NATURALGAS
Natural Gas
Historical option data for NATURALGAS
12 Dec 2025 11:58 PM IST
| NATURALGAS 23-DEC-2025 340 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 | 36 | -1.75 | - | 10 | 9 | 9 | |||||||||
| 11 Dec | 381.80 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Dec | 417.40 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
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| 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 340 expiring on 23DEC2025
Delta for 340 CE is -
Historical price for 340 CE is as follows
On 12 Dec NATURALGAS was trading at 377.10. The strike last trading price was 36, which was -1.75 lower than the previous day. The implied volatity was -, the open interest changed by 9 which increased total open position to 9
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 340 PE | |||||||
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Delta: -0.16
Vega: 0.16
Theta: -0.46
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 12 Dec | 377.10 | 3.8 | -0.3 | 63.58 | 32,477 | 977 | 2,238 |
| 11 Dec | 381.80 | 3.3 | -0.05 | 62.23 | 15,560 | -307 | 1,261 |
| 10 Dec | 417.40 | 0.8 | 0 | - | 12,335 | 377 | 1,568 |
| 9 Dec | 419.70 | 0.9 | 0 | - | 2,460 | 124 | 1,191 |
| 8 Dec | 445.70 | 0.6 | 0.2 | - | 1,473 | -47 | 1,067 |
| 5 Dec | 485.80 | 0.4 | -0.35 | - | 2,006 | -198 | 1,114 |
| 4 Dec | 450.70 | 0.75 | -0.05 | - | 1,272 | -258 | 1,312 |
| 3 Dec | 449.90 | 0.8 | -0.3 | - | 2,060 | 137 | 1,570 |
| 2 Dec | 437.60 | 1.15 | -0.3 | - | 2,289 | 12 | 1,433 |
| 1 Dec | 436.70 | 1.45 | -0.55 | - | 2,389 | -221 | 1,421 |
| 28 Nov | 426.10 | 2 | -0.7 | 59.73 | 2,881 | -62 | 1,651 |
| 27 Nov | 413.10 | 2.65 | -0.55 | 56.45 | 2,951 | -67 | 1,714 |
| 26 Nov | 408.20 | 3.15 | -0.95 | 55.73 | 4,888 | -474 | 1,781 |
| 25 Nov | 397.90 | 4.4 | 1.3 | 54.95 | 9,143 | 1,293 | 2,331 |
| 24 Nov | 403.40 | 3.1 | -0.15 | 57.62 | 3,763 | 185 | 1,063 |
| 21 Nov | 414.20 | 3.25 | -1 | 60.84 | 2,242 | 317 | 877 |
| 20 Nov | 403.00 | 4 | -0.95 | 59.53 | 1,210 | 376 | 533 |
| 19 Nov | 404.20 | 4.9 | -2.4 | 63.82 | 276 | 98 | 156 |
| 18 Nov | 382.60 | 6 | -0.25 | 57.72 | 68 | 34 | 58 |
| 17 Nov | 392.40 | 6.2 | -0.3 | 62.28 | 8 | 3 | 24 |
| 14 Nov | 400.00 | 6.95 | 0.2 | 65.05 | 7 | 4 | 21 |
| 13 Nov | 413.80 | 6.5 | 5.75 | 68.38 | 2 | 17 | 17 |
| 12 Nov | 396.80 | 7.5 | -1 | - | 2 | 1 | 0 |
| 11 Nov | 399.20 | 7.5 | -0.4 | 63.57 | 2 | 1 | 15 |
| 10 Nov | 381.30 | 10.65 | 9.05 | 64.66 | 17 | 14 | 14 |
| 7 Nov | 386.60 | 8.6 | 0 | - | 2 | 0 | 0 |
| 6 Nov | 378.40 | 8.6 | 0 | - | 2 | 0 | 0 |
| 5 Nov | 377.00 | 8.6 | 6.75 | 54.37 | 2 | 0 | 0 |
| 4 Nov | 387.20 | 6 | 0 | - | 1 | 0 | 0 |
| 3 Nov | 378.70 | 6 | 1.7 | 46.61 | 1 | 0 | 0 |
| 31 Oct | 365.40 | 24.45 | -2.1 | - | 4 | 0 | 0 |
| 30 Oct | 348.40 | 24.45 | -2.1 | - | 4 | 0 | 3 |
| 29 Oct | 340.80 | 24.45 | 6.3 | 66.11 | 4 | 1 | 3 |
| 28 Oct | 298.20 | 18.15 | 2.15 | 53.50 | 1 | 2 | 2 |
| 27 Oct | 305.10 | 16 | 2 | 56.80 | 1 | 1 | 0 |
| 24 Oct | 282.60 | 14 | 9.5 | 47.13 | 1 | 1 | 1 |
| 17 Oct | 263.90 | 0 | 0 | - | 0 | 0 | 0 |
| 16 Oct | 259.40 | 0 | 0 | - | 0 | 0 | 0 |
For Natural Gas - strike price 340 expiring on 23DEC2025
Delta for 340 PE is -0.16
Historical price for 340 PE is as follows
On 12 Dec NATURALGAS was trading at 377.10. The strike last trading price was 3.8, which was -0.3 lower than the previous day. The implied volatity was 63.58, the open interest changed by 977 which increased total open position to 2238
On 11 Dec NATURALGAS was trading at 381.80. The strike last trading price was 3.3, which was -0.05 lower than the previous day. The implied volatity was 62.23, the open interest changed by -307 which decreased total open position to 1261
On 10 Dec NATURALGAS was trading at 417.40. The strike last trading price was 0.8, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 377 which increased total open position to 1568
On 9 Dec NATURALGAS was trading at 419.70. The strike last trading price was 0.9, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 124 which increased total open position to 1191
On 8 Dec NATURALGAS was trading at 445.70. 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 -47 which decreased total open position to 1067
On 5 Dec NATURALGAS was trading at 485.80. The strike last trading price was 0.4, which was -0.35 lower than the previous day. The implied volatity was -, the open interest changed by -198 which decreased total open position to 1114
On 4 Dec NATURALGAS was trading at 450.70. The strike last trading price was 0.75, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by -258 which decreased total open position to 1312
On 3 Dec NATURALGAS was trading at 449.90. 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 137 which increased total open position to 1570
On 2 Dec NATURALGAS was trading at 437.60. The strike last trading price was 1.15, which was -0.3 lower than the previous day. The implied volatity was -, the open interest changed by 12 which increased total open position to 1433
On 1 Dec NATURALGAS was trading at 436.70. The strike last trading price was 1.45, which was -0.55 lower than the previous day. The implied volatity was -, the open interest changed by -221 which decreased total open position to 1421
On 28 Nov NATURALGAS was trading at 426.10. The strike last trading price was 2, which was -0.7 lower than the previous day. The implied volatity was 59.73, the open interest changed by -62 which decreased total open position to 1651
On 27 Nov NATURALGAS was trading at 413.10. The strike last trading price was 2.65, which was -0.55 lower than the previous day. The implied volatity was 56.45, the open interest changed by -67 which decreased total open position to 1714
On 26 Nov NATURALGAS was trading at 408.20. The strike last trading price was 3.15, which was -0.95 lower than the previous day. The implied volatity was 55.73, the open interest changed by -474 which decreased total open position to 1781
On 25 Nov NATURALGAS was trading at 397.90. The strike last trading price was 4.4, which was 1.3 higher than the previous day. The implied volatity was 54.95, the open interest changed by 1293 which increased total open position to 2331
On 24 Nov NATURALGAS was trading at 403.40. The strike last trading price was 3.1, which was -0.15 lower than the previous day. The implied volatity was 57.62, the open interest changed by 185 which increased total open position to 1063
On 21 Nov NATURALGAS was trading at 414.20. The strike last trading price was 3.25, which was -1 lower than the previous day. The implied volatity was 60.84, the open interest changed by 317 which increased total open position to 877
On 20 Nov NATURALGAS was trading at 403.00. The strike last trading price was 4, which was -0.95 lower than the previous day. The implied volatity was 59.53, the open interest changed by 376 which increased total open position to 533
On 19 Nov NATURALGAS was trading at 404.20. The strike last trading price was 4.9, which was -2.4 lower than the previous day. The implied volatity was 63.82, the open interest changed by 98 which increased total open position to 156
On 18 Nov NATURALGAS was trading at 382.60. The strike last trading price was 6, which was -0.25 lower than the previous day. The implied volatity was 57.72, the open interest changed by 34 which increased total open position to 58
On 17 Nov NATURALGAS was trading at 392.40. The strike last trading price was 6.2, which was -0.3 lower than the previous day. The implied volatity was 62.28, the open interest changed by 3 which increased total open position to 24
On 14 Nov NATURALGAS was trading at 400.00. The strike last trading price was 6.95, which was 0.2 higher than the previous day. The implied volatity was 65.05, the open interest changed by 4 which increased total open position to 21
On 13 Nov NATURALGAS was trading at 413.80. The strike last trading price was 6.5, which was 5.75 higher than the previous day. The implied volatity was 68.38, the open interest changed by 17 which increased total open position to 17
On 12 Nov NATURALGAS was trading at 396.80. The strike last trading price was 7.5, which was -1 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 7.5, which was -0.4 lower than the previous day. The implied volatity was 63.57, the open interest changed by 1 which increased total open position to 15
On 10 Nov NATURALGAS was trading at 381.30. The strike last trading price was 10.65, which was 9.05 higher than the previous day. The implied volatity was 64.66, the open interest changed by 14 which increased total open position to 14
On 7 Nov NATURALGAS was trading at 386.60. The strike last trading price was 8.6, 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 8.6, 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 8.6, which was 6.75 higher than the previous day. The implied volatity was 54.37, 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 6, 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 6, which was 1.7 higher than the previous day. The implied volatity was 46.61, 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 24.45, which was -2.1 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 24.45, which was -2.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 29 Oct NATURALGAS was trading at 340.80. The strike last trading price was 24.45, which was 6.3 higher than the previous day. The implied volatity was 66.11, the open interest changed by 1 which increased total open position to 3
On 28 Oct NATURALGAS was trading at 298.20. The strike last trading price was 18.15, which was 2.15 higher than the previous day. The implied volatity was 53.50, the open interest changed by 2 which increased total open position to 2
On 27 Oct NATURALGAS was trading at 305.10. The strike last trading price was 16, which was 2 higher than the previous day. The implied volatity was 56.80, the open interest changed by 1 which increased total open position to 0
On 24 Oct NATURALGAS was trading at 282.60. The strike last trading price was 14, which was 9.5 higher than the previous day. The implied volatity was 47.13, the open interest changed by 1 which increased total open position to 1
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































































































































































































































