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Historical option data for NATURALGAS

29 May 2026 10:06 PM IST
NATURALGAS 23-Jun-2026 (25d) 305 CE
Delta: 0.64
Vega: 0.31
Theta: -0.33
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
29 May 317.20 24.25 2.4 (10.98%) 53.53 4,922 -710 1,201
28 May 314.00 21.75 -0.1 (-0.46%) 50.99 31,333 -446 1,911
27 May 302.40 15.3 0.75 (5.15%) 50.1 20,968 266 2,357
26 May 279.70 11 -0.05 (-0.45%) 50.22 13,305 257 2,091
25 May 277.40 11.3 0 (0.00%) 50.67 9,873 412 1,607
22 May 276.90 11 -0.25 (-2.22%) 48.44 4,540 892 1,411
21 May 289.80 17.9 -0.1 (-0.56%) 50.66 1,802 172 519
20 May 291.30 20.2 -0.1 (-0.49%) 50.92 1,240 -259 347
19 May 300.30 26.1 0.15 (0.58%) 48.64 892 576 606
18 May 292.90 20.65 0.3 (1.47%) 48.2 68 21 30
15 May 283.90 18.85 0.15 (0.80%) 53.16 21 9 9
14 May 276.90 16 1.45 (9.97%) - 2 8 8
13 May 275.40 16 1.45 (9.97%) - 2 8 8
12 May 272.00 16 1.45 (9.97%) - 2 8 8
11 May 278.00 16 1.45 (9.97%) 44.33 2 8 8
8 May 260.50 12.2 -0.05 (-0.41%) - 4 4 8
7 May 263.00 12.2 -0.05 (-0.41%) 46.17 4 4 8
6 May 258.60 11.1 -1.3 (-10.48%) 44.68 3 4 4
5 May 267.00 18.5 0 (0.00%) 52.12 1 1 3
4 May 274.50 18.55 -1.55 (-7.71%) 42.54 6 1 3
3 May 264.10 17 0.05 (0.29%) 49.47 4 2 2
2 May 264.10 17 0.05 (0.29%) 49.47 4 2 2
1 May 264.10 17 0.05 (0.29%) 49.46 4 2 2
30 Apr 263.60 12.9 0 (0.00%) - 1 1 0
29 Apr 252.20 12.9 0 (0.00%) 49.99 1 1 0
28 Apr 257.30 15.25 0 (0.00%) 50.32 1 1 1
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 305 expiring on 23JUN2026

Delta for 305 CE is 0.64

Historical price for 305 CE is as follows

On 29 May NATURALGAS was trading at 317.20. The strike last trading price was 24.25, which was 2.4 higher than the previous day. The implied volatity was 53.53, the open interest changed by -710 which decreased total open position to 1201


On 28 May NATURALGAS was trading at 314.00. The strike last trading price was 21.75, which was -0.1 lower than the previous day. The implied volatity was 50.99, the open interest changed by -446 which decreased total open position to 1911


On 27 May NATURALGAS was trading at 302.40. The strike last trading price was 15.3, which was 0.75 higher than the previous day. The implied volatity was 50.1, the open interest changed by 266 which increased total open position to 2357


On 26 May NATURALGAS was trading at 279.70. The strike last trading price was 11, which was -0.05 lower than the previous day. The implied volatity was 50.22, the open interest changed by 257 which increased total open position to 2091


On 25 May NATURALGAS was trading at 277.40. The strike last trading price was 11.3, which was 0 lower than the previous day. The implied volatity was 50.67, the open interest changed by 412 which increased total open position to 1607


On 22 May NATURALGAS was trading at 276.90. The strike last trading price was 11, which was -0.25 lower than the previous day. The implied volatity was 48.44, the open interest changed by 892 which increased total open position to 1411


On 21 May NATURALGAS was trading at 289.80. The strike last trading price was 17.9, which was -0.1 lower than the previous day. The implied volatity was 50.66, the open interest changed by 172 which increased total open position to 519


On 20 May NATURALGAS was trading at 291.30. The strike last trading price was 20.2, which was -0.1 lower than the previous day. The implied volatity was 50.92, the open interest changed by -259 which decreased total open position to 347


On 19 May NATURALGAS was trading at 300.30. The strike last trading price was 26.1, which was 0.15 higher than the previous day. The implied volatity was 48.64, the open interest changed by 576 which increased total open position to 606


On 18 May NATURALGAS was trading at 292.90. The strike last trading price was 20.65, which was 0.3 higher than the previous day. The implied volatity was 48.2, the open interest changed by 21 which increased total open position to 30


On 15 May NATURALGAS was trading at 283.90. The strike last trading price was 18.85, which was 0.15 higher than the previous day. The implied volatity was 53.16, the open interest changed by 9 which increased total open position to 9


On 14 May NATURALGAS was trading at 276.90. The strike last trading price was 16, which was 1.45 higher than the previous day. The implied volatity was -, the open interest changed by 8 which increased total open position to 8


On 13 May NATURALGAS was trading at 275.40. The strike last trading price was 16, which was 1.45 higher than the previous day. The implied volatity was -, the open interest changed by 8 which increased total open position to 8


On 12 May NATURALGAS was trading at 272.00. The strike last trading price was 16, which was 1.45 higher than the previous day. The implied volatity was -, the open interest changed by 8 which increased total open position to 8


On 11 May NATURALGAS was trading at 278.00. The strike last trading price was 16, which was 1.45 higher than the previous day. The implied volatity was 44.33, the open interest changed by 8 which increased total open position to 8


On 8 May NATURALGAS was trading at 260.50. The strike last trading price was 12.2, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 8


On 7 May NATURALGAS was trading at 263.00. The strike last trading price was 12.2, which was -0.05 lower than the previous day. The implied volatity was 46.17, the open interest changed by 4 which increased total open position to 8


On 6 May NATURALGAS was trading at 258.60. The strike last trading price was 11.1, which was -1.3 lower than the previous day. The implied volatity was 44.68, the open interest changed by 4 which increased total open position to 4


On 5 May NATURALGAS was trading at 267.00. The strike last trading price was 18.5, which was 0 lower than the previous day. The implied volatity was 52.12, the open interest changed by 1 which increased total open position to 3


On 4 May NATURALGAS was trading at 274.50. The strike last trading price was 18.55, which was -1.55 lower than the previous day. The implied volatity was 42.54, the open interest changed by 1 which increased total open position to 3


On 3 May NATURALGAS was trading at 264.10. The strike last trading price was 17, which was 0.05 higher than the previous day. The implied volatity was 49.47, the open interest changed by 2 which increased total open position to 2


On 2 May NATURALGAS was trading at 264.10. The strike last trading price was 17, which was 0.05 higher than the previous day. The implied volatity was 49.47, the open interest changed by 2 which increased total open position to 2


On 1 May NATURALGAS was trading at 264.10. The strike last trading price was 17, which was 0.05 higher than the previous day. The implied volatity was 49.46, the open interest changed by 2 which increased total open position to 2


On 30 Apr NATURALGAS was trading at 263.60. The strike last trading price was 12.9, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 29 Apr NATURALGAS was trading at 252.20. The strike last trading price was 12.9, which was 0 lower than the previous day. The implied volatity was 49.99, the open interest changed by 1 which increased total open position to 0


On 28 Apr NATURALGAS was trading at 257.30. The strike last trading price was 15.25, which was 0 lower than the previous day. The implied volatity was 50.32, the open interest changed by 1 which increased total open position to 1


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


NATURALGAS 23-Jun-2026 (25d) 305 PE
Delta: -0.36
Vega: 0.31
Theta: -0.33
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
29 May 317.20 12.1 -1 (-7.63%) 53.69 14,841 487 2,946
28 May 314.00 13.1 0 (0.00%) 52.08 21,041 1,511 2,459
27 May 302.40 17.9 -0.5 (-2.72%) 50.1 4,871 701 948
26 May 279.70 23.85 0.15 (0.63%) 50.38 2,037 -25 247
25 May 277.40 24.65 0.25 (1.02%) 51.45 1,143 84 221
22 May 276.90 24.8 -0.3 (-1.20%) 47.84 1,419 -67 188
21 May 289.80 18.95 -0.05 (-0.26%) 49.98 1,794 145 255
20 May 291.30 17.8 -0.2 (-1.11%) 50.66 742 -23 110
19 May 300.30 13.25 -0.5 (-3.64%) 49.59 247 101 133
18 May 292.90 17.35 -0.45 (-2.53%) 50.03 52 31 32
15 May 283.90 21 -1.5 (-6.67%) 47.18 2 1 0
14 May 276.90 0 0 (0.00%) - 0 0 0
13 May 275.40 0 0 (0.00%) - 0 0 0
12 May 272.00 0 0 (0.00%) - 0 0 0
11 May 278.00 0 0 (0.00%) - 0 0 0
8 May 260.50 0 0 (0.00%) - 0 0 0
7 May 263.00 0 0 (0.00%) - 0 0 0
6 May 258.60 0 0 (0.00%) - 0 0 0
5 May 267.00 0 0 (0.00%) - 0 0 0
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 305 expiring on 23JUN2026

Delta for 305 PE is -0.36

Historical price for 305 PE is as follows

On 29 May NATURALGAS was trading at 317.20. The strike last trading price was 12.1, which was -1 lower than the previous day. The implied volatity was 53.69, the open interest changed by 487 which increased total open position to 2946


On 28 May NATURALGAS was trading at 314.00. The strike last trading price was 13.1, which was 0 lower than the previous day. The implied volatity was 52.08, the open interest changed by 1511 which increased total open position to 2459


On 27 May NATURALGAS was trading at 302.40. The strike last trading price was 17.9, which was -0.5 lower than the previous day. The implied volatity was 50.1, the open interest changed by 701 which increased total open position to 948


On 26 May NATURALGAS was trading at 279.70. The strike last trading price was 23.85, which was 0.15 higher than the previous day. The implied volatity was 50.38, the open interest changed by -25 which decreased total open position to 247


On 25 May NATURALGAS was trading at 277.40. The strike last trading price was 24.65, which was 0.25 higher than the previous day. The implied volatity was 51.45, the open interest changed by 84 which increased total open position to 221


On 22 May NATURALGAS was trading at 276.90. The strike last trading price was 24.8, which was -0.3 lower than the previous day. The implied volatity was 47.84, the open interest changed by -67 which decreased total open position to 188


On 21 May NATURALGAS was trading at 289.80. The strike last trading price was 18.95, which was -0.05 lower than the previous day. The implied volatity was 49.98, the open interest changed by 145 which increased total open position to 255


On 20 May NATURALGAS was trading at 291.30. The strike last trading price was 17.8, which was -0.2 lower than the previous day. The implied volatity was 50.66, the open interest changed by -23 which decreased total open position to 110


On 19 May NATURALGAS was trading at 300.30. The strike last trading price was 13.25, which was -0.5 lower than the previous day. The implied volatity was 49.59, the open interest changed by 101 which increased total open position to 133


On 18 May NATURALGAS was trading at 292.90. The strike last trading price was 17.35, which was -0.45 lower than the previous day. The implied volatity was 50.03, the open interest changed by 31 which increased total open position to 32


On 15 May NATURALGAS was trading at 283.90. The strike last trading price was 21, which was -1.5 lower than the previous day. The implied volatity was 47.18, the open interest changed by 1 which increased total open position to 0


On 14 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 13 May NATURALGAS was trading at 275.40. 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 12 May NATURALGAS was trading at 272.00. 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 11 May NATURALGAS was trading at 278.00. 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 8 May NATURALGAS was trading at 260.50. 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 7 May NATURALGAS was trading at 263.00. 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 6 May NATURALGAS was trading at 258.60. 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 5 May NATURALGAS was trading at 267.00. 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 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