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Historical option data for NATURALGAS

24 Jun 2026 01:23 PM IST
NATURALGAS 24-Jul-2026 (30d) 300 CE
Delta: 0.57
Vega: 0.35
Theta: -0.28
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
24 Jun 299.30 19.85 1.1 (5.87%) 49.64 3,085 567 2,593
23 Jun 298.90 18.8 0.05 (0.27%) 48.78 7,382 974 2,026
22 Jun 310.60 26.5 3.65 (15.97%) 50.77 1,572 -11 1,067
19 Jun 301.60 22.85 0 (0.00%) 49.03 1,869 78 1,078
18 Jun 303.30 23.05 -0.25 (-1.07%) 49.2 2,986 -100 1,000
17 Jun 296.60 19.6 -0.15 (-0.76%) 49.64 3,575 348 1,100
16 Jun 306.00 24.6 -0.5 (-1.99%) 51.6 2,194 -10 752
15 Jun 297.30 19.2 -0.15 (-0.78%) 48.03 2,981 311 762
12 Jun 296.80 20.25 0.1 (0.50%) 47.81 720 104 451
11 Jun 295.00 19.9 0.1 (0.51%) 47.98 489 183 347
10 Jun 305.50 26.15 0.3 (1.16%) 48.65 287 44 164
9 Jun 301.40 24.35 -0.4 (-1.62%) 48.54 158 -52 120
8 Jun 301.60 25.35 0.45 (1.81%) 50.22 236 99 172
5 Jun 308.10 30.25 -3.55 (-10.50%) 51.69 9 2 73
4 Jun 322.60 39.3 1.35 (3.56%) 51.13 44 5 71
3 Jun 309.50 29.95 1.95 (6.96%) 49.57 78 -37 66
2 Jun 302.30 25.3 0.15 (0.60%) 48.04 114 74 103
1 Jun 302.70 28.95 -4.4 (-13.19%) 54.81 11 -5 29
29 May 315.90 39 1.65 (4.42%) 57.69 3 1 34
28 May 314.00 37.3 2.25 (6.42%) 57.28 27 -4 33
27 May 302.40 25.05 1.6 (6.82%) 45.95 17 2 37
26 May 279.70 21.5 -2.4 (-10.04%) 48.71 18 -1 35
25 May 277.40 22 -0.8 (-3.51%) 49.89 32 5 35
22 May 276.90 18.8 -0.25 (-1.31%) 42.48 31 31 31
21 May 289.80 - - - 0 0 2
19 May 300.30 - - - 0 0 2
18 May 292.90 - - - 0 0 2
15 May 283.90 - - - 0 0 2
14 May 276.90 - - - 0 0 2
13 May 275.40 - - - 0 0 2
12 May 272.00 - - - 0 0 2
11 May 278.00 - - - 0 0 2
8 May 260.50 - - - 0 0 2
7 May 263.00 - - - 0 0 2
6 May 258.60 - - - 0 0 2
5 May 267.00 - - - 0 0 2
4 May 274.50 - - - 0 0 2
1 May 264.10 - - - 0 0 2
30 Apr 263.60 - - - 0 0 2
29 Apr 252.20 20.2 1.6 (8.60%) 43.67 2 2 2
28 Apr 257.30 - - - 0 0 0


For Natural Gas - strike price 300 expiring on 24JUL2026

Delta for 300 CE is 0.57

Historical price for 300 CE is as follows

On 24 Jun NATURALGAS was trading at 299.30. The strike last trading price was 19.85, which was 1.1 higher than the previous day. The implied volatity was 49.64, the open interest changed by 567 which increased total open position to 2593


On 23 Jun NATURALGAS was trading at 298.90. The strike last trading price was 18.8, which was 0.05 higher than the previous day. The implied volatity was 48.78, the open interest changed by 974 which increased total open position to 2026


On 22 Jun NATURALGAS was trading at 310.60. The strike last trading price was 26.5, which was 3.65 higher than the previous day. The implied volatity was 50.77, the open interest changed by -11 which decreased total open position to 1067


On 19 Jun NATURALGAS was trading at 301.60. The strike last trading price was 22.85, which was 0 lower than the previous day. The implied volatity was 49.03, the open interest changed by 78 which increased total open position to 1078


On 18 Jun NATURALGAS was trading at 303.30. The strike last trading price was 23.05, which was -0.25 lower than the previous day. The implied volatity was 49.2, the open interest changed by -100 which decreased total open position to 1000


On 17 Jun NATURALGAS was trading at 296.60. The strike last trading price was 19.6, which was -0.15 lower than the previous day. The implied volatity was 49.64, the open interest changed by 348 which increased total open position to 1100


On 16 Jun NATURALGAS was trading at 306.00. The strike last trading price was 24.6, which was -0.5 lower than the previous day. The implied volatity was 51.6, the open interest changed by -10 which decreased total open position to 752


On 15 Jun NATURALGAS was trading at 297.30. The strike last trading price was 19.2, which was -0.15 lower than the previous day. The implied volatity was 48.03, the open interest changed by 311 which increased total open position to 762


On 12 Jun NATURALGAS was trading at 296.80. The strike last trading price was 20.25, which was 0.1 higher than the previous day. The implied volatity was 47.81, the open interest changed by 104 which increased total open position to 451


On 11 Jun NATURALGAS was trading at 295.00. The strike last trading price was 19.9, which was 0.1 higher than the previous day. The implied volatity was 47.98, the open interest changed by 183 which increased total open position to 347


On 10 Jun NATURALGAS was trading at 305.50. The strike last trading price was 26.15, which was 0.3 higher than the previous day. The implied volatity was 48.65, the open interest changed by 44 which increased total open position to 164


On 9 Jun NATURALGAS was trading at 301.40. The strike last trading price was 24.35, which was -0.4 lower than the previous day. The implied volatity was 48.54, the open interest changed by -52 which decreased total open position to 120


On 8 Jun NATURALGAS was trading at 301.60. The strike last trading price was 25.35, which was 0.45 higher than the previous day. The implied volatity was 50.22, the open interest changed by 99 which increased total open position to 172


On 5 Jun NATURALGAS was trading at 308.10. The strike last trading price was 30.25, which was -3.55 lower than the previous day. The implied volatity was 51.69, the open interest changed by 2 which increased total open position to 73


On 4 Jun NATURALGAS was trading at 322.60. The strike last trading price was 39.3, which was 1.35 higher than the previous day. The implied volatity was 51.13, the open interest changed by 5 which increased total open position to 71


On 3 Jun NATURALGAS was trading at 309.50. The strike last trading price was 29.95, which was 1.95 higher than the previous day. The implied volatity was 49.57, the open interest changed by -37 which decreased total open position to 66


On 2 Jun NATURALGAS was trading at 302.30. The strike last trading price was 25.3, which was 0.15 higher than the previous day. The implied volatity was 48.04, the open interest changed by 74 which increased total open position to 103


On 1 Jun NATURALGAS was trading at 302.70. The strike last trading price was 28.95, which was -4.4 lower than the previous day. The implied volatity was 54.81, the open interest changed by -5 which decreased total open position to 29


On 29 May NATURALGAS was trading at 315.90. The strike last trading price was 39, which was 1.65 higher than the previous day. The implied volatity was 57.69, the open interest changed by 1 which increased total open position to 34


On 28 May NATURALGAS was trading at 314.00. The strike last trading price was 37.3, which was 2.25 higher than the previous day. The implied volatity was 57.28, the open interest changed by -4 which decreased total open position to 33


On 27 May NATURALGAS was trading at 302.40. The strike last trading price was 25.05, which was 1.6 higher than the previous day. The implied volatity was 45.95, the open interest changed by 2 which increased total open position to 37


On 26 May NATURALGAS was trading at 279.70. The strike last trading price was 21.5, which was -2.4 lower than the previous day. The implied volatity was 48.71, the open interest changed by -1 which decreased total open position to 35


On 25 May NATURALGAS was trading at 277.40. The strike last trading price was 22, which was -0.8 lower than the previous day. The implied volatity was 49.89, the open interest changed by 5 which increased total open position to 35


On 22 May NATURALGAS was trading at 276.90. The strike last trading price was 18.8, which was -0.25 lower than the previous day. The implied volatity was 42.48, the open interest changed by 31 which increased total open position to 31


On 21 May NATURALGAS was trading at 289.80. 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 2


On 19 May NATURALGAS was trading at 300.30. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 18 May NATURALGAS was trading at 292.90. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 15 May NATURALGAS was trading at 283.90. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 14 May NATURALGAS was trading at 276.90. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 13 May NATURALGAS was trading at 275.40. 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 2


On 12 May NATURALGAS was trading at 272.00. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 11 May NATURALGAS was trading at 278.00. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 8 May NATURALGAS was trading at 260.50. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 7 May NATURALGAS was trading at 263.00. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 6 May NATURALGAS was trading at 258.60. 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 2


On 5 May NATURALGAS was trading at 267.00. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 4 May NATURALGAS was trading at 274.50. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 1 May NATURALGAS was trading at 264.10. 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 2


On 30 Apr NATURALGAS was trading at 263.60. 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 2


On 29 Apr NATURALGAS was trading at 252.20. The strike last trading price was 20.2, which was 1.6 higher than the previous day. The implied volatity was 43.67, the open interest changed by 2 which increased total open position to 2


On 28 Apr NATURALGAS was trading at 257.30. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


NATURALGAS 24-Jul-2026 (30d) 300 PE
Delta: -0.43
Vega: 0.35
Theta: -0.28
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
24 Jun 299.30 15.15 -0.4 (-2.57%) 49.93 3,684 548 3,872
23 Jun 298.90 15.55 0 (0.00%) 48.63 14,915 647 3,324
22 Jun 310.60 12.25 -2.65 (-17.79%) 50.92 5,919 977 2,764
19 Jun 301.60 14.7 -0.2 (-1.34%) 49.17 3,886 226 1,788
18 Jun 303.30 15.2 -0.2 (-1.30%) 49.6 5,525 166 1,562
17 Jun 296.60 18.1 -0.05 (-0.28%) 48.86 4,565 324 1,396
16 Jun 306.00 16.75 0.5 (3.08%) 52.51 1,855 539 1,072
15 Jun 297.30 19.15 0.1 (0.52%) 49.69 670 41 533
12 Jun 296.80 18.7 -0.1 (-0.53%) 47.69 306 50 492
11 Jun 295.00 19.25 -0.35 (-1.79%) 47.13 737 303 442
10 Jun 305.50 16 0.1 (0.63%) 49.02 352 57 139
9 Jun 301.40 17.75 0.05 (0.28%) 49.49 91 -11 82
8 Jun 301.60 18 -0.6 (-3.23%) 49.63 95 52 93
5 Jun 308.10 17.6 1.3 (7.98%) 52.49 31 14 41
4 Jun 322.60 13.75 0.4 (3.00%) 53.64 30 16 27
3 Jun 309.50 16.65 -0.35 (-2.06%) 49.57 10 9 11
2 Jun 302.30 18.5 -0.25 (-1.33%) 47.16 2 2 2
1 Jun 302.70 0 0 (0.00%) - 0 0 0
29 May 315.90 0 0 (0.00%) - 0 0 0
28 May 314.00 0 0 (0.00%) - 0 0 0
27 May 302.40 0 0 (0.00%) - 0 0 0
26 May 279.70 0 0 (0.00%) - 0 0 0
25 May 277.40 0 0 (0.00%) - 0 0 0
22 May 276.90 0 0 (0.00%) - 0 0 0
21 May 289.80 - - - 0 0 0
19 May 300.30 - - - 0 0 0
18 May 292.90 - - - 0 0 0
15 May 283.90 - - - 0 0 0
14 May 276.90 - - - 0 0 0
13 May 275.40 - - - 0 0 0
12 May 272.00 - - - 0 0 0
11 May 278.00 - - - 0 0 0
8 May 260.50 - - - 0 0 0
7 May 263.00 - - - 0 0 0
6 May 258.60 - - - 0 0 0
5 May 267.00 - - - 0 0 0
4 May 274.50 - - - 0 0 0
1 May 264.10 - - - 0 0 0
30 Apr 263.60 - - - 0 0 0
29 Apr 252.20 0 0 (0.00%) - 0 0 0
28 Apr 257.30 - - - 0 0 0


For Natural Gas - strike price 300 expiring on 24JUL2026

Delta for 300 PE is -0.43

Historical price for 300 PE is as follows

On 24 Jun NATURALGAS was trading at 299.30. The strike last trading price was 15.15, which was -0.4 lower than the previous day. The implied volatity was 49.93, the open interest changed by 548 which increased total open position to 3872


On 23 Jun NATURALGAS was trading at 298.90. The strike last trading price was 15.55, which was 0 lower than the previous day. The implied volatity was 48.63, the open interest changed by 647 which increased total open position to 3324


On 22 Jun NATURALGAS was trading at 310.60. The strike last trading price was 12.25, which was -2.65 lower than the previous day. The implied volatity was 50.92, the open interest changed by 977 which increased total open position to 2764


On 19 Jun NATURALGAS was trading at 301.60. The strike last trading price was 14.7, which was -0.2 lower than the previous day. The implied volatity was 49.17, the open interest changed by 226 which increased total open position to 1788


On 18 Jun NATURALGAS was trading at 303.30. The strike last trading price was 15.2, which was -0.2 lower than the previous day. The implied volatity was 49.6, the open interest changed by 166 which increased total open position to 1562


On 17 Jun NATURALGAS was trading at 296.60. The strike last trading price was 18.1, which was -0.05 lower than the previous day. The implied volatity was 48.86, the open interest changed by 324 which increased total open position to 1396


On 16 Jun NATURALGAS was trading at 306.00. The strike last trading price was 16.75, which was 0.5 higher than the previous day. The implied volatity was 52.51, the open interest changed by 539 which increased total open position to 1072


On 15 Jun NATURALGAS was trading at 297.30. The strike last trading price was 19.15, which was 0.1 higher than the previous day. The implied volatity was 49.69, the open interest changed by 41 which increased total open position to 533


On 12 Jun NATURALGAS was trading at 296.80. The strike last trading price was 18.7, which was -0.1 lower than the previous day. The implied volatity was 47.69, the open interest changed by 50 which increased total open position to 492


On 11 Jun NATURALGAS was trading at 295.00. The strike last trading price was 19.25, which was -0.35 lower than the previous day. The implied volatity was 47.13, the open interest changed by 303 which increased total open position to 442


On 10 Jun NATURALGAS was trading at 305.50. The strike last trading price was 16, which was 0.1 higher than the previous day. The implied volatity was 49.02, the open interest changed by 57 which increased total open position to 139


On 9 Jun NATURALGAS was trading at 301.40. The strike last trading price was 17.75, which was 0.05 higher than the previous day. The implied volatity was 49.49, the open interest changed by -11 which decreased total open position to 82


On 8 Jun NATURALGAS was trading at 301.60. The strike last trading price was 18, which was -0.6 lower than the previous day. The implied volatity was 49.63, the open interest changed by 52 which increased total open position to 93


On 5 Jun NATURALGAS was trading at 308.10. The strike last trading price was 17.6, which was 1.3 higher than the previous day. The implied volatity was 52.49, the open interest changed by 14 which increased total open position to 41


On 4 Jun NATURALGAS was trading at 322.60. The strike last trading price was 13.75, which was 0.4 higher than the previous day. The implied volatity was 53.64, the open interest changed by 16 which increased total open position to 27


On 3 Jun NATURALGAS was trading at 309.50. The strike last trading price was 16.65, which was -0.35 lower than the previous day. The implied volatity was 49.57, the open interest changed by 9 which increased total open position to 11


On 2 Jun NATURALGAS was trading at 302.30. The strike last trading price was 18.5, which was -0.25 lower than the previous day. The implied volatity was 47.16, the open interest changed by 2 which increased total open position to 2


On 1 Jun NATURALGAS was trading at 302.70. 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 29 May NATURALGAS was trading at 315.90. 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 May NATURALGAS was trading at 314.00. 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 May NATURALGAS was trading at 302.40. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 26 May NATURALGAS was trading at 279.70. 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 25 May NATURALGAS was trading at 277.40. 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 May NATURALGAS was trading at 276.90. 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 21 May NATURALGAS was trading at 289.80. 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 19 May NATURALGAS was trading at 300.30. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 18 May NATURALGAS was trading at 292.90. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 15 May NATURALGAS was trading at 283.90. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 14 May NATURALGAS was trading at 276.90. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 13 May NATURALGAS was trading at 275.40. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 12 May NATURALGAS was trading at 272.00. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 11 May NATURALGAS was trading at 278.00. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 8 May NATURALGAS was trading at 260.50. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 7 May NATURALGAS was trading at 263.00. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 6 May NATURALGAS was trading at 258.60. 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 5 May NATURALGAS was trading at 267.00. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 4 May NATURALGAS was trading at 274.50. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 1 May NATURALGAS was trading at 264.10. 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 30 Apr NATURALGAS was trading at 263.60. 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 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 -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0