NATURALGAS
Natural Gas
Historical option data for NATURALGAS
20 Feb 2026 11:58 PM IST
| NATURALGAS 24-MAR-2026 345 CE | ||||||||||||||||
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Delta: 0.21
Vega: 0.23
Theta: -0.29
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 20 Feb | 278.60 | 6.85 | -0.15 | 80.17 | 9 | 1 | 9 | |||||||||
| 19 Feb | 275.10 | 11 | 0.95 | - | 16 | 8 | 8 | |||||||||
| 18 Feb | 271.60 | 11 | 0.95 | - | 16 | 8 | 8 | |||||||||
| 17 Feb | 275.80 | 11 | 0.95 | - | 16 | 8 | 8 | |||||||||
| 16 Feb | 280.70 | 11 | 0.95 | - | 16 | 8 | 8 | |||||||||
| 13 Feb | 296.90 | 11 | 0.95 | - | 16 | 8 | 8 | |||||||||
| 12 Feb | 293.00 | 11 | 0.95 | - | 16 | 8 | 8 | |||||||||
| 11 Feb | 289.30 | 11 | 0.95 | 80.35 | 16 | 8 | 8 | |||||||||
| 10 Feb | 288.30 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Feb | 286.90 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Feb | 317.20 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Feb | 317.60 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Feb | 314.90 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Feb | 300.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Feb | 297.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Feb | 406.10 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Jan | 383.60 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Jan | 351.30 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 28 Jan | 344.20 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Jan | 599.40 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 23 Jan | 486.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 22 Jan | 452.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 21 Jan | 437.80 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Jan | 292.00 | - | - | - | 0 | 0 | 0 | |||||||||
| 8 Jan | 306.30 | - | - | - | 0 | 0 | 0 | |||||||||
| 7 Jan | 320.10 | - | - | - | 0 | 0 | 0 | |||||||||
| 6 Jan | 306.10 | - | - | - | 0 | 0 | 0 | |||||||||
| 5 Jan | 316.40 | - | - | - | 0 | 0 | 0 | |||||||||
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| 2 Jan | 332.80 | - | - | - | 0 | 0 | 0 | |||||||||
| 31 Dec | 334.20 | - | - | - | 0 | 0 | 0 | |||||||||
| 30 Dec | 361.60 | - | - | - | 0 | 0 | 0 | |||||||||
| 29 Dec | 357.20 | - | - | - | 0 | 0 | 0 | |||||||||
For Natural Gas - strike price 345 expiring on 24MAR2026
Delta for 345 CE is 0.21
Historical price for 345 CE is as follows
On 20 Feb NATURALGAS was trading at 278.60. The strike last trading price was 6.85, which was -0.15 lower than the previous day. The implied volatity was 80.17, the open interest changed by 1 which increased total open position to 9
On 19 Feb NATURALGAS was trading at 275.10. The strike last trading price was 11, which was 0.95 higher than the previous day. The implied volatity was -, the open interest changed by 8 which increased total open position to 8
On 18 Feb NATURALGAS was trading at 271.60. The strike last trading price was 11, which was 0.95 higher than the previous day. The implied volatity was -, the open interest changed by 8 which increased total open position to 8
On 17 Feb NATURALGAS was trading at 275.80. The strike last trading price was 11, which was 0.95 higher than the previous day. The implied volatity was -, the open interest changed by 8 which increased total open position to 8
On 16 Feb NATURALGAS was trading at 280.70. The strike last trading price was 11, which was 0.95 higher than the previous day. The implied volatity was -, the open interest changed by 8 which increased total open position to 8
On 13 Feb NATURALGAS was trading at 296.90. The strike last trading price was 11, which was 0.95 higher than the previous day. The implied volatity was -, the open interest changed by 8 which increased total open position to 8
On 12 Feb NATURALGAS was trading at 293.00. The strike last trading price was 11, which was 0.95 higher than the previous day. The implied volatity was -, the open interest changed by 8 which increased total open position to 8
On 11 Feb NATURALGAS was trading at 289.30. The strike last trading price was 11, which was 0.95 higher than the previous day. The implied volatity was 80.35, the open interest changed by 8 which increased total open position to 8
On 10 Feb NATURALGAS was trading at 288.30. 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 9 Feb NATURALGAS was trading at 286.90. 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 6 Feb NATURALGAS was trading at 317.20. 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 5 Feb NATURALGAS was trading at 317.60. 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 4 Feb NATURALGAS was trading at 314.90. 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 3 Feb NATURALGAS was trading at 300.00. 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 2 Feb NATURALGAS was trading at 297.00. 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 1 Feb NATURALGAS was trading at 406.10. 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 30 Jan NATURALGAS was trading at 383.60. 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 Jan NATURALGAS was trading at 351.30. 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 28 Jan NATURALGAS was trading at 344.20. 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 Jan NATURALGAS was trading at 599.40. 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 23 Jan NATURALGAS was trading at 486.00. 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 22 Jan NATURALGAS was trading at 452.00. 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 21 Jan NATURALGAS was trading at 437.80. 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 9 Jan NATURALGAS was trading at 292.00. 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 Jan NATURALGAS was trading at 306.30. 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 7 Jan NATURALGAS was trading at 320.10. 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 6 Jan NATURALGAS was trading at 306.10. 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 5 Jan NATURALGAS was trading at 316.40. 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 2 Jan NATURALGAS was trading at 332.80. 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 31 Dec NATURALGAS was trading at 334.20. 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 30 Dec NATURALGAS was trading at 361.60. 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 29 Dec NATURALGAS was trading at 357.20. 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
| NATURALGAS 24MAR2026 345 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 20 Feb | 278.60 | 22.05 | -21.95 | - | 7 | 0 | 1 |
| 19 Feb | 275.10 | 22.05 | -21.95 | - | 7 | 0 | 1 |
| 18 Feb | 271.60 | 22.05 | -21.95 | - | 7 | 0 | 1 |
| 17 Feb | 275.80 | 22.05 | -21.95 | - | 7 | 0 | 1 |
| 16 Feb | 280.70 | 22.05 | -21.95 | - | 7 | 0 | 1 |
| 13 Feb | 296.90 | 22.05 | -21.95 | - | 7 | 0 | 1 |
| 12 Feb | 293.00 | 22.05 | -21.95 | - | 7 | 0 | 1 |
| 11 Feb | 289.30 | 22.05 | -21.95 | - | 7 | 0 | 1 |
| 10 Feb | 288.30 | 22.05 | -21.95 | - | 7 | 0 | 1 |
| 9 Feb | 286.90 | 22.05 | -21.95 | - | 7 | 0 | 1 |
| 6 Feb | 317.20 | 22.05 | -21.95 | - | 7 | 0 | 1 |
| 5 Feb | 317.60 | 22.05 | -21.95 | - | 7 | 0 | 1 |
| 4 Feb | 314.90 | 22.05 | -21.95 | - | 7 | 0 | 1 |
| 3 Feb | 300.00 | 22.05 | -21.95 | - | 7 | 0 | 1 |
| 2 Feb | 297.00 | 22.05 | -21.95 | - | 7 | -2 | 1 |
| 1 Feb | 406.10 | 22.05 | -21.95 | - | 7 | -2 | 1 |
| 30 Jan | 383.60 | 22.05 | -21.95 | - | 7 | -2 | 0 |
| 29 Jan | 351.30 | 22.05 | -21.95 | 31.72 | 7 | -2 | 1 |
| 28 Jan | 344.20 | 19 | -30.8 | 22 | 18 | 3 | 3 |
| 27 Jan | 599.40 | 0 | 0 | - | 0 | 0 | 0 |
| 23 Jan | 486.00 | 0 | 0 | - | 0 | 0 | 0 |
| 22 Jan | 452.00 | 0 | 0 | - | 0 | 0 | 0 |
| 21 Jan | 437.80 | 0 | 0 | - | 0 | 0 | 0 |
| 9 Jan | 292.00 | - | - | - | 0 | 0 | 0 |
| 8 Jan | 306.30 | - | - | - | 0 | 0 | 0 |
| 7 Jan | 320.10 | - | - | - | 0 | 0 | 0 |
| 6 Jan | 306.10 | - | - | - | 0 | 0 | 0 |
| 5 Jan | 316.40 | - | - | - | 0 | 0 | 0 |
| 2 Jan | 332.80 | - | - | - | 0 | 0 | 0 |
| 31 Dec | 334.20 | - | - | - | 0 | 0 | 0 |
| 30 Dec | 361.60 | - | - | - | 0 | 0 | 0 |
| 29 Dec | 357.20 | - | - | - | 0 | 0 | 0 |
For Natural Gas - strike price 345 expiring on 24MAR2026
Delta for 345 PE is -
Historical price for 345 PE is as follows
On 20 Feb NATURALGAS was trading at 278.60. The strike last trading price was 22.05, which was -21.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 19 Feb NATURALGAS was trading at 275.10. The strike last trading price was 22.05, which was -21.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 18 Feb NATURALGAS was trading at 271.60. The strike last trading price was 22.05, which was -21.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 17 Feb NATURALGAS was trading at 275.80. The strike last trading price was 22.05, which was -21.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 16 Feb NATURALGAS was trading at 280.70. The strike last trading price was 22.05, which was -21.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 13 Feb NATURALGAS was trading at 296.90. The strike last trading price was 22.05, which was -21.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 12 Feb NATURALGAS was trading at 293.00. The strike last trading price was 22.05, which was -21.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 11 Feb NATURALGAS was trading at 289.30. The strike last trading price was 22.05, which was -21.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 10 Feb NATURALGAS was trading at 288.30. The strike last trading price was 22.05, which was -21.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 9 Feb NATURALGAS was trading at 286.90. The strike last trading price was 22.05, which was -21.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 6 Feb NATURALGAS was trading at 317.20. The strike last trading price was 22.05, which was -21.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 5 Feb NATURALGAS was trading at 317.60. The strike last trading price was 22.05, which was -21.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 4 Feb NATURALGAS was trading at 314.90. The strike last trading price was 22.05, which was -21.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 3 Feb NATURALGAS was trading at 300.00. The strike last trading price was 22.05, which was -21.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 2 Feb NATURALGAS was trading at 297.00. The strike last trading price was 22.05, which was -21.95 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 1
On 1 Feb NATURALGAS was trading at 406.10. The strike last trading price was 22.05, which was -21.95 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 1
On 30 Jan NATURALGAS was trading at 383.60. The strike last trading price was 22.05, which was -21.95 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 0
On 29 Jan NATURALGAS was trading at 351.30. The strike last trading price was 22.05, which was -21.95 lower than the previous day. The implied volatity was 31.72, the open interest changed by -2 which decreased total open position to 1
On 28 Jan NATURALGAS was trading at 344.20. The strike last trading price was 19, which was -30.8 lower than the previous day. The implied volatity was 22, the open interest changed by 3 which increased total open position to 3
On 27 Jan NATURALGAS was trading at 599.40. 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 23 Jan NATURALGAS was trading at 486.00. 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 22 Jan NATURALGAS was trading at 452.00. 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 21 Jan NATURALGAS was trading at 437.80. 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 9 Jan NATURALGAS was trading at 292.00. 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 Jan NATURALGAS was trading at 306.30. 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 7 Jan NATURALGAS was trading at 320.10. 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 6 Jan NATURALGAS was trading at 306.10. 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 5 Jan NATURALGAS was trading at 316.40. 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 2 Jan NATURALGAS was trading at 332.80. 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 31 Dec NATURALGAS was trading at 334.20. 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 30 Dec NATURALGAS was trading at 361.60. 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 29 Dec NATURALGAS was trading at 357.20. 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
