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Historical option data for NATURALGAS

25 Jun 2026 01:57 PM IST
NATURALGAS 24-Jul-2026 (29d) 310 CE
Delta: 0.57
Vega: 0.35
Theta: -0.3
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
25 Jun 310.60 20.95 4.55 (27.74%) 51.34 5,955 -379 2,980
24 Jun 302.50 16.75 0.35 (2.13%) 50.03 36,292 275 3,359
23 Jun 298.90 14.25 -0.1 (-0.70%) 48.79 15,198 2,140 3,084
22 Jun 310.60 20.85 3.05 (17.13%) 50.34 4,087 155 962
19 Jun 301.60 17.8 0 (0.00%) 48.82 2,928 277 807
18 Jun 303.30 18.3 0 (0.00%) 49.7 2,742 -18 530
17 Jun 296.60 15.5 -0.25 (-1.59%) 50.36 2,553 258 548
16 Jun 306.00 19.35 -0.75 (-3.73%) 50.77 712 105 292
15 Jun 297.30 15.2 0.05 (0.33%) 48.88 434 6 187
12 Jun 296.80 15.75 -0.7 (-4.26%) 47.56 130 50 181
11 Jun 295.00 15.6 -0.05 (-0.32%) 47.98 267 83 131
10 Jun 305.50 20.9 -0.7 (-3.24%) 48.23 76 36 48
9 Jun 301.40 19.75 -0.7 (-3.42%) 49.03 4 -1 12
8 Jun 301.60 18.85 -1.9 (-9.16%) 46.32 12 7 13
5 Jun 308.10 20.5 0 (0.00%) - 1 4 6
4 Jun 322.60 20.5 0 (0.00%) - 1 4 6
3 Jun 309.50 20.5 0 (0.00%) - 1 4 6
2 Jun 302.30 20.5 0 (0.00%) 47.91 1 4 6
1 Jun 302.70 24.55 -2 (-7.53%) 55.47 7 4 6
29 May 315.90 30.7 0.3 (0.99%) 51.69 3 2 2
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 310 expiring on 24JUL2026

Delta for 310 CE is 0.57

Historical price for 310 CE is as follows

On 25 Jun NATURALGAS was trading at 310.60. The strike last trading price was 20.95, which was 4.55 higher than the previous day. The implied volatity was 51.34, the open interest changed by -379 which decreased total open position to 2980


On 24 Jun NATURALGAS was trading at 302.50. The strike last trading price was 16.75, which was 0.35 higher than the previous day. The implied volatity was 50.03, the open interest changed by 275 which increased total open position to 3359


On 23 Jun NATURALGAS was trading at 298.90. The strike last trading price was 14.25, which was -0.1 lower than the previous day. The implied volatity was 48.79, the open interest changed by 2140 which increased total open position to 3084


On 22 Jun NATURALGAS was trading at 310.60. The strike last trading price was 20.85, which was 3.05 higher than the previous day. The implied volatity was 50.34, the open interest changed by 155 which increased total open position to 962


On 19 Jun NATURALGAS was trading at 301.60. The strike last trading price was 17.8, which was 0 lower than the previous day. The implied volatity was 48.82, the open interest changed by 277 which increased total open position to 807


On 18 Jun NATURALGAS was trading at 303.30. The strike last trading price was 18.3, which was 0 lower than the previous day. The implied volatity was 49.7, the open interest changed by -18 which decreased total open position to 530


On 17 Jun NATURALGAS was trading at 296.60. The strike last trading price was 15.5, which was -0.25 lower than the previous day. The implied volatity was 50.36, the open interest changed by 258 which increased total open position to 548


On 16 Jun NATURALGAS was trading at 306.00. The strike last trading price was 19.35, which was -0.75 lower than the previous day. The implied volatity was 50.77, the open interest changed by 105 which increased total open position to 292


On 15 Jun NATURALGAS was trading at 297.30. The strike last trading price was 15.2, which was 0.05 higher than the previous day. The implied volatity was 48.88, the open interest changed by 6 which increased total open position to 187


On 12 Jun NATURALGAS was trading at 296.80. The strike last trading price was 15.75, which was -0.7 lower than the previous day. The implied volatity was 47.56, the open interest changed by 50 which increased total open position to 181


On 11 Jun NATURALGAS was trading at 295.00. The strike last trading price was 15.6, which was -0.05 lower than the previous day. The implied volatity was 47.98, the open interest changed by 83 which increased total open position to 131


On 10 Jun NATURALGAS was trading at 305.50. The strike last trading price was 20.9, which was -0.7 lower than the previous day. The implied volatity was 48.23, the open interest changed by 36 which increased total open position to 48


On 9 Jun NATURALGAS was trading at 301.40. The strike last trading price was 19.75, which was -0.7 lower than the previous day. The implied volatity was 49.03, the open interest changed by -1 which decreased total open position to 12


On 8 Jun NATURALGAS was trading at 301.60. The strike last trading price was 18.85, which was -1.9 lower than the previous day. The implied volatity was 46.32, the open interest changed by 7 which increased total open position to 13


On 5 Jun NATURALGAS was trading at 308.10. The strike last trading price was 20.5, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 6


On 4 Jun NATURALGAS was trading at 322.60. The strike last trading price was 20.5, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 6


On 3 Jun NATURALGAS was trading at 309.50. The strike last trading price was 20.5, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 6


On 2 Jun NATURALGAS was trading at 302.30. The strike last trading price was 20.5, which was 0 lower than the previous day. The implied volatity was 47.91, the open interest changed by 4 which increased total open position to 6


On 1 Jun NATURALGAS was trading at 302.70. The strike last trading price was 24.55, which was -2 lower than the previous day. The implied volatity was 55.47, the open interest changed by 4 which increased total open position to 6


On 29 May NATURALGAS was trading at 315.90. The strike last trading price was 30.7, which was 0.3 higher than the previous day. The implied volatity was 51.69, the open interest changed by 2 which increased total open position to 2


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 (29d) 310 PE
Delta: -0.43
Vega: 0.35
Theta: -0.3
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
25 Jun 310.60 15.7 -2.85 (-15.36%) 51.2 4,427 850 3,083
24 Jun 302.50 18.7 0.15 (0.81%) 49.88 17,428 741 2,233
23 Jun 298.90 20.8 -0.3 (-1.42%) 48.08 11,259 -138 1,492
22 Jun 310.60 16.7 -3.2 (-16.08%) 50.75 6,001 1,246 1,649
19 Jun 301.60 20.1 0.2 (1.01%) 50.13 1,297 178 403
18 Jun 303.30 20.55 0.1 (0.49%) 50.35 656 52 225
17 Jun 296.60 23.75 -0.15 (-0.63%) 48.92 1,356 -36 173
16 Jun 306.00 22 0.85 (4.02%) 52.9 306 173 208
15 Jun 297.30 24.55 -0.95 (-3.73%) 49.01 34 10 35
12 Jun 296.80 25.35 -0.7 (-2.69%) 50.26 6 1 25
11 Jun 295.00 25.3 0.75 (3.05%) 47.98 18 7 24
10 Jun 305.50 21.3 0.7 (3.40%) 49.86 28 6 17
9 Jun 301.40 21.85 0.5 (2.34%) 46.94 8 4 11
8 Jun 301.60 25 1.5 (6.38%) 53.77 2 1 7
5 Jun 308.10 20 0.25 (1.27%) 47.09 3 3 6
4 Jun 322.60 18 -1.25 (-6.49%) 54.11 2 1 3
3 Jun 309.50 20.15 0 (0.00%) 46.78 1 1 3
2 Jun 302.30 16.05 0 (0.00%) - 1 1 2
1 Jun 302.70 16.05 0 (0.00%) 30.87 1 1 2
29 May 315.90 16 0 (0.00%) 41.76 1 1 1
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 310 expiring on 24JUL2026

Delta for 310 PE is -0.43

Historical price for 310 PE is as follows

On 25 Jun NATURALGAS was trading at 310.60. The strike last trading price was 15.7, which was -2.85 lower than the previous day. The implied volatity was 51.2, the open interest changed by 850 which increased total open position to 3083


On 24 Jun NATURALGAS was trading at 302.50. The strike last trading price was 18.7, which was 0.15 higher than the previous day. The implied volatity was 49.88, the open interest changed by 741 which increased total open position to 2233


On 23 Jun NATURALGAS was trading at 298.90. The strike last trading price was 20.8, which was -0.3 lower than the previous day. The implied volatity was 48.08, the open interest changed by -138 which decreased total open position to 1492


On 22 Jun NATURALGAS was trading at 310.60. The strike last trading price was 16.7, which was -3.2 lower than the previous day. The implied volatity was 50.75, the open interest changed by 1246 which increased total open position to 1649


On 19 Jun NATURALGAS was trading at 301.60. The strike last trading price was 20.1, which was 0.2 higher than the previous day. The implied volatity was 50.13, the open interest changed by 178 which increased total open position to 403


On 18 Jun NATURALGAS was trading at 303.30. The strike last trading price was 20.55, which was 0.1 higher than the previous day. The implied volatity was 50.35, the open interest changed by 52 which increased total open position to 225


On 17 Jun NATURALGAS was trading at 296.60. The strike last trading price was 23.75, which was -0.15 lower than the previous day. The implied volatity was 48.92, the open interest changed by -36 which decreased total open position to 173


On 16 Jun NATURALGAS was trading at 306.00. The strike last trading price was 22, which was 0.85 higher than the previous day. The implied volatity was 52.9, the open interest changed by 173 which increased total open position to 208


On 15 Jun NATURALGAS was trading at 297.30. The strike last trading price was 24.55, which was -0.95 lower than the previous day. The implied volatity was 49.01, the open interest changed by 10 which increased total open position to 35


On 12 Jun NATURALGAS was trading at 296.80. The strike last trading price was 25.35, which was -0.7 lower than the previous day. The implied volatity was 50.26, the open interest changed by 1 which increased total open position to 25


On 11 Jun NATURALGAS was trading at 295.00. The strike last trading price was 25.3, which was 0.75 higher than the previous day. The implied volatity was 47.98, the open interest changed by 7 which increased total open position to 24


On 10 Jun NATURALGAS was trading at 305.50. The strike last trading price was 21.3, which was 0.7 higher than the previous day. The implied volatity was 49.86, the open interest changed by 6 which increased total open position to 17


On 9 Jun NATURALGAS was trading at 301.40. The strike last trading price was 21.85, which was 0.5 higher than the previous day. The implied volatity was 46.94, the open interest changed by 4 which increased total open position to 11


On 8 Jun NATURALGAS was trading at 301.60. The strike last trading price was 25, which was 1.5 higher than the previous day. The implied volatity was 53.77, the open interest changed by 1 which increased total open position to 7


On 5 Jun NATURALGAS was trading at 308.10. The strike last trading price was 20, which was 0.25 higher than the previous day. The implied volatity was 47.09, the open interest changed by 3 which increased total open position to 6


On 4 Jun NATURALGAS was trading at 322.60. The strike last trading price was 18, which was -1.25 lower than the previous day. The implied volatity was 54.11, the open interest changed by 1 which increased total open position to 3


On 3 Jun NATURALGAS was trading at 309.50. The strike last trading price was 20.15, which was 0 lower than the previous day. The implied volatity was 46.78, the open interest changed by 1 which increased total open position to 3


On 2 Jun NATURALGAS was trading at 302.30. The strike last trading price was 16.05, 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 1 Jun NATURALGAS was trading at 302.70. The strike last trading price was 16.05, which was 0 lower than the previous day. The implied volatity was 30.87, the open interest changed by 1 which increased total open position to 2


On 29 May NATURALGAS was trading at 315.90. The strike last trading price was 16, which was 0 lower than the previous day. The implied volatity was 41.76, the open interest changed by 1 which increased total open position to 1


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