[--[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 340 CE
Delta: -
Vega: -
Theta: -
Gamma: -
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
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
Delta: -0.16
Vega: 0.16
Theta: -0.46
Gamma: 0.01
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