[--[65.84.65.76]--]

NATURALGAS

Natural Gas
280.8 0.00 (0.00%)
L: 278.1 H: 311.6

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Historical option data for NATURALGAS

15 Jan 2026 11:38 AM IST
NATURALGAS 22-JAN-2026 300 CE
Delta: 0.33
Vega: 0.15
Theta: -0.81
Gamma: 0.01
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
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
Delta: -0.67
Vega: 0.15
Theta: -0.84
Gamma: 0.01
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