NATURALGAS

Natural Gas

292 -2.20 (-0.75%)

L: 291.5 H: 316

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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 315 CE
Delta: 0.34 Vega: 0.20 Theta: -0.62 Gamma: 0.01
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
9 Jan	292.00	9.2 ₹ 11,500	-0.6 -750.00	80.22	64,895 8,11,18,750	675 8,43,750	4,621 57,76,250
8 Jan	306.30	14.7 ₹ 18,375	-0.3 -375.00	76.62	39,555 4,94,43,750	1,050 13,12,500	3,682 46,02,500
7 Jan	320.10	22.95 ₹ 28,687.5	6.95 8687.50	78.52	60,126 7,51,57,500	1,163 14,53,750	4,380 54,75,000
6 Jan	306.10	15.35 ₹ 19,187.5	-0.65 -812.50	74.64	36,896 4,61,20,000	2,762 34,52,500	4,730 59,12,500
5 Jan	316.40	21.6 ₹ 27,000	0.5 625.00	76.44	48,328 6,04,10,000	3,752 46,90,000	3,871 48,38,750
2 Jan	332.80	33.3 ₹ 41,625	0.05 62.50	76.81	3,417 42,71,250	115 1,43,750	192 2,40,000
31 Dec	334.20	35 ₹ 43,750	-2.1 -2625.00	75.85	79 98,750	0 0	33 41,250
30 Dec	361.60	57.7 ₹ 72,125	-1.1 -1375.00	84.15	2 2,500	0 0	33 41,250
29 Dec	357.20	54 ₹ 67,500	0.1 125.00	81.25	86 1,07,500	14 17,500	39 48,750
26 Dec	394.60	49.5 ₹ 61,875	1.55 1937.50	74.71	19 23,750	-7 -8,750	0 0
24 Dec	381.60	40.7 ₹ 50,875	-1.85 -2312.50	71.38	66 82,500	-10 -12,500	34 42,500
23 Dec	382.80	42.45 ₹ 53,062.5	1.15 1437.50	68.62	223 2,78,750	-16 -20,000	44 55,000
22 Dec	350.60	29.6 ₹ 37,000	1.45 1812.50	75.86	135 1,68,750	60 75,000	60 75,000
19 Dec	356.90	132 ₹ 1,65,000	-0.85 -1062.50	-	12 15,000	-10 -12,500	0 0
18 Dec	353.70	132 ₹ 1,65,000	-0.85 -1062.50	-	12 15,000	-10 -12,500	0 0

17 Dec	362.40	132 ₹ 1,65,000	-0.85 -1062.50	-	12 15,000	-10 -12,500	0 0
16 Dec	354.70	132 ₹ 1,65,000	-0.85 -1062.50	-	12 15,000	-10 -12,500	0 0
15 Dec	370.60	132 ₹ 1,65,000	-0.85 -1062.50	-	12 15,000	-10 -12,500	0 0
12 Dec	377.10	132 ₹ 1,65,000	-0.85 -1062.50	-	12 15,000	-10 -12,500	0 0
11 Dec	381.80	132 ₹ 1,65,000	-0.85 -1062.50	-	12 15,000	-10 -12,500	0 0
10 Dec	417.40	132 ₹ 1,65,000	-0.85 -1062.50	-	12 15,000	-10 -12,500	0 0
9 Dec	419.70	132 ₹ 1,65,000	-0.85 -1062.50	-	12 15,000	-10 -12,500	0 0
8 Dec	445.70	132 ₹ 1,65,000	-0.85 -1062.50	-	12 15,000	-10 -12,500	0 0
5 Dec	485.80	132 ₹ 1,65,000	-0.85 -1062.50	-	12 15,000	-10 -12,500	0 0
4 Dec	450.70	132 ₹ 1,65,000	-0.85 -1062.50	-	12 15,000	-10 -12,500	0 0
3 Dec	449.90	132 ₹ 1,65,000	-0.85 -1062.50	-	12 15,000	-10 -12,500	0 0
2 Dec	437.60	132 ₹ 1,65,000	-0.85 -1062.50	-	12 15,000	-10 -12,500	0 0
1 Dec	436.70	132 ₹ 1,65,000	-0.85 -1062.50	-	12 15,000	-10 -12,500	0 0
28 Nov	426.10	132 ₹ 1,65,000	-0.85 -1062.50	-	12 15,000	-10 -12,500	0 0
27 Nov	413.10	132 ₹ 1,65,000	117.35 146687.50	179.80	12 15,000	-10 -12,500	2 2,500
26 Nov	408.20	15.2 ₹ 19,000	-44.2 -55250.00	-	12 15,000	12 15,000	12 15,000
21 Nov	414.20	38 ₹ 47,500	-36.4 -45500.00	-	4 5,000	4 5,000	4 5,000
11 Nov	399.20	0 ₹ 0	0 0.00	-	0 0	0 0	0 0

For Natural Gas - strike price 315 expiring on 22JAN2026

Delta for 315 CE is 0.34

Historical price for 315 CE is as follows

On 9 Jan NATURALGAS was trading at 292.00. The strike last trading price was 9.2, which was -0.6 lower than the previous day. The implied volatity was 80.22, the open interest changed by 675 which increased total open position to 4621

On 8 Jan NATURALGAS was trading at 306.30. The strike last trading price was 14.7, which was -0.3 lower than the previous day. The implied volatity was 76.62, the open interest changed by 1050 which increased total open position to 3682

On 7 Jan NATURALGAS was trading at 320.10. The strike last trading price was 22.95, which was 6.95 higher than the previous day. The implied volatity was 78.52, the open interest changed by 1163 which increased total open position to 4380

On 6 Jan NATURALGAS was trading at 306.10. The strike last trading price was 15.35, which was -0.65 lower than the previous day. The implied volatity was 74.64, the open interest changed by 2762 which increased total open position to 4730

On 5 Jan NATURALGAS was trading at 316.40. The strike last trading price was 21.6, which was 0.5 higher than the previous day. The implied volatity was 76.44, the open interest changed by 3752 which increased total open position to 3871

On 2 Jan NATURALGAS was trading at 332.80. The strike last trading price was 33.3, which was 0.05 higher than the previous day. The implied volatity was 76.81, the open interest changed by 115 which increased total open position to 192

On 31 Dec NATURALGAS was trading at 334.20. The strike last trading price was 35, which was -2.1 lower than the previous day. The implied volatity was 75.85, the open interest changed by 0 which decreased total open position to 33

On 30 Dec NATURALGAS was trading at 361.60. The strike last trading price was 57.7, which was -1.1 lower than the previous day. The implied volatity was 84.15, the open interest changed by 0 which decreased total open position to 33

On 29 Dec NATURALGAS was trading at 357.20. The strike last trading price was 54, which was 0.1 higher than the previous day. The implied volatity was 81.25, the open interest changed by 14 which increased total open position to 39

On 26 Dec NATURALGAS was trading at 394.60. The strike last trading price was 49.5, which was 1.55 higher than the previous day. The implied volatity was 74.71, the open interest changed by -7 which decreased total open position to 0

On 24 Dec NATURALGAS was trading at 381.60. The strike last trading price was 40.7, which was -1.85 lower than the previous day. The implied volatity was 71.38, the open interest changed by -10 which decreased total open position to 34

On 23 Dec NATURALGAS was trading at 382.80. The strike last trading price was 42.45, which was 1.15 higher than the previous day. The implied volatity was 68.62, the open interest changed by -16 which decreased total open position to 44

On 22 Dec NATURALGAS was trading at 350.60. The strike last trading price was 29.6, which was 1.45 higher than the previous day. The implied volatity was 75.86, the open interest changed by 60 which increased total open position to 60

On 19 Dec NATURALGAS was trading at 356.90. The strike last trading price was 132, which was -0.85 lower than the previous day. The implied volatity was -, the open interest changed by -10 which decreased total open position to 0

On 18 Dec NATURALGAS was trading at 353.70. The strike last trading price was 132, which was -0.85 lower than the previous day. The implied volatity was -, the open interest changed by -10 which decreased total open position to 0

On 17 Dec NATURALGAS was trading at 362.40. The strike last trading price was 132, which was -0.85 lower than the previous day. The implied volatity was -, the open interest changed by -10 which decreased total open position to 0

On 16 Dec NATURALGAS was trading at 354.70. The strike last trading price was 132, which was -0.85 lower than the previous day. The implied volatity was -, the open interest changed by -10 which decreased total open position to 0

On 15 Dec NATURALGAS was trading at 370.60. The strike last trading price was 132, which was -0.85 lower than the previous day. The implied volatity was -, the open interest changed by -10 which decreased total open position to 0

On 12 Dec NATURALGAS was trading at 377.10. The strike last trading price was 132, which was -0.85 lower than the previous day. The implied volatity was -, the open interest changed by -10 which decreased total open position to 0

On 11 Dec NATURALGAS was trading at 381.80. The strike last trading price was 132, which was -0.85 lower than the previous day. The implied volatity was -, the open interest changed by -10 which decreased total open position to 0

On 10 Dec NATURALGAS was trading at 417.40. The strike last trading price was 132, which was -0.85 lower than the previous day. The implied volatity was -, the open interest changed by -10 which decreased total open position to 0

On 9 Dec NATURALGAS was trading at 419.70. The strike last trading price was 132, which was -0.85 lower than the previous day. The implied volatity was -, the open interest changed by -10 which decreased total open position to 0

On 8 Dec NATURALGAS was trading at 445.70. The strike last trading price was 132, which was -0.85 lower than the previous day. The implied volatity was -, the open interest changed by -10 which decreased total open position to 0

On 5 Dec NATURALGAS was trading at 485.80. The strike last trading price was 132, which was -0.85 lower than the previous day. The implied volatity was -, the open interest changed by -10 which decreased total open position to 0

On 4 Dec NATURALGAS was trading at 450.70. The strike last trading price was 132, which was -0.85 lower than the previous day. The implied volatity was -, the open interest changed by -10 which decreased total open position to 0

On 3 Dec NATURALGAS was trading at 449.90. The strike last trading price was 132, which was -0.85 lower than the previous day. The implied volatity was -, the open interest changed by -10 which decreased total open position to 0

On 2 Dec NATURALGAS was trading at 437.60. The strike last trading price was 132, which was -0.85 lower than the previous day. The implied volatity was -, the open interest changed by -10 which decreased total open position to 0

On 1 Dec NATURALGAS was trading at 436.70. The strike last trading price was 132, which was -0.85 lower than the previous day. The implied volatity was -, the open interest changed by -10 which decreased total open position to 0

On 28 Nov NATURALGAS was trading at 426.10. The strike last trading price was 132, which was -0.85 lower than the previous day. The implied volatity was -, the open interest changed by -10 which decreased total open position to 0

On 27 Nov NATURALGAS was trading at 413.10. The strike last trading price was 132, which was 117.35 higher than the previous day. The implied volatity was 179.80, the open interest changed by -10 which decreased total open position to 2

On 26 Nov NATURALGAS was trading at 408.20. The strike last trading price was 15.2, which was -44.2 lower than the previous day. The implied volatity was -, the open interest changed by 12 which increased total open position to 12

On 21 Nov NATURALGAS was trading at 414.20. The strike last trading price was 38, which was -36.4 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 4

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 315 PE
Delta: -0.66 Vega: 0.20 Theta: -0.63 Gamma: 0.01
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
9 Jan	292.00	32.5 ₹ 40,625	1.85 2312.50	81.70	29,196 3,64,95,000	-790 -9,87,500	1,290 16,12,500
8 Jan	306.30	23.4 ₹ 29,250	-0.05 -62.50	76.62	36,188 4,52,35,000	-52 -65,000	3,091 38,63,750
7 Jan	320.10	18.45 ₹ 23,062.5	-6.35 -7937.50	80.86	47,766 5,97,07,500	1,839 22,98,750	3,139 39,23,750
6 Jan	306.10	24.75 ₹ 30,937.5	-0.05 -62.50	76.59	21,166 2,64,57,500	402 5,02,500	1,812 22,65,000
5 Jan	316.40	20.15 ₹ 25,187.5	-0.85 -1062.50	76.25	45,902 5,73,77,500	1,209 15,11,250	2,034 25,42,500
2 Jan	332.80	15.35 ₹ 19,187.5	-0.2 -250.00	76.29	16,365 2,04,56,250	384 4,80,000	1,140 14,25,000
31 Dec	334.20	14.05 ₹ 17,562.5	-0.4 -500.00	70.04	7,361 92,01,250	64 80,000	548 6,85,000
30 Dec	361.60	8.05 ₹ 10,062.5	-1.25 -1562.50	72.63	4,850 60,62,500	-131 -1,63,750	559 6,98,750
29 Dec	357.20	9.5 ₹ 11,875	-0.3 -375.00	73.06	5,031 62,88,750	-4 -5,000	396 4,95,000
26 Dec	394.60	12.15 ₹ 15,187.5	-0.25 -312.50	73.58	5,290 66,12,500	187 2,33,750	419 5,23,750
24 Dec	381.60	16.15 ₹ 20,187.5	-1 -1250.00	72.69	7,100 88,75,000	234 2,92,500	370 4,62,500
23 Dec	382.80	15.55 ₹ 19,437.5	-0.95 -1187.50	72.70	1,045 13,06,250	75 93,750	136 1,70,000
22 Dec	350.60	24.4 ₹ 30,500	-0.65 -812.50	70.41	178 2,22,500	55 68,750	61 76,250
19 Dec	356.90	19.4 ₹ 24,250	0 0.00	67.93	2 2,500	1 1,250	0 0
18 Dec	353.70	13.4 ₹ 16,750	0.35 437.50	54.18	9 11,250	1 1,250	1 1,250
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
21 Nov	414.20	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 315 expiring on 22JAN2026

Delta for 315 PE is -0.66

Historical price for 315 PE is as follows

On 9 Jan NATURALGAS was trading at 292.00. The strike last trading price was 32.5, which was 1.85 higher than the previous day. The implied volatity was 81.70, the open interest changed by -790 which decreased total open position to 1290

On 8 Jan NATURALGAS was trading at 306.30. The strike last trading price was 23.4, which was -0.05 lower than the previous day. The implied volatity was 76.62, the open interest changed by -52 which decreased total open position to 3091

On 7 Jan NATURALGAS was trading at 320.10. The strike last trading price was 18.45, which was -6.35 lower than the previous day. The implied volatity was 80.86, the open interest changed by 1839 which increased total open position to 3139

On 6 Jan NATURALGAS was trading at 306.10. The strike last trading price was 24.75, which was -0.05 lower than the previous day. The implied volatity was 76.59, the open interest changed by 402 which increased total open position to 1812

On 5 Jan NATURALGAS was trading at 316.40. The strike last trading price was 20.15, which was -0.85 lower than the previous day. The implied volatity was 76.25, the open interest changed by 1209 which increased total open position to 2034

On 2 Jan NATURALGAS was trading at 332.80. The strike last trading price was 15.35, which was -0.2 lower than the previous day. The implied volatity was 76.29, the open interest changed by 384 which increased total open position to 1140

On 31 Dec NATURALGAS was trading at 334.20. The strike last trading price was 14.05, which was -0.4 lower than the previous day. The implied volatity was 70.04, the open interest changed by 64 which increased total open position to 548

On 30 Dec NATURALGAS was trading at 361.60. The strike last trading price was 8.05, which was -1.25 lower than the previous day. The implied volatity was 72.63, the open interest changed by -131 which decreased total open position to 559

On 29 Dec NATURALGAS was trading at 357.20. The strike last trading price was 9.5, which was -0.3 lower than the previous day. The implied volatity was 73.06, the open interest changed by -4 which decreased total open position to 396

On 26 Dec NATURALGAS was trading at 394.60. The strike last trading price was 12.15, which was -0.25 lower than the previous day. The implied volatity was 73.58, the open interest changed by 187 which increased total open position to 419

On 24 Dec NATURALGAS was trading at 381.60. The strike last trading price was 16.15, which was -1 lower than the previous day. The implied volatity was 72.69, the open interest changed by 234 which increased total open position to 370

On 23 Dec NATURALGAS was trading at 382.80. The strike last trading price was 15.55, which was -0.95 lower than the previous day. The implied volatity was 72.70, the open interest changed by 75 which increased total open position to 136

On 22 Dec NATURALGAS was trading at 350.60. The strike last trading price was 24.4, which was -0.65 lower than the previous day. The implied volatity was 70.41, the open interest changed by 55 which increased total open position to 61

On 19 Dec NATURALGAS was trading at 356.90. The strike last trading price was 19.4, which was 0 lower than the previous day. The implied volatity was 67.93, the open interest changed by 1 which increased total open position to 0

On 18 Dec NATURALGAS was trading at 353.70. The strike last trading price was 13.4, which was 0.35 higher than the previous day. The implied volatity was 54.18, the open interest changed by 1 which increased total open position to 1

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 21 Nov NATURALGAS was trading at 414.20. 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

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