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NATURALGAS

Natural Gas
377.1 -4.00 (-1.05%)
L: 369.1 H: 386.2

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Historical option data for NATURALGAS

12 Dec 2025 11:58 PM IST
NATURALGAS 23-DEC-2025 325 CE
Delta: 0.87
Vega: 0.14
Theta: -0.52
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 377.10 55.95 -1.45 81.47 5 3 3
11 Dec 381.80 99.1 0 - 4 1 0
10 Dec 417.40 23.1 -44.2 - 2 1 0
9 Dec 419.70 23.1 -44.2 - 2 1 0
8 Dec 445.70 23.1 -44.2 - 2 1 0
5 Dec 485.80 23.1 -44.2 - 2 1 0
4 Dec 450.70 23.1 -44.2 - 2 1 0
3 Dec 449.90 23.1 -44.2 - 2 1 0
2 Dec 437.60 23.1 -44.2 - 2 1 0
1 Dec 436.70 23.1 -44.2 - 2 1 0
28 Nov 426.10 23.1 -44.2 - 2 1 0
27 Nov 413.10 23.1 -44.2 - 2 1 0
26 Nov 408.20 23.1 -44.2 - 2 1 0
25 Nov 397.90 23.1 -44.2 - 2 1 0
24 Nov 403.40 23.1 -44.2 - 2 1 0
21 Nov 414.20 23.1 -69.2 - 2 1 1
20 Nov 403.00 19 -66.5 - 2 1 0
19 Nov 404.20 19 -61.35 - 2 1 1
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 325 expiring on 23DEC2025

Delta for 325 CE is 0.87

Historical price for 325 CE is as follows

On 12 Dec NATURALGAS was trading at 377.10. The strike last trading price was 55.95, which was -1.45 lower than the previous day. The implied volatity was 81.47, the open interest changed by 3 which increased total open position to 3


On 11 Dec NATURALGAS was trading at 381.80. The strike last trading price was 99.1, 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 10 Dec NATURALGAS was trading at 417.40. The strike last trading price was 23.1, which was -44.2 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 9 Dec NATURALGAS was trading at 419.70. The strike last trading price was 23.1, which was -44.2 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 8 Dec NATURALGAS was trading at 445.70. The strike last trading price was 23.1, which was -44.2 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 5 Dec NATURALGAS was trading at 485.80. The strike last trading price was 23.1, which was -44.2 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 4 Dec NATURALGAS was trading at 450.70. The strike last trading price was 23.1, which was -44.2 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 3 Dec NATURALGAS was trading at 449.90. The strike last trading price was 23.1, which was -44.2 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 2 Dec NATURALGAS was trading at 437.60. The strike last trading price was 23.1, which was -44.2 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 1 Dec NATURALGAS was trading at 436.70. The strike last trading price was 23.1, which was -44.2 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 28 Nov NATURALGAS was trading at 426.10. The strike last trading price was 23.1, which was -44.2 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 27 Nov NATURALGAS was trading at 413.10. The strike last trading price was 23.1, which was -44.2 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 26 Nov NATURALGAS was trading at 408.20. The strike last trading price was 23.1, which was -44.2 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 25 Nov NATURALGAS was trading at 397.90. The strike last trading price was 23.1, which was -44.2 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 24 Nov NATURALGAS was trading at 403.40. The strike last trading price was 23.1, which was -44.2 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 21 Nov NATURALGAS was trading at 414.20. The strike last trading price was 23.1, which was -69.2 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1


On 20 Nov NATURALGAS was trading at 403.00. The strike last trading price was 19, which was -66.5 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 19 Nov NATURALGAS was trading at 404.20. The strike last trading price was 19, which was -61.35 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1


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 325 PE
Delta: -0.09
Vega: 0.10
Theta: -0.30
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 377.10 1.8 -0.25 65.01 7,500 375 607
11 Dec 381.80 1.85 -0.05 66.45 3,253 11 232
10 Dec 417.40 0.45 -0.1 - 1,320 132 221
9 Dec 419.70 0.6 0.2 - 495 -12 89
8 Dec 445.70 0.35 -0.05 - 44 -16 101
5 Dec 485.80 0.4 -0.15 - 199 16 117
4 Dec 450.70 0.5 0 - 50 -27 101
3 Dec 449.90 0.45 -0.15 - 128 46 128
2 Dec 437.60 0.6 -0.3 - 141 -2 82
1 Dec 436.70 0.8 -0.3 - 100 30 84
28 Nov 426.10 1 -0.5 59.77 72 26 54
27 Nov 413.10 1.75 -0.2 59.94 87 -2 28
26 Nov 408.20 2 -0.9 58.53 67 10 30
25 Nov 397.90 2.6 0.65 56.34 50 -8 20
24 Nov 403.40 1.9 -0.15 59.52 32 4 28
21 Nov 414.20 2.1 0.55 - 40 13 24
20 Nov 403.00 1.55 1.35 54.73 1 11 11
19 Nov 404.20 4 1 - 2 10 0
18 Nov 382.60 4 1 - 2 10 0
17 Nov 392.40 4 1 - 2 10 0
14 Nov 400.00 4 1 63.08 2 10 0
13 Nov 413.80 3 2.75 62.37 10 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 325 expiring on 23DEC2025

Delta for 325 PE is -0.09

Historical price for 325 PE is as follows

On 12 Dec NATURALGAS was trading at 377.10. The strike last trading price was 1.8, which was -0.25 lower than the previous day. The implied volatity was 65.01, the open interest changed by 375 which increased total open position to 607


On 11 Dec NATURALGAS was trading at 381.80. The strike last trading price was 1.85, which was -0.05 lower than the previous day. The implied volatity was 66.45, the open interest changed by 11 which increased total open position to 232


On 10 Dec NATURALGAS was trading at 417.40. The strike last trading price was 0.45, which was -0.1 lower than the previous day. The implied volatity was -, the open interest changed by 132 which increased total open position to 221


On 9 Dec NATURALGAS was trading at 419.70. The strike last trading price was 0.6, which was 0.2 higher than the previous day. The implied volatity was -, the open interest changed by -12 which decreased total open position to 89


On 8 Dec NATURALGAS was trading at 445.70. The strike last trading price was 0.35, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by -16 which decreased total open position to 101


On 5 Dec NATURALGAS was trading at 485.80. The strike last trading price was 0.4, which was -0.15 lower than the previous day. The implied volatity was -, the open interest changed by 16 which increased total open position to 117


On 4 Dec NATURALGAS was trading at 450.70. 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 -27 which decreased total open position to 101


On 3 Dec NATURALGAS was trading at 449.90. The strike last trading price was 0.45, which was -0.15 lower than the previous day. The implied volatity was -, the open interest changed by 46 which increased total open position to 128


On 2 Dec NATURALGAS was trading at 437.60. The strike last trading price was 0.6, which was -0.3 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 82


On 1 Dec NATURALGAS was trading at 436.70. The strike last trading price was 0.8, which was -0.3 lower than the previous day. The implied volatity was -, the open interest changed by 30 which increased total open position to 84


On 28 Nov NATURALGAS was trading at 426.10. The strike last trading price was 1, which was -0.5 lower than the previous day. The implied volatity was 59.77, the open interest changed by 26 which increased total open position to 54


On 27 Nov NATURALGAS was trading at 413.10. The strike last trading price was 1.75, which was -0.2 lower than the previous day. The implied volatity was 59.94, the open interest changed by -2 which decreased total open position to 28


On 26 Nov NATURALGAS was trading at 408.20. The strike last trading price was 2, which was -0.9 lower than the previous day. The implied volatity was 58.53, the open interest changed by 10 which increased total open position to 30


On 25 Nov NATURALGAS was trading at 397.90. The strike last trading price was 2.6, which was 0.65 higher than the previous day. The implied volatity was 56.34, the open interest changed by -8 which decreased total open position to 20


On 24 Nov NATURALGAS was trading at 403.40. The strike last trading price was 1.9, which was -0.15 lower than the previous day. The implied volatity was 59.52, the open interest changed by 4 which increased total open position to 28


On 21 Nov NATURALGAS was trading at 414.20. The strike last trading price was 2.1, which was 0.55 higher than the previous day. The implied volatity was -, the open interest changed by 13 which increased total open position to 24


On 20 Nov NATURALGAS was trading at 403.00. The strike last trading price was 1.55, which was 1.35 higher than the previous day. The implied volatity was 54.73, the open interest changed by 11 which increased total open position to 11


On 19 Nov NATURALGAS was trading at 404.20. The strike last trading price was 4, which was 1 higher than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 0


On 18 Nov NATURALGAS was trading at 382.60. The strike last trading price was 4, which was 1 higher than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 0


On 17 Nov NATURALGAS was trading at 392.40. The strike last trading price was 4, which was 1 higher than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 0


On 14 Nov NATURALGAS was trading at 400.00. The strike last trading price was 4, which was 1 higher than the previous day. The implied volatity was 63.08, the open interest changed by 10 which increased total open position to 0


On 13 Nov NATURALGAS was trading at 413.80. The strike last trading price was 3, which was 2.75 higher than the previous day. The implied volatity was 62.37, 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