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Historical option data for NATURALGAS

29 May 2026 11:58 PM IST
NATURALGAS 23-Jun-2026 (24d) 310 CE
Delta: 0.58
Vega: 0.32
Theta: -0.34
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
29 May 315.90 20.5 -0.2 (-0.97%) 53.03 23,462 -1,590 3,126
28 May 314.00 19.2 -0.2 (-1.03%) 51.35 50,938 312 4,716
27 May 302.40 13.15 0.55 (4.37%) 50.02 31,238 -1,027 4,404
26 May 279.70 9.4 0 (0.00%) 50.41 19,896 1,521 5,431
25 May 277.40 9.6 0 (0.00%) 50.54 18,623 1,797 3,578
22 May 276.90 9.3 -0.45 (-4.62%) 48.2 7,536 1,139 2,109
21 May 289.80 16 0.15 (0.95%) 51.45 5,802 415 970
20 May 291.30 18.1 0.1 (0.56%) 51.55 1,887 19 555
19 May 300.30 23.8 0.75 (3.25%) 49.95 1,734 319 536
18 May 292.90 19.2 0.15 (0.79%) 50.68 841 203 217
15 May 283.90 16.35 0.05 (0.31%) 52.05 44 4 14
14 May 276.90 14.6 0.15 (1.04%) 50.82 3 0 10
13 May 275.40 14 -0.1 (-0.71%) 50.85 5 10 10
12 May 272.00 13.9 0 (0.00%) - 2 7 8
11 May 278.00 13.9 0 (0.00%) 44.16 2 7 8
8 May 260.50 18 0 (0.00%) - 1 7 8
7 May 263.00 18 0 (0.00%) - 1 7 8
6 May 258.60 18 0 (0.00%) - 1 7 8
5 May 267.00 18 0 (0.00%) 55.4 1 7 8
4 May 274.50 19.2 0.05 (0.26%) 48.86 8 7 8
3 May 264.10 15.5 0 (0.00%) 50.19 1 1 1
2 May 264.10 15.5 0 (0.00%) 50.19 1 1 1
1 May 264.10 15.5 0 (0.00%) 50.18 1 1 1
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 310 expiring on 23JUN2026

Delta for 310 CE is 0.58

Historical price for 310 CE is as follows

On 29 May NATURALGAS was trading at 315.90. The strike last trading price was 20.5, which was -0.2 lower than the previous day. The implied volatity was 53.03, the open interest changed by -1590 which decreased total open position to 3126


On 28 May NATURALGAS was trading at 314.00. The strike last trading price was 19.2, which was -0.2 lower than the previous day. The implied volatity was 51.35, the open interest changed by 312 which increased total open position to 4716


On 27 May NATURALGAS was trading at 302.40. The strike last trading price was 13.15, which was 0.55 higher than the previous day. The implied volatity was 50.02, the open interest changed by -1027 which decreased total open position to 4404


On 26 May NATURALGAS was trading at 279.70. The strike last trading price was 9.4, which was 0 lower than the previous day. The implied volatity was 50.41, the open interest changed by 1521 which increased total open position to 5431


On 25 May NATURALGAS was trading at 277.40. The strike last trading price was 9.6, which was 0 lower than the previous day. The implied volatity was 50.54, the open interest changed by 1797 which increased total open position to 3578


On 22 May NATURALGAS was trading at 276.90. The strike last trading price was 9.3, which was -0.45 lower than the previous day. The implied volatity was 48.2, the open interest changed by 1139 which increased total open position to 2109


On 21 May NATURALGAS was trading at 289.80. The strike last trading price was 16, which was 0.15 higher than the previous day. The implied volatity was 51.45, the open interest changed by 415 which increased total open position to 970


On 20 May NATURALGAS was trading at 291.30. The strike last trading price was 18.1, which was 0.1 higher than the previous day. The implied volatity was 51.55, the open interest changed by 19 which increased total open position to 555


On 19 May NATURALGAS was trading at 300.30. The strike last trading price was 23.8, which was 0.75 higher than the previous day. The implied volatity was 49.95, the open interest changed by 319 which increased total open position to 536


On 18 May NATURALGAS was trading at 292.90. The strike last trading price was 19.2, which was 0.15 higher than the previous day. The implied volatity was 50.68, the open interest changed by 203 which increased total open position to 217


On 15 May NATURALGAS was trading at 283.90. The strike last trading price was 16.35, which was 0.05 higher than the previous day. The implied volatity was 52.05, the open interest changed by 4 which increased total open position to 14


On 14 May NATURALGAS was trading at 276.90. The strike last trading price was 14.6, which was 0.15 higher than the previous day. The implied volatity was 50.82, the open interest changed by 0 which decreased total open position to 10


On 13 May NATURALGAS was trading at 275.40. The strike last trading price was 14, which was -0.1 lower than the previous day. The implied volatity was 50.85, the open interest changed by 10 which increased total open position to 10


On 12 May NATURALGAS was trading at 272.00. The strike last trading price was 13.9, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 7 which increased total open position to 8


On 11 May NATURALGAS was trading at 278.00. The strike last trading price was 13.9, which was 0 lower than the previous day. The implied volatity was 44.16, the open interest changed by 7 which increased total open position to 8


On 8 May NATURALGAS was trading at 260.50. The strike last trading price was 18, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 7 which increased total open position to 8


On 7 May NATURALGAS was trading at 263.00. The strike last trading price was 18, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 7 which increased total open position to 8


On 6 May NATURALGAS was trading at 258.60. The strike last trading price was 18, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 7 which increased total open position to 8


On 5 May NATURALGAS was trading at 267.00. The strike last trading price was 18, which was 0 lower than the previous day. The implied volatity was 55.4, the open interest changed by 7 which increased total open position to 8


On 4 May NATURALGAS was trading at 274.50. The strike last trading price was 19.2, which was 0.05 higher than the previous day. The implied volatity was 48.86, the open interest changed by 7 which increased total open position to 8


On 3 May NATURALGAS was trading at 264.10. The strike last trading price was 15.5, which was 0 lower than the previous day. The implied volatity was 50.19, the open interest changed by 1 which increased total open position to 1


On 2 May NATURALGAS was trading at 264.10. The strike last trading price was 15.5, which was 0 lower than the previous day. The implied volatity was 50.19, the open interest changed by 1 which increased total open position to 1


On 1 May NATURALGAS was trading at 264.10. The strike last trading price was 15.5, which was 0 lower than the previous day. The implied volatity was 50.18, the open interest changed by 1 which increased total open position to 1


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


NATURALGAS 23-Jun-2026 (24d) 310 PE
Delta: -0.42
Vega: 0.32
Theta: -0.34
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
29 May 315.90 14.55 -0.25 (-1.69%) 52.87 43,107 -167 4,809
28 May 314.00 15.35 -0.1 (-0.65%) 51.8 28,231 3,817 4,976
27 May 302.40 20.8 -0.45 (-2.12%) 50.17 3,658 450 1,159
26 May 279.70 27.25 0.1 (0.37%) 50.58 1,254 -1 709
25 May 277.40 27.45 -0.25 (-0.90%) 49.73 1,295 -102 701
22 May 276.90 28 -0.3 (-1.06%) 47.27 1,800 256 805
21 May 289.80 22.2 0.25 (1.14%) 51.18 3,659 69 549
20 May 291.30 20.8 0.2 (0.97%) 51.55 3,355 -285 480
19 May 300.30 15.55 -0.55 (-3.42%) 49.82 2,106 690 765
18 May 292.90 20.2 -0.4 (-1.94%) 50.68 341 73 75
15 May 283.90 25 -1.1 (-4.21%) 49.88 6 2 2
14 May 276.90 44 0 (0.00%) - 1 1 0
13 May 275.40 44 0 (0.00%) - 1 1 0
12 May 272.00 44 0 (0.00%) - 1 1 0
11 May 278.00 44 0 (0.00%) - 1 1 0
8 May 260.50 44 0 (0.00%) - 1 1 0
7 May 263.00 44 0 (0.00%) - 1 1 0
6 May 258.60 44 0 (0.00%) - 1 1 0
5 May 267.00 44 0 (0.00%) - 1 1 0
4 May 274.50 44 0 (0.00%) - 1 1 0
3 May 264.10 44 0 (0.00%) - 1 1 0
2 May 264.10 44 0 (0.00%) - 1 1 0
1 May 264.10 44 0 (0.00%) - 1 1 0
30 Apr 263.60 44 0 (0.00%) - 1 1 0
29 Apr 252.20 44 0 (0.00%) - 1 1 0
28 Apr 257.30 44 0 (0.00%) - 1 1 0
27 Apr 242.80 44 0 (0.00%) 68.89 1 1 0
24 Apr 239.20 7 0 (0.00%) - 1 1 1
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 310 expiring on 23JUN2026

Delta for 310 PE is -0.42

Historical price for 310 PE is as follows

On 29 May NATURALGAS was trading at 315.90. The strike last trading price was 14.55, which was -0.25 lower than the previous day. The implied volatity was 52.87, the open interest changed by -167 which decreased total open position to 4809


On 28 May NATURALGAS was trading at 314.00. The strike last trading price was 15.35, which was -0.1 lower than the previous day. The implied volatity was 51.8, the open interest changed by 3817 which increased total open position to 4976


On 27 May NATURALGAS was trading at 302.40. The strike last trading price was 20.8, which was -0.45 lower than the previous day. The implied volatity was 50.17, the open interest changed by 450 which increased total open position to 1159


On 26 May NATURALGAS was trading at 279.70. The strike last trading price was 27.25, which was 0.1 higher than the previous day. The implied volatity was 50.58, the open interest changed by -1 which decreased total open position to 709


On 25 May NATURALGAS was trading at 277.40. The strike last trading price was 27.45, which was -0.25 lower than the previous day. The implied volatity was 49.73, the open interest changed by -102 which decreased total open position to 701


On 22 May NATURALGAS was trading at 276.90. The strike last trading price was 28, which was -0.3 lower than the previous day. The implied volatity was 47.27, the open interest changed by 256 which increased total open position to 805


On 21 May NATURALGAS was trading at 289.80. The strike last trading price was 22.2, which was 0.25 higher than the previous day. The implied volatity was 51.18, the open interest changed by 69 which increased total open position to 549


On 20 May NATURALGAS was trading at 291.30. The strike last trading price was 20.8, which was 0.2 higher than the previous day. The implied volatity was 51.55, the open interest changed by -285 which decreased total open position to 480


On 19 May NATURALGAS was trading at 300.30. The strike last trading price was 15.55, which was -0.55 lower than the previous day. The implied volatity was 49.82, the open interest changed by 690 which increased total open position to 765


On 18 May NATURALGAS was trading at 292.90. The strike last trading price was 20.2, which was -0.4 lower than the previous day. The implied volatity was 50.68, the open interest changed by 73 which increased total open position to 75


On 15 May NATURALGAS was trading at 283.90. The strike last trading price was 25, which was -1.1 lower than the previous day. The implied volatity was 49.88, the open interest changed by 2 which increased total open position to 2


On 14 May NATURALGAS was trading at 276.90. The strike last trading price was 44, 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 13 May NATURALGAS was trading at 275.40. The strike last trading price was 44, 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 12 May NATURALGAS was trading at 272.00. The strike last trading price was 44, 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 11 May NATURALGAS was trading at 278.00. The strike last trading price was 44, 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 8 May NATURALGAS was trading at 260.50. The strike last trading price was 44, 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 7 May NATURALGAS was trading at 263.00. The strike last trading price was 44, 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 6 May NATURALGAS was trading at 258.60. The strike last trading price was 44, 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 5 May NATURALGAS was trading at 267.00. The strike last trading price was 44, 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 4 May NATURALGAS was trading at 274.50. The strike last trading price was 44, 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 3 May NATURALGAS was trading at 264.10. The strike last trading price was 44, 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 2 May NATURALGAS was trading at 264.10. The strike last trading price was 44, 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 1 May NATURALGAS was trading at 264.10. The strike last trading price was 44, 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 30 Apr NATURALGAS was trading at 263.60. The strike last trading price was 44, 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 44, 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 28 Apr NATURALGAS was trading at 257.30. The strike last trading price was 44, 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 27 Apr NATURALGAS was trading at 242.80. The strike last trading price was 44, which was 0 lower than the previous day. The implied volatity was 68.89, the open interest changed by 1 which increased total open position to 0


On 24 Apr NATURALGAS was trading at 239.20. The strike last trading price was 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 1


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