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Historical option data for NATURALGAS

22 May 2026 11:58 PM IST
NATURALGAS 23-Jun-2026 (30d) 300 CE
Delta: 0.44
Vega: 0.34
Theta: -0.26
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
22 May 276.90 12.8 -0.25 (-1.92%) 48.35 11,435 2,049 3,143
21 May 289.80 20.65 0.4 (1.98%) 51.63 3,370 162 1,095
20 May 291.30 22.8 -0.1 (-0.44%) 51.07 2,246 194 933
19 May 300.30 29.25 0.45 (1.56%) 49.04 1,927 0 739
18 May 292.90 24.25 0.4 (1.68%) 50.8 2,143 160 739
15 May 283.90 19.5 -0.2 (-1.02%) 49.07 1,341 -9 579
14 May 276.90 19 -0.05 (-0.26%) 51.7 816 68 515
13 May 275.40 17.8 0.1 (0.56%) 50.58 813 87 520
12 May 272.00 16.85 0.35 (2.12%) 49.19 626 11 433
11 May 278.00 19.95 0.1 (0.50%) 48.49 565 71 422
8 May 260.50 14.35 0.1 (0.70%) 49.69 358 1 351
7 May 263.00 15.95 0.15 (0.95%) 51.06 396 69 350
6 May 258.60 15.65 0.05 (0.32%) 51.73 302 92 281
5 May 267.00 20.5 -0.55 (-2.61%) 51.95 210 -48 189
4 May 274.50 23.4 -0.05 (-0.21%) 48.06 161 19 237
3 May 264.10 19.35 0.1 (0.52%) 50.3 85 8 218
2 May 264.10 19.35 0.1 (0.52%) 50.3 85 8 218
1 May 264.10 19.35 0.1 (0.52%) 50.28 85 8 218
30 Apr 263.60 17.3 0.05 (0.29%) 47.39 280 160 210
29 Apr 252.20 13.6 -0.1 (-0.73%) 47.87 60 18 50
28 Apr 257.30 16.2 -0.95 (-5.54%) 48.45 49 2 32
27 Apr 242.80 18.6 -1.05 (-5.34%) 50.92 44 25 30
24 Apr 239.20 16.7 1.05 (6.71%) 49.83 2 1 5
23 Apr 243.80 16.75 -4.2 (-20.05%) 46.36 11 4 4
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 300 expiring on 23JUN2026

Delta for 300 CE is 0.44

Historical price for 300 CE is as follows

On 22 May NATURALGAS was trading at 276.90. The strike last trading price was 12.8, which was -0.25 lower than the previous day. The implied volatity was 48.35, the open interest changed by 2049 which increased total open position to 3143


On 21 May NATURALGAS was trading at 289.80. The strike last trading price was 20.65, which was 0.4 higher than the previous day. The implied volatity was 51.63, the open interest changed by 162 which increased total open position to 1095


On 20 May NATURALGAS was trading at 291.30. The strike last trading price was 22.8, which was -0.1 lower than the previous day. The implied volatity was 51.07, the open interest changed by 194 which increased total open position to 933


On 19 May NATURALGAS was trading at 300.30. The strike last trading price was 29.25, which was 0.45 higher than the previous day. The implied volatity was 49.04, the open interest changed by 0 which decreased total open position to 739


On 18 May NATURALGAS was trading at 292.90. The strike last trading price was 24.25, which was 0.4 higher than the previous day. The implied volatity was 50.8, the open interest changed by 160 which increased total open position to 739


On 15 May NATURALGAS was trading at 283.90. The strike last trading price was 19.5, which was -0.2 lower than the previous day. The implied volatity was 49.07, the open interest changed by -9 which decreased total open position to 579


On 14 May NATURALGAS was trading at 276.90. The strike last trading price was 19, which was -0.05 lower than the previous day. The implied volatity was 51.7, the open interest changed by 68 which increased total open position to 515


On 13 May NATURALGAS was trading at 275.40. The strike last trading price was 17.8, which was 0.1 higher than the previous day. The implied volatity was 50.58, the open interest changed by 87 which increased total open position to 520


On 12 May NATURALGAS was trading at 272.00. The strike last trading price was 16.85, which was 0.35 higher than the previous day. The implied volatity was 49.19, the open interest changed by 11 which increased total open position to 433


On 11 May NATURALGAS was trading at 278.00. The strike last trading price was 19.95, which was 0.1 higher than the previous day. The implied volatity was 48.49, the open interest changed by 71 which increased total open position to 422


On 8 May NATURALGAS was trading at 260.50. The strike last trading price was 14.35, which was 0.1 higher than the previous day. The implied volatity was 49.69, the open interest changed by 1 which increased total open position to 351


On 7 May NATURALGAS was trading at 263.00. The strike last trading price was 15.95, which was 0.15 higher than the previous day. The implied volatity was 51.06, the open interest changed by 69 which increased total open position to 350


On 6 May NATURALGAS was trading at 258.60. The strike last trading price was 15.65, which was 0.05 higher than the previous day. The implied volatity was 51.73, the open interest changed by 92 which increased total open position to 281


On 5 May NATURALGAS was trading at 267.00. The strike last trading price was 20.5, which was -0.55 lower than the previous day. The implied volatity was 51.95, the open interest changed by -48 which decreased total open position to 189


On 4 May NATURALGAS was trading at 274.50. The strike last trading price was 23.4, which was -0.05 lower than the previous day. The implied volatity was 48.06, the open interest changed by 19 which increased total open position to 237


On 3 May NATURALGAS was trading at 264.10. The strike last trading price was 19.35, which was 0.1 higher than the previous day. The implied volatity was 50.3, the open interest changed by 8 which increased total open position to 218


On 2 May NATURALGAS was trading at 264.10. The strike last trading price was 19.35, which was 0.1 higher than the previous day. The implied volatity was 50.3, the open interest changed by 8 which increased total open position to 218


On 1 May NATURALGAS was trading at 264.10. The strike last trading price was 19.35, which was 0.1 higher than the previous day. The implied volatity was 50.28, the open interest changed by 8 which increased total open position to 218


On 30 Apr NATURALGAS was trading at 263.60. The strike last trading price was 17.3, which was 0.05 higher than the previous day. The implied volatity was 47.39, the open interest changed by 160 which increased total open position to 210


On 29 Apr NATURALGAS was trading at 252.20. The strike last trading price was 13.6, which was -0.1 lower than the previous day. The implied volatity was 47.87, the open interest changed by 18 which increased total open position to 50


On 28 Apr NATURALGAS was trading at 257.30. The strike last trading price was 16.2, which was -0.95 lower than the previous day. The implied volatity was 48.45, the open interest changed by 2 which increased total open position to 32


On 27 Apr NATURALGAS was trading at 242.80. The strike last trading price was 18.6, which was -1.05 lower than the previous day. The implied volatity was 50.92, the open interest changed by 25 which increased total open position to 30


On 24 Apr NATURALGAS was trading at 239.20. The strike last trading price was 16.7, which was 1.05 higher than the previous day. The implied volatity was 49.83, the open interest changed by 1 which increased total open position to 5


On 23 Apr NATURALGAS was trading at 243.80. The strike last trading price was 16.75, which was -4.2 lower than the previous day. The implied volatity was 46.36, the open interest changed by 4 which increased total open position to 4


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 (30d) 300 PE
Delta: -0.56
Vega: 0.34
Theta: -0.25
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
22 May 276.90 21.35 -0.35 (-1.61%) 47.03 9,859 -81 1,617
21 May 289.80 16.3 -0.1 (-0.61%) 49.83 8,454 332 1,698
20 May 291.30 15.5 0 (0.00%) 51.07 4,933 -13 1,366
19 May 300.30 11.4 -0.3 (-2.56%) 50.02 5,448 434 1,379
18 May 292.90 15.3 0.05 (0.33%) 50.93 3,128 629 945
15 May 283.90 19.05 -0.05 (-0.26%) 49.2 783 131 316
14 May 276.90 21.75 0.2 (0.93%) 51.32 349 12 185
13 May 275.40 22.75 -0.2 (-0.87%) 50.71 343 71 173
12 May 272.00 23 -0.75 (-3.16%) 49.07 316 14 102
11 May 278.00 20.15 -0.1 (-0.49%) 48.98 113 41 88
8 May 260.50 27.05 1.8 (7.13%) 46.18 43 13 47
7 May 263.00 27 0.25 (0.93%) 48.25 61 9 34
6 May 258.60 28.6 -0.85 (-2.89%) 49.16 22 21 25
5 May 267.00 21.5 -0.05 (-0.23%) 44.1 2 2 4
4 May 274.50 22 0 (0.00%) 53.47 2 2 2
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 300 expiring on 23JUN2026

Delta for 300 PE is -0.56

Historical price for 300 PE is as follows

On 22 May NATURALGAS was trading at 276.90. The strike last trading price was 21.35, which was -0.35 lower than the previous day. The implied volatity was 47.03, the open interest changed by -81 which decreased total open position to 1617


On 21 May NATURALGAS was trading at 289.80. The strike last trading price was 16.3, which was -0.1 lower than the previous day. The implied volatity was 49.83, the open interest changed by 332 which increased total open position to 1698


On 20 May NATURALGAS was trading at 291.30. The strike last trading price was 15.5, which was 0 lower than the previous day. The implied volatity was 51.07, the open interest changed by -13 which decreased total open position to 1366


On 19 May NATURALGAS was trading at 300.30. The strike last trading price was 11.4, which was -0.3 lower than the previous day. The implied volatity was 50.02, the open interest changed by 434 which increased total open position to 1379


On 18 May NATURALGAS was trading at 292.90. The strike last trading price was 15.3, which was 0.05 higher than the previous day. The implied volatity was 50.93, the open interest changed by 629 which increased total open position to 945


On 15 May NATURALGAS was trading at 283.90. The strike last trading price was 19.05, which was -0.05 lower than the previous day. The implied volatity was 49.2, the open interest changed by 131 which increased total open position to 316


On 14 May NATURALGAS was trading at 276.90. The strike last trading price was 21.75, which was 0.2 higher than the previous day. The implied volatity was 51.32, the open interest changed by 12 which increased total open position to 185


On 13 May NATURALGAS was trading at 275.40. The strike last trading price was 22.75, which was -0.2 lower than the previous day. The implied volatity was 50.71, the open interest changed by 71 which increased total open position to 173


On 12 May NATURALGAS was trading at 272.00. The strike last trading price was 23, which was -0.75 lower than the previous day. The implied volatity was 49.07, the open interest changed by 14 which increased total open position to 102


On 11 May NATURALGAS was trading at 278.00. The strike last trading price was 20.15, which was -0.1 lower than the previous day. The implied volatity was 48.98, the open interest changed by 41 which increased total open position to 88


On 8 May NATURALGAS was trading at 260.50. The strike last trading price was 27.05, which was 1.8 higher than the previous day. The implied volatity was 46.18, the open interest changed by 13 which increased total open position to 47


On 7 May NATURALGAS was trading at 263.00. The strike last trading price was 27, which was 0.25 higher than the previous day. The implied volatity was 48.25, the open interest changed by 9 which increased total open position to 34


On 6 May NATURALGAS was trading at 258.60. The strike last trading price was 28.6, which was -0.85 lower than the previous day. The implied volatity was 49.16, the open interest changed by 21 which increased total open position to 25


On 5 May NATURALGAS was trading at 267.00. The strike last trading price was 21.5, which was -0.05 lower than the previous day. The implied volatity was 44.1, the open interest changed by 2 which increased total open position to 4


On 4 May NATURALGAS was trading at 274.50. The strike last trading price was 22, which was 0 lower than the previous day. The implied volatity was 53.47, the open interest changed by 2 which increased total open position to 2


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