Historical option data for NATURALGAS
23 Jun 2026 11:58 PM IST
| NATURALGAS 24-Jul-2026 (30d) 305 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.51
Vega: 0.35
Theta: -0.27
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 23 Jun | 298.90 | 16.3 | -0.1 (-0.61%) | 48.47 | 5,811 | 1,038 | 1,255 | |||||||||
| 22 Jun | 310.60 | 23.25 | 3.15 (15.67%) | 49.67 | 488 | -3 | 221 | |||||||||
| 19 Jun | 301.60 | 20.25 | 0.15 (0.75%) | 49.01 | 710 | 12 | 224 | |||||||||
| 18 Jun | 303.30 | 20.4 | 0 (0.00%) | 49.01 | 697 | 51 | 212 | |||||||||
| 17 Jun | 296.60 | 17.3 | -0.4 (-2.26%) | 49.61 | 493 | 91 | 161 | |||||||||
| 16 Jun | 306.00 | 22.4 | 0 (0.00%) | 52.51 | 296 | 10 | 69 | |||||||||
| 15 Jun | 297.30 | 17.75 | 1.05 (6.29%) | 50.11 | 74 | 41 | 59 | |||||||||
| 12 Jun | 296.80 | 15.95 | 0 (0.00%) | 42.92 | 1 | -1 | 18 | |||||||||
| 11 Jun | 295.00 | 17.55 | -1.3 (-6.90%) | 47.73 | 25 | 2 | 19 | |||||||||
| 10 Jun | 305.50 | 25 | 3.1 (14.16%) | 52.15 | 17 | 13 | 17 | |||||||||
| 9 Jun | 301.40 | 22.1 | -0.1 (-0.45%) | - | 4 | 3 | 4 | |||||||||
| 8 Jun | 301.60 | 22.1 | -0.1 (-0.45%) | 48.46 | 4 | 3 | 4 | |||||||||
| 5 Jun | 308.10 | 20.8 | 0 (0.00%) | - | 1 | 1 | 1 | |||||||||
| 4 Jun | 322.60 | 20.8 | 0 (0.00%) | - | 1 | 1 | 1 | |||||||||
| 3 Jun | 309.50 | 20.8 | 0 (0.00%) | 35.34 | 1 | 1 | 1 | |||||||||
| 2 Jun | 302.30 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 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 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 29 Apr | 252.20 | - | - | - | 0 | 0 | 0 | |||||||||
| 28 Apr | 257.30 | - | - | - | 0 | 0 | 0 | |||||||||
For Natural Gas - strike price 305 expiring on 24JUL2026
Delta for 305 CE is 0.51
Historical price for 305 CE is as follows
On 23 Jun NATURALGAS was trading at 298.90. The strike last trading price was 16.3, which was -0.1 lower than the previous day. The implied volatity was 48.47, the open interest changed by 1038 which increased total open position to 1255
On 22 Jun NATURALGAS was trading at 310.60. The strike last trading price was 23.25, which was 3.15 higher than the previous day. The implied volatity was 49.67, the open interest changed by -3 which decreased total open position to 221
On 19 Jun NATURALGAS was trading at 301.60. The strike last trading price was 20.25, which was 0.15 higher than the previous day. The implied volatity was 49.01, the open interest changed by 12 which increased total open position to 224
On 18 Jun NATURALGAS was trading at 303.30. The strike last trading price was 20.4, which was 0 lower than the previous day. The implied volatity was 49.01, the open interest changed by 51 which increased total open position to 212
On 17 Jun NATURALGAS was trading at 296.60. The strike last trading price was 17.3, which was -0.4 lower than the previous day. The implied volatity was 49.61, the open interest changed by 91 which increased total open position to 161
On 16 Jun NATURALGAS was trading at 306.00. The strike last trading price was 22.4, which was 0 lower than the previous day. The implied volatity was 52.51, the open interest changed by 10 which increased total open position to 69
On 15 Jun NATURALGAS was trading at 297.30. The strike last trading price was 17.75, which was 1.05 higher than the previous day. The implied volatity was 50.11, the open interest changed by 41 which increased total open position to 59
On 12 Jun NATURALGAS was trading at 296.80. The strike last trading price was 15.95, which was 0 lower than the previous day. The implied volatity was 42.92, the open interest changed by -1 which decreased total open position to 18
On 11 Jun NATURALGAS was trading at 295.00. The strike last trading price was 17.55, which was -1.3 lower than the previous day. The implied volatity was 47.73, the open interest changed by 2 which increased total open position to 19
On 10 Jun NATURALGAS was trading at 305.50. The strike last trading price was 25, which was 3.1 higher than the previous day. The implied volatity was 52.15, the open interest changed by 13 which increased total open position to 17
On 9 Jun NATURALGAS was trading at 301.40. The strike last trading price was 22.1, which was -0.1 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 4
On 8 Jun NATURALGAS was trading at 301.60. The strike last trading price was 22.1, which was -0.1 lower than the previous day. The implied volatity was 48.46, the open interest changed by 3 which increased total open position to 4
On 5 Jun NATURALGAS was trading at 308.10. The strike last trading price was 20.8, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1
On 4 Jun NATURALGAS was trading at 322.60. The strike last trading price was 20.8, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1
On 3 Jun NATURALGAS was trading at 309.50. The strike last trading price was 20.8, which was 0 lower than the previous day. The implied volatity was 35.34, the open interest changed by 1 which increased total open position to 1
On 2 Jun NATURALGAS was trading at 302.30. 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 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 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 -, 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 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) 305 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.49
Vega: 0.35
Theta: -0.28
Gamma: 0.01
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 23 Jun | 298.90 | 18.3 | 0 (0.00%) | 49.04 | 7,133 | 695 | 1,080 |
| 22 Jun | 310.60 | 14.4 | -2.75 (-16.03%) | 50.92 | 1,359 | 182 | 414 |
| 19 Jun | 301.60 | 16.5 | -0.65 (-3.79%) | 47.56 | 761 | 119 | 232 |
| 18 Jun | 303.30 | 17.65 | -0.05 (-0.28%) | 49.66 | 448 | 70 | 113 |
| 17 Jun | 296.60 | 20.3 | 0.05 (0.25%) | 47.53 | 72 | 23 | 43 |
| 16 Jun | 306.00 | 18.2 | 0.05 (0.28%) | 49.97 | 64 | 14 | 20 |
| 15 Jun | 297.30 | 23.5 | -1.75 (-6.93%) | 53.8 | 5 | 4 | 6 |
| 12 Jun | 296.80 | 19.4 | 0 (0.00%) | - | 1 | 0 | 2 |
| 11 Jun | 295.00 | 19.4 | 0 (0.00%) | 40.82 | 1 | 0 | 2 |
| 10 Jun | 305.50 | 18.65 | 0 (0.00%) | 49.67 | 1 | 1 | 2 |
| 9 Jun | 301.40 | 20.3 | 0 (0.00%) | - | 1 | 1 | 2 |
| 8 Jun | 301.60 | 20.3 | 0 (0.00%) | 49.16 | 1 | 1 | 2 |
| 5 Jun | 308.10 | 17.9 | -1.25 (-6.53%) | 47.92 | 2 | 1 | 1 |
| 4 Jun | 322.60 | 17.25 | 0 (0.00%) | - | 1 | 1 | 1 |
| 3 Jun | 309.50 | 17.25 | 0 (0.00%) | - | 1 | 1 | 1 |
| 2 Jun | 302.30 | 17.25 | 0 (0.00%) | 38.92 | 1 | 1 | 1 |
| 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 (0.00%) | - | 0 | 0 | 0 |
| 29 Apr | 252.20 | - | - | - | 0 | 0 | 0 |
| 28 Apr | 257.30 | - | - | - | 0 | 0 | 0 |
For Natural Gas - strike price 305 expiring on 24JUL2026
Delta for 305 PE is -0.49
Historical price for 305 PE is as follows
On 23 Jun NATURALGAS was trading at 298.90. The strike last trading price was 18.3, which was 0 lower than the previous day. The implied volatity was 49.04, the open interest changed by 695 which increased total open position to 1080
On 22 Jun NATURALGAS was trading at 310.60. The strike last trading price was 14.4, which was -2.75 lower than the previous day. The implied volatity was 50.92, the open interest changed by 182 which increased total open position to 414
On 19 Jun NATURALGAS was trading at 301.60. The strike last trading price was 16.5, which was -0.65 lower than the previous day. The implied volatity was 47.56, the open interest changed by 119 which increased total open position to 232
On 18 Jun NATURALGAS was trading at 303.30. The strike last trading price was 17.65, which was -0.05 lower than the previous day. The implied volatity was 49.66, the open interest changed by 70 which increased total open position to 113
On 17 Jun NATURALGAS was trading at 296.60. The strike last trading price was 20.3, which was 0.05 higher than the previous day. The implied volatity was 47.53, the open interest changed by 23 which increased total open position to 43
On 16 Jun NATURALGAS was trading at 306.00. The strike last trading price was 18.2, which was 0.05 higher than the previous day. The implied volatity was 49.97, the open interest changed by 14 which increased total open position to 20
On 15 Jun NATURALGAS was trading at 297.30. The strike last trading price was 23.5, which was -1.75 lower than the previous day. The implied volatity was 53.8, the open interest changed by 4 which increased total open position to 6
On 12 Jun NATURALGAS was trading at 296.80. The strike last trading price was 19.4, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 11 Jun NATURALGAS was trading at 295.00. The strike last trading price was 19.4, which was 0 lower than the previous day. The implied volatity was 40.82, the open interest changed by 0 which decreased total open position to 2
On 10 Jun NATURALGAS was trading at 305.50. The strike last trading price was 18.65, which was 0 lower than the previous day. The implied volatity was 49.67, the open interest changed by 1 which increased total open position to 2
On 9 Jun NATURALGAS was trading at 301.40. The strike last trading price was 20.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 2
On 8 Jun NATURALGAS was trading at 301.60. The strike last trading price was 20.3, which was 0 lower than the previous day. The implied volatity was 49.16, the open interest changed by 1 which increased total open position to 2
On 5 Jun NATURALGAS was trading at 308.10. The strike last trading price was 17.9, which was -1.25 lower than the previous day. The implied volatity was 47.92, the open interest changed by 1 which increased total open position to 1
On 4 Jun NATURALGAS was trading at 322.60. The strike last trading price was 17.25, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1
On 3 Jun NATURALGAS was trading at 309.50. The strike last trading price was 17.25, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1
On 2 Jun NATURALGAS was trading at 302.30. The strike last trading price was 17.25, which was 0 lower than the previous day. The implied volatity was 38.92, the open interest changed by 1 which increased total open position to 1
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 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 -, 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 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
