[--[65.84.65.76]--]

NATURALGAS

Natural Gas
353.2 +10.40 (3.03%)
L: 347.7 H: 363.3

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Historical option data for NATURALGAS

29 Jan 2026 08:54 PM IST
NATURALGAS 20-FEB-2026 340 CE
Delta: 0.61
Vega: 0.34
Theta: -0.8
Gamma: 0
Date Close Ltp Change IV Volume OI Chg OI
29 Jan 353.10 43.45 6.35 107.08 12,526 -88 3,610
28 Jan 344.20 36.9 -0.2 101.23 57,375 754 3,698
27 Jan 599.40 44.35 -0.6 106.47 43,710 928 2,944
23 Jan 486.00 29.5 0.05 91.63 25,311 -774 2,552
22 Jan 452.00 30.65 -2.2 105.82 10,736 138 2,110
21 Jan 437.80 28.8 0.05 99.03 7,450 -324 1,125
20 Jan 350.40 11.65 0.3 81.23 6,265 87 2,178
19 Jan 329.90 6.35 -0.35 78.24 3,723 -272 2,091
16 Jan 281.00 2.8 0.05 - 570 331 2,363
15 Jan 284.50 2.65 -0.45 - 815 257 2,289
14 Jan 280.70 2.8 -0.3 75.37 766 19 1,778
13 Jan 305.90 4.4 0.1 72.85 653 -52 1,787
12 Jan 305.00 3.55 0.1 72.89 498 -18 1,838
9 Jan 292.00 2.85 0.15 68.29 553 287 1,856
8 Jan 306.30 3.75 0 67.68 1,092 -1 1,420
7 Jan 320.10 5.8 1.15 69.97 687 -239 1,400
6 Jan 306.10 4.7 0.05 68.8 683 72 1,642
5 Jan 316.40 5.6 0.05 69.61 1,886 598 1,401
2 Jan 332.80 11.4 -0.15 72.13 618 173 785
31 Dec 334.20 13.5 -0.65 71.99 524 261 573
30 Dec 361.60 18.75 0.3 68.21 336 68 286
29 Dec 357.20 18.25 -1 66.71 225 6 211
26 Dec 394.60 18.65 0.75 70.08 189 20 202
24 Dec 381.60 16.95 0.4 71.58 226 72 170
23 Dec 382.80 18.25 1.25 72.55 124 37 98
22 Dec 350.60 12.6 0.1 71.65 62 59 61
19 Dec 356.90 - - - 0 0 2
18 Dec 353.70 - - - 0 0 2
17 Dec 362.40 - - - 0 0 2
16 Dec 354.70 - - - 0 0 2
15 Dec 370.60 38 -12 - 4 2 2
12 Dec 377.10 - - - 0 0 2
11 Dec 381.80 - - - 0 0 2
10 Dec 417.40 - - - 0 0 2
9 Dec 419.70 - - - 0 0 2
8 Dec 445.70 - - - 0 0 2
5 Dec 485.80 - - - 0 0 2
4 Dec 450.70 38 -12 - 5,000 2 0
2 Dec 437.60 - - - 0 0 0
1 Dec 436.70 38 -12 - 5,000 2 0


For Natural Gas - strike price 340 expiring on 20FEB2026

Delta for 340 CE is 0.61

Historical price for 340 CE is as follows

On 29 Jan NATURALGAS was trading at 353.10. The strike last trading price was 43.45, which was 6.35 higher than the previous day. The implied volatity was 107.08, the open interest changed by -88 which decreased total open position to 3610


On 28 Jan NATURALGAS was trading at 344.20. The strike last trading price was 36.9, which was -0.2 lower than the previous day. The implied volatity was 101.23, the open interest changed by 754 which increased total open position to 3698


On 27 Jan NATURALGAS was trading at 599.40. The strike last trading price was 44.35, which was -0.6 lower than the previous day. The implied volatity was 106.47, the open interest changed by 928 which increased total open position to 2944


On 23 Jan NATURALGAS was trading at 486.00. The strike last trading price was 29.5, which was 0.05 higher than the previous day. The implied volatity was 91.63, the open interest changed by -774 which decreased total open position to 2552


On 22 Jan NATURALGAS was trading at 452.00. The strike last trading price was 30.65, which was -2.2 lower than the previous day. The implied volatity was 105.82, the open interest changed by 138 which increased total open position to 2110


On 21 Jan NATURALGAS was trading at 437.80. The strike last trading price was 28.8, which was 0.05 higher than the previous day. The implied volatity was 99.03, the open interest changed by -324 which decreased total open position to 1125


On 20 Jan NATURALGAS was trading at 350.40. The strike last trading price was 11.65, which was 0.3 higher than the previous day. The implied volatity was 81.23, the open interest changed by 87 which increased total open position to 2178


On 19 Jan NATURALGAS was trading at 329.90. The strike last trading price was 6.35, which was -0.35 lower than the previous day. The implied volatity was 78.24, the open interest changed by -272 which decreased total open position to 2091


On 16 Jan NATURALGAS was trading at 281.00. The strike last trading price was 2.8, which was 0.05 higher than the previous day. The implied volatity was -, the open interest changed by 331 which increased total open position to 2363


On 15 Jan NATURALGAS was trading at 284.50. The strike last trading price was 2.65, which was -0.45 lower than the previous day. The implied volatity was -, the open interest changed by 257 which increased total open position to 2289


On 14 Jan NATURALGAS was trading at 280.70. The strike last trading price was 2.8, which was -0.3 lower than the previous day. The implied volatity was 75.37, the open interest changed by 19 which increased total open position to 1778


On 13 Jan NATURALGAS was trading at 305.90. The strike last trading price was 4.4, which was 0.1 higher than the previous day. The implied volatity was 72.85, the open interest changed by -52 which decreased total open position to 1787


On 12 Jan NATURALGAS was trading at 305.00. The strike last trading price was 3.55, which was 0.1 higher than the previous day. The implied volatity was 72.89, the open interest changed by -18 which decreased total open position to 1838


On 9 Jan NATURALGAS was trading at 292.00. The strike last trading price was 2.85, which was 0.15 higher than the previous day. The implied volatity was 68.29, the open interest changed by 287 which increased total open position to 1856


On 8 Jan NATURALGAS was trading at 306.30. The strike last trading price was 3.75, which was 0 lower than the previous day. The implied volatity was 67.68, the open interest changed by -1 which decreased total open position to 1420


On 7 Jan NATURALGAS was trading at 320.10. The strike last trading price was 5.8, which was 1.15 higher than the previous day. The implied volatity was 69.97, the open interest changed by -239 which decreased total open position to 1400


On 6 Jan NATURALGAS was trading at 306.10. The strike last trading price was 4.7, which was 0.05 higher than the previous day. The implied volatity was 68.8, the open interest changed by 72 which increased total open position to 1642


On 5 Jan NATURALGAS was trading at 316.40. The strike last trading price was 5.6, which was 0.05 higher than the previous day. The implied volatity was 69.61, the open interest changed by 598 which increased total open position to 1401


On 2 Jan NATURALGAS was trading at 332.80. The strike last trading price was 11.4, which was -0.15 lower than the previous day. The implied volatity was 72.13, the open interest changed by 173 which increased total open position to 785


On 31 Dec NATURALGAS was trading at 334.20. The strike last trading price was 13.5, which was -0.65 lower than the previous day. The implied volatity was 71.99, the open interest changed by 261 which increased total open position to 573


On 30 Dec NATURALGAS was trading at 361.60. The strike last trading price was 18.75, which was 0.3 higher than the previous day. The implied volatity was 68.21, the open interest changed by 68 which increased total open position to 286


On 29 Dec NATURALGAS was trading at 357.20. The strike last trading price was 18.25, which was -1 lower than the previous day. The implied volatity was 66.71, the open interest changed by 6 which increased total open position to 211


On 26 Dec NATURALGAS was trading at 394.60. The strike last trading price was 18.65, which was 0.75 higher than the previous day. The implied volatity was 70.08, the open interest changed by 20 which increased total open position to 202


On 24 Dec NATURALGAS was trading at 381.60. The strike last trading price was 16.95, which was 0.4 higher than the previous day. The implied volatity was 71.58, the open interest changed by 72 which increased total open position to 170


On 23 Dec NATURALGAS was trading at 382.80. The strike last trading price was 18.25, which was 1.25 higher than the previous day. The implied volatity was 72.55, the open interest changed by 37 which increased total open position to 98


On 22 Dec NATURALGAS was trading at 350.60. The strike last trading price was 12.6, which was 0.1 higher than the previous day. The implied volatity was 71.65, the open interest changed by 59 which increased total open position to 61


On 19 Dec NATURALGAS was trading at 356.90. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 18 Dec NATURALGAS was trading at 353.70. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 17 Dec NATURALGAS was trading at 362.40. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 16 Dec NATURALGAS was trading at 354.70. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 15 Dec NATURALGAS was trading at 370.60. The strike last trading price was 38, which was -12 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 2


On 12 Dec NATURALGAS was trading at 377.10. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 11 Dec NATURALGAS was trading at 381.80. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 10 Dec NATURALGAS was trading at 417.40. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 9 Dec NATURALGAS was trading at 419.70. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 8 Dec NATURALGAS was trading at 445.70. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 5 Dec NATURALGAS was trading at 485.80. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 4 Dec NATURALGAS was trading at 450.70. The strike last trading price was 38, which was -12 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0


On 2 Dec NATURALGAS was trading at 437.60. The strike last trading price was -, which was - 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 38, which was -12 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0


NATURALGAS 20FEB2026 340 PE
Delta: -0.39
Vega: 0.34
Theta: -0.81
Gamma: 0
Date Close Ltp Change IV Volume OI Chg OI
29 Jan 353.10 30.5 -3.75 107.52 16,914 853 3,435
28 Jan 344.20 32.95 -1.3 101.96 48,875 806 2,582
27 Jan 599.40 32.1 0 107.19 32,666 1,398 1,776
23 Jan 486.00 39.45 -1 93.13 7,478 -39 498
22 Jan 452.00 49.75 2.6 106.65 3,541 40 472
21 Jan 437.80 47.6 1.15 99.03 42 0 28
20 Jan 350.40 60 0 81.06 2 0 0
19 Jan 329.90 73.15 4.5 73.23 2 0 0
16 Jan 281.00 82 0 - 1 0 0
15 Jan 284.50 82 0 - 1 0 5
14 Jan 280.70 82 0 - 1 1 0
13 Jan 305.90 82 0 - 1 1 0
12 Jan 305.00 82 0 - 1 1 0
9 Jan 292.00 82 0 - 1 1 0
8 Jan 306.30 82 0 - 1 1 0
7 Jan 320.10 82 0 - 1 1 0
6 Jan 306.10 82 0 47.64 1 1 5
5 Jan 316.40 82 2.65 64 3 2 3
2 Jan 332.80 45.2 0 - 1 1 0
31 Dec 334.20 45.2 0 - 1 1 1
30 Dec 361.60 0 0 - 0 0 0
29 Dec 357.20 0 0 - 0 0 0
26 Dec 394.60 0 0 - 0 0 0
24 Dec 381.60 0 0 - 0 0 0
23 Dec 382.80 0 0 - 0 0 0
22 Dec 350.60 0 0 - 0 0 0
19 Dec 356.90 - - - 0 0 0
18 Dec 353.70 - - - 0 0 0
17 Dec 362.40 - - - 0 0 0
16 Dec 354.70 - - - 0 0 0
15 Dec 370.60 0 0 - 0 0 0
12 Dec 377.10 - - - 0 0 0
11 Dec 381.80 - - - 0 0 0
10 Dec 417.40 - - - 0 0 0
9 Dec 419.70 - - - 0 0 0
8 Dec 445.70 - - - 0 0 0
5 Dec 485.80 - - - 0 0 0
4 Dec 450.70 0 0 - 0 0 0
2 Dec 437.60 - - - 0 0 0
1 Dec 436.70 0 0 - 0 0 0


For Natural Gas - strike price 340 expiring on 20FEB2026

Delta for 340 PE is -0.39

Historical price for 340 PE is as follows

On 29 Jan NATURALGAS was trading at 353.10. The strike last trading price was 30.5, which was -3.75 lower than the previous day. The implied volatity was 107.52, the open interest changed by 853 which increased total open position to 3435


On 28 Jan NATURALGAS was trading at 344.20. The strike last trading price was 32.95, which was -1.3 lower than the previous day. The implied volatity was 101.96, the open interest changed by 806 which increased total open position to 2582


On 27 Jan NATURALGAS was trading at 599.40. The strike last trading price was 32.1, which was 0 lower than the previous day. The implied volatity was 107.19, the open interest changed by 1398 which increased total open position to 1776


On 23 Jan NATURALGAS was trading at 486.00. The strike last trading price was 39.45, which was -1 lower than the previous day. The implied volatity was 93.13, the open interest changed by -39 which decreased total open position to 498


On 22 Jan NATURALGAS was trading at 452.00. The strike last trading price was 49.75, which was 2.6 higher than the previous day. The implied volatity was 106.65, the open interest changed by 40 which increased total open position to 472


On 21 Jan NATURALGAS was trading at 437.80. The strike last trading price was 47.6, which was 1.15 higher than the previous day. The implied volatity was 99.03, the open interest changed by 0 which decreased total open position to 28


On 20 Jan NATURALGAS was trading at 350.40. The strike last trading price was 60, which was 0 lower than the previous day. The implied volatity was 81.06, the open interest changed by 0 which decreased total open position to 0


On 19 Jan NATURALGAS was trading at 329.90. The strike last trading price was 73.15, which was 4.5 higher than the previous day. The implied volatity was 73.23, the open interest changed by 0 which decreased total open position to 0


On 16 Jan NATURALGAS was trading at 281.00. The strike last trading price was 82, 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 15 Jan NATURALGAS was trading at 284.50. The strike last trading price was 82, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5


On 14 Jan NATURALGAS was trading at 280.70. The strike last trading price was 82, 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 Jan NATURALGAS was trading at 305.90. The strike last trading price was 82, 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 Jan NATURALGAS was trading at 305.00. The strike last trading price was 82, 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 Jan NATURALGAS was trading at 292.00. The strike last trading price was 82, 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 Jan NATURALGAS was trading at 306.30. The strike last trading price was 82, 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 Jan NATURALGAS was trading at 320.10. The strike last trading price was 82, 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 6 Jan NATURALGAS was trading at 306.10. The strike last trading price was 82, which was 0 lower than the previous day. The implied volatity was 47.64, the open interest changed by 1 which increased total open position to 5


On 5 Jan NATURALGAS was trading at 316.40. The strike last trading price was 82, which was 2.65 higher than the previous day. The implied volatity was 64, the open interest changed by 2 which increased total open position to 3


On 2 Jan NATURALGAS was trading at 332.80. The strike last trading price was 45.2, 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 31 Dec NATURALGAS was trading at 334.20. The strike last trading price was 45.2, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1


On 30 Dec NATURALGAS was trading at 361.60. 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 29 Dec NATURALGAS was trading at 357.20. 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 26 Dec NATURALGAS was trading at 394.60. 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 24 Dec NATURALGAS was trading at 381.60. 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 23 Dec NATURALGAS was trading at 382.80. 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 22 Dec NATURALGAS was trading at 350.60. 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 19 Dec NATURALGAS was trading at 356.90. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 18 Dec NATURALGAS was trading at 353.70. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 17 Dec NATURALGAS was trading at 362.40. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 16 Dec NATURALGAS was trading at 354.70. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 15 Dec NATURALGAS was trading at 370.60. 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 12 Dec NATURALGAS was trading at 377.10. The strike last trading price was -, which was - 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 -, which was - 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 -, which was - 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 -, which was - 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 -, which was - 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 -, which was - 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 2 Dec NATURALGAS was trading at 437.60. The strike last trading price was -, which was - 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