NATURALGAS
Natural Gas
Historical option data for NATURALGAS
12 Dec 2025 11:58 PM IST
| NATURALGAS 23-DEC-2025 320 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 12 Dec | 377.10 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Dec | 381.80 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Dec | 417.40 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Dec | 419.70 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 8 Dec | 445.70 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Dec | 485.80 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Dec | 450.70 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Dec | 449.90 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Dec | 437.60 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
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| 1 Dec | 436.70 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 28 Nov | 426.10 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Nov | 413.10 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 26 Nov | 408.20 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 25 Nov | 397.90 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Nov | 403.40 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 21 Nov | 414.20 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Nov | 403.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Nov | 404.20 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Nov | 382.60 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Nov | 392.40 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 14 Nov | 400.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Nov | 413.80 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Nov | 396.80 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Nov | 399.20 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Nov | 381.30 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 Nov | 386.60 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Nov | 378.40 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Nov | 377.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Nov | 387.20 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Nov | 378.70 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 31 Oct | 365.40 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Oct | 348.40 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Oct | 340.80 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 28 Oct | 298.20 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Oct | 305.10 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Oct | 282.60 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Oct | 263.90 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Oct | 259.40 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Natural Gas - strike price 320 expiring on 23DEC2025
Delta for 320 CE is -
Historical price for 320 CE is as follows
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 25 Nov NATURALGAS was trading at 397.90. 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 24 Nov NATURALGAS was trading at 403.40. 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 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
On 20 Nov NATURALGAS was trading at 403.00. 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 19 Nov NATURALGAS was trading at 404.20. 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 18 Nov NATURALGAS was trading at 382.60. 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 17 Nov NATURALGAS was trading at 392.40. 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 14 Nov NATURALGAS was trading at 400.00. 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 13 Nov NATURALGAS was trading at 413.80. 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 12 Nov NATURALGAS was trading at 396.80. 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 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
On 10 Nov NATURALGAS was trading at 381.30. 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 7 Nov NATURALGAS was trading at 386.60. 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 6 Nov NATURALGAS was trading at 378.40. 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 5 Nov NATURALGAS was trading at 377.00. 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 4 Nov NATURALGAS was trading at 387.20. 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 3 Nov NATURALGAS was trading at 378.70. 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 31 Oct NATURALGAS was trading at 365.40. 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 30 Oct NATURALGAS was trading at 348.40. 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 29 Oct NATURALGAS was trading at 340.80. 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 28 Oct NATURALGAS was trading at 298.20. 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 27 Oct NATURALGAS was trading at 305.10. 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 24 Oct NATURALGAS was trading at 282.60. 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 17 Oct NATURALGAS was trading at 263.90. 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 16 Oct NATURALGAS was trading at 259.40. 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
| NATURALGAS 23DEC2025 320 PE | |||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 12 Dec | 377.10 | 1.55 | -0.15 | - | 15,570 | 1,782 | 2,620 |
| 11 Dec | 381.80 | 1.6 | 0 | 68.75 | 4,870 | 74 | 838 |
| 10 Dec | 417.40 | 0.4 | 0 | - | 2,288 | 141 | 764 |
| 9 Dec | 419.70 | 0.45 | 0.05 | - | 228 | 15 | 623 |
| 8 Dec | 445.70 | 0.4 | 0.05 | - | 264 | -41 | 608 |
| 5 Dec | 485.80 | 0.3 | -0.15 | - | 296 | -72 | 649 |
| 4 Dec | 450.70 | 0.45 | 0 | - | 446 | -43 | 721 |
| 3 Dec | 449.90 | 0.5 | 0 | - | 462 | -101 | 764 |
| 2 Dec | 437.60 | 0.5 | -0.15 | - | 703 | 17 | 865 |
| 1 Dec | 436.70 | 0.65 | -0.3 | - | 546 | 10 | 848 |
| 28 Nov | 426.10 | 0.9 | -0.3 | - | 1,085 | -65 | 844 |
| 27 Nov | 413.10 | 1.15 | -0.35 | 57.69 | 986 | -2 | 911 |
| 26 Nov | 408.20 | 1.4 | -0.45 | 56.82 | 2,096 | -125 | 913 |
| 25 Nov | 397.90 | 2.05 | 0.4 | 56.11 | 3,751 | 378 | 1,012 |
| 24 Nov | 403.40 | 1.6 | -0.05 | 60.09 | 1,523 | 191 | 614 |
| 21 Nov | 414.20 | 1.7 | -0.45 | 62.55 | 857 | 86 | 406 |
| 20 Nov | 403.00 | 2.15 | 0 | 61.45 | 938 | 265 | 306 |
| 19 Nov | 404.20 | 2 | -2.1 | 60.73 | 40 | 10 | 42 |
| 18 Nov | 382.60 | 4.1 | 0.75 | 63.26 | 33 | 22 | 33 |
| 17 Nov | 392.40 | 3.25 | 3.05 | 62.38 | 8 | 11 | 11 |
| 14 Nov | 400.00 | 3.25 | 0 | - | 2 | 6 | 0 |
| 13 Nov | 413.80 | 3.25 | 0 | 66.35 | 2 | 6 | 0 |
| 12 Nov | 396.80 | 3.25 | 0 | 59.75 | 1 | 6 | 0 |
| 11 Nov | 399.20 | 3.25 | 2.9 | 59.42 | 1 | 6 | 6 |
| 10 Nov | 381.30 | 11 | 0.8 | - | 5 | 5 | 0 |
| 7 Nov | 386.60 | 11 | 0.8 | - | 5 | 5 | 0 |
| 6 Nov | 378.40 | 11 | 0.8 | - | 5 | 5 | 0 |
| 5 Nov | 377.00 | 11 | 0.8 | - | 5 | 5 | 0 |
| 4 Nov | 387.20 | 11 | 0.8 | - | 5 | 5 | 0 |
| 3 Nov | 378.70 | 11 | 0.8 | - | 5 | 5 | 0 |
| 31 Oct | 365.40 | 11 | 0.8 | - | 5 | 5 | 0 |
| 30 Oct | 348.40 | 11 | 0.8 | - | 5 | 5 | 5 |
| 29 Oct | 340.80 | 11 | 0.8 | - | 5 | 0 | 0 |
| 28 Oct | 298.20 | 11 | 0.8 | - | 5 | 0 | 5 |
| 27 Oct | 305.10 | 11 | 8.3 | 59.34 | 5 | 5 | 5 |
| 24 Oct | 282.60 | 0 | 0 | - | 0 | 0 | 0 |
| 17 Oct | 263.90 | 0 | 0 | - | 0 | 0 | 0 |
| 16 Oct | 259.40 | 0 | 0 | - | 0 | 0 | 0 |
For Natural Gas - strike price 320 expiring on 23DEC2025
Delta for 320 PE is -
Historical price for 320 PE is as follows
On 12 Dec NATURALGAS was trading at 377.10. The strike last trading price was 1.55, which was -0.15 lower than the previous day. The implied volatity was -, the open interest changed by 1782 which increased total open position to 2620
On 11 Dec NATURALGAS was trading at 381.80. The strike last trading price was 1.6, which was 0 lower than the previous day. The implied volatity was 68.75, the open interest changed by 74 which increased total open position to 838
On 10 Dec NATURALGAS was trading at 417.40. The strike last trading price was 0.4, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 141 which increased total open position to 764
On 9 Dec NATURALGAS was trading at 419.70. The strike last trading price was 0.45, which was 0.05 higher than the previous day. The implied volatity was -, the open interest changed by 15 which increased total open position to 623
On 8 Dec NATURALGAS was trading at 445.70. The strike last trading price was 0.4, which was 0.05 higher than the previous day. The implied volatity was -, the open interest changed by -41 which decreased total open position to 608
On 5 Dec NATURALGAS was trading at 485.80. The strike last trading price was 0.3, which was -0.15 lower than the previous day. The implied volatity was -, the open interest changed by -72 which decreased total open position to 649
On 4 Dec NATURALGAS was trading at 450.70. The strike last trading price was 0.45, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by -43 which decreased total open position to 721
On 3 Dec NATURALGAS was trading at 449.90. The strike last trading price was 0.5, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by -101 which decreased total open position to 764
On 2 Dec NATURALGAS was trading at 437.60. The strike last trading price was 0.5, which was -0.15 lower than the previous day. The implied volatity was -, the open interest changed by 17 which increased total open position to 865
On 1 Dec NATURALGAS was trading at 436.70. The strike last trading price was 0.65, which was -0.3 lower than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 848
On 28 Nov NATURALGAS was trading at 426.10. The strike last trading price was 0.9, which was -0.3 lower than the previous day. The implied volatity was -, the open interest changed by -65 which decreased total open position to 844
On 27 Nov NATURALGAS was trading at 413.10. The strike last trading price was 1.15, which was -0.35 lower than the previous day. The implied volatity was 57.69, the open interest changed by -2 which decreased total open position to 911
On 26 Nov NATURALGAS was trading at 408.20. The strike last trading price was 1.4, which was -0.45 lower than the previous day. The implied volatity was 56.82, the open interest changed by -125 which decreased total open position to 913
On 25 Nov NATURALGAS was trading at 397.90. The strike last trading price was 2.05, which was 0.4 higher than the previous day. The implied volatity was 56.11, the open interest changed by 378 which increased total open position to 1012
On 24 Nov NATURALGAS was trading at 403.40. The strike last trading price was 1.6, which was -0.05 lower than the previous day. The implied volatity was 60.09, the open interest changed by 191 which increased total open position to 614
On 21 Nov NATURALGAS was trading at 414.20. The strike last trading price was 1.7, which was -0.45 lower than the previous day. The implied volatity was 62.55, the open interest changed by 86 which increased total open position to 406
On 20 Nov NATURALGAS was trading at 403.00. The strike last trading price was 2.15, which was 0 lower than the previous day. The implied volatity was 61.45, the open interest changed by 265 which increased total open position to 306
On 19 Nov NATURALGAS was trading at 404.20. The strike last trading price was 2, which was -2.1 lower than the previous day. The implied volatity was 60.73, the open interest changed by 10 which increased total open position to 42
On 18 Nov NATURALGAS was trading at 382.60. The strike last trading price was 4.1, which was 0.75 higher than the previous day. The implied volatity was 63.26, the open interest changed by 22 which increased total open position to 33
On 17 Nov NATURALGAS was trading at 392.40. The strike last trading price was 3.25, which was 3.05 higher than the previous day. The implied volatity was 62.38, the open interest changed by 11 which increased total open position to 11
On 14 Nov NATURALGAS was trading at 400.00. The strike last trading price was 3.25, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 0
On 13 Nov NATURALGAS was trading at 413.80. The strike last trading price was 3.25, which was 0 lower than the previous day. The implied volatity was 66.35, the open interest changed by 6 which increased total open position to 0
On 12 Nov NATURALGAS was trading at 396.80. The strike last trading price was 3.25, which was 0 lower than the previous day. The implied volatity was 59.75, the open interest changed by 6 which increased total open position to 0
On 11 Nov NATURALGAS was trading at 399.20. The strike last trading price was 3.25, which was 2.9 higher than the previous day. The implied volatity was 59.42, the open interest changed by 6 which increased total open position to 6
On 10 Nov NATURALGAS was trading at 381.30. The strike last trading price was 11, which was 0.8 higher than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 0
On 7 Nov NATURALGAS was trading at 386.60. The strike last trading price was 11, which was 0.8 higher than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 0
On 6 Nov NATURALGAS was trading at 378.40. The strike last trading price was 11, which was 0.8 higher than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 0
On 5 Nov NATURALGAS was trading at 377.00. The strike last trading price was 11, which was 0.8 higher than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 0
On 4 Nov NATURALGAS was trading at 387.20. The strike last trading price was 11, which was 0.8 higher than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 0
On 3 Nov NATURALGAS was trading at 378.70. The strike last trading price was 11, which was 0.8 higher than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 0
On 31 Oct NATURALGAS was trading at 365.40. The strike last trading price was 11, which was 0.8 higher than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 0
On 30 Oct NATURALGAS was trading at 348.40. The strike last trading price was 11, which was 0.8 higher than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 5
On 29 Oct NATURALGAS was trading at 340.80. The strike last trading price was 11, which was 0.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 28 Oct NATURALGAS was trading at 298.20. The strike last trading price was 11, which was 0.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 27 Oct NATURALGAS was trading at 305.10. The strike last trading price was 11, which was 8.3 higher than the previous day. The implied volatity was 59.34, the open interest changed by 5 which increased total open position to 5
On 24 Oct NATURALGAS was trading at 282.60. 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 17 Oct NATURALGAS was trading at 263.90. 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 16 Oct NATURALGAS was trading at 259.40. 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































































































































































































































