00 | 0 | 0 | - | 0 | 0 | 0 |
| 21 Jan | 437.80 | 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 275 expiring on 24MAR2026
Delta for 275 PE is -0.35
Historical price for 275 PE is as follows
On 3 Mar NATURALGAS was trading at 289.30. The strike last trading price was 13.2, which was -6.2 lower than the previous day. The implied volatity was 71.99, the open interest changed by -1309 which decreased total open position to 1324
On 2 Mar NATURALGAS was trading at 271.90. The strike last trading price was 19.15, which was -0.25 lower than the previous day. The implied volatity was 65.28, the open interest changed by 1779 which increased total open position to 2633
On 27 Feb NATURALGAS was trading at 262.30. The strike last trading price was 23.95, which was 0.15 higher than the previous day. The implied volatity was 59.85, the open interest changed by -369 which decreased total open position to 854
On 26 Feb NATURALGAS was trading at 257.20. The strike last trading price was 28.2, which was 0.05 higher than the previous day. The implied volatity was 63.03, the open interest changed by -344 which decreased total open position to 1223
On 25 Feb NATURALGAS was trading at 264.50. The strike last trading price was 23.7, which was -0.1 lower than the previous day. The implied volatity was 61.2, the open interest changed by -498 which decreased total open position to 1567
On 24 Feb NATURALGAS was trading at 267.90. The strike last trading price was 25.05, which was -0.75 lower than the previous day. The implied volatity was 59.42, the open interest changed by -730 which decreased total open position to 2065
On 23 Feb NATURALGAS was trading at 271.50. The strike last trading price was 24.5, which was 1 higher than the previous day. The implied volatity was 66.46, the open interest changed by 2157 which increased total open position to 2795
On 20 Feb NATURALGAS was trading at 278.60. The strike last trading price was 21.2, which was 1.15 higher than the previous day. The implied volatity was 63.69, the open interest changed by 448 which increased total open position to 638
On 19 Feb NATURALGAS was trading at 275.10. The strike last trading price was 23.05, which was 0.2 higher than the previous day. The implied volatity was 63.21, the open interest changed by 134 which increased total open position to 190
On 18 Feb NATURALGAS was trading at 271.60. The strike last trading price was 27, which was -0.55 lower than the previous day. The implied volatity was 67.17, the open interest changed by -1 which decreased total open position to 56
On 17 Feb NATURALGAS was trading at 275.80. The strike last trading price was 26.45, which was 0.35 higher than the previous day. The implied volatity was 69.03, the open interest changed by 52 which increased total open position to 57
On 16 Feb NATURALGAS was trading at 280.70. The strike last trading price was 28.45, which was -0.95 lower than the previous day. The implied volatity was 78.93, the open interest changed by 3 which increased total open position to 7
On 13 Feb NATURALGAS was trading at 296.90. The strike last trading price was 25.9, which was 2.1 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 4
On 12 Feb NATURALGAS was trading at 293.00. The strike last trading price was 25.9, which was 2.1 higher than the previous day. The implied volatity was 81.03, the open interest changed by 1 which increased total open position to 4
On 11 Feb NATURALGAS was trading at 289.30. The strike last trading price was 39.85, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 3
On 10 Feb NATURALGAS was trading at 288.30. The strike last trading price was 39.85, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 3
On 9 Feb NATURALGAS was trading at 286.90. The strike last trading price was 39.85, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 3
On 6 Feb NATURALGAS was trading at 317.20. The strike last trading price was 39.85, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 3
On 5 Feb NATURALGAS was trading at 317.60. The strike last trading price was 39.85, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 3
On 4 Feb NATURALGAS was trading at 314.90. The strike last trading price was 39.85, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 3
On 3 Feb NATURALGAS was trading at 300.00. The strike last trading price was 39.85, which was 0 lower than the previous day. The implied volatity was 116.16, the open interest changed by 3 which increased total open position to 3
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 -, the open interest changed by 0 which decreased total open position to 0
On 28 Jan NATURALGAS was trading at 344.20. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 27 Jan NATURALGAS was trading at 599.40. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 23 Jan NATURALGAS was trading at 486.00. 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 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 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
