NATURALGAS
Natural Gas
Historical option data for NATURALGAS
15 Jan 2026 11:38 AM IST
| NATURALGAS 22-JAN-2026 300 CE | ||||||||||||||||
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Delta: 0.33
Vega: 0.15
Theta: -0.81
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 15 Jan | 280.80 | 7.45 | -0.2 | 87.5 | 96,739 | 0 | 15,014 | |||||||||
| 14 Jan | 280.70 | 7.45 | -0.2 | 87.42 | 96,739 | -1,326 | 7,001 | |||||||||
| 13 Jan | 305.90 | 16.85 | -0.95 | 71.31 | 72,406 | -224 | 6,804 | |||||||||
| 12 Jan | 305.00 | 18.75 | 0.3 | 79.88 | 1,19,076 | 1,717 | 9,218 | |||||||||
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| 9 Jan | 292.00 | 13.6 | -0.85 | 77.05 | 8,163 | 3,888 | 7,501 | |||||||||
| 8 Jan | 306.30 | 20.8 | -0.5 | 73.22 | 22,729 | 232 | 2,612 | |||||||||
| 7 Jan | 320.10 | 30.3 | 8.1 | 73.48 | 13,464 | -977 | 2,636 | |||||||||
| 6 Jan | 306.10 | 21.8 | -0.4 | 73 | 29,532 | 2,018 | 4,240 | |||||||||
| 5 Jan | 316.40 | 28.95 | 0.65 | 73.73 | 19,022 | 2,264 | 3,113 | |||||||||
| 2 Jan | 332.80 | 41.95 | -0.55 | 73.26 | 1,587 | 27 | 859 | |||||||||
| 31 Dec | 334.20 | 43 | -2.7 | 69.84 | 491 | -170 | 639 | |||||||||
| 30 Dec | 361.60 | 66.1 | 1.25 | 70.91 | 222 | 18 | 824 | |||||||||
| 29 Dec | 357.20 | 62.4 | 1.45 | 69.92 | 474 | -24 | 741 | |||||||||
| 26 Dec | 394.60 | 59.2 | 0.05 | 70.86 | 574 | 106 | 748 | |||||||||
| 24 Dec | 381.60 | 50.3 | 0.85 | 70.67 | 596 | 69 | 559 | |||||||||
| 23 Dec | 382.80 | 52.6 | 2.1 | 68.63 | 741 | 180 | 490 | |||||||||
| 22 Dec | 350.60 | 35.8 | 0.1 | 71.35 | 642 | 263 | 310 | |||||||||
| 19 Dec | 356.90 | 43.15 | -0.9 | 63.34 | 73 | 28 | 37 | |||||||||
| 18 Dec | 353.70 | 46 | -5 | 63.91 | 22 | -3 | 9 | |||||||||
| 17 Dec | 362.40 | 52 | -0.1 | 62.77 | 11 | 1 | 12 | |||||||||
| 16 Dec | 354.70 | 47 | -1 | 62.48 | 15 | 9 | 11 | |||||||||
| 15 Dec | 370.60 | 90 | 0 | - | 1 | 2 | 2 | |||||||||
| 12 Dec | 377.10 | 90 | 0 | - | 1 | 2 | 0 | |||||||||
| 11 Dec | 381.80 | 90 | 0 | - | 1 | 2 | 0 | |||||||||
| 10 Dec | 417.40 | 90 | 0 | 61.84 | 1 | 2 | 0 | |||||||||
| 9 Dec | 419.70 | 98.15 | -0.45 | - | 2 | 2 | 2 | |||||||||
| 8 Dec | 445.70 | 113 | 0 | 72.78 | 1 | 4 | 0 | |||||||||
| 5 Dec | 485.80 | 100 | 0 | - | 4 | 4 | 0 | |||||||||
| 4 Dec | 450.70 | 100 | 0 | - | 4 | 4 | 0 | |||||||||
| 3 Dec | 449.90 | 100 | 0 | - | 4 | 4 | 0 | |||||||||
| 2 Dec | 437.60 | 100 | 2.4 | - | 4 | 4 | 4 | |||||||||
| 1 Dec | 436.70 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 28 Nov | 426.10 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Nov | 413.10 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Natural Gas - strike price 300 expiring on 22JAN2026
Delta for 300 CE is 0.33
Historical price for 300 CE is as follows
On 15 Jan NATURALGAS was trading at 280.80. The strike last trading price was 7.45, which was -0.2 lower than the previous day. The implied volatity was 87.5, the open interest changed by 0 which decreased total open position to 15014
On 14 Jan NATURALGAS was trading at 280.70. The strike last trading price was 7.45, which was -0.2 lower than the previous day. The implied volatity was 87.42, the open interest changed by -1326 which decreased total open position to 7001
On 13 Jan NATURALGAS was trading at 305.90. The strike last trading price was 16.85, which was -0.95 lower than the previous day. The implied volatity was 71.31, the open interest changed by -224 which decreased total open position to 6804
On 12 Jan NATURALGAS was trading at 305.00. The strike last trading price was 18.75, which was 0.3 higher than the previous day. The implied volatity was 79.88, the open interest changed by 1717 which increased total open position to 9218
On 9 Jan NATURALGAS was trading at 292.00. The strike last trading price was 13.6, which was -0.85 lower than the previous day. The implied volatity was 77.05, the open interest changed by 3888 which increased total open position to 7501
On 8 Jan NATURALGAS was trading at 306.30. The strike last trading price was 20.8, which was -0.5 lower than the previous day. The implied volatity was 73.22, the open interest changed by 232 which increased total open position to 2612
On 7 Jan NATURALGAS was trading at 320.10. The strike last trading price was 30.3, which was 8.1 higher than the previous day. The implied volatity was 73.48, the open interest changed by -977 which decreased total open position to 2636
On 6 Jan NATURALGAS was trading at 306.10. The strike last trading price was 21.8, which was -0.4 lower than the previous day. The implied volatity was 73, the open interest changed by 2018 which increased total open position to 4240
On 5 Jan NATURALGAS was trading at 316.40. The strike last trading price was 28.95, which was 0.65 higher than the previous day. The implied volatity was 73.73, the open interest changed by 2264 which increased total open position to 3113
On 2 Jan NATURALGAS was trading at 332.80. The strike last trading price was 41.95, which was -0.55 lower than the previous day. The implied volatity was 73.26, the open interest changed by 27 which increased total open position to 859
On 31 Dec NATURALGAS was trading at 334.20. The strike last trading price was 43, which was -2.7 lower than the previous day. The implied volatity was 69.84, the open interest changed by -170 which decreased total open position to 639
On 30 Dec NATURALGAS was trading at 361.60. The strike last trading price was 66.1, which was 1.25 higher than the previous day. The implied volatity was 70.91, the open interest changed by 18 which increased total open position to 824
On 29 Dec NATURALGAS was trading at 357.20. The strike last trading price was 62.4, which was 1.45 higher than the previous day. The implied volatity was 69.92, the open interest changed by -24 which decreased total open position to 741
On 26 Dec NATURALGAS was trading at 394.60. The strike last trading price was 59.2, which was 0.05 higher than the previous day. The implied volatity was 70.86, the open interest changed by 106 which increased total open position to 748
On 24 Dec NATURALGAS was trading at 381.60. The strike last trading price was 50.3, which was 0.85 higher than the previous day. The implied volatity was 70.67, the open interest changed by 69 which increased total open position to 559
On 23 Dec NATURALGAS was trading at 382.80. The strike last trading price was 52.6, which was 2.1 higher than the previous day. The implied volatity was 68.63, the open interest changed by 180 which increased total open position to 490
On 22 Dec NATURALGAS was trading at 350.60. The strike last trading price was 35.8, which was 0.1 higher than the previous day. The implied volatity was 71.35, the open interest changed by 263 which increased total open position to 310
On 19 Dec NATURALGAS was trading at 356.90. The strike last trading price was 43.15, which was -0.9 lower than the previous day. The implied volatity was 63.34, the open interest changed by 28 which increased total open position to 37
On 18 Dec NATURALGAS was trading at 353.70. The strike last trading price was 46, which was -5 lower than the previous day. The implied volatity was 63.91, the open interest changed by -3 which decreased total open position to 9
On 17 Dec NATURALGAS was trading at 362.40. The strike last trading price was 52, which was -0.1 lower than the previous day. The implied volatity was 62.77, the open interest changed by 1 which increased total open position to 12
On 16 Dec NATURALGAS was trading at 354.70. The strike last trading price was 47, which was -1 lower than the previous day. The implied volatity was 62.48, the open interest changed by 9 which increased total open position to 11
On 15 Dec NATURALGAS was trading at 370.60. The strike last trading price was 90, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 2
On 12 Dec NATURALGAS was trading at 377.10. The strike last trading price was 90, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0
On 11 Dec NATURALGAS was trading at 381.80. The strike last trading price was 90, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0
On 10 Dec NATURALGAS was trading at 417.40. The strike last trading price was 90, which was 0 lower than the previous day. The implied volatity was 61.84, the open interest changed by 2 which increased total open position to 0
On 9 Dec NATURALGAS was trading at 419.70. The strike last trading price was 98.15, which was -0.45 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 2
On 8 Dec NATURALGAS was trading at 445.70. The strike last trading price was 113, which was 0 lower than the previous day. The implied volatity was 72.78, the open interest changed by 4 which increased total open position to 0
On 5 Dec NATURALGAS was trading at 485.80. The strike last trading price was 100, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 0
On 4 Dec NATURALGAS was trading at 450.70. The strike last trading price was 100, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 0
On 3 Dec NATURALGAS was trading at 449.90. The strike last trading price was 100, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 0
On 2 Dec NATURALGAS was trading at 437.60. The strike last trading price was 100, which was 2.4 higher than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 4
On 1 Dec NATURALGAS was trading at 436.70. 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 28 Nov NATURALGAS was trading at 426.10. 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 27 Nov NATURALGAS was trading at 413.10. 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
| NATURALGAS 22JAN2026 300 PE | |||||||
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Delta: -0.67
Vega: 0.15
Theta: -0.84
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 15 Jan | 280.80 | 27.1 | 0.3 | 89.79 | 80,306 | 0 | 6,952 |
| 14 Jan | 280.70 | 27.1 | 0.3 | 89.71 | 80,306 | 883 | 9,200 |
| 13 Jan | 305.90 | 12.5 | -0.95 | 79.5 | 98,965 | 1,677 | 8,163 |
| 12 Jan | 305.00 | 13.85 | -0.3 | 80.38 | 59,266 | 443 | 6,324 |
| 9 Jan | 292.00 | 21.8 | 1.4 | 77.96 | 15,026 | 314 | 5,881 |
| 8 Jan | 306.30 | 14.95 | 0.15 | 75.13 | 63,491 | 363 | 6,243 |
| 7 Jan | 320.10 | 11.45 | -4.6 | 78.9 | 46,134 | 1,224 | 6,247 |
| 6 Jan | 306.10 | 15.85 | -0.2 | 73.59 | 62,353 | 1,644 | 6,313 |
| 5 Jan | 316.40 | 12.6 | -0.65 | 73.93 | 63,261 | 788 | 5,112 |
| 2 Jan | 332.80 | 9.9 | 0.1 | 76.28 | 32,611 | 832 | 4,586 |
| 31 Dec | 334.20 | 9.15 | 0.2 | 71.21 | 31,122 | -348 | 3,499 |
| 30 Dec | 361.60 | 5.15 | -0.6 | 74.22 | 20,804 | 265 | 4,171 |
| 29 Dec | 357.20 | 5.75 | -0.25 | 72.5 | 22,210 | 214 | 3,704 |
| 26 Dec | 394.60 | 7.65 | -0.2 | 72.64 | 20,920 | 514 | 3,710 |
| 24 Dec | 381.60 | 10.05 | -1 | 69.82 | 33,601 | 991 | 3,454 |
| 23 Dec | 382.80 | 10.1 | -0.7 | 71.36 | 8,773 | 861 | 2,467 |
| 22 Dec | 350.60 | 18.2 | 0.65 | 73.09 | 5,765 | 339 | 1,608 |
| 19 Dec | 356.90 | 12.9 | 0.35 | 66.45 | 2,636 | 150 | 1,173 |
| 18 Dec | 353.70 | 11.8 | 0.55 | 64.8 | 1,482 | 127 | 1,023 |
| 17 Dec | 362.40 | 9.6 | -0.05 | 63.08 | 655 | 123 | 896 |
| 16 Dec | 354.70 | 12.75 | 0.2 | 66.66 | 742 | 210 | 773 |
| 15 Dec | 370.60 | 11.95 | 0 | 71.38 | 656 | 94 | 563 |
| 12 Dec | 377.10 | 10.2 | -0.2 | 66.5 | 492 | 330 | 469 |
| 11 Dec | 381.80 | 8 | 0.25 | 63.67 | 319 | 48 | 139 |
| 10 Dec | 417.40 | 4.2 | -0.1 | 61.84 | 69 | 13 | 91 |
| 9 Dec | 419.70 | 4.65 | 0.25 | 63.58 | 91 | 24 | 78 |
| 8 Dec | 445.70 | 2.85 | 0.05 | 62.63 | 50 | 33 | 54 |
| 5 Dec | 485.80 | 1.7 | -0.85 | - | 13 | 11 | 21 |
| 4 Dec | 450.70 | 2.45 | 2.3 | 62.21 | 4 | 10 | 10 |
| 3 Dec | 449.90 | 3 | -0.5 | - | 4 | 3 | 0 |
| 2 Dec | 437.60 | 3 | -0.5 | 57.61 | 4 | 3 | 6 |
| 1 Dec | 436.70 | 3.5 | 2.75 | 58.43 | 1 | 3 | 3 |
| 28 Nov | 426.10 | 6.2 | 0.5 | - | 36 | 2 | 0 |
| 27 Nov | 413.10 | 6.2 | 4.65 | 59.14 | 36 | 2 | 2 |
For Natural Gas - strike price 300 expiring on 22JAN2026
Delta for 300 PE is -0.67
Historical price for 300 PE is as follows
On 15 Jan NATURALGAS was trading at 280.80. The strike last trading price was 27.1, which was 0.3 higher than the previous day. The implied volatity was 89.79, the open interest changed by 0 which decreased total open position to 6952
On 14 Jan NATURALGAS was trading at 280.70. The strike last trading price was 27.1, which was 0.3 higher than the previous day. The implied volatity was 89.71, the open interest changed by 883 which increased total open position to 9200
On 13 Jan NATURALGAS was trading at 305.90. The strike last trading price was 12.5, which was -0.95 lower than the previous day. The implied volatity was 79.5, the open interest changed by 1677 which increased total open position to 8163
On 12 Jan NATURALGAS was trading at 305.00. The strike last trading price was 13.85, which was -0.3 lower than the previous day. The implied volatity was 80.38, the open interest changed by 443 which increased total open position to 6324
On 9 Jan NATURALGAS was trading at 292.00. The strike last trading price was 21.8, which was 1.4 higher than the previous day. The implied volatity was 77.96, the open interest changed by 314 which increased total open position to 5881
On 8 Jan NATURALGAS was trading at 306.30. The strike last trading price was 14.95, which was 0.15 higher than the previous day. The implied volatity was 75.13, the open interest changed by 363 which increased total open position to 6243
On 7 Jan NATURALGAS was trading at 320.10. The strike last trading price was 11.45, which was -4.6 lower than the previous day. The implied volatity was 78.9, the open interest changed by 1224 which increased total open position to 6247
On 6 Jan NATURALGAS was trading at 306.10. The strike last trading price was 15.85, which was -0.2 lower than the previous day. The implied volatity was 73.59, the open interest changed by 1644 which increased total open position to 6313
On 5 Jan NATURALGAS was trading at 316.40. The strike last trading price was 12.6, which was -0.65 lower than the previous day. The implied volatity was 73.93, the open interest changed by 788 which increased total open position to 5112
On 2 Jan NATURALGAS was trading at 332.80. The strike last trading price was 9.9, which was 0.1 higher than the previous day. The implied volatity was 76.28, the open interest changed by 832 which increased total open position to 4586
On 31 Dec NATURALGAS was trading at 334.20. The strike last trading price was 9.15, which was 0.2 higher than the previous day. The implied volatity was 71.21, the open interest changed by -348 which decreased total open position to 3499
On 30 Dec NATURALGAS was trading at 361.60. The strike last trading price was 5.15, which was -0.6 lower than the previous day. The implied volatity was 74.22, the open interest changed by 265 which increased total open position to 4171
On 29 Dec NATURALGAS was trading at 357.20. The strike last trading price was 5.75, which was -0.25 lower than the previous day. The implied volatity was 72.5, the open interest changed by 214 which increased total open position to 3704
On 26 Dec NATURALGAS was trading at 394.60. The strike last trading price was 7.65, which was -0.2 lower than the previous day. The implied volatity was 72.64, the open interest changed by 514 which increased total open position to 3710
On 24 Dec NATURALGAS was trading at 381.60. The strike last trading price was 10.05, which was -1 lower than the previous day. The implied volatity was 69.82, the open interest changed by 991 which increased total open position to 3454
On 23 Dec NATURALGAS was trading at 382.80. The strike last trading price was 10.1, which was -0.7 lower than the previous day. The implied volatity was 71.36, the open interest changed by 861 which increased total open position to 2467
On 22 Dec NATURALGAS was trading at 350.60. The strike last trading price was 18.2, which was 0.65 higher than the previous day. The implied volatity was 73.09, the open interest changed by 339 which increased total open position to 1608
On 19 Dec NATURALGAS was trading at 356.90. The strike last trading price was 12.9, which was 0.35 higher than the previous day. The implied volatity was 66.45, the open interest changed by 150 which increased total open position to 1173
On 18 Dec NATURALGAS was trading at 353.70. The strike last trading price was 11.8, which was 0.55 higher than the previous day. The implied volatity was 64.8, the open interest changed by 127 which increased total open position to 1023
On 17 Dec NATURALGAS was trading at 362.40. The strike last trading price was 9.6, which was -0.05 lower than the previous day. The implied volatity was 63.08, the open interest changed by 123 which increased total open position to 896
On 16 Dec NATURALGAS was trading at 354.70. The strike last trading price was 12.75, which was 0.2 higher than the previous day. The implied volatity was 66.66, the open interest changed by 210 which increased total open position to 773
On 15 Dec NATURALGAS was trading at 370.60. The strike last trading price was 11.95, which was 0 lower than the previous day. The implied volatity was 71.38, the open interest changed by 94 which increased total open position to 563
On 12 Dec NATURALGAS was trading at 377.10. The strike last trading price was 10.2, which was -0.2 lower than the previous day. The implied volatity was 66.5, the open interest changed by 330 which increased total open position to 469
On 11 Dec NATURALGAS was trading at 381.80. The strike last trading price was 8, which was 0.25 higher than the previous day. The implied volatity was 63.67, the open interest changed by 48 which increased total open position to 139
On 10 Dec NATURALGAS was trading at 417.40. The strike last trading price was 4.2, which was -0.1 lower than the previous day. The implied volatity was 61.84, the open interest changed by 13 which increased total open position to 91
On 9 Dec NATURALGAS was trading at 419.70. The strike last trading price was 4.65, which was 0.25 higher than the previous day. The implied volatity was 63.58, the open interest changed by 24 which increased total open position to 78
On 8 Dec NATURALGAS was trading at 445.70. The strike last trading price was 2.85, which was 0.05 higher than the previous day. The implied volatity was 62.63, the open interest changed by 33 which increased total open position to 54
On 5 Dec NATURALGAS was trading at 485.80. The strike last trading price was 1.7, which was -0.85 lower than the previous day. The implied volatity was -, the open interest changed by 11 which increased total open position to 21
On 4 Dec NATURALGAS was trading at 450.70. The strike last trading price was 2.45, which was 2.3 higher than the previous day. The implied volatity was 62.21, the open interest changed by 10 which increased total open position to 10
On 3 Dec NATURALGAS was trading at 449.90. The strike last trading price was 3, which was -0.5 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0
On 2 Dec NATURALGAS was trading at 437.60. The strike last trading price was 3, which was -0.5 lower than the previous day. The implied volatity was 57.61, the open interest changed by 3 which increased total open position to 6
On 1 Dec NATURALGAS was trading at 436.70. The strike last trading price was 3.5, which was 2.75 higher than the previous day. The implied volatity was 58.43, the open interest changed by 3 which increased total open position to 3
On 28 Nov NATURALGAS was trading at 426.10. The strike last trading price was 6.2, which was 0.5 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0
On 27 Nov NATURALGAS was trading at 413.10. The strike last trading price was 6.2, which was 4.65 higher than the previous day. The implied volatity was 59.14, the open interest changed by 2 which increased total open position to 2































































































































































































































