NATURALGAS

Natural Gas

377.1 -4.00 (-1.05%)

L: 369.1 H: 386.2

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Historical option data for NATURALGAS
12 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 23-DEC-2025 345 CE
Delta: 0.81 Vega: 0.18 Theta: -0.51 Gamma: 0.01
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
12 Dec	377.10	36.8 ₹ 46,000	1.25 1562.50	62.76	79 98,750	25 31,250	25 31,250
11 Dec	381.80	85.25 ₹ 1,06,562.5	0.1 125.00	-	2 2,500	4 5,000	0 0
10 Dec	417.40	85.25 ₹ 1,06,562.5	0.1 125.00	-	2 2,500	4 5,000	0 0
9 Dec	419.70	85.25 ₹ 1,06,562.5	0.1 125.00	-	2 2,500	4 5,000	0 0
8 Dec	445.70	100 ₹ 1,25,000	0 0.00	-	1 1,250	4 5,000	0 0
5 Dec	485.80	110 ₹ 1,37,500	-0.5 -625.00	-	2 2,500	4 5,000	0 0
4 Dec	450.70	110 ₹ 1,37,500	-0.5 -625.00	-	2 2,500	4 5,000	0 0
3 Dec	449.90	110 ₹ 1,37,500	16.35 20437.50	-	2 2,500	4 5,000	4 5,000
2 Dec	437.60	86 ₹ 1,07,500	0.5 625.00	-	3 3,750	6 7,500	0 0
1 Dec	436.70	86 ₹ 1,07,500	0.5 625.00	-	3 3,750	6 7,500	0 0
28 Nov	426.10	86 ₹ 1,07,500	17.5 21875.00	71.97	3 3,750	6 7,500	0 0
27 Nov	413.10	66.6 ₹ 83,250	-4.5 -5625.00	-	5 6,250	6 7,500	0 0
26 Nov	408.20	66.6 ₹ 83,250	-4.5 -5625.00	-	5 6,250	6 7,500	0 0
25 Nov	397.90	66.6 ₹ 83,250	-5.9 -7375.00	81.75	5 6,250	6 7,500	6 7,500
24 Nov	403.40	76 ₹ 95,000	0 0.00	-	3 3,750	5 6,250	0 0
21 Nov	414.20	76 ₹ 95,000	0 0.00	-	3 3,750	5 6,250	5 6,250
20 Nov	403.00	76 ₹ 95,000	0 0.00	-	3 3,750	5 6,250	0 0
19 Nov	404.20	76 ₹ 95,000	0 0.00	-	3 3,750	5 6,250	0 0
18 Nov	382.60	76 ₹ 95,000	0 0.00	-	3 3,750	5 6,250	0 0
17 Nov	392.40	76 ₹ 95,000	1.45 1812.50	64.57	3 3,750	5 6,250	0 0
14 Nov	400.00	15 ₹ 18,750	-57.7 -72125.00	-	3 3,750	5 6,250	0 0
13 Nov	413.80	15 ₹ 18,750	-57.7 -72125.00	-	3 3,750	5 6,250	5 6,250
12 Nov	396.80	70 ₹ 87,500	0 0.00	-	2 2,500	2 2,500	0 0
11 Nov	399.20	70 ₹ 87,500	0 0.00	-	2 2,500	2 2,500	0 0

10 Nov	381.30	70 ₹ 87,500	0 0.00	-	2 2,500	2 2,500	0 0
7 Nov	386.60	70 ₹ 87,500	0 0.00	-	2 2,500	2 2,500	0 0
6 Nov	378.40	70 ₹ 87,500	6 7500.00	68.00	2 2,500	2 2,500	0 0
5 Nov	377.00	64 ₹ 80,000	53.5 66875.00	54.78	2 2,500	2 2,500	0 0
4 Nov	387.20	10.5 ₹ 13,125	-46.6 -58250.00	-	2 2,500	2 2,500	2 2,500
3 Nov	378.70	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
31 Oct	365.40	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
29 Oct	340.80	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
28 Oct	298.20	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
27 Oct	305.10	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
24 Oct	282.60	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
17 Oct	263.90	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
16 Oct	259.40	0 ₹ 0	0 0.00	-	0 0	0 0	0 0

For Natural Gas - strike price 345 expiring on 23DEC2025

Delta for 345 CE is 0.81

Historical price for 345 CE is as follows

On 12 Dec NATURALGAS was trading at 377.10. The strike last trading price was 36.8, which was 1.25 higher than the previous day. The implied volatity was 62.76, the open interest changed by 25 which increased total open position to 25

On 11 Dec NATURALGAS was trading at 381.80. The strike last trading price was 85.25, which was 0.1 higher than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 0

On 10 Dec NATURALGAS was trading at 417.40. The strike last trading price was 85.25, which was 0.1 higher than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 0

On 9 Dec NATURALGAS was trading at 419.70. The strike last trading price was 85.25, which was 0.1 higher than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 0

On 8 Dec NATURALGAS was trading at 445.70. The strike last trading price was 100, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 0

On 5 Dec NATURALGAS was trading at 485.80. The strike last trading price was 110, which was -0.5 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 0

On 4 Dec NATURALGAS was trading at 450.70. The strike last trading price was 110, which was -0.5 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 0

On 3 Dec NATURALGAS was trading at 449.90. The strike last trading price was 110, which was 16.35 higher than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 4

On 2 Dec NATURALGAS was trading at 437.60. The strike last trading price was 86, which was 0.5 higher than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 0

On 1 Dec NATURALGAS was trading at 436.70. The strike last trading price was 86, which was 0.5 higher than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 0

On 28 Nov NATURALGAS was trading at 426.10. The strike last trading price was 86, which was 17.5 higher than the previous day. The implied volatity was 71.97, the open interest changed by 6 which increased total open position to 0

On 27 Nov NATURALGAS was trading at 413.10. The strike last trading price was 66.6, which was -4.5 lower than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 0

On 26 Nov NATURALGAS was trading at 408.20. The strike last trading price was 66.6, which was -4.5 lower than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 0

On 25 Nov NATURALGAS was trading at 397.90. The strike last trading price was 66.6, which was -5.9 lower than the previous day. The implied volatity was 81.75, the open interest changed by 6 which increased total open position to 6

On 24 Nov NATURALGAS was trading at 403.40. The strike last trading price was 76, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 0

On 21 Nov NATURALGAS was trading at 414.20. The strike last trading price was 76, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 5

On 20 Nov NATURALGAS was trading at 403.00. The strike last trading price was 76, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 0

On 19 Nov NATURALGAS was trading at 404.20. The strike last trading price was 76, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 0

On 18 Nov NATURALGAS was trading at 382.60. The strike last trading price was 76, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 0

On 17 Nov NATURALGAS was trading at 392.40. The strike last trading price was 76, which was 1.45 higher than the previous day. The implied volatity was 64.57, the open interest changed by 5 which increased total open position to 0

On 14 Nov NATURALGAS was trading at 400.00. The strike last trading price was 15, which was -57.7 lower than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 0

On 13 Nov NATURALGAS was trading at 413.80. The strike last trading price was 15, which was -57.7 lower than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 5

On 12 Nov NATURALGAS was trading at 396.80. The strike last trading price was 70, 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 Nov NATURALGAS was trading at 399.20. The strike last trading price was 70, 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 Nov NATURALGAS was trading at 381.30. The strike last trading price was 70, 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 7 Nov NATURALGAS was trading at 386.60. The strike last trading price was 70, 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 6 Nov NATURALGAS was trading at 378.40. The strike last trading price was 70, which was 6 higher than the previous day. The implied volatity was 68.00, the open interest changed by 2 which increased total open position to 0

On 5 Nov NATURALGAS was trading at 377.00. The strike last trading price was 64, which was 53.5 higher than the previous day. The implied volatity was 54.78, the open interest changed by 2 which increased total open position to 0

On 4 Nov NATURALGAS was trading at 387.20. The strike last trading price was 10.5, which was -46.6 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 2

On 3 Nov NATURALGAS was trading at 378.70. 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 31 Oct NATURALGAS was trading at 365.40. 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 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

On 29 Oct NATURALGAS was trading at 340.80. 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 28 Oct NATURALGAS was trading at 298.20. 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 Oct NATURALGAS was trading at 305.10. 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 24 Oct NATURALGAS was trading at 282.60. 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 17 Oct NATURALGAS was trading at 263.90. 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 16 Oct NATURALGAS was trading at 259.40. 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 23DEC2025 345 PE
Delta: -0.19 Vega: 0.18 Theta: -0.51 Gamma: 0.01
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
12 Dec	377.10	4.7 ₹ 5,875	-0.4 -500.00	62.76	20,819 2,60,23,750	349 4,36,250	767 9,58,750
11 Dec	381.80	4.1 ₹ 5,125	-0.05 -62.50	61.52	7,611 95,13,750	112 1,40,000	418 5,22,500
10 Dec	417.40	0.95 ₹ 1,187.5	-0.05 -62.50	61.27	2,988 37,35,000	37 46,250	306 3,82,500
9 Dec	419.70	1.1 ₹ 1,375	0.05 62.50	62.26	940 11,75,000	-70 -87,500	269 3,36,250
8 Dec	445.70	0.75 ₹ 937.5	0.25 312.50	-	337 4,21,250	67 83,750	339 4,23,750
5 Dec	485.80	0.45 ₹ 562.5	-0.45 -562.50	-	764 9,55,000	-28 -35,000	272 3,40,000
4 Dec	450.70	0.95 ₹ 1,187.5	-0.1 -125.00	-	488 6,10,000	41 51,250	300 3,75,000
3 Dec	449.90	1.05 ₹ 1,312.5	-0.25 -312.50	-	408 5,10,000	52 65,000	259 3,23,750
2 Dec	437.60	1.3 ₹ 1,625	-0.45 -562.50	61.05	678 8,47,500	57 71,250	207 2,58,750
1 Dec	436.70	1.7 ₹ 2,125	-0.8 -1000.00	63.08	547 6,83,750	19 23,750	150 1,87,500
28 Nov	426.10	2.55 ₹ 3,187.5	-0.65 -812.50	60.21	441 5,51,250	-8 -10,000	131 1,63,750
27 Nov	413.10	3.2 ₹ 4,000	-0.75 -937.50	56.13	474 5,92,500	68 85,000	139 1,73,750
26 Nov	408.20	3.8 ₹ 4,750	-1.2 -1500.00	55.40	572 7,15,000	17 21,250	71 88,750
25 Nov	397.90	5.35 ₹ 6,687.5	1.15 1437.50	55.10	259 3,23,750	32 40,000	53 66,250
24 Nov	403.40	3.8 ₹ 4,750	-0.35 -437.50	57.89	28 35,000	6 7,500	21 26,250
21 Nov	414.20	4.1 ₹ 5,125	-1.4 -1750.00	61.86	28 35,000	15 18,750	15 18,750
20 Nov	403.00	5.5 ₹ 6,875	4.7 5875.00	62.81	1 1,250	4 5,000	0 0
19 Nov	404.20	4 ₹ 5,000	0 0.00	-	1 1,250	4 5,000	0 0
18 Nov	382.60	4 ₹ 5,000	3.05 3812.50	47.22	1 1,250	4 5,000	4 5,000
17 Nov	392.40	4.1 ₹ 5,125	0 0.00	-	3 3,750	3 3,750	0 0
14 Nov	400.00	4.1 ₹ 5,125	0 0.00	-	3 3,750	3 3,750	0 0
13 Nov	413.80	4.1 ₹ 5,125	0 0.00	-	3 3,750	3 3,750	0 0
12 Nov	396.80	4.1 ₹ 5,125	0 0.00	-	3 3,750	3 3,750	0 0
11 Nov	399.20	4.1 ₹ 5,125	2.35 2937.50	49.45	3 3,750	3 3,750	3 3,750
10 Nov	381.30	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
7 Nov	386.60	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
6 Nov	378.40	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
5 Nov	377.00	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
4 Nov	387.20	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
3 Nov	378.70	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
31 Oct	365.40	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
29 Oct	340.80	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
28 Oct	298.20	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
27 Oct	305.10	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
24 Oct	282.60	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
17 Oct	263.90	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
16 Oct	259.40	0 ₹ 0	0 0.00	-	0 0	0 0	0 0

For Natural Gas - strike price 345 expiring on 23DEC2025

Delta for 345 PE is -0.19

Historical price for 345 PE is as follows

On 12 Dec NATURALGAS was trading at 377.10. The strike last trading price was 4.7, which was -0.4 lower than the previous day. The implied volatity was 62.76, the open interest changed by 349 which increased total open position to 767

On 11 Dec NATURALGAS was trading at 381.80. The strike last trading price was 4.1, which was -0.05 lower than the previous day. The implied volatity was 61.52, the open interest changed by 112 which increased total open position to 418

On 10 Dec NATURALGAS was trading at 417.40. The strike last trading price was 0.95, which was -0.05 lower than the previous day. The implied volatity was 61.27, the open interest changed by 37 which increased total open position to 306

On 9 Dec NATURALGAS was trading at 419.70. The strike last trading price was 1.1, which was 0.05 higher than the previous day. The implied volatity was 62.26, the open interest changed by -70 which decreased total open position to 269

On 8 Dec NATURALGAS was trading at 445.70. The strike last trading price was 0.75, which was 0.25 higher than the previous day. The implied volatity was -, the open interest changed by 67 which increased total open position to 339

On 5 Dec NATURALGAS was trading at 485.80. The strike last trading price was 0.45, which was -0.45 lower than the previous day. The implied volatity was -, the open interest changed by -28 which decreased total open position to 272

On 4 Dec NATURALGAS was trading at 450.70. The strike last trading price was 0.95, which was -0.1 lower than the previous day. The implied volatity was -, the open interest changed by 41 which increased total open position to 300

On 3 Dec NATURALGAS was trading at 449.90. The strike last trading price was 1.05, which was -0.25 lower than the previous day. The implied volatity was -, the open interest changed by 52 which increased total open position to 259

On 2 Dec NATURALGAS was trading at 437.60. The strike last trading price was 1.3, which was -0.45 lower than the previous day. The implied volatity was 61.05, the open interest changed by 57 which increased total open position to 207

On 1 Dec NATURALGAS was trading at 436.70. The strike last trading price was 1.7, which was -0.8 lower than the previous day. The implied volatity was 63.08, the open interest changed by 19 which increased total open position to 150

On 28 Nov NATURALGAS was trading at 426.10. The strike last trading price was 2.55, which was -0.65 lower than the previous day. The implied volatity was 60.21, the open interest changed by -8 which decreased total open position to 131

On 27 Nov NATURALGAS was trading at 413.10. The strike last trading price was 3.2, which was -0.75 lower than the previous day. The implied volatity was 56.13, the open interest changed by 68 which increased total open position to 139

On 26 Nov NATURALGAS was trading at 408.20. The strike last trading price was 3.8, which was -1.2 lower than the previous day. The implied volatity was 55.40, the open interest changed by 17 which increased total open position to 71

On 25 Nov NATURALGAS was trading at 397.90. The strike last trading price was 5.35, which was 1.15 higher than the previous day. The implied volatity was 55.10, the open interest changed by 32 which increased total open position to 53

On 24 Nov NATURALGAS was trading at 403.40. The strike last trading price was 3.8, which was -0.35 lower than the previous day. The implied volatity was 57.89, the open interest changed by 6 which increased total open position to 21

On 21 Nov NATURALGAS was trading at 414.20. The strike last trading price was 4.1, which was -1.4 lower than the previous day. The implied volatity was 61.86, the open interest changed by 15 which increased total open position to 15

On 20 Nov NATURALGAS was trading at 403.00. The strike last trading price was 5.5, which was 4.7 higher than the previous day. The implied volatity was 62.81, the open interest changed by 4 which increased total open position to 0

On 19 Nov NATURALGAS was trading at 404.20. The strike last trading price was 4, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 0

On 18 Nov NATURALGAS was trading at 382.60. The strike last trading price was 4, which was 3.05 higher than the previous day. The implied volatity was 47.22, the open interest changed by 4 which increased total open position to 4

On 17 Nov NATURALGAS was trading at 392.40. The strike last trading price was 4.1, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0

On 14 Nov NATURALGAS was trading at 400.00. The strike last trading price was 4.1, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0

On 13 Nov NATURALGAS was trading at 413.80. The strike last trading price was 4.1, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0

On 12 Nov NATURALGAS was trading at 396.80. The strike last trading price was 4.1, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0

On 11 Nov NATURALGAS was trading at 399.20. The strike last trading price was 4.1, which was 2.35 higher than the previous day. The implied volatity was 49.45, the open interest changed by 3 which increased total open position to 3

On 10 Nov NATURALGAS was trading at 381.30. 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 7 Nov NATURALGAS was trading at 386.60. 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 6 Nov NATURALGAS was trading at 378.40. 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 5 Nov NATURALGAS was trading at 377.00. 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 4 Nov NATURALGAS was trading at 387.20. 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

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