[--[65.84.65.76]--]

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 330 CE
Delta: -
Vega: -
Theta: -
Gamma: -
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
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 330 expiring on 23DEC2025

Delta for 330 CE is -

Historical price for 330 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 330 PE
Delta: -0.11
Vega: 0.12
Theta: -0.35
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 377.10 2.3 -0.25 64.23 17,837 544 1,740
11 Dec 381.80 2.3 0.05 65.44 11,394 -458 1,196
10 Dec 417.40 0.55 0.05 - 7,401 268 1,654
9 Dec 419.70 0.55 0.1 - 2,512 515 1,386
8 Dec 445.70 0.45 0.15 - 994 160 871
5 Dec 485.80 0.4 -0.15 - 1,011 -90 711
4 Dec 450.70 0.5 -0.1 - 384 -124 801
3 Dec 449.90 0.55 -0.15 - 380 -48 925
2 Dec 437.60 0.65 -0.4 - 1,709 -91 973
1 Dec 436.70 1 -0.35 - 1,633 154 1,064
28 Nov 426.10 1.35 -0.45 60.49 1,568 -166 910
27 Nov 413.10 1.8 -0.35 57.25 1,366 -99 1,076
26 Nov 408.20 2.05 -0.8 55.68 2,543 130 1,175
25 Nov 397.90 2.95 0.65 54.99 4,549 540 1,106
24 Nov 403.40 2.25 -0.1 58.88 1,979 105 594
21 Nov 414.20 2.3 -0.6 61.26 964 168 484
20 Nov 403.00 2.85 -0.9 59.90 667 183 322
19 Nov 404.20 3.5 2.95 63.54 162 147 147
18 Nov 382.60 5.2 -0.05 - 5 -1 0
17 Nov 392.40 5.2 0.2 64.97 5 -1 17
14 Nov 400.00 5 0 64.33 1 -1 18
13 Nov 413.80 5 4.6 68.68 1 19 19
12 Nov 396.80 5.3 0.05 - 13 11 0
11 Nov 399.20 5.3 0 62.34 13 11 18
10 Nov 381.30 5.3 4.4 55.20 4 7 7
7 Nov 386.60 7.75 0.8 - 51 -4 0
6 Nov 378.40 7.75 0.8 - 51 -4 0
5 Nov 377.00 7.75 -0.4 58.19 51 -4 3
4 Nov 387.20 8 -1.4 62.71 4 -3 7
3 Nov 378.70 9 6.25 60.79 11 10 10
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 330 expiring on 23DEC2025

Delta for 330 PE is -0.11

Historical price for 330 PE is as follows

On 12 Dec NATURALGAS was trading at 377.10. The strike last trading price was 2.3, which was -0.25 lower than the previous day. The implied volatity was 64.23, the open interest changed by 544 which increased total open position to 1740


On 11 Dec NATURALGAS was trading at 381.80. The strike last trading price was 2.3, which was 0.05 higher than the previous day. The implied volatity was 65.44, the open interest changed by -458 which decreased total open position to 1196


On 10 Dec NATURALGAS was trading at 417.40. The strike last trading price was 0.55, which was 0.05 higher than the previous day. The implied volatity was -, the open interest changed by 268 which increased total open position to 1654


On 9 Dec NATURALGAS was trading at 419.70. The strike last trading price was 0.55, which was 0.1 higher than the previous day. The implied volatity was -, the open interest changed by 515 which increased total open position to 1386


On 8 Dec NATURALGAS was trading at 445.70. The strike last trading price was 0.45, which was 0.15 higher than the previous day. The implied volatity was -, the open interest changed by 160 which increased total open position to 871


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 -90 which decreased total open position to 711


On 4 Dec NATURALGAS was trading at 450.70. The strike last trading price was 0.5, which was -0.1 lower than the previous day. The implied volatity was -, the open interest changed by -124 which decreased total open position to 801


On 3 Dec NATURALGAS was trading at 449.90. The strike last trading price was 0.55, which was -0.15 lower than the previous day. The implied volatity was -, the open interest changed by -48 which decreased total open position to 925


On 2 Dec NATURALGAS was trading at 437.60. The strike last trading price was 0.65, which was -0.4 lower than the previous day. The implied volatity was -, the open interest changed by -91 which decreased total open position to 973


On 1 Dec NATURALGAS was trading at 436.70. The strike last trading price was 1, which was -0.35 lower than the previous day. The implied volatity was -, the open interest changed by 154 which increased total open position to 1064


On 28 Nov NATURALGAS was trading at 426.10. The strike last trading price was 1.35, which was -0.45 lower than the previous day. The implied volatity was 60.49, the open interest changed by -166 which decreased total open position to 910


On 27 Nov NATURALGAS was trading at 413.10. The strike last trading price was 1.8, which was -0.35 lower than the previous day. The implied volatity was 57.25, the open interest changed by -99 which decreased total open position to 1076


On 26 Nov NATURALGAS was trading at 408.20. The strike last trading price was 2.05, which was -0.8 lower than the previous day. The implied volatity was 55.68, the open interest changed by 130 which increased total open position to 1175


On 25 Nov NATURALGAS was trading at 397.90. The strike last trading price was 2.95, which was 0.65 higher than the previous day. The implied volatity was 54.99, the open interest changed by 540 which increased total open position to 1106


On 24 Nov NATURALGAS was trading at 403.40. The strike last trading price was 2.25, which was -0.1 lower than the previous day. The implied volatity was 58.88, the open interest changed by 105 which increased total open position to 594


On 21 Nov NATURALGAS was trading at 414.20. The strike last trading price was 2.3, which was -0.6 lower than the previous day. The implied volatity was 61.26, the open interest changed by 168 which increased total open position to 484


On 20 Nov NATURALGAS was trading at 403.00. The strike last trading price was 2.85, which was -0.9 lower than the previous day. The implied volatity was 59.90, the open interest changed by 183 which increased total open position to 322


On 19 Nov NATURALGAS was trading at 404.20. The strike last trading price was 3.5, which was 2.95 higher than the previous day. The implied volatity was 63.54, the open interest changed by 147 which increased total open position to 147


On 18 Nov NATURALGAS was trading at 382.60. The strike last trading price was 5.2, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 0


On 17 Nov NATURALGAS was trading at 392.40. The strike last trading price was 5.2, which was 0.2 higher than the previous day. The implied volatity was 64.97, the open interest changed by -1 which decreased total open position to 17


On 14 Nov NATURALGAS was trading at 400.00. The strike last trading price was 5, which was 0 lower than the previous day. The implied volatity was 64.33, the open interest changed by -1 which decreased total open position to 18


On 13 Nov NATURALGAS was trading at 413.80. The strike last trading price was 5, which was 4.6 higher than the previous day. The implied volatity was 68.68, the open interest changed by 19 which increased total open position to 19


On 12 Nov NATURALGAS was trading at 396.80. The strike last trading price was 5.3, which was 0.05 higher than the previous day. The implied volatity was -, the open interest changed by 11 which increased total open position to 0


On 11 Nov NATURALGAS was trading at 399.20. The strike last trading price was 5.3, which was 0 lower than the previous day. The implied volatity was 62.34, the open interest changed by 11 which increased total open position to 18


On 10 Nov NATURALGAS was trading at 381.30. The strike last trading price was 5.3, which was 4.4 higher than the previous day. The implied volatity was 55.20, the open interest changed by 7 which increased total open position to 7


On 7 Nov NATURALGAS was trading at 386.60. The strike last trading price was 7.75, which was 0.8 higher than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 0


On 6 Nov NATURALGAS was trading at 378.40. The strike last trading price was 7.75, which was 0.8 higher than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 0


On 5 Nov NATURALGAS was trading at 377.00. The strike last trading price was 7.75, which was -0.4 lower than the previous day. The implied volatity was 58.19, the open interest changed by -4 which decreased total open position to 3


On 4 Nov NATURALGAS was trading at 387.20. The strike last trading price was 8, which was -1.4 lower than the previous day. The implied volatity was 62.71, the open interest changed by -3 which decreased total open position to 7


On 3 Nov NATURALGAS was trading at 378.70. The strike last trading price was 9, which was 6.25 higher than the previous day. The implied volatity was 60.79, the open interest changed by 10 which increased total open position to 10


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