Historical option data for NATURALGAS
20 May 2026 11:58 PM IST
| NATURALGAS 22-May-2026 (1d) 290 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.55
Vega: 0.09
Theta: -1.13
Gamma: 0.03
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 20 May | 291.30 | 5.75 | -0.2 (-3.36%) | 55.98 | 2,04,789 | 1,994 | 11,756 | |||||||||
| 19 May | 300.30 | 12.7 | 0.55 (4.53%) | 56.39 | 1,50,912 | -3,023 | 9,762 | |||||||||
| 18 May | 292.90 | 9.05 | 0.2 (2.26%) | 60.01 | 2,56,807 | 1,400 | 12,783 | |||||||||
| 15 May | 283.90 | 6.15 | -0.05 (-0.81%) | 55.06 | 1,32,209 | -2,141 | 11,385 | |||||||||
| 14 May | 276.90 | 4.65 | -0.2 (-4.12%) | 58 | 55,577 | 2,552 | 13,526 | |||||||||
| 13 May | 275.40 | 4.75 | 0 (0.00%) | 58.41 | 53,026 | -488 | 10,974 | |||||||||
| 12 May | 272.00 | 4.2 | 0.3 (7.69%) | 58.23 | 50,349 | 3,605 | 11,462 | |||||||||
| 11 May | 278.00 | 6.2 | 0.05 (0.81%) | 56.34 | 54,338 | 1,884 | 7,857 | |||||||||
| 8 May | 260.50 | 2.3 | -0.35 (-13.21%) | 53.14 | 30,098 | 938 | 5,973 | |||||||||
| 7 May | 263.00 | 3.5 | -0.15 (-4.11%) | 56.36 | 28,208 | -674 | 5,035 | |||||||||
| 6 May | 258.60 | 3.05 | -0.1 (-3.17%) | 57.4 | 28,141 | 607 | 5,709 | |||||||||
| 5 May | 267.00 | 5.1 | 0.05 (0.99%) | 56.49 | 31,431 | 1,046 | 5,102 | |||||||||
| 4 May | 274.50 | 7.35 | -0.05 (-0.68%) | 54.61 | 33,368 | -561 | 4,056 | |||||||||
| 3 May | 264.10 | 5.1 | -0.2 (-3.77%) | 54.59 | 13,586 | -673 | 4,617 | |||||||||
| 2 May | 264.10 | 5.1 | -0.2 (-3.77%) | 54.59 | 13,586 | -673 | 4,617 | |||||||||
| 1 May | 264.10 | 5.1 | -0.2 (-3.77%) | 54.56 | 13,586 | -669 | 4,617 | |||||||||
| 30 Apr | 263.60 | 5.15 | 0 (0.00%) | 54.17 | 17,826 | -1,092 | 5,290 | |||||||||
| 29 Apr | 252.20 | 3.1 | 0.05 (1.64%) | 55.1 | 10,782 | 1,152 | 6,382 | |||||||||
| 28 Apr | 257.30 | 4.25 | -0.05 (-1.16%) | 54.77 | 10,475 | 1,416 | 5,230 | |||||||||
| 27 Apr | 242.80 | 5.5 | -0.1 (-1.79%) | 54.85 | 13,719 | -707 | 3,814 | |||||||||
| 24 Apr | 239.20 | 4.75 | -0.05 (-1.04%) | 54.77 | 7,773 | 12 | 4,521 | |||||||||
| 23 Apr | 243.80 | 5.35 | -0.05 (-0.93%) | 52.69 | 9,335 | 3,667 | 4,509 | |||||||||
| 22 Apr | 255.40 | 8.5 | -0.1 (-1.16%) | 51.65 | 1,178 | 106 | 842 | |||||||||
| 21 Apr | 252.10 | 7.7 | -0.15 (-1.91%) | 50.69 | 1,245 | 327 | 736 | |||||||||
| 20 Apr | 251.70 | 8.45 | -0.05 (-0.59%) | 53.32 | 794 | 188 | 409 | |||||||||
| 17 Apr | 250.60 | 8.7 | 0.15 (1.75%) | 54.03 | 553 | 117 | 221 | |||||||||
| 16 Apr | 246.80 | 8.6 | -0.25 (-2.82%) | 55.75 | 102 | 17 | 104 | |||||||||
| 15 Apr | 245.10 | 8.8 | -0.2 (-2.22%) | 56.83 | 55 | 17 | 87 | |||||||||
| 14 Apr | 243.20 | 8.9 | -0.1 (-1.11%) | 57.66 | 63 | 24 | 70 | |||||||||
| 13 Apr | 247.60 | 11 | -0.05 (-0.45%) | 58.53 | 43 | 6 | 46 | |||||||||
| 10 Apr | 248.70 | 11.05 | 0 (0.00%) | 56.14 | 31 | 25 | 40 | |||||||||
| 9 Apr | 250.20 | 12.75 | -0.8 (-5.90%) | 60.76 | 21 | 8 | 15 | |||||||||
| 8 Apr | 254.40 | 16 | 0.1 (0.63%) | 65.89 | 4 | 3 | 7 | |||||||||
| 7 Apr | 269.70 | 22 | 0.2 (0.92%) | 63.51 | 6 | 2 | 4 | |||||||||
| 6 Apr | 265.80 | 23 | 0 (0.00%) | 69.53 | 1 | 2 | 2 | |||||||||
| 2 Apr | 263.80 | 23 | 0 (0.00%) | - | 1 | 1 | 1 | |||||||||
| 1 Apr | 265.70 | 23 | 0 (0.00%) | 66.64 | 1 | 1 | 1 | |||||||||
| 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 (0.00%) | - | 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 (0.00%) | - | 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 290 expiring on 22MAY2026
Delta for 290 CE is 0.55
Historical price for 290 CE is as follows
On 20 May NATURALGAS was trading at 291.30. The strike last trading price was 5.75, which was -0.2 lower than the previous day. The implied volatity was 55.98, the open interest changed by 1994 which increased total open position to 11756
On 19 May NATURALGAS was trading at 300.30. The strike last trading price was 12.7, which was 0.55 higher than the previous day. The implied volatity was 56.39, the open interest changed by -3023 which decreased total open position to 9762
On 18 May NATURALGAS was trading at 292.90. The strike last trading price was 9.05, which was 0.2 higher than the previous day. The implied volatity was 60.01, the open interest changed by 1400 which increased total open position to 12783
On 15 May NATURALGAS was trading at 283.90. The strike last trading price was 6.15, which was -0.05 lower than the previous day. The implied volatity was 55.06, the open interest changed by -2141 which decreased total open position to 11385
On 14 May NATURALGAS was trading at 276.90. The strike last trading price was 4.65, which was -0.2 lower than the previous day. The implied volatity was 58, the open interest changed by 2552 which increased total open position to 13526
On 13 May NATURALGAS was trading at 275.40. The strike last trading price was 4.75, which was 0 lower than the previous day. The implied volatity was 58.41, the open interest changed by -488 which decreased total open position to 10974
On 12 May NATURALGAS was trading at 272.00. The strike last trading price was 4.2, which was 0.3 higher than the previous day. The implied volatity was 58.23, the open interest changed by 3605 which increased total open position to 11462
On 11 May NATURALGAS was trading at 278.00. The strike last trading price was 6.2, which was 0.05 higher than the previous day. The implied volatity was 56.34, the open interest changed by 1884 which increased total open position to 7857
On 8 May NATURALGAS was trading at 260.50. The strike last trading price was 2.3, which was -0.35 lower than the previous day. The implied volatity was 53.14, the open interest changed by 938 which increased total open position to 5973
On 7 May NATURALGAS was trading at 263.00. The strike last trading price was 3.5, which was -0.15 lower than the previous day. The implied volatity was 56.36, the open interest changed by -674 which decreased total open position to 5035
On 6 May NATURALGAS was trading at 258.60. The strike last trading price was 3.05, which was -0.1 lower than the previous day. The implied volatity was 57.4, the open interest changed by 607 which increased total open position to 5709
On 5 May NATURALGAS was trading at 267.00. The strike last trading price was 5.1, which was 0.05 higher than the previous day. The implied volatity was 56.49, the open interest changed by 1046 which increased total open position to 5102
On 4 May NATURALGAS was trading at 274.50. The strike last trading price was 7.35, which was -0.05 lower than the previous day. The implied volatity was 54.61, the open interest changed by -561 which decreased total open position to 4056
On 3 May NATURALGAS was trading at 264.10. The strike last trading price was 5.1, which was -0.2 lower than the previous day. The implied volatity was 54.59, the open interest changed by -673 which decreased total open position to 4617
On 2 May NATURALGAS was trading at 264.10. The strike last trading price was 5.1, which was -0.2 lower than the previous day. The implied volatity was 54.59, the open interest changed by -673 which decreased total open position to 4617
On 1 May NATURALGAS was trading at 264.10. The strike last trading price was 5.1, which was -0.2 lower than the previous day. The implied volatity was 54.56, the open interest changed by -669 which decreased total open position to 4617
On 30 Apr NATURALGAS was trading at 263.60. The strike last trading price was 5.15, which was 0 lower than the previous day. The implied volatity was 54.17, the open interest changed by -1092 which decreased total open position to 5290
On 29 Apr NATURALGAS was trading at 252.20. The strike last trading price was 3.1, which was 0.05 higher than the previous day. The implied volatity was 55.1, the open interest changed by 1152 which increased total open position to 6382
On 28 Apr NATURALGAS was trading at 257.30. The strike last trading price was 4.25, which was -0.05 lower than the previous day. The implied volatity was 54.77, the open interest changed by 1416 which increased total open position to 5230
On 27 Apr NATURALGAS was trading at 242.80. The strike last trading price was 5.5, which was -0.1 lower than the previous day. The implied volatity was 54.85, the open interest changed by -707 which decreased total open position to 3814
On 24 Apr NATURALGAS was trading at 239.20. The strike last trading price was 4.75, which was -0.05 lower than the previous day. The implied volatity was 54.77, the open interest changed by 12 which increased total open position to 4521
On 23 Apr NATURALGAS was trading at 243.80. The strike last trading price was 5.35, which was -0.05 lower than the previous day. The implied volatity was 52.69, the open interest changed by 3667 which increased total open position to 4509
On 22 Apr NATURALGAS was trading at 255.40. The strike last trading price was 8.5, which was -0.1 lower than the previous day. The implied volatity was 51.65, the open interest changed by 106 which increased total open position to 842
On 21 Apr NATURALGAS was trading at 252.10. The strike last trading price was 7.7, which was -0.15 lower than the previous day. The implied volatity was 50.69, the open interest changed by 327 which increased total open position to 736
On 20 Apr NATURALGAS was trading at 251.70. The strike last trading price was 8.45, which was -0.05 lower than the previous day. The implied volatity was 53.32, the open interest changed by 188 which increased total open position to 409
On 17 Apr NATURALGAS was trading at 250.60. The strike last trading price was 8.7, which was 0.15 higher than the previous day. The implied volatity was 54.03, the open interest changed by 117 which increased total open position to 221
On 16 Apr NATURALGAS was trading at 246.80. The strike last trading price was 8.6, which was -0.25 lower than the previous day. The implied volatity was 55.75, the open interest changed by 17 which increased total open position to 104
On 15 Apr NATURALGAS was trading at 245.10. The strike last trading price was 8.8, which was -0.2 lower than the previous day. The implied volatity was 56.83, the open interest changed by 17 which increased total open position to 87
On 14 Apr NATURALGAS was trading at 243.20. The strike last trading price was 8.9, which was -0.1 lower than the previous day. The implied volatity was 57.66, the open interest changed by 24 which increased total open position to 70
On 13 Apr NATURALGAS was trading at 247.60. The strike last trading price was 11, which was -0.05 lower than the previous day. The implied volatity was 58.53, the open interest changed by 6 which increased total open position to 46
On 10 Apr NATURALGAS was trading at 248.70. The strike last trading price was 11.05, which was 0 lower than the previous day. The implied volatity was 56.14, the open interest changed by 25 which increased total open position to 40
On 9 Apr NATURALGAS was trading at 250.20. The strike last trading price was 12.75, which was -0.8 lower than the previous day. The implied volatity was 60.76, the open interest changed by 8 which increased total open position to 15
On 8 Apr NATURALGAS was trading at 254.40. The strike last trading price was 16, which was 0.1 higher than the previous day. The implied volatity was 65.89, the open interest changed by 3 which increased total open position to 7
On 7 Apr NATURALGAS was trading at 269.70. The strike last trading price was 22, which was 0.2 higher than the previous day. The implied volatity was 63.51, the open interest changed by 2 which increased total open position to 4
On 6 Apr NATURALGAS was trading at 265.80. The strike last trading price was 23, which was 0 lower than the previous day. The implied volatity was 69.53, 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 23, 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 Apr NATURALGAS was trading at 265.70. The strike last trading price was 23, which was 0 lower than the previous day. The implied volatity was 66.64, the open interest changed by 1 which increased total open position to 1
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 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 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 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 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 (1d) 290 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.45
Vega: 0.09
Theta: -1.14
Gamma: 0.03
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 20 May | 291.30 | 4.5 | -0.05 (-1.10%) | 56.53 | 4,02,442 | -3,205 | 13,990 |
| 19 May | 300.30 | 2.5 | -0.4 (-13.79%) | 57.5 | 2,55,889 | 8,041 | 17,195 |
| 18 May | 292.90 | 6 | -0.3 (-4.76%) | 58.8 | 2,92,533 | 7,281 | 9,154 |
| 15 May | 283.90 | 11.9 | -0.25 (-2.06%) | 52.8 | 39,673 | 1,339 | 1,873 |
| 14 May | 276.90 | 17.65 | 0.15 (0.86%) | 57.32 | 7,363 | -49 | 534 |
| 13 May | 275.40 | 19.3 | -0.25 (-1.28%) | 58.09 | 6,736 | 112 | 584 |
| 12 May | 272.00 | 21.8 | -1.1 (-4.80%) | 55.55 | 7,966 | -140 | 472 |
| 11 May | 278.00 | 18.4 | -0.35 (-1.87%) | 57.45 | 4,472 | 378 | 612 |
| 8 May | 260.50 | 31.7 | 0.1 (0.32%) | 52.35 | 1,051 | 13 | 234 |
| 7 May | 263.00 | 30.25 | 0.6 (2.02%) | 54.75 | 289 | 12 | 221 |
| 6 May | 258.60 | 34.8 | 0.45 (1.31%) | 59.74 | 249 | -24 | 209 |
| 5 May | 267.00 | 28.15 | 0.15 (0.54%) | 56.75 | 3,228 | -58 | 233 |
| 4 May | 274.50 | 23 | 0 (0.00%) | 55.27 | 2,550 | 139 | 291 |
| 3 May | 264.10 | 30.8 | 0.1 (0.33%) | 53.62 | 457 | 10 | 152 |
| 2 May | 264.10 | 30.8 | 0.1 (0.33%) | 53.62 | 457 | 10 | 152 |
| 1 May | 264.10 | 30.8 | 0.1 (0.33%) | 53.58 | 457 | 10 | 152 |
| 30 Apr | 263.60 | 31.4 | -0.65 (-2.03%) | 53.45 | 250 | 30 | 142 |
| 29 Apr | 252.20 | 40.55 | -0.1 (-0.25%) | 52.92 | 35 | -1 | 112 |
| 28 Apr | 257.30 | 36.35 | 0.55 (1.54%) | 51.64 | 67 | -8 | 113 |
| 27 Apr | 242.80 | 33.85 | 0.05 (0.15%) | 54.17 | 186 | 18 | 121 |
| 24 Apr | 239.20 | 39.45 | -0.55 (-1.37%) | 56.62 | 26 | 7 | 103 |
| 23 Apr | 243.80 | 35.65 | 0.35 (0.99%) | 50.95 | 90 | 74 | 96 |
| 22 Apr | 255.40 | 26.5 | -0.35 (-1.30%) | 44.89 | 4 | 22 | 22 |
| 21 Apr | 252.10 | 30.3 | -1.85 (-5.75%) | 52.11 | 9 | 8 | 20 |
| 20 Apr | 251.70 | 31.4 | 0.45 (1.45%) | 53.49 | 22 | 8 | 20 |
| 17 Apr | 250.60 | 33.1 | -2.8 (-7.80%) | 52.34 | 5 | 12 | 12 |
| 16 Apr | 246.80 | 38.2 | 0.05 (0.13%) | - | 4 | 3 | 11 |
| 15 Apr | 245.10 | 38.2 | 0.05 (0.13%) | 59.51 | 4 | 3 | 11 |
| 14 Apr | 243.20 | 36 | 0.45 (1.27%) | 48.32 | 2 | 8 | 8 |
| 13 Apr | 247.60 | 35.2 | 0.15 (0.43%) | 56.04 | 5 | 8 | 8 |
| 10 Apr | 248.70 | 35 | 0 (0.00%) | - | 1 | 8 | 8 |
| 9 Apr | 250.20 | 35 | 0 (0.00%) | 52.99 | 1 | 8 | 8 |
| 8 Apr | 254.40 | 28.1 | -0.05 (-0.18%) | - | 3 | 7 | 7 |
| 7 Apr | 269.70 | 28.1 | -0.05 (-0.18%) | 60.48 | 3 | 7 | 7 |
| 6 Apr | 265.80 | 32 | 1.2 (3.90%) | - | 10 | -2 | 9 |
| 2 Apr | 263.80 | 32 | 1.2 (3.90%) | - | 10 | -2 | 9 |
| 1 Apr | 265.70 | 32 | 1.2 (3.90%) | 61.35 | 10 | -2 | 9 |
| 31 Mar | 274.70 | 30.55 | - | - | 0 | 4 | 11 |
| 30 Mar | 274.70 | 30.55 | 2 (7.01%) | 69.65 | 6 | 4 | 11 |
| 27 Mar | 291.10 | 25 | -13.55 (-35.15%) | 68.54 | 8 | 6 | 7 |
| 26 Mar | 282.00 | - | - | - | 0 | 0 | 1 |
| 25 Mar | 277.70 | 34.5 | 0 (0.00%) | - | 1 | 0 | 1 |
| 24 Mar | 276.90 | - | - | - | 0 | 0 | 1 |
| 23 Mar | 272.60 | - | - | - | 0 | 0 | 1 |
| 20 Mar | 288.60 | - | - | - | 0 | 0 | 1 |
| 19 Mar | 294.90 | - | - | - | 0 | 0 | 1 |
| 18 Mar | 282.30 | 34.5 | 0 (0.00%) | - | 1 | 0 | 1 |
| 17 Mar | 280.70 | 34.5 | 0 (0.00%) | - | 1 | 1 | 1 |
| 16 Mar | 278.70 | - | - | - | 0 | 0 | 1 |
| 13 Mar | 292.40 | - | - | - | 0 | 0 | 1 |
| 12 Mar | 297.60 | - | - | - | 0 | 0 | 1 |
| 11 Mar | 296.10 | - | - | - | 0 | 0 | 1 |
| 10 Mar | 276.20 | - | - | - | 0 | 0 | 1 |
| 9 Mar | 292.10 | - | - | - | 0 | 0 | 1 |
| 6 Mar | 294.20 | - | - | - | 0 | 0 | 1 |
| 5 Mar | 274.00 | - | - | - | 0 | 0 | 1 |
| 4 Mar | 270.90 | - | - | - | 0 | 0 | 1 |
| 3 Mar | 289.30 | 34.5 | 4.5 (15.00%) | 77.35 | 1 | 1 | 1 |
| 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 290 expiring on 22MAY2026
Delta for 290 PE is -0.45
Historical price for 290 PE is as follows
On 20 May NATURALGAS was trading at 291.30. The strike last trading price was 4.5, which was -0.05 lower than the previous day. The implied volatity was 56.53, the open interest changed by -3205 which decreased total open position to 13990
On 19 May NATURALGAS was trading at 300.30. The strike last trading price was 2.5, which was -0.4 lower than the previous day. The implied volatity was 57.5, the open interest changed by 8041 which increased total open position to 17195
On 18 May NATURALGAS was trading at 292.90. The strike last trading price was 6, which was -0.3 lower than the previous day. The implied volatity was 58.8, the open interest changed by 7281 which increased total open position to 9154
On 15 May NATURALGAS was trading at 283.90. The strike last trading price was 11.9, which was -0.25 lower than the previous day. The implied volatity was 52.8, the open interest changed by 1339 which increased total open position to 1873
On 14 May NATURALGAS was trading at 276.90. The strike last trading price was 17.65, which was 0.15 higher than the previous day. The implied volatity was 57.32, the open interest changed by -49 which decreased total open position to 534
On 13 May NATURALGAS was trading at 275.40. The strike last trading price was 19.3, which was -0.25 lower than the previous day. The implied volatity was 58.09, the open interest changed by 112 which increased total open position to 584
On 12 May NATURALGAS was trading at 272.00. The strike last trading price was 21.8, which was -1.1 lower than the previous day. The implied volatity was 55.55, the open interest changed by -140 which decreased total open position to 472
On 11 May NATURALGAS was trading at 278.00. The strike last trading price was 18.4, which was -0.35 lower than the previous day. The implied volatity was 57.45, the open interest changed by 378 which increased total open position to 612
On 8 May NATURALGAS was trading at 260.50. The strike last trading price was 31.7, which was 0.1 higher than the previous day. The implied volatity was 52.35, the open interest changed by 13 which increased total open position to 234
On 7 May NATURALGAS was trading at 263.00. The strike last trading price was 30.25, which was 0.6 higher than the previous day. The implied volatity was 54.75, the open interest changed by 12 which increased total open position to 221
On 6 May NATURALGAS was trading at 258.60. The strike last trading price was 34.8, which was 0.45 higher than the previous day. The implied volatity was 59.74, the open interest changed by -24 which decreased total open position to 209
On 5 May NATURALGAS was trading at 267.00. The strike last trading price was 28.15, which was 0.15 higher than the previous day. The implied volatity was 56.75, the open interest changed by -58 which decreased total open position to 233
On 4 May NATURALGAS was trading at 274.50. The strike last trading price was 23, which was 0 lower than the previous day. The implied volatity was 55.27, the open interest changed by 139 which increased total open position to 291
On 3 May NATURALGAS was trading at 264.10. The strike last trading price was 30.8, which was 0.1 higher than the previous day. The implied volatity was 53.62, the open interest changed by 10 which increased total open position to 152
On 2 May NATURALGAS was trading at 264.10. The strike last trading price was 30.8, which was 0.1 higher than the previous day. The implied volatity was 53.62, the open interest changed by 10 which increased total open position to 152
On 1 May NATURALGAS was trading at 264.10. The strike last trading price was 30.8, which was 0.1 higher than the previous day. The implied volatity was 53.58, the open interest changed by 10 which increased total open position to 152
On 30 Apr NATURALGAS was trading at 263.60. The strike last trading price was 31.4, which was -0.65 lower than the previous day. The implied volatity was 53.45, the open interest changed by 30 which increased total open position to 142
On 29 Apr NATURALGAS was trading at 252.20. The strike last trading price was 40.55, which was -0.1 lower than the previous day. The implied volatity was 52.92, the open interest changed by -1 which decreased total open position to 112
On 28 Apr NATURALGAS was trading at 257.30. The strike last trading price was 36.35, which was 0.55 higher than the previous day. The implied volatity was 51.64, the open interest changed by -8 which decreased total open position to 113
On 27 Apr NATURALGAS was trading at 242.80. The strike last trading price was 33.85, which was 0.05 higher than the previous day. The implied volatity was 54.17, the open interest changed by 18 which increased total open position to 121
On 24 Apr NATURALGAS was trading at 239.20. The strike last trading price was 39.45, which was -0.55 lower than the previous day. The implied volatity was 56.62, the open interest changed by 7 which increased total open position to 103
On 23 Apr NATURALGAS was trading at 243.80. The strike last trading price was 35.65, which was 0.35 higher than the previous day. The implied volatity was 50.95, the open interest changed by 74 which increased total open position to 96
On 22 Apr NATURALGAS was trading at 255.40. The strike last trading price was 26.5, which was -0.35 lower than the previous day. The implied volatity was 44.89, the open interest changed by 22 which increased total open position to 22
On 21 Apr NATURALGAS was trading at 252.10. The strike last trading price was 30.3, which was -1.85 lower than the previous day. The implied volatity was 52.11, the open interest changed by 8 which increased total open position to 20
On 20 Apr NATURALGAS was trading at 251.70. The strike last trading price was 31.4, which was 0.45 higher than the previous day. The implied volatity was 53.49, the open interest changed by 8 which increased total open position to 20
On 17 Apr NATURALGAS was trading at 250.60. The strike last trading price was 33.1, which was -2.8 lower than the previous day. The implied volatity was 52.34, the open interest changed by 12 which increased total open position to 12
On 16 Apr NATURALGAS was trading at 246.80. The strike last trading price was 38.2, which was 0.05 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 11
On 15 Apr NATURALGAS was trading at 245.10. The strike last trading price was 38.2, which was 0.05 higher than the previous day. The implied volatity was 59.51, the open interest changed by 3 which increased total open position to 11
On 14 Apr NATURALGAS was trading at 243.20. The strike last trading price was 36, which was 0.45 higher than the previous day. The implied volatity was 48.32, the open interest changed by 8 which increased total open position to 8
On 13 Apr NATURALGAS was trading at 247.60. The strike last trading price was 35.2, which was 0.15 higher than the previous day. The implied volatity was 56.04, the open interest changed by 8 which increased total open position to 8
On 10 Apr NATURALGAS was trading at 248.70. The strike last trading price was 35, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 8 which increased total open position to 8
On 9 Apr NATURALGAS was trading at 250.20. The strike last trading price was 35, which was 0 lower than the previous day. The implied volatity was 52.99, the open interest changed by 8 which increased total open position to 8
On 8 Apr NATURALGAS was trading at 254.40. The strike last trading price was 28.1, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by 7 which increased total open position to 7
On 7 Apr NATURALGAS was trading at 269.70. The strike last trading price was 28.1, which was -0.05 lower than the previous day. The implied volatity was 60.48, 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 32, which was 1.2 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 9
On 2 Apr NATURALGAS was trading at 263.80. The strike last trading price was 32, which was 1.2 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 9
On 1 Apr NATURALGAS was trading at 265.70. The strike last trading price was 32, which was 1.2 higher than the previous day. The implied volatity was 61.35, the open interest changed by -2 which decreased total open position to 9
On 31 Mar NATURALGAS was trading at 274.70. The strike last trading price was 30.55, which was - lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 11
On 30 Mar NATURALGAS was trading at 274.70. The strike last trading price was 30.55, which was 2 higher than the previous day. The implied volatity was 69.65, the open interest changed by 4 which increased total open position to 11
On 27 Mar NATURALGAS was trading at 291.10. The strike last trading price was 25, which was -13.55 lower than the previous day. The implied volatity was 68.54, the open interest changed by 6 which increased total open position to 7
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 1
On 25 Mar NATURALGAS was trading at 277.70. The strike last trading price was 34.5, 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 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 1
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 1
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 1
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 1
On 18 Mar NATURALGAS was trading at 282.30. The strike last trading price was 34.5, 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 17 Mar NATURALGAS was trading at 280.70. The strike last trading price was 34.5, 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 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 1
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 1
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 1
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 1
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 1
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 1
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 1
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 1
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 1
On 3 Mar NATURALGAS was trading at 289.30. The strike last trading price was 34.5, which was 4.5 higher than the previous day. The implied volatity was 77.35, the open interest changed by 1 which increased total open position to 1
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
