Historical option data for NATURALGAS
18 Jun 2026 01:40 PM IST
| NATURALGAS 23-Jun-2026 (5d) 295 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.56
Vega: 0.15
Theta: -0.7
Gamma: 0.02
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 18 Jun | 297.40 | 9.15 | -0.2 (-2.14%) | 54.41 | 11,349 | 296 | 3,832 | |||||||||
| 17 Jun | 296.60 | 8.9 | -0.45 (-4.81%) | 52.38 | 85,391 | 1,042 | 3,536 | |||||||||
| 16 Jun | 306.00 | 15.6 | -0.7 (-4.29%) | 53.7 | 46,438 | -1,246 | 2,494 | |||||||||
| 15 Jun | 297.30 | 10.15 | -0.25 (-2.40%) | 50.48 | 95,812 | 325 | 3,740 | |||||||||
| 12 Jun | 296.80 | 10.6 | -0.2 (-1.85%) | 46.73 | 88,867 | -303 | 3,415 | |||||||||
| 11 Jun | 295.00 | 10.4 | 0.05 (0.48%) | 48.29 | 46,040 | 2,237 | 3,718 | |||||||||
| 10 Jun | 305.50 | 16.95 | -0.35 (-2.02%) | 47.84 | 26,138 | -737 | 1,481 | |||||||||
| 9 Jun | 301.40 | 14.85 | -0.2 (-1.33%) | 48.4 | 21,015 | -966 | 2,218 | |||||||||
| 8 Jun | 301.60 | 15.15 | 0 (0.00%) | 47.54 | 23,240 | 2,765 | 3,184 | |||||||||
| 5 Jun | 308.10 | 20.4 | -0.5 (-2.39%) | 47.63 | 2,086 | -417 | 419 | |||||||||
| 4 Jun | 322.60 | 31.9 | 0.25 (0.79%) | 49.47 | 1,255 | -125 | 836 | |||||||||
| 3 Jun | 309.50 | 21.85 | -0.8 (-3.53%) | 47.12 | 8,876 | 207 | 961 | |||||||||
| 2 Jun | 302.30 | 18 | -0.1 (-0.55%) | 48.92 | 13,619 | 79 | 754 | |||||||||
| 1 Jun | 302.70 | 18.65 | -0.1 (-0.53%) | 49.23 | 4,794 | 122 | 675 | |||||||||
| 29 May | 315.90 | 28.85 | -0.35 (-1.20%) | 50.98 | 1,857 | -383 | 553 | |||||||||
| 28 May | 314.00 | 27.5 | -0.35 (-1.26%) | 49.98 | 16,469 | -450 | 933 | |||||||||
| 27 May | 302.40 | 20.3 | 0.75 (3.84%) | 50.23 | 38,889 | -1,135 | 1,383 | |||||||||
| 26 May | 279.70 | 15.1 | 0.1 (0.67%) | 50.58 | 28,947 | 395 | 2,518 | |||||||||
| 25 May | 277.40 | 14.95 | -0.2 (-1.32%) | 49.71 | 21,662 | 746 | 1,233 | |||||||||
| 22 May | 276.90 | 14.2 | -0.75 (-5.02%) | 46.45 | 4,128 | 1,148 | 1,202 | |||||||||
| 21 May | 289.80 | 22.95 | -0.05 (-0.22%) | 50.76 | 195 | 35 | 54 | |||||||||
| 20 May | 291.30 | 30 | -2.4 (-7.41%) | 63.54 | 11 | 1 | 19 | |||||||||
| 19 May | 300.30 | 32.15 | 0.6 (1.90%) | 48.1 | 18 | -2 | 18 | |||||||||
| 18 May | 292.90 | 26.05 | 1.25 (5.04%) | 48 | 19 | 20 | 20 | |||||||||
| 15 May | 283.90 | 21 | 1.6 (8.25%) | - | 9 | 3 | 16 | |||||||||
| 14 May | 276.90 | 21 | 1.6 (8.25%) | 50.89 | 9 | 3 | 16 | |||||||||
| 13 May | 275.40 | 21.35 | 1.2 (5.96%) | 53.91 | 7 | 13 | 13 | |||||||||
| 12 May | 272.00 | 20.4 | 0 (0.00%) | - | 1 | 0 | 10 | |||||||||
| 11 May | 278.00 | 20.4 | 0 (0.00%) | 43.59 | 1 | 0 | 10 | |||||||||
| 8 May | 260.50 | 18 | -0.7 (-3.74%) | 54.05 | 2 | 0 | 10 | |||||||||
| 7 May | 263.00 | 16.45 | 0.4 (2.49%) | 47.51 | 4 | 3 | 10 | |||||||||
| 6 May | 258.60 | 19 | 0 (0.00%) | 55.22 | 1 | 7 | 7 | |||||||||
| 5 May | 267.00 | 27.35 | 0.5 (1.86%) | - | 2 | 6 | 6 | |||||||||
| 4 May | 274.50 | 27.35 | 0.5 (1.86%) | 51.26 | 2 | 6 | 6 | |||||||||
| 3 May | 264.10 | 21.2 | -0.5 (-2.30%) | 49.62 | 4 | 3 | 0 | |||||||||
| 2 May | 264.10 | 21.2 | -0.5 (-2.30%) | 49.62 | 4 | 3 | 0 | |||||||||
| 1 May | 264.10 | 21.2 | -0.5 (-2.30%) | 49.61 | 4 | 3 | 8 | |||||||||
| 30 Apr | 263.60 | 18.75 | 2.45 (15.03%) | 45.98 | 6 | 3 | 8 | |||||||||
| 29 Apr | 252.20 | 15.3 | 0 (0.00%) | 47.76 | 2 | 1 | 5 | |||||||||
| 28 Apr | 257.30 | 19.2 | -0.1 (-0.52%) | 50.84 | 3 | 3 | 4 | |||||||||
| 27 Apr | 242.80 | 19.9 | 0 (0.00%) | 49.34 | 1 | 1 | 1 | |||||||||
| 24 Apr | 239.20 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 23 Apr | 243.80 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 22 Apr | 255.40 | - | - | - | 0 | 0 | 0 | |||||||||
| 21 Apr | 252.10 | - | - | - | 0 | 0 | 0 | |||||||||
| 20 Apr | 251.70 | - | - | - | 0 | 0 | 0 | |||||||||
| 17 Apr | 250.60 | - | - | - | 0 | 0 | 0 | |||||||||
| 16 Apr | 246.80 | - | - | - | 0 | 0 | 0 | |||||||||
| 15 Apr | 245.10 | - | - | - | 0 | 0 | 0 | |||||||||
| 14 Apr | 243.20 | - | - | - | 0 | 0 | 0 | |||||||||
| 13 Apr | 247.60 | - | - | - | 0 | 0 | 0 | |||||||||
| 10 Apr | 248.70 | - | - | - | 0 | 0 | 0 | |||||||||
| 9 Apr | 250.20 | - | - | - | 0 | 0 | 0 | |||||||||
| 8 Apr | 254.40 | - | - | - | 0 | 0 | 0 | |||||||||
| 7 Apr | 269.70 | - | - | - | 0 | 0 | 0 | |||||||||
| 6 Apr | 265.80 | - | - | - | 0 | 0 | 0 | |||||||||
| 2 Apr | 263.80 | - | - | - | 0 | 0 | 0 | |||||||||
| 1 Apr | 265.70 | - | - | - | 0 | 0 | 0 | |||||||||
| 31 Mar | 274.70 | - | - | - | 0 | 0 | 0 | |||||||||
| 30 Mar | 274.70 | - | - | - | 0 | 0 | 0 | |||||||||
| 27 Mar | 291.10 | - | - | - | 0 | 0 | 0 | |||||||||
For Natural Gas - strike price 295 expiring on 23JUN2026
Delta for 295 CE is 0.56
Historical price for 295 CE is as follows
On 18 Jun NATURALGAS was trading at 297.40. The strike last trading price was 9.15, which was -0.2 lower than the previous day. The implied volatity was 54.41, the open interest changed by 296 which increased total open position to 3832
On 17 Jun NATURALGAS was trading at 296.60. The strike last trading price was 8.9, which was -0.45 lower than the previous day. The implied volatity was 52.38, the open interest changed by 1042 which increased total open position to 3536
On 16 Jun NATURALGAS was trading at 306.00. The strike last trading price was 15.6, which was -0.7 lower than the previous day. The implied volatity was 53.7, the open interest changed by -1246 which decreased total open position to 2494
On 15 Jun NATURALGAS was trading at 297.30. The strike last trading price was 10.15, which was -0.25 lower than the previous day. The implied volatity was 50.48, the open interest changed by 325 which increased total open position to 3740
On 12 Jun NATURALGAS was trading at 296.80. The strike last trading price was 10.6, which was -0.2 lower than the previous day. The implied volatity was 46.73, the open interest changed by -303 which decreased total open position to 3415
On 11 Jun NATURALGAS was trading at 295.00. The strike last trading price was 10.4, which was 0.05 higher than the previous day. The implied volatity was 48.29, the open interest changed by 2237 which increased total open position to 3718
On 10 Jun NATURALGAS was trading at 305.50. The strike last trading price was 16.95, which was -0.35 lower than the previous day. The implied volatity was 47.84, the open interest changed by -737 which decreased total open position to 1481
On 9 Jun NATURALGAS was trading at 301.40. The strike last trading price was 14.85, which was -0.2 lower than the previous day. The implied volatity was 48.4, the open interest changed by -966 which decreased total open position to 2218
On 8 Jun NATURALGAS was trading at 301.60. The strike last trading price was 15.15, which was 0 lower than the previous day. The implied volatity was 47.54, the open interest changed by 2765 which increased total open position to 3184
On 5 Jun NATURALGAS was trading at 308.10. The strike last trading price was 20.4, which was -0.5 lower than the previous day. The implied volatity was 47.63, the open interest changed by -417 which decreased total open position to 419
On 4 Jun NATURALGAS was trading at 322.60. The strike last trading price was 31.9, which was 0.25 higher than the previous day. The implied volatity was 49.47, the open interest changed by -125 which decreased total open position to 836
On 3 Jun NATURALGAS was trading at 309.50. The strike last trading price was 21.85, which was -0.8 lower than the previous day. The implied volatity was 47.12, the open interest changed by 207 which increased total open position to 961
On 2 Jun NATURALGAS was trading at 302.30. The strike last trading price was 18, which was -0.1 lower than the previous day. The implied volatity was 48.92, the open interest changed by 79 which increased total open position to 754
On 1 Jun NATURALGAS was trading at 302.70. The strike last trading price was 18.65, which was -0.1 lower than the previous day. The implied volatity was 49.23, the open interest changed by 122 which increased total open position to 675
On 29 May NATURALGAS was trading at 315.90. The strike last trading price was 28.85, which was -0.35 lower than the previous day. The implied volatity was 50.98, the open interest changed by -383 which decreased total open position to 553
On 28 May NATURALGAS was trading at 314.00. The strike last trading price was 27.5, which was -0.35 lower than the previous day. The implied volatity was 49.98, the open interest changed by -450 which decreased total open position to 933
On 27 May NATURALGAS was trading at 302.40. The strike last trading price was 20.3, which was 0.75 higher than the previous day. The implied volatity was 50.23, the open interest changed by -1135 which decreased total open position to 1383
On 26 May NATURALGAS was trading at 279.70. The strike last trading price was 15.1, which was 0.1 higher than the previous day. The implied volatity was 50.58, the open interest changed by 395 which increased total open position to 2518
On 25 May NATURALGAS was trading at 277.40. The strike last trading price was 14.95, which was -0.2 lower than the previous day. The implied volatity was 49.71, the open interest changed by 746 which increased total open position to 1233
On 22 May NATURALGAS was trading at 276.90. The strike last trading price was 14.2, which was -0.75 lower than the previous day. The implied volatity was 46.45, the open interest changed by 1148 which increased total open position to 1202
On 21 May NATURALGAS was trading at 289.80. The strike last trading price was 22.95, which was -0.05 lower than the previous day. The implied volatity was 50.76, the open interest changed by 35 which increased total open position to 54
On 20 May NATURALGAS was trading at 291.30. The strike last trading price was 30, which was -2.4 lower than the previous day. The implied volatity was 63.54, the open interest changed by 1 which increased total open position to 19
On 19 May NATURALGAS was trading at 300.30. The strike last trading price was 32.15, which was 0.6 higher than the previous day. The implied volatity was 48.1, the open interest changed by -2 which decreased total open position to 18
On 18 May NATURALGAS was trading at 292.90. The strike last trading price was 26.05, which was 1.25 higher than the previous day. The implied volatity was 48, the open interest changed by 20 which increased total open position to 20
On 15 May NATURALGAS was trading at 283.90. The strike last trading price was 21, which was 1.6 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 16
On 14 May NATURALGAS was trading at 276.90. The strike last trading price was 21, which was 1.6 higher than the previous day. The implied volatity was 50.89, the open interest changed by 3 which increased total open position to 16
On 13 May NATURALGAS was trading at 275.40. The strike last trading price was 21.35, which was 1.2 higher than the previous day. The implied volatity was 53.91, the open interest changed by 13 which increased total open position to 13
On 12 May NATURALGAS was trading at 272.00. The strike last trading price was 20.4, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10
On 11 May NATURALGAS was trading at 278.00. The strike last trading price was 20.4, which was 0 lower than the previous day. The implied volatity was 43.59, the open interest changed by 0 which decreased total open position to 10
On 8 May NATURALGAS was trading at 260.50. The strike last trading price was 18, which was -0.7 lower than the previous day. The implied volatity was 54.05, the open interest changed by 0 which decreased total open position to 10
On 7 May NATURALGAS was trading at 263.00. The strike last trading price was 16.45, which was 0.4 higher than the previous day. The implied volatity was 47.51, the open interest changed by 3 which increased total open position to 10
On 6 May NATURALGAS was trading at 258.60. The strike last trading price was 19, which was 0 lower than the previous day. The implied volatity was 55.22, the open interest changed by 7 which increased total open position to 7
On 5 May NATURALGAS was trading at 267.00. The strike last trading price was 27.35, which was 0.5 higher than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 6
On 4 May NATURALGAS was trading at 274.50. The strike last trading price was 27.35, which was 0.5 higher than the previous day. The implied volatity was 51.26, the open interest changed by 6 which increased total open position to 6
On 3 May NATURALGAS was trading at 264.10. The strike last trading price was 21.2, which was -0.5 lower than the previous day. The implied volatity was 49.62, the open interest changed by 3 which increased total open position to 0
On 2 May NATURALGAS was trading at 264.10. The strike last trading price was 21.2, which was -0.5 lower than the previous day. The implied volatity was 49.62, the open interest changed by 3 which increased total open position to 0
On 1 May NATURALGAS was trading at 264.10. The strike last trading price was 21.2, which was -0.5 lower than the previous day. The implied volatity was 49.61, the open interest changed by 3 which increased total open position to 8
On 30 Apr NATURALGAS was trading at 263.60. The strike last trading price was 18.75, which was 2.45 higher than the previous day. The implied volatity was 45.98, the open interest changed by 3 which increased total open position to 8
On 29 Apr NATURALGAS was trading at 252.20. The strike last trading price was 15.3, which was 0 lower than the previous day. The implied volatity was 47.76, the open interest changed by 1 which increased total open position to 5
On 28 Apr NATURALGAS was trading at 257.30. The strike last trading price was 19.2, which was -0.1 lower than the previous day. The implied volatity was 50.84, the open interest changed by 3 which increased total open position to 4
On 27 Apr NATURALGAS was trading at 242.80. The strike last trading price was 19.9, which was 0 lower than the previous day. The implied volatity was 49.34, the open interest changed by 1 which increased total open position to 1
On 24 Apr NATURALGAS was trading at 239.20. 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 23 Apr NATURALGAS was trading at 243.80. 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 22 Apr NATURALGAS was trading at 255.40. 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 21 Apr NATURALGAS was trading at 252.10. 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 20 Apr NATURALGAS was trading at 251.70. 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 17 Apr NATURALGAS was trading at 250.60. 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 16 Apr NATURALGAS was trading at 246.80. 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 15 Apr NATURALGAS was trading at 245.10. 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 14 Apr NATURALGAS was trading at 243.20. 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 13 Apr NATURALGAS was trading at 247.60. 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 10 Apr NATURALGAS was trading at 248.70. 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 9 Apr NATURALGAS was trading at 250.20. 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 8 Apr NATURALGAS was trading at 254.40. 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 7 Apr NATURALGAS was trading at 269.70. 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 6 Apr NATURALGAS was trading at 265.80. 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 2 Apr NATURALGAS was trading at 263.80. 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 1 Apr NATURALGAS was trading at 265.70. 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 31 Mar NATURALGAS was trading at 274.70. 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 30 Mar NATURALGAS was trading at 274.70. 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 27 Mar NATURALGAS was trading at 291.10. 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
| NATURALGAS 23-Jun-2026 (5d) 295 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.44
Vega: 0.15
Theta: -0.72
Gamma: 0.02
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 18 Jun | 297.40 | 7.15 | 0.1 (1.42%) | 55.78 | 18,964 | 919 | 8,479 |
| 17 Jun | 296.60 | 6.8 | -0.25 (-3.55%) | 49.13 | 1,61,078 | -5,162 | 7,560 |
| 16 Jun | 306.00 | 4.95 | 0.2 (4.21%) | 56.02 | 94,255 | 5,976 | 13,961 |
| 15 Jun | 297.30 | 7.65 | -0.3 (-3.77%) | 49.34 | 73,090 | 2,288 | 7,985 |
| 12 Jun | 296.80 | 8.85 | -0.2 (-2.21%) | 46.97 | 71,922 | 1,535 | 5,697 |
| 11 Jun | 295.00 | 10.25 | -0.65 (-5.96%) | 47.59 | 73,488 | -2,279 | 4,162 |
| 10 Jun | 305.50 | 6.75 | 0.1 (1.50%) | 49.26 | 67,382 | 1,748 | 6,441 |
| 9 Jun | 301.40 | 8.4 | -0.1 (-1.18%) | 48.18 | 41,225 | -193 | 4,693 |
| 8 Jun | 301.60 | 9.05 | -0.4 (-4.23%) | 49.65 | 47,755 | -726 | 4,886 |
| 5 Jun | 308.10 | 7.35 | -0.05 (-0.68%) | 47.83 | 24,009 | -2,636 | 5,612 |
| 4 Jun | 322.60 | 4.85 | -0.15 (-3.00%) | 52.09 | 37,991 | 3,125 | 8,248 |
| 3 Jun | 309.50 | 7.85 | 0 (0.00%) | 49.05 | 36,245 | 490 | 5,123 |
| 2 Jun | 302.30 | 10.8 | 0 (0.00%) | 49.28 | 43,500 | -773 | 4,633 |
| 1 Jun | 302.70 | 10.95 | -0.25 (-2.23%) | 49.23 | 33,695 | -1,468 | 5,406 |
| 29 May | 315.90 | 8.3 | -0.3 (-3.49%) | 52.22 | 21,413 | -755 | 6,874 |
| 28 May | 314.00 | 8.9 | -0.15 (-1.66%) | 51.35 | 38,794 | 2,538 | 7,629 |
| 27 May | 302.40 | 12.85 | -0.5 (-3.75%) | 50.07 | 34,233 | 3,749 | 5,091 |
| 26 May | 279.70 | 17.85 | 0.1 (0.56%) | 50.42 | 26,453 | -265 | 1,350 |
| 25 May | 277.40 | 17.8 | -0.7 (-3.78%) | 48.95 | 13,282 | 1,303 | 805 |
| 22 May | 276.90 | 18.15 | -0.6 (-3.20%) | 46.3 | 4,863 | -69 | 531 |
| 21 May | 289.80 | 13.95 | -0.05 (-0.36%) | 49.91 | 2,424 | 232 | 600 |
| 20 May | 291.30 | 13.5 | 0 (0.00%) | 51.76 | 1,138 | 275 | 368 |
| 19 May | 300.30 | 9.5 | -0.45 (-4.52%) | 49.74 | 242 | 79 | 93 |
| 18 May | 292.90 | 13.4 | 0.75 (5.93%) | 51.73 | 40 | 11 | 14 |
| 15 May | 283.90 | 18 | -0.4 (-2.17%) | 53.05 | 3 | 3 | 3 |
| 14 May | 276.90 | 19 | 0 (0.00%) | - | 1 | 0 | 2 |
| 13 May | 275.40 | 19 | 0 (0.00%) | 48.21 | 1 | 0 | 2 |
| 12 May | 272.00 | 19 | 0 (0.00%) | - | 1 | 0 | 2 |
| 11 May | 278.00 | 19 | 0 (0.00%) | 52.48 | 1 | 0 | 2 |
| 8 May | 260.50 | 23 | -1.2 (-4.96%) | 43.91 | 7 | 0 | 2 |
| 7 May | 263.00 | 24.1 | 0 (0.00%) | 48.6 | 1 | 2 | 2 |
| 6 May | 258.60 | 15.55 | 0 (0.00%) | - | 1 | 1 | 1 |
| 5 May | 267.00 | 15.55 | 0 (0.00%) | 36.66 | 1 | 1 | 1 |
| 4 May | 274.50 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 3 May | 264.10 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 2 May | 264.10 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 1 May | 264.10 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 30 Apr | 263.60 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 29 Apr | 252.20 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 28 Apr | 257.30 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 27 Apr | 242.80 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 24 Apr | 239.20 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 23 Apr | 243.80 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 22 Apr | 255.40 | - | - | - | 0 | 0 | 0 |
| 21 Apr | 252.10 | - | - | - | 0 | 0 | 0 |
| 20 Apr | 251.70 | - | - | - | 0 | 0 | 0 |
| 17 Apr | 250.60 | - | - | - | 0 | 0 | 0 |
| 16 Apr | 246.80 | - | - | - | 0 | 0 | 0 |
| 15 Apr | 245.10 | - | - | - | 0 | 0 | 0 |
| 14 Apr | 243.20 | - | - | - | 0 | 0 | 0 |
| 13 Apr | 247.60 | - | - | - | 0 | 0 | 0 |
| 10 Apr | 248.70 | - | - | - | 0 | 0 | 0 |
| 9 Apr | 250.20 | - | - | - | 0 | 0 | 0 |
| 8 Apr | 254.40 | - | - | - | 0 | 0 | 0 |
| 7 Apr | 269.70 | - | - | - | 0 | 0 | 0 |
| 6 Apr | 265.80 | - | - | - | 0 | 0 | 0 |
| 2 Apr | 263.80 | - | - | - | 0 | 0 | 0 |
| 1 Apr | 265.70 | - | - | - | 0 | 0 | 0 |
| 31 Mar | 274.70 | - | - | - | 0 | 0 | 0 |
| 30 Mar | 274.70 | - | - | - | 0 | 0 | 0 |
| 27 Mar | 291.10 | - | - | - | 0 | 0 | 0 |
For Natural Gas - strike price 295 expiring on 23JUN2026
Delta for 295 PE is -0.44
Historical price for 295 PE is as follows
On 18 Jun NATURALGAS was trading at 297.40. The strike last trading price was 7.15, which was 0.1 higher than the previous day. The implied volatity was 55.78, the open interest changed by 919 which increased total open position to 8479
On 17 Jun NATURALGAS was trading at 296.60. The strike last trading price was 6.8, which was -0.25 lower than the previous day. The implied volatity was 49.13, the open interest changed by -5162 which decreased total open position to 7560
On 16 Jun NATURALGAS was trading at 306.00. The strike last trading price was 4.95, which was 0.2 higher than the previous day. The implied volatity was 56.02, the open interest changed by 5976 which increased total open position to 13961
On 15 Jun NATURALGAS was trading at 297.30. The strike last trading price was 7.65, which was -0.3 lower than the previous day. The implied volatity was 49.34, the open interest changed by 2288 which increased total open position to 7985
On 12 Jun NATURALGAS was trading at 296.80. The strike last trading price was 8.85, which was -0.2 lower than the previous day. The implied volatity was 46.97, the open interest changed by 1535 which increased total open position to 5697
On 11 Jun NATURALGAS was trading at 295.00. The strike last trading price was 10.25, which was -0.65 lower than the previous day. The implied volatity was 47.59, the open interest changed by -2279 which decreased total open position to 4162
On 10 Jun NATURALGAS was trading at 305.50. The strike last trading price was 6.75, which was 0.1 higher than the previous day. The implied volatity was 49.26, the open interest changed by 1748 which increased total open position to 6441
On 9 Jun NATURALGAS was trading at 301.40. The strike last trading price was 8.4, which was -0.1 lower than the previous day. The implied volatity was 48.18, the open interest changed by -193 which decreased total open position to 4693
On 8 Jun NATURALGAS was trading at 301.60. The strike last trading price was 9.05, which was -0.4 lower than the previous day. The implied volatity was 49.65, the open interest changed by -726 which decreased total open position to 4886
On 5 Jun NATURALGAS was trading at 308.10. The strike last trading price was 7.35, which was -0.05 lower than the previous day. The implied volatity was 47.83, the open interest changed by -2636 which decreased total open position to 5612
On 4 Jun NATURALGAS was trading at 322.60. The strike last trading price was 4.85, which was -0.15 lower than the previous day. The implied volatity was 52.09, the open interest changed by 3125 which increased total open position to 8248
On 3 Jun NATURALGAS was trading at 309.50. The strike last trading price was 7.85, which was 0 lower than the previous day. The implied volatity was 49.05, the open interest changed by 490 which increased total open position to 5123
On 2 Jun NATURALGAS was trading at 302.30. The strike last trading price was 10.8, which was 0 lower than the previous day. The implied volatity was 49.28, the open interest changed by -773 which decreased total open position to 4633
On 1 Jun NATURALGAS was trading at 302.70. The strike last trading price was 10.95, which was -0.25 lower than the previous day. The implied volatity was 49.23, the open interest changed by -1468 which decreased total open position to 5406
On 29 May NATURALGAS was trading at 315.90. The strike last trading price was 8.3, which was -0.3 lower than the previous day. The implied volatity was 52.22, the open interest changed by -755 which decreased total open position to 6874
On 28 May NATURALGAS was trading at 314.00. The strike last trading price was 8.9, which was -0.15 lower than the previous day. The implied volatity was 51.35, the open interest changed by 2538 which increased total open position to 7629
On 27 May NATURALGAS was trading at 302.40. The strike last trading price was 12.85, which was -0.5 lower than the previous day. The implied volatity was 50.07, the open interest changed by 3749 which increased total open position to 5091
On 26 May NATURALGAS was trading at 279.70. The strike last trading price was 17.85, which was 0.1 higher than the previous day. The implied volatity was 50.42, the open interest changed by -265 which decreased total open position to 1350
On 25 May NATURALGAS was trading at 277.40. The strike last trading price was 17.8, which was -0.7 lower than the previous day. The implied volatity was 48.95, the open interest changed by 1303 which increased total open position to 805
On 22 May NATURALGAS was trading at 276.90. The strike last trading price was 18.15, which was -0.6 lower than the previous day. The implied volatity was 46.3, the open interest changed by -69 which decreased total open position to 531
On 21 May NATURALGAS was trading at 289.80. The strike last trading price was 13.95, which was -0.05 lower than the previous day. The implied volatity was 49.91, the open interest changed by 232 which increased total open position to 600
On 20 May NATURALGAS was trading at 291.30. The strike last trading price was 13.5, which was 0 lower than the previous day. The implied volatity was 51.76, the open interest changed by 275 which increased total open position to 368
On 19 May NATURALGAS was trading at 300.30. The strike last trading price was 9.5, which was -0.45 lower than the previous day. The implied volatity was 49.74, the open interest changed by 79 which increased total open position to 93
On 18 May NATURALGAS was trading at 292.90. The strike last trading price was 13.4, which was 0.75 higher than the previous day. The implied volatity was 51.73, the open interest changed by 11 which increased total open position to 14
On 15 May NATURALGAS was trading at 283.90. The strike last trading price was 18, which was -0.4 lower than the previous day. The implied volatity was 53.05, the open interest changed by 3 which increased total open position to 3
On 14 May NATURALGAS was trading at 276.90. The strike last trading price was 19, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 13 May NATURALGAS was trading at 275.40. The strike last trading price was 19, which was 0 lower than the previous day. The implied volatity was 48.21, the open interest changed by 0 which decreased total open position to 2
On 12 May NATURALGAS was trading at 272.00. The strike last trading price was 19, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 11 May NATURALGAS was trading at 278.00. The strike last trading price was 19, which was 0 lower than the previous day. The implied volatity was 52.48, the open interest changed by 0 which decreased total open position to 2
On 8 May NATURALGAS was trading at 260.50. The strike last trading price was 23, which was -1.2 lower than the previous day. The implied volatity was 43.91, the open interest changed by 0 which decreased total open position to 2
On 7 May NATURALGAS was trading at 263.00. The strike last trading price was 24.1, which was 0 lower than the previous day. The implied volatity was 48.6, the open interest changed by 2 which increased total open position to 2
On 6 May NATURALGAS was trading at 258.60. The strike last trading price was 15.55, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1
On 5 May NATURALGAS was trading at 267.00. The strike last trading price was 15.55, which was 0 lower than the previous day. The implied volatity was 36.66, the open interest changed by 1 which increased total open position to 1
On 4 May NATURALGAS was trading at 274.50. 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 May NATURALGAS was trading at 264.10. 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 2 May NATURALGAS was trading at 264.10. 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 1 May NATURALGAS was trading at 264.10. 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 Apr NATURALGAS was trading at 263.60. 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 Apr NATURALGAS was trading at 252.20. 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 28 Apr NATURALGAS was trading at 257.30. 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 27 Apr NATURALGAS was trading at 242.80. 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 24 Apr NATURALGAS was trading at 239.20. 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 23 Apr NATURALGAS was trading at 243.80. 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 22 Apr NATURALGAS was trading at 255.40. 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 21 Apr NATURALGAS was trading at 252.10. 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 20 Apr NATURALGAS was trading at 251.70. 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 17 Apr NATURALGAS was trading at 250.60. 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 16 Apr NATURALGAS was trading at 246.80. 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 15 Apr NATURALGAS was trading at 245.10. 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 14 Apr NATURALGAS was trading at 243.20. 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 13 Apr NATURALGAS was trading at 247.60. 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 10 Apr NATURALGAS was trading at 248.70. 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 9 Apr NATURALGAS was trading at 250.20. 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 8 Apr NATURALGAS was trading at 254.40. 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 7 Apr NATURALGAS was trading at 269.70. 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 6 Apr NATURALGAS was trading at 265.80. 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 2 Apr NATURALGAS was trading at 263.80. 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 1 Apr NATURALGAS was trading at 265.70. 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 31 Mar NATURALGAS was trading at 274.70. 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 30 Mar NATURALGAS was trading at 274.70. 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 27 Mar NATURALGAS was trading at 291.10. 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
