NATURALGAS
Natural Gas
Historical option data for NATURALGAS
09 Jan 2026 04:27 PM IST
| NATURALGAS 22-JAN-2026 320 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.47
Vega: 0.24
Theta: -0.69
Gamma: 0.01
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 9 Jan | 312.30 | 15.75 | 2.5 | 77.60 | 19,244 | 6 | 6,761 | |||||||||
| 8 Jan | 306.30 | 12.9 | -0.35 | 76.98 | 60,676 | 1,738 | 6,502 | |||||||||
| 7 Jan | 320.10 | 20.3 | 6.15 | 77.72 | 73,431 | 443 | 7,129 | |||||||||
| 6 Jan | 306.10 | 13.7 | -0.45 | 75.59 | 34,950 | 3,210 | 6,785 | |||||||||
| 5 Jan | 316.40 | 19.2 | 0.1 | 76.05 | 56,121 | 3,514 | 5,200 | |||||||||
| 2 Jan | 332.80 | 30 | -0.5 | 75.25 | 21,877 | 177 | 1,884 | |||||||||
| 31 Dec | 334.20 | 31.75 | -2.2 | 74.59 | 2,006 | 86 | 1,259 | |||||||||
| 30 Dec | 361.60 | 50.95 | 2.8 | 72.48 | 436 | -19 | 1,174 | |||||||||
| 29 Dec | 357.20 | 47.8 | -0.2 | 71.73 | 521 | -2 | 1,207 | |||||||||
| 26 Dec | 394.60 | 45.2 | -0.75 | 71.57 | 964 | -17 | 1,211 | |||||||||
| 24 Dec | 381.60 | 39.15 | 1.25 | 75.38 | 1,438 | -6 | 1,177 | |||||||||
| 23 Dec | 382.80 | 40.7 | 2.4 | 72.36 | 6,418 | -64 | 1,182 | |||||||||
| 22 Dec | 350.60 | 26.5 | 0.2 | 73.70 | 4,215 | 1,032 | 1,247 | |||||||||
| 19 Dec | 356.90 | 32.75 | -0.2 | 67.29 | 511 | 97 | 113 | |||||||||
| 18 Dec | 353.70 | 43 | 1.65 | 87.25 | 6 | 9 | 16 | |||||||||
| 17 Dec | 362.40 | 38.5 | -0.4 | 61.84 | 17 | 1 | 7 | |||||||||
| 16 Dec | 354.70 | 35.2 | -0.7 | 63.84 | 5 | 5 | 6 | |||||||||
| 15 Dec | 370.60 | 44.85 | 1.45 | 68.62 | 3 | 1 | 1 | |||||||||
| 12 Dec | 377.10 | 74 | 0 | - | 2 | 0 | 0 | |||||||||
|
|
||||||||||||||||
| 11 Dec | 381.80 | 74 | 0 | - | 2 | 0 | 0 | |||||||||
| 10 Dec | 417.40 | 74 | 0 | - | 2 | 0 | 0 | |||||||||
| 9 Dec | 419.70 | 74 | 0 | - | 2 | 0 | 0 | |||||||||
| 8 Dec | 445.70 | 74 | 0 | - | 2 | 0 | 0 | |||||||||
| 5 Dec | 485.80 | 74 | 0 | - | 2 | 0 | 0 | |||||||||
| 4 Dec | 450.70 | 74 | 0 | - | 2 | 0 | 0 | |||||||||
| 3 Dec | 449.90 | 74 | 0 | - | 2 | 0 | 0 | |||||||||
| 2 Dec | 437.60 | 74 | 0 | - | 2 | 0 | 0 | |||||||||
| 1 Dec | 436.70 | 74 | 0 | - | 2 | 0 | 0 | |||||||||
| 28 Nov | 426.10 | 74 | 0 | - | 2 | 0 | 0 | |||||||||
| 27 Nov | 413.10 | 74 | 14.45 | 65.69 | 2 | 0 | 0 | |||||||||
| 26 Nov | 408.20 | 65 | -6.5 | - | 2 | 0 | 0 | |||||||||
| 25 Nov | 397.90 | 65 | -26.75 | 63.44 | 2 | 0 | 1 | |||||||||
| 24 Nov | 403.40 | 61.95 | -16.2 | - | 2 | 1 | 1 | |||||||||
| 21 Nov | 414.20 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Nov | 399.20 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Natural Gas - strike price 320 expiring on 22JAN2026
Delta for 320 CE is 0.47
Historical price for 320 CE is as follows
On 9 Jan NATURALGAS was trading at 312.30. The strike last trading price was 15.75, which was 2.5 higher than the previous day. The implied volatity was 77.60, the open interest changed by 6 which increased total open position to 6761
On 8 Jan NATURALGAS was trading at 306.30. The strike last trading price was 12.9, which was -0.35 lower than the previous day. The implied volatity was 76.98, the open interest changed by 1738 which increased total open position to 6502
On 7 Jan NATURALGAS was trading at 320.10. The strike last trading price was 20.3, which was 6.15 higher than the previous day. The implied volatity was 77.72, the open interest changed by 443 which increased total open position to 7129
On 6 Jan NATURALGAS was trading at 306.10. The strike last trading price was 13.7, which was -0.45 lower than the previous day. The implied volatity was 75.59, the open interest changed by 3210 which increased total open position to 6785
On 5 Jan NATURALGAS was trading at 316.40. The strike last trading price was 19.2, which was 0.1 higher than the previous day. The implied volatity was 76.05, the open interest changed by 3514 which increased total open position to 5200
On 2 Jan NATURALGAS was trading at 332.80. The strike last trading price was 30, which was -0.5 lower than the previous day. The implied volatity was 75.25, the open interest changed by 177 which increased total open position to 1884
On 31 Dec NATURALGAS was trading at 334.20. The strike last trading price was 31.75, which was -2.2 lower than the previous day. The implied volatity was 74.59, the open interest changed by 86 which increased total open position to 1259
On 30 Dec NATURALGAS was trading at 361.60. The strike last trading price was 50.95, which was 2.8 higher than the previous day. The implied volatity was 72.48, the open interest changed by -19 which decreased total open position to 1174
On 29 Dec NATURALGAS was trading at 357.20. The strike last trading price was 47.8, which was -0.2 lower than the previous day. The implied volatity was 71.73, the open interest changed by -2 which decreased total open position to 1207
On 26 Dec NATURALGAS was trading at 394.60. The strike last trading price was 45.2, which was -0.75 lower than the previous day. The implied volatity was 71.57, the open interest changed by -17 which decreased total open position to 1211
On 24 Dec NATURALGAS was trading at 381.60. The strike last trading price was 39.15, which was 1.25 higher than the previous day. The implied volatity was 75.38, the open interest changed by -6 which decreased total open position to 1177
On 23 Dec NATURALGAS was trading at 382.80. The strike last trading price was 40.7, which was 2.4 higher than the previous day. The implied volatity was 72.36, the open interest changed by -64 which decreased total open position to 1182
On 22 Dec NATURALGAS was trading at 350.60. The strike last trading price was 26.5, which was 0.2 higher than the previous day. The implied volatity was 73.70, the open interest changed by 1032 which increased total open position to 1247
On 19 Dec NATURALGAS was trading at 356.90. The strike last trading price was 32.75, which was -0.2 lower than the previous day. The implied volatity was 67.29, the open interest changed by 97 which increased total open position to 113
On 18 Dec NATURALGAS was trading at 353.70. The strike last trading price was 43, which was 1.65 higher than the previous day. The implied volatity was 87.25, the open interest changed by 9 which increased total open position to 16
On 17 Dec NATURALGAS was trading at 362.40. The strike last trading price was 38.5, which was -0.4 lower than the previous day. The implied volatity was 61.84, the open interest changed by 1 which increased total open position to 7
On 16 Dec NATURALGAS was trading at 354.70. The strike last trading price was 35.2, which was -0.7 lower than the previous day. The implied volatity was 63.84, the open interest changed by 5 which increased total open position to 6
On 15 Dec NATURALGAS was trading at 370.60. The strike last trading price was 44.85, which was 1.45 higher than the previous day. The implied volatity was 68.62, the open interest changed by 1 which increased total open position to 1
On 12 Dec NATURALGAS was trading at 377.10. The strike last trading price was 74, 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 74, 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 74, 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 74, 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 74, 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 74, 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 74, 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 74, 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 74, 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 74, 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 74, 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 74, which was 14.45 higher than the previous day. The implied volatity was 65.69, 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 65, which was -6.5 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 65, which was -26.75 lower than the previous day. The implied volatity was 63.44, the open interest changed by 0 which decreased total open position to 1
On 24 Nov NATURALGAS was trading at 403.40. The strike last trading price was 61.95, which was -16.2 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1
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 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 320 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.53
Vega: 0.24
Theta: -0.69
Gamma: 0.01
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 9 Jan | 312.30 | 22.35 | -4.3 | 77.60 | 5,103 | 318 | 4,262 |
| 8 Jan | 306.30 | 26.75 | 0.1 | 77.62 | 46,565 | -385 | 4,705 |
| 7 Jan | 320.10 | 20.8 | -7.3 | 80.03 | 36,773 | 1,220 | 4,859 |
| 6 Jan | 306.10 | 27.8 | -0.3 | 76.38 | 15,987 | 36 | 3,819 |
| 5 Jan | 316.40 | 22.95 | -1 | 76.59 | 35,764 | -538 | 3,984 |
| 2 Jan | 332.80 | 17.8 | 0 | 77.27 | 42,699 | 1,167 | 5,173 |
| 31 Dec | 334.20 | 17.65 | 0.85 | 74.91 | 21,607 | 618 | 3,366 |
| 30 Dec | 361.60 | 9.65 | -1.1 | 73.57 | 23,045 | -27 | 3,203 |
| 29 Dec | 357.20 | 11.5 | 0.2 | 74.82 | 23,763 | 214 | 2,600 |
| 26 Dec | 394.60 | 14 | -0.3 | 74.04 | 20,362 | 869 | 2,818 |
| 24 Dec | 381.60 | 18.3 | -1.1 | 72.99 | 26,995 | 460 | 2,289 |
| 23 Dec | 382.80 | 17.7 | -0.9 | 73.20 | 9,626 | 745 | 1,817 |
| 22 Dec | 350.60 | 28.45 | 0.3 | 74.10 | 3,873 | 522 | 1,072 |
| 19 Dec | 356.90 | 21.5 | 0.3 | 67.42 | 1,176 | 175 | 507 |
| 18 Dec | 353.70 | 19.35 | 0.35 | 64.12 | 881 | 40 | 332 |
| 17 Dec | 362.40 | 16.2 | -0.1 | 62.36 | 471 | 44 | 292 |
| 16 Dec | 354.70 | 20.65 | 0.4 | 66.69 | 213 | 111 | 248 |
| 15 Dec | 370.60 | 19.35 | 0.1 | 72.11 | 114 | 27 | 137 |
| 12 Dec | 377.10 | 17.25 | 0.2 | 67.75 | 158 | 96 | 110 |
| 11 Dec | 381.80 | 12.25 | -0.5 | 60.09 | 56 | 6 | 14 |
| 10 Dec | 417.40 | 7.5 | -0.3 | 60.97 | 2 | 0 | 8 |
| 9 Dec | 419.70 | 8.1 | 0 | 62.74 | 1 | 8 | 8 |
| 8 Dec | 445.70 | 3.1 | -1.75 | - | 1 | -1 | 0 |
| 5 Dec | 485.80 | 3.1 | -1.75 | 64.40 | 1 | -1 | 9 |
| 4 Dec | 450.70 | 4.5 | -0.35 | 61.59 | 13 | -4 | 10 |
| 3 Dec | 449.90 | 5.2 | 4.3 | 62.02 | 4 | 14 | 14 |
| 2 Dec | 437.60 | 6.85 | 0.4 | - | 12 | 7 | 0 |
| 1 Dec | 436.70 | 6.85 | -0.9 | 59.47 | 12 | 7 | 18 |
| 28 Nov | 426.10 | 8.25 | 5.25 | 58.03 | 3 | 11 | 11 |
| 27 Nov | 413.10 | 10.2 | -0.65 | - | 2 | 8 | 0 |
| 26 Nov | 408.20 | 10.2 | -5.7 | 55.53 | 2 | 8 | 8 |
| 25 Nov | 397.90 | 15.9 | 8 | 64.52 | 1 | 4 | 0 |
| 24 Nov | 403.40 | 8.25 | 1.35 | 54.21 | 4 | 4 | 6 |
| 21 Nov | 414.20 | 7.9 | 5.35 | 56.47 | 2 | 2 | 2 |
| 11 Nov | 399.20 | 0 | 0 | - | 0 | 0 | 0 |
For Natural Gas - strike price 320 expiring on 22JAN2026
Delta for 320 PE is -0.53
Historical price for 320 PE is as follows
On 9 Jan NATURALGAS was trading at 312.30. The strike last trading price was 22.35, which was -4.3 lower than the previous day. The implied volatity was 77.60, the open interest changed by 318 which increased total open position to 4262
On 8 Jan NATURALGAS was trading at 306.30. The strike last trading price was 26.75, which was 0.1 higher than the previous day. The implied volatity was 77.62, the open interest changed by -385 which decreased total open position to 4705
On 7 Jan NATURALGAS was trading at 320.10. The strike last trading price was 20.8, which was -7.3 lower than the previous day. The implied volatity was 80.03, the open interest changed by 1220 which increased total open position to 4859
On 6 Jan NATURALGAS was trading at 306.10. The strike last trading price was 27.8, which was -0.3 lower than the previous day. The implied volatity was 76.38, the open interest changed by 36 which increased total open position to 3819
On 5 Jan NATURALGAS was trading at 316.40. The strike last trading price was 22.95, which was -1 lower than the previous day. The implied volatity was 76.59, the open interest changed by -538 which decreased total open position to 3984
On 2 Jan NATURALGAS was trading at 332.80. The strike last trading price was 17.8, which was 0 lower than the previous day. The implied volatity was 77.27, the open interest changed by 1167 which increased total open position to 5173
On 31 Dec NATURALGAS was trading at 334.20. The strike last trading price was 17.65, which was 0.85 higher than the previous day. The implied volatity was 74.91, the open interest changed by 618 which increased total open position to 3366
On 30 Dec NATURALGAS was trading at 361.60. The strike last trading price was 9.65, which was -1.1 lower than the previous day. The implied volatity was 73.57, the open interest changed by -27 which decreased total open position to 3203
On 29 Dec NATURALGAS was trading at 357.20. The strike last trading price was 11.5, which was 0.2 higher than the previous day. The implied volatity was 74.82, the open interest changed by 214 which increased total open position to 2600
On 26 Dec NATURALGAS was trading at 394.60. The strike last trading price was 14, which was -0.3 lower than the previous day. The implied volatity was 74.04, the open interest changed by 869 which increased total open position to 2818
On 24 Dec NATURALGAS was trading at 381.60. The strike last trading price was 18.3, which was -1.1 lower than the previous day. The implied volatity was 72.99, the open interest changed by 460 which increased total open position to 2289
On 23 Dec NATURALGAS was trading at 382.80. The strike last trading price was 17.7, which was -0.9 lower than the previous day. The implied volatity was 73.20, the open interest changed by 745 which increased total open position to 1817
On 22 Dec NATURALGAS was trading at 350.60. The strike last trading price was 28.45, which was 0.3 higher than the previous day. The implied volatity was 74.10, the open interest changed by 522 which increased total open position to 1072
On 19 Dec NATURALGAS was trading at 356.90. The strike last trading price was 21.5, which was 0.3 higher than the previous day. The implied volatity was 67.42, the open interest changed by 175 which increased total open position to 507
On 18 Dec NATURALGAS was trading at 353.70. The strike last trading price was 19.35, which was 0.35 higher than the previous day. The implied volatity was 64.12, the open interest changed by 40 which increased total open position to 332
On 17 Dec NATURALGAS was trading at 362.40. The strike last trading price was 16.2, which was -0.1 lower than the previous day. The implied volatity was 62.36, the open interest changed by 44 which increased total open position to 292
On 16 Dec NATURALGAS was trading at 354.70. The strike last trading price was 20.65, which was 0.4 higher than the previous day. The implied volatity was 66.69, the open interest changed by 111 which increased total open position to 248
On 15 Dec NATURALGAS was trading at 370.60. The strike last trading price was 19.35, which was 0.1 higher than the previous day. The implied volatity was 72.11, the open interest changed by 27 which increased total open position to 137
On 12 Dec NATURALGAS was trading at 377.10. The strike last trading price was 17.25, which was 0.2 higher than the previous day. The implied volatity was 67.75, the open interest changed by 96 which increased total open position to 110
On 11 Dec NATURALGAS was trading at 381.80. The strike last trading price was 12.25, which was -0.5 lower than the previous day. The implied volatity was 60.09, the open interest changed by 6 which increased total open position to 14
On 10 Dec NATURALGAS was trading at 417.40. The strike last trading price was 7.5, which was -0.3 lower than the previous day. The implied volatity was 60.97, the open interest changed by 0 which decreased total open position to 8
On 9 Dec NATURALGAS was trading at 419.70. The strike last trading price was 8.1, which was 0 lower than the previous day. The implied volatity was 62.74, the open interest changed by 8 which increased total open position to 8
On 8 Dec NATURALGAS was trading at 445.70. The strike last trading price was 3.1, which was -1.75 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 0
On 5 Dec NATURALGAS was trading at 485.80. The strike last trading price was 3.1, which was -1.75 lower than the previous day. The implied volatity was 64.40, the open interest changed by -1 which decreased total open position to 9
On 4 Dec NATURALGAS was trading at 450.70. The strike last trading price was 4.5, which was -0.35 lower than the previous day. The implied volatity was 61.59, the open interest changed by -4 which decreased total open position to 10
On 3 Dec NATURALGAS was trading at 449.90. The strike last trading price was 5.2, which was 4.3 higher than the previous day. The implied volatity was 62.02, the open interest changed by 14 which increased total open position to 14
On 2 Dec NATURALGAS was trading at 437.60. The strike last trading price was 6.85, which was 0.4 higher than the previous day. The implied volatity was -, the open interest changed by 7 which increased total open position to 0
On 1 Dec NATURALGAS was trading at 436.70. The strike last trading price was 6.85, which was -0.9 lower than the previous day. The implied volatity was 59.47, the open interest changed by 7 which increased total open position to 18
On 28 Nov NATURALGAS was trading at 426.10. The strike last trading price was 8.25, which was 5.25 higher than the previous day. The implied volatity was 58.03, the open interest changed by 11 which increased total open position to 11
On 27 Nov NATURALGAS was trading at 413.10. The strike last trading price was 10.2, which was -0.65 lower than the previous day. The implied volatity was -, the open interest changed by 8 which increased total open position to 0
On 26 Nov NATURALGAS was trading at 408.20. The strike last trading price was 10.2, which was -5.7 lower than the previous day. The implied volatity was 55.53, the open interest changed by 8 which increased total open position to 8
On 25 Nov NATURALGAS was trading at 397.90. The strike last trading price was 15.9, which was 8 higher than the previous day. The implied volatity was 64.52, the open interest changed by 4 which increased total open position to 0
On 24 Nov NATURALGAS was trading at 403.40. The strike last trading price was 8.25, which was 1.35 higher than the previous day. The implied volatity was 54.21, the open interest changed by 4 which increased total open position to 6
On 21 Nov NATURALGAS was trading at 414.20. The strike last trading price was 7.9, which was 5.35 higher than the previous day. The implied volatity was 56.47, the open interest changed by 2 which increased total open position to 2
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































































































































































































































