NATURALGAS
Natural Gas
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































































































































































































































