NATURALGAS
Natural Gas
Historical option data for NATURALGAS
29 Jan 2026 08:55 PM IST
| NATURALGAS 20-FEB-2026 340 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.61
Vega: 0.34
Theta: -0.81
Gamma: 0
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 29 Jan | 353.10 | 43.55 | 6.45 | 107.92 | 12,533 | -89 | 3,609 | |||||||||
| 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 43.55, which was 6.45 higher than the previous day. The implied volatity was 107.92, the open interest changed by -89 which decreased total open position to 3609
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: -0.8
Gamma: 0
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 29 Jan | 353.10 | 30.5 | -3.75 | 107.17 | 16,925 | 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 107.17, 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






























































































































































































































