[--[65.84.65.76]--]

NATURALGAS

Natural Gas
294.2 -1.40 (-0.47%)
L: 271.9 H: 298.6

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Historical option data for NATURALGAS

06 Mar 2026 11:58 PM IST
NATURALGAS 24-MAR-2026 280 CE
Delta: 0.65
Vega: 0.24
Theta: -0.5
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
6 Mar 294.20 26.9 -2.3 74.17 1,15,705 -10,171 6,008
5 Mar 274.00 16.5 0.55 76.4 94,410 -980 16,197
4 Mar 270.90 14.5 -0.9 72.37 1,26,742 -303 17,177
3 Mar 289.30 24.95 10.45 72.94 63,493 -10,983 6,381
2 Mar 271.90 14.15 -0.35 66 1,61,976 2,742 17,480
27 Feb 262.30 9.8 -0.15 60.64 31,579 -1,291 14,738
26 Feb 257.20 8.7 -0.1 62.17 28,453 2,607 16,029
25 Feb 264.50 11.5 -0.25 61.47 33,875 -1,905 13,427
24 Feb 267.90 11.3 -0.1 63.43 32,513 2,664 15,332
23 Feb 271.50 14.7 -0.15 66.51 83,063 9,211 12,668
20 Feb 278.60 18.55 -1.7 65.32 19,903 316 3,457
19 Feb 275.10 17.35 -0.1 65.82 7,254 -244 3,141
18 Feb 271.60 15.75 0.8 66.37 5,336 1,257 3,385
17 Feb 275.80 18.4 0 69.47 4,172 1,033 2,128
16 Feb 280.70 21 0.55 71.2 3,207 642 1,037
13 Feb 296.90 28 1.05 71.45 850 181 395
12 Feb 293.00 29.2 -1.35 73.96 656 17 214
11 Feb 289.30 29 -0.1 74.78 613 135 197
10 Feb 288.30 32.9 0.5 86.9 108 57 62
9 Feb 286.90 36.55 -1.35 97.29 5 5 5
6 Feb 317.20 0 0 - 0 0 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 280 expiring on 24MAR2026

Delta for 280 CE is 0.65

Historical price for 280 CE is as follows

On 6 Mar NATURALGAS was trading at 294.20. The strike last trading price was 26.9, which was -2.3 lower than the previous day. The implied volatity was 74.17, the open interest changed by -10171 which decreased total open position to 6008


On 5 Mar NATURALGAS was trading at 274.00. The strike last trading price was 16.5, which was 0.55 higher than the previous day. The implied volatity was 76.4, the open interest changed by -980 which decreased total open position to 16197


On 4 Mar NATURALGAS was trading at 270.90. The strike last trading price was 14.5, which was -0.9 lower than the previous day. The implied volatity was 72.37, the open interest changed by -303 which decreased total open position to 17177


On 3 Mar NATURALGAS was trading at 289.30. The strike last trading price was 24.95, which was 10.45 higher than the previous day. The implied volatity was 72.94, the open interest changed by -10983 which decreased total open position to 6381


On 2 Mar NATURALGAS was trading at 271.90. The strike last trading price was 14.15, which was -0.35 lower than the previous day. The implied volatity was 66, the open interest changed by 2742 which increased total open position to 17480


On 27 Feb NATURALGAS was trading at 262.30. The strike last trading price was 9.8, which was -0.15 lower than the previous day. The implied volatity was 60.64, the open interest changed by -1291 which decreased total open position to 14738


On 26 Feb NATURALGAS was trading at 257.20. The strike last trading price was 8.7, which was -0.1 lower than the previous day. The implied volatity was 62.17, the open interest changed by 2607 which increased total open position to 16029


On 25 Feb NATURALGAS was trading at 264.50. The strike last trading price was 11.5, which was -0.25 lower than the previous day. The implied volatity was 61.47, the open interest changed by -1905 which decreased total open position to 13427


On 24 Feb NATURALGAS was trading at 267.90. The strike last trading price was 11.3, which was -0.1 lower than the previous day. The implied volatity was 63.43, the open interest changed by 2664 which increased total open position to 15332


On 23 Feb NATURALGAS was trading at 271.50. The strike last trading price was 14.7, which was -0.15 lower than the previous day. The implied volatity was 66.51, the open interest changed by 9211 which increased total open position to 12668


On 20 Feb NATURALGAS was trading at 278.60. The strike last trading price was 18.55, which was -1.7 lower than the previous day. The implied volatity was 65.32, the open interest changed by 316 which increased total open position to 3457


On 19 Feb NATURALGAS was trading at 275.10. The strike last trading price was 17.35, which was -0.1 lower than the previous day. The implied volatity was 65.82, the open interest changed by -244 which decreased total open position to 3141


On 18 Feb NATURALGAS was trading at 271.60. The strike last trading price was 15.75, which was 0.8 higher than the previous day. The implied volatity was 66.37, the open interest changed by 1257 which increased total open position to 3385


On 17 Feb NATURALGAS was trading at 275.80. The strike last trading price was 18.4, which was 0 lower than the previous day. The implied volatity was 69.47, the open interest changed by 1033 which increased total open position to 2128


On 16 Feb NATURALGAS was trading at 280.70. The strike last trading price was 21, which was 0.55 higher than the previous day. The implied volatity was 71.2, the open interest changed by 642 which increased total open position to 1037


On 13 Feb NATURALGAS was trading at 296.90. The strike last trading price was 28, which was 1.05 higher than the previous day. The implied volatity was 71.45, the open interest changed by 181 which increased total open position to 395


On 12 Feb NATURALGAS was trading at 293.00. The strike last trading price was 29.2, which was -1.35 lower than the previous day. The implied volatity was 73.96, the open interest changed by 17 which increased total open position to 214


On 11 Feb NATURALGAS was trading at 289.30. The strike last trading price was 29, which was -0.1 lower than the previous day. The implied volatity was 74.78, the open interest changed by 135 which increased total open position to 197


On 10 Feb NATURALGAS was trading at 288.30. The strike last trading price was 32.9, which was 0.5 higher than the previous day. The implied volatity was 86.9, the open interest changed by 57 which increased total open position to 62


On 9 Feb NATURALGAS was trading at 286.90. The strike last trading price was 36.55, which was -1.35 lower than the previous day. The implied volatity was 97.29, the open interest changed by 5 which increased total open position to 5


On 6 Feb NATURALGAS was trading at 317.20. 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 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 280 PE
Delta: -0.35
Vega: 0.24
Theta: -0.49
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
6 Mar 294.20 12.5 0.25 73.35 74,186 4,591 9,506
5 Mar 274.00 21.8 -0.6 73.6 32,101 1,014 4,915
4 Mar 270.90 23.5 0.65 71.98 79,328 1,413 3,901
3 Mar 289.30 15.8 -6.75 73.5 54,437 1,100 3,147
2 Mar 271.90 22.35 -0.2 66.37 43,061 486 2,488
27 Feb 262.30 27.45 -0.1 60.45 1,735 -208 2,002
26 Feb 257.20 32 0.05 64.16 2,972 -856 2,210
25 Feb 264.50 27.1 -0.1 61.83 3,539 -441 3,066
24 Feb 267.90 29.3 -0.1 62.71 6,086 -145 3,507
23 Feb 271.50 27.3 0.45 65.51 47,378 2,459 3,652
20 Feb 278.60 24.4 1.25 64.86 7,310 759 1,187
19 Feb 275.10 26.5 0.45 64.75 1,576 -18 428
18 Feb 271.60 30.1 -0.4 67.14 600 68 446
17 Feb 275.80 28.5 -0.9 66.16 1,062 84 378
16 Feb 280.70 28.8 -0.4 71.49 533 46 294
13 Feb 296.90 24.25 -1.25 70.49 469 46 248
12 Feb 293.00 26 0.05 74.23 490 89 202
11 Feb 289.30 27.45 -0.75 75.45 210 71 113
10 Feb 288.30 33.25 1.25 87.84 20 12 42
9 Feb 286.90 35 0.25 90.03 46 28 30
6 Feb 317.20 42.55 0 - 1 1 2
5 Feb 317.60 42.55 0 - 1 1 2
4 Feb 314.90 42.55 0 126.76 1 1 2
3 Feb 300.00 31.9 0 - 1 0 1
2 Feb 297.00 31.9 0 - 1 1 1
1 Feb 406.10 31.9 0 - 1 1 1
30 Jan 383.60 31.9 0 - 1 1 0
29 Jan 351.30 31.9 0 117.82 1 1 1
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 280 expiring on 24MAR2026

Delta for 280 PE is -0.35

Historical price for 280 PE is as follows

On 6 Mar NATURALGAS was trading at 294.20. The strike last trading price was 12.5, which was 0.25 higher than the previous day. The implied volatity was 73.35, the open interest changed by 4591 which increased total open position to 9506


On 5 Mar NATURALGAS was trading at 274.00. The strike last trading price was 21.8, which was -0.6 lower than the previous day. The implied volatity was 73.6, the open interest changed by 1014 which increased total open position to 4915


On 4 Mar NATURALGAS was trading at 270.90. The strike last trading price was 23.5, which was 0.65 higher than the previous day. The implied volatity was 71.98, the open interest changed by 1413 which increased total open position to 3901


On 3 Mar NATURALGAS was trading at 289.30. The strike last trading price was 15.8, which was -6.75 lower than the previous day. The implied volatity was 73.5, the open interest changed by 1100 which increased total open position to 3147


On 2 Mar NATURALGAS was trading at 271.90. The strike last trading price was 22.35, which was -0.2 lower than the previous day. The implied volatity was 66.37, the open interest changed by 486 which increased total open position to 2488


On 27 Feb NATURALGAS was trading at 262.30. The strike last trading price was 27.45, which was -0.1 lower than the previous day. The implied volatity was 60.45, the open interest changed by -208 which decreased total open position to 2002


On 26 Feb NATURALGAS was trading at 257.20. The strike last trading price was 32, which was 0.05 higher than the previous day. The implied volatity was 64.16, the open interest changed by -856 which decreased total open position to 2210


On 25 Feb NATURALGAS was trading at 264.50. The strike last trading price was 27.1, which was -0.1 lower than the previous day. The implied volatity was 61.83, the open interest changed by -441 which decreased total open position to 3066


On 24 Feb NATURALGAS was trading at 267.90. The strike last trading price was 29.3, which was -0.1 lower than the previous day. The implied volatity was 62.71, the open interest changed by -145 which decreased total open position to 3507


On 23 Feb NATURALGAS was trading at 271.50. The strike last trading price was 27.3, which was 0.45 higher than the previous day. The implied volatity was 65.51, the open interest changed by 2459 which increased total open position to 3652


On 20 Feb NATURALGAS was trading at 278.60. The strike last trading price was 24.4, which was 1.25 higher than the previous day. The implied volatity was 64.86, the open interest changed by 759 which increased total open position to 1187


On 19 Feb NATURALGAS was trading at 275.10. The strike last trading price was 26.5, which was 0.45 higher than the previous day. The implied volatity was 64.75, the open interest changed by -18 which decreased total open position to 428


On 18 Feb NATURALGAS was trading at 271.60. The strike last trading price was 30.1, which was -0.4 lower than the previous day. The implied volatity was 67.14, the open interest changed by 68 which increased total open position to 446


On 17 Feb NATURALGAS was trading at 275.80. The strike last trading price was 28.5, which was -0.9 lower than the previous day. The implied volatity was 66.16, the open interest changed by 84 which increased total open position to 378


On 16 Feb NATURALGAS was trading at 280.70. The strike last trading price was 28.8, which was -0.4 lower than the previous day. The implied volatity was 71.49, the open interest changed by 46 which increased total open position to 294


On 13 Feb NATURALGAS was trading at 296.90. The strike last trading price was 24.25, which was -1.25 lower than the previous day. The implied volatity was 70.49, the open interest changed by 46 which increased total open position to 248


On 12 Feb NATURALGAS was trading at 293.00. The strike last trading price was 26, which was 0.05 higher than the previous day. The implied volatity was 74.23, the open interest changed by 89 which increased total open position to 202


On 11 Feb NATURALGAS was trading at 289.30. The strike last trading price was 27.45, which was -0.75 lower than the previous day. The implied volatity was 75.45, the open interest changed by 71 which increased total open position to 113


On 10 Feb NATURALGAS was trading at 288.30. The strike last trading price was 33.25, which was 1.25 higher than the previous day. The implied volatity was 87.84, the open interest changed by 12 which increased total open position to 42


On 9 Feb NATURALGAS was trading at 286.90. The strike last trading price was 35, which was 0.25 higher than the previous day. The implied volatity was 90.03, the open interest changed by 28 which increased total open position to 30


On 6 Feb NATURALGAS was trading at 317.20. The strike last trading price was 42.55, 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 5 Feb NATURALGAS was trading at 317.60. The strike last trading price was 42.55, 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 4 Feb NATURALGAS was trading at 314.90. The strike last trading price was 42.55, which was 0 lower than the previous day. The implied volatity was 126.76, the open interest changed by 1 which increased total open position to 2


On 3 Feb NATURALGAS was trading at 300.00. The strike last trading price was 31.9, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 2 Feb NATURALGAS was trading at 297.00. The strike last trading price was 31.9, 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 1 Feb NATURALGAS was trading at 406.10. The strike last trading price was 31.9, 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 30 Jan NATURALGAS was trading at 383.60. The strike last trading price was 31.9, which was 0 lower 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 31.9, which was 0 lower than the previous day. The implied volatity was 117.82, the open interest changed by 1 which increased total open position to 1


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