[--[65.84.65.76]--]

NATURALGAS

Natural Gas
309.8 +3.10 (1.01%)
L: 305.8 H: 316

Back to Option Chain


Historical option data for NATURALGAS

09 Jan 2026 05:48 PM IST
NATURALGAS 22-JAN-2026 345 CE
Delta: 0.27
Vega: 0.20
Theta: -0.61
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
9 Jan 309.80 7.6 0.75 83.54 8,410 16 2,958
8 Jan 306.30 6.75 -0.1 80.33 20,479 642 2,786
7 Jan 320.10 11.6 3.45 80.67 14,652 -15 2,439
6 Jan 306.10 7.9 -0.25 80.96 10,647 561 2,721
5 Jan 316.40 11.4 -0.05 80.10 16,201 511 2,509
2 Jan 332.80 19.5 -0.4 79.08 12,587 94 2,365
31 Dec 334.20 21.25 -1.85 78.78 23,879 2,271 2,501
30 Dec 361.60 35.7 2.05 74.87 4,443 -189 265
29 Dec 357.20 34.5 -0.1 77.66 17,168 800 1,552
26 Dec 394.60 32.55 -0.85 76.28 10,142 -436 891
24 Dec 381.60 28 0.6 78.87 15,365 1,119 1,541
23 Dec 382.80 29 10.85 75.68 2,017 -36 162
22 Dec 350.60 18.35 0.2 77.36 577 176 198
19 Dec 356.90 22.9 0.6 70.93 43 1 24
18 Dec 353.70 24.1 -0.45 69.12 37 12 23
17 Dec 362.40 27.3 -0.95 66.16 14 3 11
16 Dec 354.70 25.65 -0.15 69.49 18 6 8
15 Dec 370.60 31.05 -2.05 67.50 2 2 2
12 Dec 377.10 60 0 - 2 2 0
11 Dec 381.80 60 0 - 2 2 0
10 Dec 417.40 60 0 - 2 2 0
9 Dec 419.70 60 0 - 2 2 0
8 Dec 445.70 60 0 - 2 2 0
5 Dec 485.80 60 0 - 2 2 0
4 Dec 450.70 60 0 - 2 2 0
3 Dec 449.90 60 0 - 2 2 0
2 Dec 437.60 60 0 - 2 2 0
1 Dec 436.70 60 0 - 2 2 0
28 Nov 426.10 60 16.85 56.59 2 2 2
27 Nov 413.10 51.5 -3.35 - 6 1 0
26 Nov 408.20 51.5 -3.35 - 6 1 0
25 Nov 397.90 51.5 -13 66.85 6 1 2
24 Nov 403.40 8 -48.8 - 2 1 1
21 Nov 414.20 101 0 - 2 2 0
18 Nov 382.60 14.2 -36.4 - 2 2 2
11 Nov 399.20 0 0 - 0 0 0
30 Oct 348.40 0 0 - 0 0 0


For Natural Gas - strike price 345 expiring on 22JAN2026

Delta for 345 CE is 0.27

Historical price for 345 CE is as follows

On 9 Jan NATURALGAS was trading at 309.80. The strike last trading price was 7.6, which was 0.75 higher than the previous day. The implied volatity was 83.54, the open interest changed by 16 which increased total open position to 2958


On 8 Jan NATURALGAS was trading at 306.30. The strike last trading price was 6.75, which was -0.1 lower than the previous day. The implied volatity was 80.33, the open interest changed by 642 which increased total open position to 2786


On 7 Jan NATURALGAS was trading at 320.10. The strike last trading price was 11.6, which was 3.45 higher than the previous day. The implied volatity was 80.67, the open interest changed by -15 which decreased total open position to 2439


On 6 Jan NATURALGAS was trading at 306.10. The strike last trading price was 7.9, which was -0.25 lower than the previous day. The implied volatity was 80.96, the open interest changed by 561 which increased total open position to 2721


On 5 Jan NATURALGAS was trading at 316.40. The strike last trading price was 11.4, which was -0.05 lower than the previous day. The implied volatity was 80.10, the open interest changed by 511 which increased total open position to 2509


On 2 Jan NATURALGAS was trading at 332.80. The strike last trading price was 19.5, which was -0.4 lower than the previous day. The implied volatity was 79.08, the open interest changed by 94 which increased total open position to 2365


On 31 Dec NATURALGAS was trading at 334.20. The strike last trading price was 21.25, which was -1.85 lower than the previous day. The implied volatity was 78.78, the open interest changed by 2271 which increased total open position to 2501


On 30 Dec NATURALGAS was trading at 361.60. The strike last trading price was 35.7, which was 2.05 higher than the previous day. The implied volatity was 74.87, the open interest changed by -189 which decreased total open position to 265


On 29 Dec NATURALGAS was trading at 357.20. The strike last trading price was 34.5, which was -0.1 lower than the previous day. The implied volatity was 77.66, the open interest changed by 800 which increased total open position to 1552


On 26 Dec NATURALGAS was trading at 394.60. The strike last trading price was 32.55, which was -0.85 lower than the previous day. The implied volatity was 76.28, the open interest changed by -436 which decreased total open position to 891


On 24 Dec NATURALGAS was trading at 381.60. The strike last trading price was 28, which was 0.6 higher than the previous day. The implied volatity was 78.87, the open interest changed by 1119 which increased total open position to 1541


On 23 Dec NATURALGAS was trading at 382.80. The strike last trading price was 29, which was 10.85 higher than the previous day. The implied volatity was 75.68, the open interest changed by -36 which decreased total open position to 162


On 22 Dec NATURALGAS was trading at 350.60. The strike last trading price was 18.35, which was 0.2 higher than the previous day. The implied volatity was 77.36, the open interest changed by 176 which increased total open position to 198


On 19 Dec NATURALGAS was trading at 356.90. The strike last trading price was 22.9, which was 0.6 higher than the previous day. The implied volatity was 70.93, the open interest changed by 1 which increased total open position to 24


On 18 Dec NATURALGAS was trading at 353.70. The strike last trading price was 24.1, which was -0.45 lower than the previous day. The implied volatity was 69.12, the open interest changed by 12 which increased total open position to 23


On 17 Dec NATURALGAS was trading at 362.40. The strike last trading price was 27.3, which was -0.95 lower than the previous day. The implied volatity was 66.16, the open interest changed by 3 which increased total open position to 11


On 16 Dec NATURALGAS was trading at 354.70. The strike last trading price was 25.65, which was -0.15 lower than the previous day. The implied volatity was 69.49, the open interest changed by 6 which increased total open position to 8


On 15 Dec NATURALGAS was trading at 370.60. The strike last trading price was 31.05, which was -2.05 lower than the previous day. The implied volatity was 67.50, 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 60, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0


On 11 Dec NATURALGAS was trading at 381.80. The strike last trading price was 60, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0


On 10 Dec NATURALGAS was trading at 417.40. The strike last trading price was 60, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0


On 9 Dec NATURALGAS was trading at 419.70. The strike last trading price was 60, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0


On 8 Dec NATURALGAS was trading at 445.70. The strike last trading price was 60, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0


On 5 Dec NATURALGAS was trading at 485.80. The strike last trading price was 60, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0


On 4 Dec NATURALGAS was trading at 450.70. The strike last trading price was 60, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0


On 3 Dec NATURALGAS was trading at 449.90. The strike last trading price was 60, which was 0 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 60, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0


On 1 Dec NATURALGAS was trading at 436.70. The strike last trading price was 60, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0


On 28 Nov NATURALGAS was trading at 426.10. The strike last trading price was 60, which was 16.85 higher than the previous day. The implied volatity was 56.59, the open interest changed by 2 which increased total open position to 2


On 27 Nov NATURALGAS was trading at 413.10. The strike last trading price was 51.5, which was -3.35 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 26 Nov NATURALGAS was trading at 408.20. The strike last trading price was 51.5, which was -3.35 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 25 Nov NATURALGAS was trading at 397.90. The strike last trading price was 51.5, which was -13 lower than the previous day. The implied volatity was 66.85, the open interest changed by 1 which increased total open position to 2


On 24 Nov NATURALGAS was trading at 403.40. The strike last trading price was 8, which was -48.8 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1


On 21 Nov NATURALGAS was trading at 414.20. The strike last trading price was 101, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0


On 18 Nov NATURALGAS was trading at 382.60. The strike last trading price was 14.2, which was -36.4 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 2


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 345 PE
Delta: -0.74
Vega: 0.19
Theta: -0.58
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
9 Jan 309.80 43.2 -1.8 80.47 45 -28 223
8 Jan 306.30 45.35 0.35 79.81 496 -57 264
7 Jan 320.10 36.8 -9.95 81.90 101 -6 325
6 Jan 306.10 46.6 -0.15 80.02 130 -18 336
5 Jan 316.40 39.5 -1.65 78.11 783 -168 357
2 Jan 332.80 32 0.1 80.04 2,371 -164 657
31 Dec 334.20 31.8 1.55 78.02 24,303 294 1,083
30 Dec 361.60 19.2 -1.8 75.17 13,962 2 1,072
29 Dec 357.20 21.8 0 76.25 20,087 781 1,385
26 Dec 394.60 25.85 -0.3 77.08 13,784 356 798
24 Dec 381.60 32.3 -1.45 77.05 16,940 696 753
23 Dec 382.80 31.1 -0.4 76.69 156 27 57
22 Dec 350.60 43.75 -2.6 73.47 63 22 30
19 Dec 356.90 36 -0.3 69.44 6 6 0
18 Dec 353.70 32 4.65 62.84 16 6 8
17 Dec 362.40 28.65 -0.85 63.48 2 2 2
16 Dec 354.70 18 0 - 1 1 0
15 Dec 370.60 18 0 - 1 1 0
12 Dec 377.10 18 0 - 1 1 0
11 Dec 381.80 18 0 - 1 1 0
10 Dec 417.40 18 0 - 1 1 0
9 Dec 419.70 18 0 - 1 1 0
8 Dec 445.70 18 0 - 1 1 0
5 Dec 485.80 18 0 - 1 1 0
4 Dec 450.70 18 0 - 1 1 0
3 Dec 449.90 18 0 - 1 1 0
2 Dec 437.60 18 0 - 1 1 0
1 Dec 436.70 18 0 - 1 1 0
28 Nov 426.10 18 0 - 1 1 0
27 Nov 413.10 18 0 - 1 1 0
26 Nov 408.20 18 0 - 1 1 0
25 Nov 397.90 18 0 - 1 1 0
24 Nov 403.40 18 0 - 1 1 0
21 Nov 414.20 18 0 - 1 1 0
18 Nov 382.60 18 0 - 1 1 0
11 Nov 399.20 1.05 -8.45 19.09 2 1 1
30 Oct 348.40 0 0 - 0 0 0


For Natural Gas - strike price 345 expiring on 22JAN2026

Delta for 345 PE is -0.74

Historical price for 345 PE is as follows

On 9 Jan NATURALGAS was trading at 309.80. The strike last trading price was 43.2, which was -1.8 lower than the previous day. The implied volatity was 80.47, the open interest changed by -28 which decreased total open position to 223


On 8 Jan NATURALGAS was trading at 306.30. The strike last trading price was 45.35, which was 0.35 higher than the previous day. The implied volatity was 79.81, the open interest changed by -57 which decreased total open position to 264


On 7 Jan NATURALGAS was trading at 320.10. The strike last trading price was 36.8, which was -9.95 lower than the previous day. The implied volatity was 81.90, the open interest changed by -6 which decreased total open position to 325


On 6 Jan NATURALGAS was trading at 306.10. The strike last trading price was 46.6, which was -0.15 lower than the previous day. The implied volatity was 80.02, the open interest changed by -18 which decreased total open position to 336


On 5 Jan NATURALGAS was trading at 316.40. The strike last trading price was 39.5, which was -1.65 lower than the previous day. The implied volatity was 78.11, the open interest changed by -168 which decreased total open position to 357


On 2 Jan NATURALGAS was trading at 332.80. The strike last trading price was 32, which was 0.1 higher than the previous day. The implied volatity was 80.04, the open interest changed by -164 which decreased total open position to 657


On 31 Dec NATURALGAS was trading at 334.20. The strike last trading price was 31.8, which was 1.55 higher than the previous day. The implied volatity was 78.02, the open interest changed by 294 which increased total open position to 1083


On 30 Dec NATURALGAS was trading at 361.60. The strike last trading price was 19.2, which was -1.8 lower than the previous day. The implied volatity was 75.17, the open interest changed by 2 which increased total open position to 1072


On 29 Dec NATURALGAS was trading at 357.20. The strike last trading price was 21.8, which was 0 lower than the previous day. The implied volatity was 76.25, the open interest changed by 781 which increased total open position to 1385


On 26 Dec NATURALGAS was trading at 394.60. The strike last trading price was 25.85, which was -0.3 lower than the previous day. The implied volatity was 77.08, the open interest changed by 356 which increased total open position to 798


On 24 Dec NATURALGAS was trading at 381.60. The strike last trading price was 32.3, which was -1.45 lower than the previous day. The implied volatity was 77.05, the open interest changed by 696 which increased total open position to 753


On 23 Dec NATURALGAS was trading at 382.80. The strike last trading price was 31.1, which was -0.4 lower than the previous day. The implied volatity was 76.69, the open interest changed by 27 which increased total open position to 57


On 22 Dec NATURALGAS was trading at 350.60. The strike last trading price was 43.75, which was -2.6 lower than the previous day. The implied volatity was 73.47, the open interest changed by 22 which increased total open position to 30


On 19 Dec NATURALGAS was trading at 356.90. The strike last trading price was 36, which was -0.3 lower than the previous day. The implied volatity was 69.44, the open interest changed by 6 which increased total open position to 0


On 18 Dec NATURALGAS was trading at 353.70. The strike last trading price was 32, which was 4.65 higher than the previous day. The implied volatity was 62.84, the open interest changed by 6 which increased total open position to 8


On 17 Dec NATURALGAS was trading at 362.40. The strike last trading price was 28.65, which was -0.85 lower than the previous day. The implied volatity was 63.48, the open interest changed by 2 which increased total open position to 2


On 16 Dec NATURALGAS was trading at 354.70. The strike last trading price was 18, 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 15 Dec NATURALGAS was trading at 370.60. The strike last trading price was 18, 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 Dec NATURALGAS was trading at 377.10. The strike last trading price was 18, 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 11 Dec NATURALGAS was trading at 381.80. The strike last trading price was 18, 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 10 Dec NATURALGAS was trading at 417.40. The strike last trading price was 18, 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 Dec NATURALGAS was trading at 419.70. The strike last trading price was 18, 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 Dec NATURALGAS was trading at 445.70. The strike last trading price was 18, 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 5 Dec NATURALGAS was trading at 485.80. The strike last trading price was 18, 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 4 Dec NATURALGAS was trading at 450.70. The strike last trading price was 18, 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 3 Dec NATURALGAS was trading at 449.90. The strike last trading price was 18, 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 2 Dec NATURALGAS was trading at 437.60. The strike last trading price was 18, 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 1 Dec NATURALGAS was trading at 436.70. The strike last trading price was 18, 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 28 Nov NATURALGAS was trading at 426.10. The strike last trading price was 18, 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 27 Nov NATURALGAS was trading at 413.10. The strike last trading price was 18, 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 26 Nov NATURALGAS was trading at 408.20. The strike last trading price was 18, 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 25 Nov NATURALGAS was trading at 397.90. The strike last trading price was 18, 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 24 Nov NATURALGAS was trading at 403.40. The strike last trading price was 18, 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 21 Nov NATURALGAS was trading at 414.20. The strike last trading price was 18, 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 18 Nov NATURALGAS was trading at 382.60. The strike last trading price was 18, 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 11 Nov NATURALGAS was trading at 399.20. The strike last trading price was 1.05, which was -8.45 lower than the previous day. The implied volatity was 19.09, the open interest changed by 1 which increased total open position to 1


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