NATURALGAS

Natural Gas

292 -2.20 (-0.75%)

L: 291.5 H: 316

Back to Option Chain

Historical option data for NATURALGAS
09 Jan 2026 11:58 PM IST

Strike Price

Expiry

Ltp Ltp OI Open Interest (OI) OI Chg Change Open Interest Volume Volume IV IV

Call
Put

Per Lot

NATURALGAS 22-JAN-2026 310 CE
Delta: 0.37 Vega: 0.21 Theta: -0.62 Gamma: 0.01
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
9 Jan	292.00	10.3 ₹ 12,875	-0.85 -1062.50	78.29	1,22,593 15,32,41,250	2,477 30,96,250	8,421 1,05,26,250
8 Jan	306.30	16.55 ₹ 20,687.5	-0.35 -437.50	75.63	56,274 7,03,42,500	1,324 16,55,000	4,159 51,98,750
7 Jan	320.10	25.2 ₹ 31,500	7.35 9187.50	76.98	51,957 6,49,46,250	-1,314 -16,42,500	4,639 57,98,750
6 Jan	306.10	17.3 ₹ 21,625	-0.55 -687.50	74.11	65,463 8,18,28,750	5,589 69,86,250	8,072 1,00,90,000

5 Jan	316.40	23.45 ₹ 29,312.5	0.15 187.50	74.08	65,383 8,17,28,750	4,639 57,98,750	5,028 62,85,000
2 Jan	332.80	35.75 ₹ 44,687.5	-0.15 -187.50	74.79	2,296 28,70,000	197 2,46,250	412 5,15,000
31 Dec	334.20	37.8 ₹ 47,250	-1.45 -1812.50	75.08	176 2,20,000	13 16,250	173 2,16,250
30 Dec	361.60	54.25 ₹ 67,812.5	-6.9 -8625.00	52.32	29 36,250	8 10,000	160 2,00,000
29 Dec	357.20	58.7 ₹ 73,375	2.6 3250.00	85.58	142 1,77,500	5 6,250	155 1,93,750
26 Dec	394.60	51.4 ₹ 64,250	-0.7 -875.00	69.46	51 63,750	-1 -1,250	150 1,87,500
24 Dec	381.60	44.1 ₹ 55,125	-1.15 -1437.50	72.23	167 2,08,750	7 8,750	150 1,87,500
23 Dec	382.80	47.1 ₹ 58,875	3.45 4312.50	72.93	389 4,86,250	40 50,000	143 1,78,750
22 Dec	350.60	30.5 ₹ 38,125	-0.65 -812.50	71.60	202 2,52,500	103 1,28,750	103 1,28,750
19 Dec	356.90	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
18 Dec	353.70	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
17 Dec	362.40	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
16 Dec	354.70	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
15 Dec	370.60	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
12 Dec	377.10	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
11 Dec	381.80	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
10 Dec	417.40	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
9 Dec	419.70	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
8 Dec	445.70	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
5 Dec	485.80	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
4 Dec	450.70	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
3 Dec	449.90	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
2 Dec	437.60	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
1 Dec	436.70	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
28 Nov	426.10	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
27 Nov	413.10	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
26 Nov	408.20	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
11 Nov	399.20	0 ₹ 0	0 0.00	-	0 0	0 0	0 0

For Natural Gas - strike price 310 expiring on 22JAN2026

Delta for 310 CE is 0.37

Historical price for 310 CE is as follows

On 9 Jan NATURALGAS was trading at 292.00. The strike last trading price was 10.3, which was -0.85 lower than the previous day. The implied volatity was 78.29, the open interest changed by 2477 which increased total open position to 8421

On 8 Jan NATURALGAS was trading at 306.30. The strike last trading price was 16.55, which was -0.35 lower than the previous day. The implied volatity was 75.63, the open interest changed by 1324 which increased total open position to 4159

On 7 Jan NATURALGAS was trading at 320.10. The strike last trading price was 25.2, which was 7.35 higher than the previous day. The implied volatity was 76.98, the open interest changed by -1314 which decreased total open position to 4639

On 6 Jan NATURALGAS was trading at 306.10. The strike last trading price was 17.3, which was -0.55 lower than the previous day. The implied volatity was 74.11, the open interest changed by 5589 which increased total open position to 8072

On 5 Jan NATURALGAS was trading at 316.40. The strike last trading price was 23.45, which was 0.15 higher than the previous day. The implied volatity was 74.08, the open interest changed by 4639 which increased total open position to 5028

On 2 Jan NATURALGAS was trading at 332.80. The strike last trading price was 35.75, which was -0.15 lower than the previous day. The implied volatity was 74.79, the open interest changed by 197 which increased total open position to 412

On 31 Dec NATURALGAS was trading at 334.20. The strike last trading price was 37.8, which was -1.45 lower than the previous day. The implied volatity was 75.08, the open interest changed by 13 which increased total open position to 173

On 30 Dec NATURALGAS was trading at 361.60. The strike last trading price was 54.25, which was -6.9 lower than the previous day. The implied volatity was 52.32, the open interest changed by 8 which increased total open position to 160

On 29 Dec NATURALGAS was trading at 357.20. The strike last trading price was 58.7, which was 2.6 higher than the previous day. The implied volatity was 85.58, the open interest changed by 5 which increased total open position to 155

On 26 Dec NATURALGAS was trading at 394.60. The strike last trading price was 51.4, which was -0.7 lower than the previous day. The implied volatity was 69.46, the open interest changed by -1 which decreased total open position to 150

On 24 Dec NATURALGAS was trading at 381.60. The strike last trading price was 44.1, which was -1.15 lower than the previous day. The implied volatity was 72.23, the open interest changed by 7 which increased total open position to 150

On 23 Dec NATURALGAS was trading at 382.80. The strike last trading price was 47.1, which was 3.45 higher than the previous day. The implied volatity was 72.93, the open interest changed by 40 which increased total open position to 143

On 22 Dec NATURALGAS was trading at 350.60. The strike last trading price was 30.5, which was -0.65 lower than the previous day. The implied volatity was 71.60, the open interest changed by 103 which increased total open position to 103

On 19 Dec NATURALGAS was trading at 356.90. 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 18 Dec NATURALGAS was trading at 353.70. 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 17 Dec NATURALGAS was trading at 362.40. 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 16 Dec NATURALGAS was trading at 354.70. 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 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 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 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 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 Dec NATURALGAS was trading at 445.70. 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 5 Dec NATURALGAS was trading at 485.80. 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 4 Dec NATURALGAS was trading at 450.70. 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 3 Dec NATURALGAS was trading at 449.90. 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 2 Dec NATURALGAS was trading at 437.60. 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 1 Dec NATURALGAS was trading at 436.70. 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 28 Nov NATURALGAS was trading at 426.10. 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 27 Nov NATURALGAS was trading at 413.10. 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 26 Nov NATURALGAS was trading at 408.20. 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 11 Nov NATURALGAS was trading at 399.20. 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

NATURALGAS 22JAN2026 310 PE
Delta: -0.63 Vega: 0.21 Theta: -0.62 Gamma: 0.01
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
9 Jan	292.00	28.2 ₹ 35,250	1 1250.00	77.81	95,127 11,89,08,750	-1,262 -15,77,500	3,972 49,65,000
8 Jan	306.30	20.5 ₹ 25,625	0.15 187.50	76.67	75,558 9,44,47,500	2,030 25,37,500	5,633 70,41,250
7 Jan	320.10	15.7 ₹ 19,625	-6.05 -7562.50	79.37	62,886 7,86,07,500	517 6,46,250	5,865 73,31,250
6 Jan	306.10	21.6 ₹ 27,000	-0.15 -187.50	75.67	62,704 7,83,80,000	2,435 30,43,750	6,342 79,27,500
5 Jan	316.40	17.15 ₹ 21,437.5	-1.1 -1375.00	74.45	72,252 9,03,15,000	3,514 43,92,500	5,069 63,36,250
2 Jan	332.80	13.4 ₹ 16,750	-0.05 -62.50	76.42	19,391 2,42,38,750	327 4,08,750	1,808 22,60,000
31 Dec	334.20	12.85 ₹ 16,062.5	0.5 625.00	72.50	15,052 1,88,15,000	294 3,67,500	1,370 17,12,500
30 Dec	361.60	7.05 ₹ 8,812.5	-0.9 -1125.00	73.49	14,963 1,87,03,750	-21 -26,250	1,207 15,08,750
29 Dec	357.20	7.95 ₹ 9,937.5	-0.25 -312.50	72.26	12,103 1,51,28,750	160 2,00,000	1,018 12,72,500
26 Dec	394.60	10.4 ₹ 13,000	-0.25 -312.50	72.92	9,016 1,12,70,000	227 2,83,750	969 12,11,250
24 Dec	381.60	13.95 ₹ 17,437.5	-0.8 -1000.00	71.77	10,454 1,30,67,500	304 3,80,000	856 10,70,000
23 Dec	382.80	13.7 ₹ 17,125	-0.75 -937.50	72.63	2,885 36,06,250	179 2,23,750	552 6,90,000
22 Dec	350.60	23.3 ₹ 29,125	0.9 1125.00	74.37	1,402 17,52,500	224 2,80,000	373 4,66,250
19 Dec	356.90	16.75 ₹ 20,937.5	0.15 187.50	66.57	282 3,52,500	61 76,250	99 1,23,750
18 Dec	353.70	14.55 ₹ 18,187.5	0.5 625.00	62.49	99 1,23,750	24 30,000	38 47,500
17 Dec	362.40	12.4 ₹ 15,500	0.15 187.50	62.12	17 21,250	14 17,500	14 17,500
16 Dec	354.70	12.55 ₹ 15,687.5	2 2500.00	-	5 6,250	0 0	0 0
15 Dec	370.60	12.55 ₹ 15,687.5	2 2500.00	-	5 6,250	0 0	7 8,750
12 Dec	377.10	12.55 ₹ 15,687.5	2 2500.00	64.74	5 6,250	7 8,750	7 8,750
11 Dec	381.80	10 ₹ 12,500	0 0.00	62.04	1 1,250	1 1,250	0 0
10 Dec	417.40	2.25 ₹ 2,812.5	-0.75 -937.50	-	1 1,250	1 1,250	0 0
9 Dec	419.70	2.25 ₹ 2,812.5	-0.75 -937.50	-	1 1,250	1 1,250	0 0
8 Dec	445.70	2.25 ₹ 2,812.5	-0.75 -937.50	-	1 1,250	1 1,250	0 0
5 Dec	485.80	2.25 ₹ 2,812.5	-0.75 -937.50	-	1 1,250	1 1,250	2 2,500
4 Dec	450.70	3 ₹ 3,750	2.7 3375.00	60.18	1 1,250	1 1,250	1 1,250
3 Dec	449.90	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
2 Dec	437.60	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
1 Dec	436.70	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
28 Nov	426.10	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
27 Nov	413.10	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
26 Nov	408.20	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
11 Nov	399.20	0 ₹ 0	0 0.00	-	0 0	0 0	0 0

For Natural Gas - strike price 310 expiring on 22JAN2026

Delta for 310 PE is -0.63

Historical price for 310 PE is as follows

On 9 Jan NATURALGAS was trading at 292.00. The strike last trading price was 28.2, which was 1 higher than the previous day. The implied volatity was 77.81, the open interest changed by -1262 which decreased total open position to 3972

On 8 Jan NATURALGAS was trading at 306.30. The strike last trading price was 20.5, which was 0.15 higher than the previous day. The implied volatity was 76.67, the open interest changed by 2030 which increased total open position to 5633

On 7 Jan NATURALGAS was trading at 320.10. The strike last trading price was 15.7, which was -6.05 lower than the previous day. The implied volatity was 79.37, the open interest changed by 517 which increased total open position to 5865

On 6 Jan NATURALGAS was trading at 306.10. The strike last trading price was 21.6, which was -0.15 lower than the previous day. The implied volatity was 75.67, the open interest changed by 2435 which increased total open position to 6342

On 5 Jan NATURALGAS was trading at 316.40. The strike last trading price was 17.15, which was -1.1 lower than the previous day. The implied volatity was 74.45, the open interest changed by 3514 which increased total open position to 5069

On 2 Jan NATURALGAS was trading at 332.80. The strike last trading price was 13.4, which was -0.05 lower than the previous day. The implied volatity was 76.42, the open interest changed by 327 which increased total open position to 1808

On 31 Dec NATURALGAS was trading at 334.20. The strike last trading price was 12.85, which was 0.5 higher than the previous day. The implied volatity was 72.50, the open interest changed by 294 which increased total open position to 1370

On 30 Dec NATURALGAS was trading at 361.60. The strike last trading price was 7.05, which was -0.9 lower than the previous day. The implied volatity was 73.49, the open interest changed by -21 which decreased total open position to 1207

On 29 Dec NATURALGAS was trading at 357.20. The strike last trading price was 7.95, which was -0.25 lower than the previous day. The implied volatity was 72.26, the open interest changed by 160 which increased total open position to 1018

On 26 Dec NATURALGAS was trading at 394.60. The strike last trading price was 10.4, which was -0.25 lower than the previous day. The implied volatity was 72.92, the open interest changed by 227 which increased total open position to 969

On 24 Dec NATURALGAS was trading at 381.60. The strike last trading price was 13.95, which was -0.8 lower than the previous day. The implied volatity was 71.77, the open interest changed by 304 which increased total open position to 856

On 23 Dec NATURALGAS was trading at 382.80. The strike last trading price was 13.7, which was -0.75 lower than the previous day. The implied volatity was 72.63, the open interest changed by 179 which increased total open position to 552

On 22 Dec NATURALGAS was trading at 350.60. The strike last trading price was 23.3, which was 0.9 higher than the previous day. The implied volatity was 74.37, the open interest changed by 224 which increased total open position to 373

On 19 Dec NATURALGAS was trading at 356.90. The strike last trading price was 16.75, which was 0.15 higher than the previous day. The implied volatity was 66.57, the open interest changed by 61 which increased total open position to 99

On 18 Dec NATURALGAS was trading at 353.70. The strike last trading price was 14.55, which was 0.5 higher than the previous day. The implied volatity was 62.49, the open interest changed by 24 which increased total open position to 38

On 17 Dec NATURALGAS was trading at 362.40. The strike last trading price was 12.4, which was 0.15 higher than the previous day. The implied volatity was 62.12, the open interest changed by 14 which increased total open position to 14

On 16 Dec NATURALGAS was trading at 354.70. The strike last trading price was 12.55, which was 2 higher 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 12.55, which was 2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7

On 12 Dec NATURALGAS was trading at 377.10. The strike last trading price was 12.55, which was 2 higher than the previous day. The implied volatity was 64.74, the open interest changed by 7 which increased total open position to 7

On 11 Dec NATURALGAS was trading at 381.80. The strike last trading price was 10, which was 0 lower than the previous day. The implied volatity was 62.04, the open interest changed by 1 which increased total open position to 0

On 10 Dec NATURALGAS was trading at 417.40. The strike last trading price was 2.25, which was -0.75 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0

On 9 Dec NATURALGAS was trading at 419.70. The strike last trading price was 2.25, which was -0.75 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0

On 8 Dec NATURALGAS was trading at 445.70. The strike last trading price was 2.25, which was -0.75 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0

On 5 Dec NATURALGAS was trading at 485.80. The strike last trading price was 2.25, which was -0.75 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 2

On 4 Dec NATURALGAS was trading at 450.70. The strike last trading price was 3, which was 2.7 higher than the previous day. The implied volatity was 60.18, the open interest changed by 1 which increased total open position to 1

Related Pages for NATURALGAS

NATURALGAS

360ONE

ABB

ABCAPITAL

ADANIENSOL

ADANIENT

ADANIGREEN

ADANIPORTS

ALKEM

AMBER

AMBUJACEM

ANGELONE

APLAPOLLO

APOLLOHOSP

ASHOKLEY

ASIANPAINT

ASTRAL

AUBANK

AUROPHARMA

AXISBANK

BAJAJ-AUTO

BAJAJFINSV

BAJAJHLDNG

BAJFINANCE

BANDHANBNK

BANKBARODA

BANKEX

BANKINDIA

BANKNIFTY

BDL

BEL

BHARATFORG

BHARTIARTL

BHEL

BIOCON

BLUESTARCO

BOSCHLTD

BPCL

BRITANNIA

BSE

CAMS

CANBK

CDSL

CGPOWER

CHOLAFIN

CIPLA

COALINDIA

COFORGE

COLPAL

CONCOR

COPPER

CROMPTON

CRUDEOIL

CRUDEOILM

CUMMINSIND

DABUR

DALBHARAT

DELHIVERY

DIVISLAB

DIXON

DLF

DMART

DRREDDY

EICHERMOT

ETERNAL

EURINR

EURUSD

EXIDEIND

FEDERALBNK

FINNIFTY

FORTIS

GAIL

GBPINR

GBPUSD

GLENMARK

GMRAIRPORT

GODREJCP

GODREJPROP

GOLD