[--[65.84.65.76]--]

NATURALGAS

Natural Gas
298.5 -3.10 (-1.03%)
L: 297 H: 304

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Historical option data for NATURALGAS

04 Feb 2026 11:06 AM IST
NATURALGAS 20-FEB-2026 305 CE
Delta: 0.51
Vega: 0.26
Theta: -0.84
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
4 Feb 298.60 25.45 -0.65 110.65 2,123 34 1,770
3 Feb 300.00 25 -1.1 104.83 27,817 1,318 1,736
2 Feb 297.00 25.25 0.35 108.61 2,976 370 418
1 Feb 406.10 103.95 14.7 47.94 2 -1 48
30 Jan 383.60 86.2 -3.05 48.01 155 -6 49
29 Jan 351.30 60.1 0 98.58 89 -11 55
28 Jan 344.20 54 0.25 93.61 104 -21 66
27 Jan 599.40 61.15 0.1 94.91 200 0 87
23 Jan 486.00 42.9 -0.15 80.4 1,214 4,865 83
22 Jan 452.00 45.35 -1.75 104.18 137 -8 93
21 Jan 437.80 41.45 -0.55 91.29 947 27 56
20 Jan 350.40 19.1 -0.6 72.65 503 17 94
19 Jan 329.90 11.95 -0.4 73.42 530 -108 77
16 Jan 281.00 4.7 -0.05 69.9 89 71 185
15 Jan 284.50 5.25 0.2 71.05 108 11 125
14 Jan 280.70 5.5 -0.3 73.98 142 18 62
13 Jan 305.90 8.55 0 68.84 43 -6 39
12 Jan 305.00 5.65 -0.15 62.92 29 8 48
9 Jan 292.00 5.3 -0.2 67.98 4 14 40
8 Jan 306.30 8.75 -0.4 68.26 10 1 21
7 Jan 320.10 9.65 0.05 - 19 13 0
6 Jan 306.10 9.65 0.05 67.25 19 13 16
5 Jan 316.40 13 -0.1 73.79 4 2 3
2 Jan 332.80 39.45 0 - 1 0 0
31 Dec 334.20 39.45 0 - 1 0 0
30 Dec 361.60 39.45 0 85.22 1 0 1
29 Dec 357.20 18.7 0 - 1 1 0
26 Dec 394.60 18.7 0 44.3 1 1 0
24 Dec 381.60 37.75 0 - 2 -1 0
23 Dec 382.80 37.75 0 - 2 -1 0
22 Dec 350.60 37.75 0 - 2 -1 0
19 Dec 356.90 - - - 0 0 0
18 Dec 353.70 - - - 0 0 0
17 Dec 362.40 - - - 0 0 0
16 Dec 354.70 - - - 0 0 0
15 Dec 370.60 37.75 0 - 2 -1 0
12 Dec 377.10 - - - 0 0 0
11 Dec 381.80 50.1 -21.7 70.38 5 -1 2
10 Dec 417.40 90 44.4 129.58 5 3 3
9 Dec 419.70 - - - 0 0 0
8 Dec 445.70 - - - 0 0 0
5 Dec 485.80 - - - 0 0 0


For Natural Gas - strike price 305 expiring on 20FEB2026

Delta for 305 CE is 0.51

Historical price for 305 CE is as follows

On 4 Feb NATURALGAS was trading at 298.60. The strike last trading price was 25.45, which was -0.65 lower than the previous day. The implied volatity was 110.65, the open interest changed by 34 which increased total open position to 1770


On 3 Feb NATURALGAS was trading at 300.00. The strike last trading price was 25, which was -1.1 lower than the previous day. The implied volatity was 104.83, the open interest changed by 1318 which increased total open position to 1736


On 2 Feb NATURALGAS was trading at 297.00. The strike last trading price was 25.25, which was 0.35 higher than the previous day. The implied volatity was 108.61, the open interest changed by 370 which increased total open position to 418


On 1 Feb NATURALGAS was trading at 406.10. The strike last trading price was 103.95, which was 14.7 higher than the previous day. The implied volatity was 47.94, the open interest changed by -1 which decreased total open position to 48


On 30 Jan NATURALGAS was trading at 383.60. The strike last trading price was 86.2, which was -3.05 lower than the previous day. The implied volatity was 48.01, the open interest changed by -6 which decreased total open position to 49


On 29 Jan NATURALGAS was trading at 351.30. The strike last trading price was 60.1, which was 0 lower than the previous day. The implied volatity was 98.58, the open interest changed by -11 which decreased total open position to 55


On 28 Jan NATURALGAS was trading at 344.20. The strike last trading price was 54, which was 0.25 higher than the previous day. The implied volatity was 93.61, the open interest changed by -21 which decreased total open position to 66


On 27 Jan NATURALGAS was trading at 599.40. The strike last trading price was 61.15, which was 0.1 higher than the previous day. The implied volatity was 94.91, the open interest changed by 0 which decreased total open position to 87


On 23 Jan NATURALGAS was trading at 486.00. The strike last trading price was 42.9, which was -0.15 lower than the previous day. The implied volatity was 80.4, the open interest changed by 4865 which increased total open position to 83


On 22 Jan NATURALGAS was trading at 452.00. The strike last trading price was 45.35, which was -1.75 lower than the previous day. The implied volatity was 104.18, the open interest changed by -8 which decreased total open position to 93


On 21 Jan NATURALGAS was trading at 437.80. The strike last trading price was 41.45, which was -0.55 lower than the previous day. The implied volatity was 91.29, the open interest changed by 27 which increased total open position to 56


On 20 Jan NATURALGAS was trading at 350.40. The strike last trading price was 19.1, which was -0.6 lower than the previous day. The implied volatity was 72.65, the open interest changed by 17 which increased total open position to 94


On 19 Jan NATURALGAS was trading at 329.90. The strike last trading price was 11.95, which was -0.4 lower than the previous day. The implied volatity was 73.42, the open interest changed by -108 which decreased total open position to 77


On 16 Jan NATURALGAS was trading at 281.00. The strike last trading price was 4.7, which was -0.05 lower than the previous day. The implied volatity was 69.9, the open interest changed by 71 which increased total open position to 185


On 15 Jan NATURALGAS was trading at 284.50. The strike last trading price was 5.25, which was 0.2 higher than the previous day. The implied volatity was 71.05, the open interest changed by 11 which increased total open position to 125


On 14 Jan NATURALGAS was trading at 280.70. The strike last trading price was 5.5, which was -0.3 lower than the previous day. The implied volatity was 73.98, the open interest changed by 18 which increased total open position to 62


On 13 Jan NATURALGAS was trading at 305.90. The strike last trading price was 8.55, which was 0 lower than the previous day. The implied volatity was 68.84, the open interest changed by -6 which decreased total open position to 39


On 12 Jan NATURALGAS was trading at 305.00. The strike last trading price was 5.65, which was -0.15 lower than the previous day. The implied volatity was 62.92, the open interest changed by 8 which increased total open position to 48


On 9 Jan NATURALGAS was trading at 292.00. The strike last trading price was 5.3, which was -0.2 lower than the previous day. The implied volatity was 67.98, the open interest changed by 14 which increased total open position to 40


On 8 Jan NATURALGAS was trading at 306.30. The strike last trading price was 8.75, which was -0.4 lower than the previous day. The implied volatity was 68.26, the open interest changed by 1 which increased total open position to 21


On 7 Jan NATURALGAS was trading at 320.10. The strike last trading price was 9.65, which was 0.05 higher than the previous day. The implied volatity was -, the open interest changed by 13 which increased total open position to 0


On 6 Jan NATURALGAS was trading at 306.10. The strike last trading price was 9.65, which was 0.05 higher than the previous day. The implied volatity was 67.25, the open interest changed by 13 which increased total open position to 16


On 5 Jan NATURALGAS was trading at 316.40. The strike last trading price was 13, which was -0.1 lower than the previous day. The implied volatity was 73.79, the open interest changed by 2 which increased total open position to 3


On 2 Jan NATURALGAS was trading at 332.80. The strike last trading price was 39.45, 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 31 Dec NATURALGAS was trading at 334.20. The strike last trading price was 39.45, 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 Dec NATURALGAS was trading at 361.60. The strike last trading price was 39.45, which was 0 lower than the previous day. The implied volatity was 85.22, the open interest changed by 0 which decreased total open position to 1


On 29 Dec NATURALGAS was trading at 357.20. The strike last trading price was 18.7, 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 26 Dec NATURALGAS was trading at 394.60. The strike last trading price was 18.7, which was 0 lower than the previous day. The implied volatity was 44.3, the open interest changed by 1 which increased total open position to 0


On 24 Dec NATURALGAS was trading at 381.60. The strike last trading price was 37.75, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 0


On 23 Dec NATURALGAS was trading at 382.80. The strike last trading price was 37.75, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 0


On 22 Dec NATURALGAS was trading at 350.60. The strike last trading price was 37.75, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 0


On 19 Dec NATURALGAS was trading at 356.90. 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 18 Dec NATURALGAS was trading at 353.70. 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 Dec NATURALGAS was trading at 362.40. 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 16 Dec NATURALGAS was trading at 354.70. 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 15 Dec NATURALGAS was trading at 370.60. The strike last trading price was 37.75, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 0


On 12 Dec NATURALGAS was trading at 377.10. 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 11 Dec NATURALGAS was trading at 381.80. The strike last trading price was 50.1, which was -21.7 lower than the previous day. The implied volatity was 70.38, the open interest changed by -1 which decreased total open position to 2


On 10 Dec NATURALGAS was trading at 417.40. The strike last trading price was 90, which was 44.4 higher than the previous day. The implied volatity was 129.58, the open interest changed by 3 which increased total open position to 3


On 9 Dec NATURALGAS was trading at 419.70. 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 8 Dec NATURALGAS was trading at 445.70. 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 5 Dec NATURALGAS was trading at 485.80. 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


NATURALGAS 20FEB2026 305 PE
Delta: -0.49
Vega: 0.26
Theta: -0.84
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
4 Feb 298.60 31.6 2.15 110.06 924 72 599
3 Feb 300.00 29.55 0.1 103.1 10,447 -17 527
2 Feb 297.00 33.05 -2.25 107.86 14,202 -143 544
1 Feb 406.10 5.55 -2.45 - 940 -120 687
30 Jan 383.60 7.95 -0.05 101.71 3,388 -315 807
29 Jan 351.30 13.55 -0.05 97.66 4,317 2,488 1,122
28 Jan 344.20 14.9 -1 93.96 7,838 76 482
27 Jan 599.40 13.5 -0.35 94.38 4,167 4 406
23 Jan 486.00 18.3 -0.9 83.44 7,086 291 332
22 Jan 452.00 26.5 1.1 96.47 188 -5 76
21 Jan 437.80 26.55 -0.5 95.01 264 15 19
20 Jan 350.40 36.6 -1.2 84.74 6 5 0
19 Jan 329.90 43.45 -4.65 68.64 7 5 5
16 Jan 281.00 0 0 - 0 0 0
15 Jan 284.50 0 0 - 0 0 0
14 Jan 280.70 0 0 - 0 0 0
13 Jan 305.90 0 0 - 0 0 0
12 Jan 305.00 0 0 - 0 0 0
9 Jan 292.00 0 0 - 0 0 0
8 Jan 306.30 0 0 - 0 0 0
7 Jan 320.10 0 0 - 0 0 0
6 Jan 306.10 0 0 - 0 0 0
5 Jan 316.40 0 0 - 0 0 0
2 Jan 332.80 0 0 - 0 0 0
31 Dec 334.20 0 0 - 0 0 0
30 Dec 361.60 0 0 - 0 0 0
29 Dec 357.20 0 0 - 0 0 0
26 Dec 394.60 0 0 - 0 0 0
24 Dec 381.60 0 0 - 0 0 0
23 Dec 382.80 0 0 - 0 0 0
22 Dec 350.60 0 0 - 0 0 0
19 Dec 356.90 - - - 0 0 0
18 Dec 353.70 - - - 0 0 0
17 Dec 362.40 - - - 0 0 0
16 Dec 354.70 - - - 0 0 0
15 Dec 370.60 0 0 - 0 0 0
12 Dec 377.10 - - - 0 0 0
11 Dec 381.80 0 0 - 0 0 0
10 Dec 417.40 0 0 - 0 0 0
9 Dec 419.70 - - - 0 0 0
8 Dec 445.70 - - - 0 0 0
5 Dec 485.80 - - - 0 0 0


For Natural Gas - strike price 305 expiring on 20FEB2026

Delta for 305 PE is -0.49

Historical price for 305 PE is as follows

On 4 Feb NATURALGAS was trading at 298.60. The strike last trading price was 31.6, which was 2.15 higher than the previous day. The implied volatity was 110.06, the open interest changed by 72 which increased total open position to 599


On 3 Feb NATURALGAS was trading at 300.00. The strike last trading price was 29.55, which was 0.1 higher than the previous day. The implied volatity was 103.1, the open interest changed by -17 which decreased total open position to 527


On 2 Feb NATURALGAS was trading at 297.00. The strike last trading price was 33.05, which was -2.25 lower than the previous day. The implied volatity was 107.86, the open interest changed by -143 which decreased total open position to 544


On 1 Feb NATURALGAS was trading at 406.10. The strike last trading price was 5.55, which was -2.45 lower than the previous day. The implied volatity was -, the open interest changed by -120 which decreased total open position to 687


On 30 Jan NATURALGAS was trading at 383.60. The strike last trading price was 7.95, which was -0.05 lower than the previous day. The implied volatity was 101.71, the open interest changed by -315 which decreased total open position to 807


On 29 Jan NATURALGAS was trading at 351.30. The strike last trading price was 13.55, which was -0.05 lower than the previous day. The implied volatity was 97.66, the open interest changed by 2488 which increased total open position to 1122


On 28 Jan NATURALGAS was trading at 344.20. The strike last trading price was 14.9, which was -1 lower than the previous day. The implied volatity was 93.96, the open interest changed by 76 which increased total open position to 482


On 27 Jan NATURALGAS was trading at 599.40. The strike last trading price was 13.5, which was -0.35 lower than the previous day. The implied volatity was 94.38, the open interest changed by 4 which increased total open position to 406


On 23 Jan NATURALGAS was trading at 486.00. The strike last trading price was 18.3, which was -0.9 lower than the previous day. The implied volatity was 83.44, the open interest changed by 291 which increased total open position to 332


On 22 Jan NATURALGAS was trading at 452.00. The strike last trading price was 26.5, which was 1.1 higher than the previous day. The implied volatity was 96.47, the open interest changed by -5 which decreased total open position to 76


On 21 Jan NATURALGAS was trading at 437.80. The strike last trading price was 26.55, which was -0.5 lower than the previous day. The implied volatity was 95.01, the open interest changed by 15 which increased total open position to 19


On 20 Jan NATURALGAS was trading at 350.40. The strike last trading price was 36.6, which was -1.2 lower than the previous day. The implied volatity was 84.74, the open interest changed by 5 which increased total open position to 0


On 19 Jan NATURALGAS was trading at 329.90. The strike last trading price was 43.45, which was -4.65 lower than the previous day. The implied volatity was 68.64, the open interest changed by 5 which increased total open position to 5


On 16 Jan NATURALGAS was trading at 281.00. 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 15 Jan NATURALGAS was trading at 284.50. 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 14 Jan NATURALGAS was trading at 280.70. 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 13 Jan NATURALGAS was trading at 305.90. 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 12 Jan NATURALGAS was trading at 305.00. 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 9 Jan NATURALGAS was trading at 292.00. 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 Jan NATURALGAS was trading at 306.30. 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 7 Jan NATURALGAS was trading at 320.10. 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 6 Jan NATURALGAS was trading at 306.10. 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 5 Jan NATURALGAS was trading at 316.40. 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 2 Jan NATURALGAS was trading at 332.80. 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 31 Dec NATURALGAS was trading at 334.20. 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 30 Dec NATURALGAS was trading at 361.60. 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 Dec NATURALGAS was trading at 357.20. 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 26 Dec NATURALGAS was trading at 394.60. 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 24 Dec NATURALGAS was trading at 381.60. 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 23 Dec NATURALGAS was trading at 382.80. 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 Dec NATURALGAS was trading at 350.60. 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 19 Dec NATURALGAS was trading at 356.90. 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 18 Dec NATURALGAS was trading at 353.70. 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 Dec NATURALGAS was trading at 362.40. 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 16 Dec NATURALGAS was trading at 354.70. 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 15 Dec NATURALGAS was trading at 370.60. 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 12 Dec NATURALGAS was trading at 377.10. 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 11 Dec NATURALGAS was trading at 381.80. 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 10 Dec NATURALGAS was trading at 417.40. 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 9 Dec NATURALGAS was trading at 419.70. 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 8 Dec NATURALGAS was trading at 445.70. 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 5 Dec NATURALGAS was trading at 485.80. 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