NATURALGAS

Natural Gas

381.6 +1.80 (0.47%)

L: 375.6 H: 410.6

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Historical option data for NATURALGAS
24 Dec 2025 11:58 PM IST

Strike Price

Expiry

Ltp Ltp OI Open Interest (OI) OI Chg Change Open Interest Volume Volume IV IV

Call
Put

Per Lot

NATURALGAS 22-JAN-2026 340 CE
Delta: 0.54 Vega: 0.38 Theta: -0.50 Gamma: 0.01
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
24 Dec	381.60	29.2 ₹ 36,500	0.05 62.50	76.22	21,401 2,67,51,250	444 5,55,000	2,323 29,03,750
23 Dec	382.80	31 ₹ 38,750	11.6 14500.00	74.89	8,805 1,10,06,250	216 2,70,000	1,889 23,61,250
22 Dec	350.60	19.6 ₹ 24,500	0.2 250.00	76.26	5,722 71,52,500	814 10,17,500	1,673 20,91,250
19 Dec	356.90	24.4 ₹ 30,500	-0.1 -125.00	69.73	1,616 20,20,000	152 1,90,000	809 10,11,250
18 Dec	353.70	25.3 ₹ 31,625	-0.45 -562.50	67.02	856 10,70,000	213 2,66,250	657 8,21,250
17 Dec	362.40	28.25 ₹ 35,312.5	-0.85 -1062.50	63.01	925 11,56,250	198 2,47,500	444 5,55,000
16 Dec	354.70	27.4 ₹ 34,250	0 0.00	68.67	617 7,71,250	214 2,67,500	246 3,07,500
15 Dec	370.60	33.75 ₹ 42,187.5	-0.15 -187.50	68.19	72 90,000	9 11,250	32 40,000
12 Dec	377.10	36.65 ₹ 45,812.5	-0.1 -125.00	66.19	24 30,000	23 28,750	23 28,750
11 Dec	381.80	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
10 Dec	417.40	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
9 Dec	419.70	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
8 Dec	445.70	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
5 Dec	485.80	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
4 Dec	450.70	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
3 Dec	449.90	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
2 Dec	437.60	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
1 Dec	436.70	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
28 Nov	426.10	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
27 Nov	413.10	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
26 Nov	408.20	0 ₹ 0	0 0.00	-	0 0	0 0	0 0

25 Nov	397.90	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
24 Nov	403.40	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
21 Nov	414.20	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
11 Nov	399.20	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
30 Oct	348.40	0 ₹ 0	0 0.00	-	0 0	0 0	0 0

For Natural Gas - strike price 340 expiring on 22JAN2026

Delta for 340 CE is 0.54

Historical price for 340 CE is as follows

On 24 Dec NATURALGAS was trading at 381.60. The strike last trading price was 29.2, which was 0.05 higher than the previous day. The implied volatity was 76.22, the open interest changed by 444 which increased total open position to 2323

On 23 Dec NATURALGAS was trading at 382.80. The strike last trading price was 31, which was 11.6 higher than the previous day. The implied volatity was 74.89, the open interest changed by 216 which increased total open position to 1889

On 22 Dec NATURALGAS was trading at 350.60. The strike last trading price was 19.6, which was 0.2 higher than the previous day. The implied volatity was 76.26, the open interest changed by 814 which increased total open position to 1673

On 19 Dec NATURALGAS was trading at 356.90. The strike last trading price was 24.4, which was -0.1 lower than the previous day. The implied volatity was 69.73, the open interest changed by 152 which increased total open position to 809

On 18 Dec NATURALGAS was trading at 353.70. The strike last trading price was 25.3, which was -0.45 lower than the previous day. The implied volatity was 67.02, the open interest changed by 213 which increased total open position to 657

On 17 Dec NATURALGAS was trading at 362.40. The strike last trading price was 28.25, which was -0.85 lower than the previous day. The implied volatity was 63.01, the open interest changed by 198 which increased total open position to 444

On 16 Dec NATURALGAS was trading at 354.70. The strike last trading price was 27.4, which was 0 lower than the previous day. The implied volatity was 68.67, the open interest changed by 214 which increased total open position to 246

On 15 Dec NATURALGAS was trading at 370.60. The strike last trading price was 33.75, which was -0.15 lower than the previous day. The implied volatity was 68.19, the open interest changed by 9 which increased total open position to 32

On 12 Dec NATURALGAS was trading at 377.10. The strike last trading price was 36.65, which was -0.1 lower than the previous day. The implied volatity was 66.19, the open interest changed by 23 which increased total open position to 23

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 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 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

NATURALGAS 22JAN2026 340 PE
Delta: -0.46 Vega: 0.38 Theta: -0.50 Gamma: 0.01
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
24 Dec	381.60	29.3 ₹ 36,625	-1.2 -1500.00	76.48	32,595 4,07,43,750	604 7,55,000	2,259 28,23,750
23 Dec	382.80	27.8 ₹ 34,750	-1.4 -1750.00	75.15	5,574 69,67,500	555 6,93,750	1,663 20,78,750
22 Dec	350.60	41.8 ₹ 52,250	0.75 937.50	77.35	2,295 28,68,750	390 4,87,500	1,108 13,85,000
19 Dec	356.90	33.05 ₹ 41,312.5	0.8 1000.00	69.61	904 11,30,000	57 71,250	803 10,03,750
18 Dec	353.70	30.5 ₹ 38,125	0.5 625.00	66.30	1,221 15,26,250	263 3,28,750	746 9,32,500
17 Dec	362.40	25.85 ₹ 32,312.5	-0.4 -500.00	63.24	709 8,86,250	126 1,57,500	483 6,03,750
16 Dec	354.70	31.55 ₹ 39,437.5	0.05 62.50	68.32	597 7,46,250	-42 -52,500	357 4,46,250
15 Dec	370.60	28.45 ₹ 35,562.5	-0.05 -62.50	71.83	183 2,28,750	-2 -2,500	399 4,98,750
12 Dec	377.10	25.9 ₹ 32,375	-0.6 -750.00	67.61	266 3,32,500	125 1,56,250	401 5,01,250
11 Dec	381.80	20.9 ₹ 26,125	0.4 500.00	62.57	218 2,72,500	29 36,250	276 3,45,000
10 Dec	417.40	12.9 ₹ 16,125	0.05 62.50	61.37	372 4,65,000	42 52,500	247 3,08,750
9 Dec	419.70	13.7 ₹ 17,125	0.45 562.50	63.33	220 2,75,000	76 95,000	205 2,56,250
8 Dec	445.70	9.95 ₹ 12,437.5	0.1 125.00	64.17	294 3,67,500	57 71,250	129 1,61,250
5 Dec	485.80	5.6 ₹ 7,000	0.3 375.00	64.64	416 5,20,000	16 20,000	72 90,000
4 Dec	450.70	7.5 ₹ 9,375	-0.45 -562.50	60.58	15 18,750	1 1,250	56 70,000
3 Dec	449.90	8.15 ₹ 10,187.5	-1.5 -1875.00	60.03	36 45,000	19 23,750	55 68,750
2 Dec	437.60	10 ₹ 12,500	6.55 8187.50	57.78	33 41,250	36 45,000	36 45,000
1 Dec	436.70	13.3 ₹ 16,625	-1.1 -1375.00	-	12 15,000	9 11,250	0 0
28 Nov	426.10	13.3 ₹ 16,625	-0.85 -1062.50	57.59	12 15,000	9 11,250	10 12,500
27 Nov	413.10	14.15 ₹ 17,687.5	5.95 7437.50	53.65	1 1,250	1 1,250	1 1,250
26 Nov	408.20	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
25 Nov	397.90	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
24 Nov	403.40	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
21 Nov	414.20	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
11 Nov	399.20	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
30 Oct	348.40	0 ₹ 0	0 0.00	-	0 0	0 0	0 0

For Natural Gas - strike price 340 expiring on 22JAN2026

Delta for 340 PE is -0.46

Historical price for 340 PE is as follows

On 24 Dec NATURALGAS was trading at 381.60. The strike last trading price was 29.3, which was -1.2 lower than the previous day. The implied volatity was 76.48, the open interest changed by 604 which increased total open position to 2259

On 23 Dec NATURALGAS was trading at 382.80. The strike last trading price was 27.8, which was -1.4 lower than the previous day. The implied volatity was 75.15, the open interest changed by 555 which increased total open position to 1663

On 22 Dec NATURALGAS was trading at 350.60. The strike last trading price was 41.8, which was 0.75 higher than the previous day. The implied volatity was 77.35, the open interest changed by 390 which increased total open position to 1108

On 19 Dec NATURALGAS was trading at 356.90. The strike last trading price was 33.05, which was 0.8 higher than the previous day. The implied volatity was 69.61, the open interest changed by 57 which increased total open position to 803

On 18 Dec NATURALGAS was trading at 353.70. The strike last trading price was 30.5, which was 0.5 higher than the previous day. The implied volatity was 66.30, the open interest changed by 263 which increased total open position to 746

On 17 Dec NATURALGAS was trading at 362.40. The strike last trading price was 25.85, which was -0.4 lower than the previous day. The implied volatity was 63.24, the open interest changed by 126 which increased total open position to 483

On 16 Dec NATURALGAS was trading at 354.70. The strike last trading price was 31.55, which was 0.05 higher than the previous day. The implied volatity was 68.32, the open interest changed by -42 which decreased total open position to 357

On 15 Dec NATURALGAS was trading at 370.60. The strike last trading price was 28.45, which was -0.05 lower than the previous day. The implied volatity was 71.83, the open interest changed by -2 which decreased total open position to 399

On 12 Dec NATURALGAS was trading at 377.10. The strike last trading price was 25.9, which was -0.6 lower than the previous day. The implied volatity was 67.61, the open interest changed by 125 which increased total open position to 401

On 11 Dec NATURALGAS was trading at 381.80. The strike last trading price was 20.9, which was 0.4 higher than the previous day. The implied volatity was 62.57, the open interest changed by 29 which increased total open position to 276

On 10 Dec NATURALGAS was trading at 417.40. The strike last trading price was 12.9, which was 0.05 higher than the previous day. The implied volatity was 61.37, the open interest changed by 42 which increased total open position to 247

On 9 Dec NATURALGAS was trading at 419.70. The strike last trading price was 13.7, which was 0.45 higher than the previous day. The implied volatity was 63.33, the open interest changed by 76 which increased total open position to 205

On 8 Dec NATURALGAS was trading at 445.70. The strike last trading price was 9.95, which was 0.1 higher than the previous day. The implied volatity was 64.17, the open interest changed by 57 which increased total open position to 129

On 5 Dec NATURALGAS was trading at 485.80. The strike last trading price was 5.6, which was 0.3 higher than the previous day. The implied volatity was 64.64, the open interest changed by 16 which increased total open position to 72

On 4 Dec NATURALGAS was trading at 450.70. The strike last trading price was 7.5, which was -0.45 lower than the previous day. The implied volatity was 60.58, the open interest changed by 1 which increased total open position to 56

On 3 Dec NATURALGAS was trading at 449.90. The strike last trading price was 8.15, which was -1.5 lower than the previous day. The implied volatity was 60.03, the open interest changed by 19 which increased total open position to 55

On 2 Dec NATURALGAS was trading at 437.60. The strike last trading price was 10, which was 6.55 higher than the previous day. The implied volatity was 57.78, the open interest changed by 36 which increased total open position to 36

On 1 Dec NATURALGAS was trading at 436.70. The strike last trading price was 13.3, which was -1.1 lower than the previous day. The implied volatity was -, the open interest changed by 9 which increased total open position to 0

On 28 Nov NATURALGAS was trading at 426.10. The strike last trading price was 13.3, which was -0.85 lower than the previous day. The implied volatity was 57.59, the open interest changed by 9 which increased total open position to 10

On 27 Nov NATURALGAS was trading at 413.10. The strike last trading price was 14.15, which was 5.95 higher than the previous day. The implied volatity was 53.65, the open interest changed by 1 which increased total open position to 1

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