NATURALGAS
Natural Gas
Historical option data for NATURALGAS
12 Dec 2025 11:58 PM IST
| NATURALGAS 23-DEC-2025 335 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 12 Dec | 377.10 | 85 | 0 | - | 1 | 1 | 0 | |||||||||
| 11 Dec | 381.80 | 85 | 0 | - | 1 | 1 | 0 | |||||||||
| 10 Dec | 417.40 | 85 | 0 | - | 1 | 1 | 0 | |||||||||
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| 9 Dec | 419.70 | 85 | 0 | - | 1 | 1 | 0 | |||||||||
| 8 Dec | 445.70 | 85 | 0 | - | 1 | 1 | 0 | |||||||||
| 5 Dec | 485.80 | 85 | 0 | - | 1 | 1 | 0 | |||||||||
| 4 Dec | 450.70 | 85 | 0 | - | 1 | 1 | 0 | |||||||||
| 3 Dec | 449.90 | 85 | 0 | - | 1 | 1 | 0 | |||||||||
| 2 Dec | 437.60 | 85 | 0 | - | 1 | 1 | 0 | |||||||||
| 1 Dec | 436.70 | 85 | 0 | - | 1 | 1 | 0 | |||||||||
| 28 Nov | 426.10 | 85 | 0 | - | 1 | 1 | 0 | |||||||||
| 27 Nov | 413.10 | 85 | 0 | - | 1 | 1 | 0 | |||||||||
| 26 Nov | 408.20 | 85 | 0 | - | 1 | 1 | 0 | |||||||||
| 25 Nov | 397.90 | 85 | 0 | - | 1 | 1 | 0 | |||||||||
| 24 Nov | 403.40 | 85 | 0 | - | 1 | 1 | 0 | |||||||||
| 21 Nov | 414.20 | 85 | 0 | - | 1 | 1 | 0 | |||||||||
| 20 Nov | 403.00 | 85 | 0 | - | 1 | 1 | 0 | |||||||||
| 19 Nov | 404.20 | 85 | 0 | - | 1 | 1 | 0 | |||||||||
| 18 Nov | 382.60 | 85 | 0 | - | 1 | 1 | 0 | |||||||||
| 17 Nov | 392.40 | 85 | 0 | - | 1 | 1 | 0 | |||||||||
| 14 Nov | 400.00 | 85 | 0 | - | 1 | 1 | 0 | |||||||||
| 13 Nov | 413.80 | 85 | 0 | - | 1 | 1 | 0 | |||||||||
| 12 Nov | 396.80 | 85 | 0 | - | 1 | 1 | 0 | |||||||||
| 11 Nov | 399.20 | 85 | 0 | - | 1 | 1 | 0 | |||||||||
| 10 Nov | 381.30 | 85 | 0 | - | 1 | 1 | 0 | |||||||||
| 7 Nov | 386.60 | 85 | 8.5 | 77.55 | 1 | 1 | 0 | |||||||||
| 6 Nov | 378.40 | 139 | 73.5 | 200.99 | 2 | 1 | 1 | |||||||||
| 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 335 expiring on 23DEC2025
Delta for 335 CE is -
Historical price for 335 CE is as follows
On 12 Dec NATURALGAS was trading at 377.10. The strike last trading price was 85, 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 11 Dec NATURALGAS was trading at 381.80. The strike last trading price was 85, 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 85, 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 9 Dec NATURALGAS was trading at 419.70. The strike last trading price was 85, 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 8 Dec NATURALGAS was trading at 445.70. The strike last trading price was 85, 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 5 Dec NATURALGAS was trading at 485.80. The strike last trading price was 85, 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 4 Dec NATURALGAS was trading at 450.70. The strike last trading price was 85, 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 3 Dec NATURALGAS was trading at 449.90. The strike last trading price was 85, 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 2 Dec NATURALGAS was trading at 437.60. The strike last trading price was 85, 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 1 Dec NATURALGAS was trading at 436.70. The strike last trading price was 85, 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 28 Nov NATURALGAS was trading at 426.10. The strike last trading price was 85, 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 27 Nov NATURALGAS was trading at 413.10. The strike last trading price was 85, 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 26 Nov NATURALGAS was trading at 408.20. The strike last trading price was 85, 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 25 Nov NATURALGAS was trading at 397.90. The strike last trading price was 85, 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 24 Nov NATURALGAS was trading at 403.40. The strike last trading price was 85, 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 21 Nov NATURALGAS was trading at 414.20. The strike last trading price was 85, 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 20 Nov NATURALGAS was trading at 403.00. The strike last trading price was 85, 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 19 Nov NATURALGAS was trading at 404.20. The strike last trading price was 85, 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 18 Nov NATURALGAS was trading at 382.60. The strike last trading price was 85, 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 17 Nov NATURALGAS was trading at 392.40. The strike last trading price was 85, 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 14 Nov NATURALGAS was trading at 400.00. The strike last trading price was 85, 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 13 Nov NATURALGAS was trading at 413.80. The strike last trading price was 85, 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 12 Nov NATURALGAS was trading at 396.80. The strike last trading price was 85, 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 11 Nov NATURALGAS was trading at 399.20. The strike last trading price was 85, 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 Nov NATURALGAS was trading at 381.30. The strike last trading price was 85, 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 7 Nov NATURALGAS was trading at 386.60. The strike last trading price was 85, which was 8.5 higher than the previous day. The implied volatity was 77.55, the open interest changed by 1 which increased total open position to 0
On 6 Nov NATURALGAS was trading at 378.40. The strike last trading price was 139, which was 73.5 higher than the previous day. The implied volatity was 200.99, the open interest changed by 1 which increased total open position to 1
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 335 PE | |||||||
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Delta: -0.13
Vega: 0.14
Theta: -0.39
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 12 Dec | 377.10 | 2.85 | -0.4 | 63.01 | 10,939 | 761 | 947 |
| 11 Dec | 381.80 | 2.65 | -0.1 | 63.06 | 3,407 | -147 | 186 |
| 10 Dec | 417.40 | 0.7 | 0 | - | 1,756 | 162 | 333 |
| 9 Dec | 419.70 | 0.75 | 0.3 | - | 521 | 20 | 171 |
| 8 Dec | 445.70 | 0.4 | 0 | - | 134 | -10 | 151 |
| 5 Dec | 485.80 | 0.35 | -0.25 | - | 143 | -34 | 161 |
| 4 Dec | 450.70 | 0.55 | -0.1 | - | 91 | 21 | 195 |
| 3 Dec | 449.90 | 0.6 | -0.2 | - | 115 | 31 | 174 |
| 2 Dec | 437.60 | 0.8 | -0.4 | - | 253 | -35 | 143 |
| 1 Dec | 436.70 | 1.15 | -0.6 | - | 350 | -46 | 178 |
| 28 Nov | 426.10 | 1.7 | -0.45 | 60.56 | 353 | 10 | 225 |
| 27 Nov | 413.10 | 2.2 | -0.4 | 56.90 | 318 | 90 | 215 |
| 26 Nov | 408.20 | 2.5 | -1.65 | 55.34 | 416 | 117 | 125 |
| 25 Nov | 397.90 | 3.05 | -0.2 | 52.24 | 18 | 5 | 8 |
| 24 Nov | 403.40 | 3.15 | -0.2 | 61.07 | 3 | 1 | 3 |
| 21 Nov | 414.20 | 3.3 | 2.9 | 64.06 | 4 | 2 | 2 |
| 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 335 expiring on 23DEC2025
Delta for 335 PE is -0.13
Historical price for 335 PE is as follows
On 12 Dec NATURALGAS was trading at 377.10. The strike last trading price was 2.85, which was -0.4 lower than the previous day. The implied volatity was 63.01, the open interest changed by 761 which increased total open position to 947
On 11 Dec NATURALGAS was trading at 381.80. The strike last trading price was 2.65, which was -0.1 lower than the previous day. The implied volatity was 63.06, the open interest changed by -147 which decreased total open position to 186
On 10 Dec NATURALGAS was trading at 417.40. The strike last trading price was 0.7, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 162 which increased total open position to 333
On 9 Dec NATURALGAS was trading at 419.70. The strike last trading price was 0.75, which was 0.3 higher than the previous day. The implied volatity was -, the open interest changed by 20 which increased total open position to 171
On 8 Dec NATURALGAS was trading at 445.70. The strike last trading price was 0.4, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by -10 which decreased total open position to 151
On 5 Dec NATURALGAS was trading at 485.80. The strike last trading price was 0.35, which was -0.25 lower than the previous day. The implied volatity was -, the open interest changed by -34 which decreased total open position to 161
On 4 Dec NATURALGAS was trading at 450.70. The strike last trading price was 0.55, which was -0.1 lower than the previous day. The implied volatity was -, the open interest changed by 21 which increased total open position to 195
On 3 Dec NATURALGAS was trading at 449.90. The strike last trading price was 0.6, which was -0.2 lower than the previous day. The implied volatity was -, the open interest changed by 31 which increased total open position to 174
On 2 Dec NATURALGAS was trading at 437.60. The strike last trading price was 0.8, which was -0.4 lower than the previous day. The implied volatity was -, the open interest changed by -35 which decreased total open position to 143
On 1 Dec NATURALGAS was trading at 436.70. The strike last trading price was 1.15, which was -0.6 lower than the previous day. The implied volatity was -, the open interest changed by -46 which decreased total open position to 178
On 28 Nov NATURALGAS was trading at 426.10. The strike last trading price was 1.7, which was -0.45 lower than the previous day. The implied volatity was 60.56, the open interest changed by 10 which increased total open position to 225
On 27 Nov NATURALGAS was trading at 413.10. The strike last trading price was 2.2, which was -0.4 lower than the previous day. The implied volatity was 56.90, the open interest changed by 90 which increased total open position to 215
On 26 Nov NATURALGAS was trading at 408.20. The strike last trading price was 2.5, which was -1.65 lower than the previous day. The implied volatity was 55.34, the open interest changed by 117 which increased total open position to 125
On 25 Nov NATURALGAS was trading at 397.90. The strike last trading price was 3.05, which was -0.2 lower than the previous day. The implied volatity was 52.24, the open interest changed by 5 which increased total open position to 8
On 24 Nov NATURALGAS was trading at 403.40. The strike last trading price was 3.15, which was -0.2 lower than the previous day. The implied volatity was 61.07, the open interest changed by 1 which increased total open position to 3
On 21 Nov NATURALGAS was trading at 414.20. The strike last trading price was 3.3, which was 2.9 higher than the previous day. The implied volatity was 64.06, the open interest changed by 2 which increased total open position to 2
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































































































































































































































