NATURALGAS
Natural Gas
Historical option data for NATURALGAS
09 Jan 2026 05:48 PM IST
| NATURALGAS 22-JAN-2026 345 CE | ||||||||||||||||
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Delta: 0.27
Vega: 0.20
Theta: -0.61
Gamma: 0.01
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| 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 | |||||||||
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| 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 | |||||||
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Delta: -0.74
Vega: 0.19
Theta: -0.58
Gamma: 0.01
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| 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































































































































































































































