NATURALGAS
Natural Gas
Historical option data for NATURALGAS
12 Dec 2025 11:58 PM IST
| NATURALGAS 23-DEC-2025 325 CE | ||||||||||||||||
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Delta: 0.87
Vega: 0.14
Theta: -0.52
Gamma: 0.00
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| 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 | |||||||||
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| 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 | |||||||
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Delta: -0.09
Vega: 0.10
Theta: -0.30
Gamma: 0.00
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| 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































































































































































































































