NATURALGAS

Natural Gas

381.6 +1.80 (0.47%)

L: 375.6 H: 410.6

Back to Option Chain

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 345 CE
Delta: 0.52 Vega: 0.38 Theta: -0.52 Gamma: 0.01
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
24 Dec	381.60	28 ₹ 35,000	0.6 750.00	78.87	15,365 1,92,06,250	1,119 13,98,750	1,541 19,26,250
23 Dec	382.80	29 ₹ 36,250	10.85 13562.50	75.68	2,017 25,21,250	-36 -45,000	162 2,02,500
22 Dec	350.60	18.35 ₹ 22,937.5	0.2 250.00	77.36	577 7,21,250	176 2,20,000	198 2,47,500
19 Dec	356.90	22.9 ₹ 28,625	0.6 750.00	70.93	43 53,750	1 1,250	24 30,000
18 Dec	353.70	24.1 ₹ 30,125	-0.45 -562.50	69.12	37 46,250	12 15,000	23 28,750
17 Dec	362.40	27.3 ₹ 34,125	-0.95 -1187.50	66.16	14 17,500	3 3,750	11 13,750
16 Dec	354.70	25.65 ₹ 32,062.5	-0.15 -187.50	69.49	18 22,500	6 7,500	8 10,000
15 Dec	370.60	31.05 ₹ 38,812.5	-2.05 -2562.50	67.50	2 2,500	2 2,500	2 2,500
12 Dec	377.10	60 ₹ 75,000	0 0.00	-	2 2,500	2 2,500	0 0

11 Dec	381.80	60 ₹ 75,000	0 0.00	-	2 2,500	2 2,500	0 0
10 Dec	417.40	60 ₹ 75,000	0 0.00	-	2 2,500	2 2,500	0 0
9 Dec	419.70	60 ₹ 75,000	0 0.00	-	2 2,500	2 2,500	0 0
8 Dec	445.70	60 ₹ 75,000	0 0.00	-	2 2,500	2 2,500	0 0
5 Dec	485.80	60 ₹ 75,000	0 0.00	-	2 2,500	2 2,500	0 0
4 Dec	450.70	60 ₹ 75,000	0 0.00	-	2 2,500	2 2,500	0 0
3 Dec	449.90	60 ₹ 75,000	0 0.00	-	2 2,500	2 2,500	0 0
2 Dec	437.60	60 ₹ 75,000	0 0.00	-	2 2,500	2 2,500	0 0
1 Dec	436.70	60 ₹ 75,000	0 0.00	-	2 2,500	2 2,500	0 0
28 Nov	426.10	60 ₹ 75,000	16.85 21062.50	56.59	2 2,500	2 2,500	2 2,500
27 Nov	413.10	51.5 ₹ 64,375	-3.35 -4187.50	-	6 7,500	1 1,250	0 0
26 Nov	408.20	51.5 ₹ 64,375	-3.35 -4187.50	-	6 7,500	1 1,250	0 0
25 Nov	397.90	51.5 ₹ 64,375	-13 -16250.00	66.85	6 7,500	1 1,250	2 2,500
24 Nov	403.40	8 ₹ 10,000	-48.8 -61000.00	-	2 2,500	1 1,250	1 1,250
21 Nov	414.20	101 ₹ 1,26,250	0 0.00	-	2 2,500	2 2,500	0 0
18 Nov	382.60	14.2 ₹ 17,750	-36.4 -45500.00	-	2 2,500	2 2,500	2 2,500
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 345 expiring on 22JAN2026

Delta for 345 CE is 0.52

Historical price for 345 CE is as follows

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: -0.48 Vega: 0.38 Theta: -0.51 Gamma: 0.01
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
24 Dec	381.60	32.3 ₹ 40,375	-1.45 -1812.50	77.05	16,940 2,11,75,000	696 8,70,000	753 9,41,250
23 Dec	382.80	31.1 ₹ 38,875	-0.4 -500.00	76.69	156 1,95,000	27 33,750	57 71,250
22 Dec	350.60	43.75 ₹ 54,687.5	-2.6 -3250.00	73.47	63 78,750	22 27,500	30 37,500
19 Dec	356.90	36 ₹ 45,000	-0.3 -375.00	69.44	6 7,500	6 7,500	0 0
18 Dec	353.70	32 ₹ 40,000	4.65 5812.50	62.84	16 20,000	6 7,500	8 10,000
17 Dec	362.40	28.65 ₹ 35,812.5	-0.85 -1062.50	63.48	2 2,500	2 2,500	2 2,500
16 Dec	354.70	18 ₹ 22,500	0 0.00	-	1 1,250	1 1,250	0 0
15 Dec	370.60	18 ₹ 22,500	0 0.00	-	1 1,250	1 1,250	0 0
12 Dec	377.10	18 ₹ 22,500	0 0.00	-	1 1,250	1 1,250	0 0
11 Dec	381.80	18 ₹ 22,500	0 0.00	-	1 1,250	1 1,250	0 0
10 Dec	417.40	18 ₹ 22,500	0 0.00	-	1 1,250	1 1,250	0 0
9 Dec	419.70	18 ₹ 22,500	0 0.00	-	1 1,250	1 1,250	0 0
8 Dec	445.70	18 ₹ 22,500	0 0.00	-	1 1,250	1 1,250	0 0
5 Dec	485.80	18 ₹ 22,500	0 0.00	-	1 1,250	1 1,250	0 0
4 Dec	450.70	18 ₹ 22,500	0 0.00	-	1 1,250	1 1,250	0 0
3 Dec	449.90	18 ₹ 22,500	0 0.00	-	1 1,250	1 1,250	0 0
2 Dec	437.60	18 ₹ 22,500	0 0.00	-	1 1,250	1 1,250	0 0
1 Dec	436.70	18 ₹ 22,500	0 0.00	-	1 1,250	1 1,250	0 0
28 Nov	426.10	18 ₹ 22,500	0 0.00	-	1 1,250	1 1,250	0 0
27 Nov	413.10	18 ₹ 22,500	0 0.00	-	1 1,250	1 1,250	0 0
26 Nov	408.20	18 ₹ 22,500	0 0.00	-	1 1,250	1 1,250	0 0
25 Nov	397.90	18 ₹ 22,500	0 0.00	-	1 1,250	1 1,250	0 0
24 Nov	403.40	18 ₹ 22,500	0 0.00	-	1 1,250	1 1,250	0 0
21 Nov	414.20	18 ₹ 22,500	0 0.00	-	1 1,250	1 1,250	0 0
18 Nov	382.60	18 ₹ 22,500	0 0.00	-	1 1,250	1 1,250	0 0
11 Nov	399.20	1.05 ₹ 1,312.5	-8.45 -10562.50	19.09	2 2,500	1 1,250	1 1,250
30 Oct	348.40	0 ₹ 0	0 0.00	-	0 0	0 0	0 0

For Natural Gas - strike price 345 expiring on 22JAN2026

Delta for 345 PE is -0.48

Historical price for 345 PE is as follows

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

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