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Historical option data for NATURALGAS

22 May 2026 11:58 PM IST
NATURALGAS 23-Jun-2026 (31d) 295 CE
Delta: 0.49
Vega: 0.34
Theta: -0.25
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
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 0.49

Historical price for 295 CE is as follows

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 (31d) 295 PE
Delta: -0.51
Vega: 0.34
Theta: -0.25
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
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 -0.51

Historical price for 295 PE is as follows

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