[--[65.84.65.76]--]

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
NATURALGAS 23-DEC-2025 350 CE
Delta: 0.77
Vega: 0.20
Theta: -0.54
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 377.10 32.7 0.35 61.11 2,620 475 750
11 Dec 381.80 36.4 -0.15 58.49 387 1 275
10 Dec 417.40 70.1 2 73.86 197 -48 274
9 Dec 419.70 72.5 -5.65 73.50 18 -4 322
8 Dec 445.70 97.55 -1.65 - 35 -18 326
5 Dec 485.80 140 0.8 - 37 -13 344
4 Dec 450.70 91.25 -4.35 - 35 -28 357
3 Dec 449.90 98 3.15 - 33 3 385
2 Dec 437.60 89 4.15 57.32 56 -5 382
1 Dec 436.70 88.85 8.75 61.91 210 -36 387
28 Nov 426.10 82.9 17 75.76 75 1 425
27 Nov 413.10 66.6 2.35 54.25 13 -7 424
26 Nov 408.20 63.05 8.4 55.68 60 -13 431
25 Nov 397.90 52.6 -17.6 48.24 251 168 445
24 Nov 403.40 70.5 -12.05 53.72 131 30 277
21 Nov 414.20 78.15 5.1 - 85 -3 259
20 Nov 403.00 75.3 -3.1 58.88 103 69 259
19 Nov 404.20 79 15.2 62.25 57 50 185
18 Nov 382.60 62.15 -10.1 58.61 59 33 125
17 Nov 392.40 72 -9.6 63.68 68 45 91
14 Nov 400.00 74.5 -6.55 54.12 3 -3 46
13 Nov 413.80 89.3 9.35 64.99 6 -2 49
12 Nov 396.80 75.35 5.35 61.90 20 0 51
11 Nov 399.20 78 12.15 66.73 10 2 51
10 Nov 381.30 65 -3.3 62.47 8 4 49
7 Nov 386.60 68 2.45 61.78 14 -2 46
6 Nov 378.40 66.5 4.2 67.88 11 4 48
5 Nov 377.00 61.2 -11.8 56.82 9 44 44
4 Nov 387.20 63.15 2.35 - 6 4 0
3 Nov 378.70 62.6 12.2 57.59 5 3 38
31 Oct 365.40 53 14.25 53.56 12 4 35
30 Oct 348.40 40.65 0.25 51.07 5 4 30
29 Oct 340.80 38.9 -3.8 54.05 21 4 26
28 Oct 298.20 41 4.8 57.30 18 22 22
27 Oct 305.10 45 -2.45 - 9 -3 0
24 Oct 282.60 45 -5.35 55.91 9 -3 20
23 Oct 295.60 50.5 11.25 54.50 6 23 23
21 Oct 301.30 48.9 0.95 53.80 5 3 17
20 Oct 296.90 36.75 18.6 29.48 2 2 14
17 Oct 263.90 30 -0.4 - 17 0 12
16 Oct 259.40 30 14.05 49.33 17 12 12
14 Oct 269.60 38 14.05 53.13 11 11 11


For Natural Gas - strike price 350 expiring on 23DEC2025

Delta for 350 CE is 0.77

Historical price for 350 CE is as follows

On 12 Dec NATURALGAS was trading at 377.10. The strike last trading price was 32.7, which was 0.35 higher than the previous day. The implied volatity was 61.11, the open interest changed by 475 which increased total open position to 750


On 11 Dec NATURALGAS was trading at 381.80. The strike last trading price was 36.4, which was -0.15 lower than the previous day. The implied volatity was 58.49, the open interest changed by 1 which increased total open position to 275


On 10 Dec NATURALGAS was trading at 417.40. The strike last trading price was 70.1, which was 2 higher than the previous day. The implied volatity was 73.86, the open interest changed by -48 which decreased total open position to 274


On 9 Dec NATURALGAS was trading at 419.70. The strike last trading price was 72.5, which was -5.65 lower than the previous day. The implied volatity was 73.50, the open interest changed by -4 which decreased total open position to 322


On 8 Dec NATURALGAS was trading at 445.70. The strike last trading price was 97.55, which was -1.65 lower than the previous day. The implied volatity was -, the open interest changed by -18 which decreased total open position to 326


On 5 Dec NATURALGAS was trading at 485.80. The strike last trading price was 140, which was 0.8 higher than the previous day. The implied volatity was -, the open interest changed by -13 which decreased total open position to 344


On 4 Dec NATURALGAS was trading at 450.70. The strike last trading price was 91.25, which was -4.35 lower than the previous day. The implied volatity was -, the open interest changed by -28 which decreased total open position to 357


On 3 Dec NATURALGAS was trading at 449.90. The strike last trading price was 98, which was 3.15 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 385


On 2 Dec NATURALGAS was trading at 437.60. The strike last trading price was 89, which was 4.15 higher than the previous day. The implied volatity was 57.32, the open interest changed by -5 which decreased total open position to 382


On 1 Dec NATURALGAS was trading at 436.70. The strike last trading price was 88.85, which was 8.75 higher than the previous day. The implied volatity was 61.91, the open interest changed by -36 which decreased total open position to 387


On 28 Nov NATURALGAS was trading at 426.10. The strike last trading price was 82.9, which was 17 higher than the previous day. The implied volatity was 75.76, the open interest changed by 1 which increased total open position to 425


On 27 Nov NATURALGAS was trading at 413.10. The strike last trading price was 66.6, which was 2.35 higher than the previous day. The implied volatity was 54.25, the open interest changed by -7 which decreased total open position to 424


On 26 Nov NATURALGAS was trading at 408.20. The strike last trading price was 63.05, which was 8.4 higher than the previous day. The implied volatity was 55.68, the open interest changed by -13 which decreased total open position to 431


On 25 Nov NATURALGAS was trading at 397.90. The strike last trading price was 52.6, which was -17.6 lower than the previous day. The implied volatity was 48.24, the open interest changed by 168 which increased total open position to 445


On 24 Nov NATURALGAS was trading at 403.40. The strike last trading price was 70.5, which was -12.05 lower than the previous day. The implied volatity was 53.72, the open interest changed by 30 which increased total open position to 277


On 21 Nov NATURALGAS was trading at 414.20. The strike last trading price was 78.15, which was 5.1 higher than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 259


On 20 Nov NATURALGAS was trading at 403.00. The strike last trading price was 75.3, which was -3.1 lower than the previous day. The implied volatity was 58.88, the open interest changed by 69 which increased total open position to 259


On 19 Nov NATURALGAS was trading at 404.20. The strike last trading price was 79, which was 15.2 higher than the previous day. The implied volatity was 62.25, the open interest changed by 50 which increased total open position to 185


On 18 Nov NATURALGAS was trading at 382.60. The strike last trading price was 62.15, which was -10.1 lower than the previous day. The implied volatity was 58.61, the open interest changed by 33 which increased total open position to 125


On 17 Nov NATURALGAS was trading at 392.40. The strike last trading price was 72, which was -9.6 lower than the previous day. The implied volatity was 63.68, the open interest changed by 45 which increased total open position to 91


On 14 Nov NATURALGAS was trading at 400.00. The strike last trading price was 74.5, which was -6.55 lower than the previous day. The implied volatity was 54.12, the open interest changed by -3 which decreased total open position to 46


On 13 Nov NATURALGAS was trading at 413.80. The strike last trading price was 89.3, which was 9.35 higher than the previous day. The implied volatity was 64.99, the open interest changed by -2 which decreased total open position to 49


On 12 Nov NATURALGAS was trading at 396.80. The strike last trading price was 75.35, which was 5.35 higher than the previous day. The implied volatity was 61.90, the open interest changed by 0 which decreased total open position to 51


On 11 Nov NATURALGAS was trading at 399.20. The strike last trading price was 78, which was 12.15 higher than the previous day. The implied volatity was 66.73, the open interest changed by 2 which increased total open position to 51


On 10 Nov NATURALGAS was trading at 381.30. The strike last trading price was 65, which was -3.3 lower than the previous day. The implied volatity was 62.47, the open interest changed by 4 which increased total open position to 49


On 7 Nov NATURALGAS was trading at 386.60. The strike last trading price was 68, which was 2.45 higher than the previous day. The implied volatity was 61.78, the open interest changed by -2 which decreased total open position to 46


On 6 Nov NATURALGAS was trading at 378.40. The strike last trading price was 66.5, which was 4.2 higher than the previous day. The implied volatity was 67.88, the open interest changed by 4 which increased total open position to 48


On 5 Nov NATURALGAS was trading at 377.00. The strike last trading price was 61.2, which was -11.8 lower than the previous day. The implied volatity was 56.82, the open interest changed by 44 which increased total open position to 44


On 4 Nov NATURALGAS was trading at 387.20. The strike last trading price was 63.15, which was 2.35 higher than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 0


On 3 Nov NATURALGAS was trading at 378.70. The strike last trading price was 62.6, which was 12.2 higher than the previous day. The implied volatity was 57.59, the open interest changed by 3 which increased total open position to 38


On 31 Oct NATURALGAS was trading at 365.40. The strike last trading price was 53, which was 14.25 higher than the previous day. The implied volatity was 53.56, the open interest changed by 4 which increased total open position to 35


On 30 Oct NATURALGAS was trading at 348.40. The strike last trading price was 40.65, which was 0.25 higher than the previous day. The implied volatity was 51.07, the open interest changed by 4 which increased total open position to 30


On 29 Oct NATURALGAS was trading at 340.80. The strike last trading price was 38.9, which was -3.8 lower than the previous day. The implied volatity was 54.05, the open interest changed by 4 which increased total open position to 26


On 28 Oct NATURALGAS was trading at 298.20. The strike last trading price was 41, which was 4.8 higher than the previous day. The implied volatity was 57.30, the open interest changed by 22 which increased total open position to 22


On 27 Oct NATURALGAS was trading at 305.10. The strike last trading price was 45, which was -2.45 lower than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 0


On 24 Oct NATURALGAS was trading at 282.60. The strike last trading price was 45, which was -5.35 lower than the previous day. The implied volatity was 55.91, the open interest changed by -3 which decreased total open position to 20


On 23 Oct NATURALGAS was trading at 295.60. The strike last trading price was 50.5, which was 11.25 higher than the previous day. The implied volatity was 54.50, the open interest changed by 23 which increased total open position to 23


On 21 Oct NATURALGAS was trading at 301.30. The strike last trading price was 48.9, which was 0.95 higher than the previous day. The implied volatity was 53.80, the open interest changed by 3 which increased total open position to 17


On 20 Oct NATURALGAS was trading at 296.90. The strike last trading price was 36.75, which was 18.6 higher than the previous day. The implied volatity was 29.48, the open interest changed by 2 which increased total open position to 14


On 17 Oct NATURALGAS was trading at 263.90. The strike last trading price was 30, which was -0.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 12


On 16 Oct NATURALGAS was trading at 259.40. The strike last trading price was 30, which was 14.05 higher than the previous day. The implied volatity was 49.33, the open interest changed by 12 which increased total open position to 12


On 14 Oct NATURALGAS was trading at 269.60. The strike last trading price was 38, which was 14.05 higher than the previous day. The implied volatity was 53.13, the open interest changed by 11 which increased total open position to 11


NATURALGAS 23DEC2025 350 PE
Delta: -0.23
Vega: 0.20
Theta: -0.57
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 377.10 5.95 -0.45 62.86 62,982 1,955 5,887
11 Dec 381.80 5.1 -0.1 61.06 32,085 850 3,932
10 Dec 417.40 1.05 -0.1 58.71 25,387 610 3,082
9 Dec 419.70 1.3 0.05 60.72 5,862 13 2,472
8 Dec 445.70 0.8 0.3 - 2,160 69 2,459
5 Dec 485.80 0.55 -0.4 - 3,537 -329 2,390
4 Dec 450.70 0.9 -0.2 - 2,675 -232 2,719
3 Dec 449.90 1.1 -0.4 - 2,678 186 2,951
2 Dec 437.60 1.55 -0.65 60.54 5,425 -30 2,765
1 Dec 436.70 2.1 -0.95 63.01 5,444 79 2,795
28 Nov 426.10 3.05 -0.95 59.86 7,903 -549 2,713
27 Nov 413.10 3.95 -0.85 56.33 7,034 389 3,282
26 Nov 408.20 4.65 -1.6 55.57 9,998 -520 2,893
25 Nov 397.90 6.6 2.1 55.80 13,874 954 3,488
24 Nov 403.40 4.5 -0.1 57.60 7,464 383 2,616
21 Nov 414.20 4.7 -1.25 61.28 6,085 611 2,245
20 Nov 403.00 5.5 -1.05 59.24 2,750 518 1,614
19 Nov 404.20 6.6 -2.4 63.63 1,484 147 1,143
18 Nov 382.60 9.15 1.5 60.64 1,119 395 999
17 Nov 392.40 7.75 0.1 60.82 466 129 598
14 Nov 400.00 7.7 0.2 61.07 269 99 465
13 Nov 413.80 7.65 -1.6 66.08 188 4 369
12 Nov 396.80 9.6 0.35 63.69 217 -13 360
11 Nov 399.20 9.15 -2.7 62.05 417 101 370
10 Nov 381.30 11.6 0 60.28 343 22 267
7 Nov 386.60 11.6 -0.6 59.88 231 -39 238
6 Nov 378.40 12.7 0.25 58.76 350 78 290
5 Nov 377.00 12.55 1.2 57.34 202 142 211
4 Nov 387.20 11.5 -3.45 59.45 50 26 71
3 Nov 378.70 14.7 -3.55 61.29 11 3 45
31 Oct 365.40 19.7 -0.95 63.54 22 15 42
30 Oct 348.40 20 -4 53.63 27 10 27
29 Oct 340.80 25 4.15 58.67 2 2 17
28 Oct 298.20 20.85 1.1 50.60 2 2 15
27 Oct 305.10 20.75 11.05 58.68 13 13 13
24 Oct 282.60 0 0 - 0 0 0
23 Oct 295.60 0 0 - 0 0 0
21 Oct 301.30 0 0 - 0 0 0
20 Oct 296.90 0 0 - 0 0 0
17 Oct 263.90 0 0 - 0 0 0
16 Oct 259.40 0 0 - 0 0 0
14 Oct 269.60 0 0 - 0 0 0


For Natural Gas - strike price 350 expiring on 23DEC2025

Delta for 350 PE is -0.23

Historical price for 350 PE is as follows

On 12 Dec NATURALGAS was trading at 377.10. The strike last trading price was 5.95, which was -0.45 lower than the previous day. The implied volatity was 62.86, the open interest changed by 1955 which increased total open position to 5887


On 11 Dec NATURALGAS was trading at 381.80. The strike last trading price was 5.1, which was -0.1 lower than the previous day. The implied volatity was 61.06, the open interest changed by 850 which increased total open position to 3932


On 10 Dec NATURALGAS was trading at 417.40. The strike last trading price was 1.05, which was -0.1 lower than the previous day. The implied volatity was 58.71, the open interest changed by 610 which increased total open position to 3082


On 9 Dec NATURALGAS was trading at 419.70. The strike last trading price was 1.3, which was 0.05 higher than the previous day. The implied volatity was 60.72, the open interest changed by 13 which increased total open position to 2472


On 8 Dec NATURALGAS was trading at 445.70. The strike last trading price was 0.8, which was 0.3 higher than the previous day. The implied volatity was -, the open interest changed by 69 which increased total open position to 2459


On 5 Dec NATURALGAS was trading at 485.80. The strike last trading price was 0.55, which was -0.4 lower than the previous day. The implied volatity was -, the open interest changed by -329 which decreased total open position to 2390


On 4 Dec NATURALGAS was trading at 450.70. The strike last trading price was 0.9, which was -0.2 lower than the previous day. The implied volatity was -, the open interest changed by -232 which decreased total open position to 2719


On 3 Dec NATURALGAS was trading at 449.90. The strike last trading price was 1.1, which was -0.4 lower than the previous day. The implied volatity was -, the open interest changed by 186 which increased total open position to 2951


On 2 Dec NATURALGAS was trading at 437.60. The strike last trading price was 1.55, which was -0.65 lower than the previous day. The implied volatity was 60.54, the open interest changed by -30 which decreased total open position to 2765


On 1 Dec NATURALGAS was trading at 436.70. The strike last trading price was 2.1, which was -0.95 lower than the previous day. The implied volatity was 63.01, the open interest changed by 79 which increased total open position to 2795


On 28 Nov NATURALGAS was trading at 426.10. The strike last trading price was 3.05, which was -0.95 lower than the previous day. The implied volatity was 59.86, the open interest changed by -549 which decreased total open position to 2713


On 27 Nov NATURALGAS was trading at 413.10. The strike last trading price was 3.95, which was -0.85 lower than the previous day. The implied volatity was 56.33, the open interest changed by 389 which increased total open position to 3282


On 26 Nov NATURALGAS was trading at 408.20. The strike last trading price was 4.65, which was -1.6 lower than the previous day. The implied volatity was 55.57, the open interest changed by -520 which decreased total open position to 2893


On 25 Nov NATURALGAS was trading at 397.90. The strike last trading price was 6.6, which was 2.1 higher than the previous day. The implied volatity was 55.80, the open interest changed by 954 which increased total open position to 3488


On 24 Nov NATURALGAS was trading at 403.40. The strike last trading price was 4.5, which was -0.1 lower than the previous day. The implied volatity was 57.60, the open interest changed by 383 which increased total open position to 2616


On 21 Nov NATURALGAS was trading at 414.20. The strike last trading price was 4.7, which was -1.25 lower than the previous day. The implied volatity was 61.28, the open interest changed by 611 which increased total open position to 2245


On 20 Nov NATURALGAS was trading at 403.00. The strike last trading price was 5.5, which was -1.05 lower than the previous day. The implied volatity was 59.24, the open interest changed by 518 which increased total open position to 1614


On 19 Nov NATURALGAS was trading at 404.20. The strike last trading price was 6.6, which was -2.4 lower than the previous day. The implied volatity was 63.63, the open interest changed by 147 which increased total open position to 1143


On 18 Nov NATURALGAS was trading at 382.60. The strike last trading price was 9.15, which was 1.5 higher than the previous day. The implied volatity was 60.64, the open interest changed by 395 which increased total open position to 999


On 17 Nov NATURALGAS was trading at 392.40. The strike last trading price was 7.75, which was 0.1 higher than the previous day. The implied volatity was 60.82, the open interest changed by 129 which increased total open position to 598


On 14 Nov NATURALGAS was trading at 400.00. The strike last trading price was 7.7, which was 0.2 higher than the previous day. The implied volatity was 61.07, the open interest changed by 99 which increased total open position to 465


On 13 Nov NATURALGAS was trading at 413.80. The strike last trading price was 7.65, which was -1.6 lower than the previous day. The implied volatity was 66.08, the open interest changed by 4 which increased total open position to 369


On 12 Nov NATURALGAS was trading at 396.80. The strike last trading price was 9.6, which was 0.35 higher than the previous day. The implied volatity was 63.69, the open interest changed by -13 which decreased total open position to 360


On 11 Nov NATURALGAS was trading at 399.20. The strike last trading price was 9.15, which was -2.7 lower than the previous day. The implied volatity was 62.05, the open interest changed by 101 which increased total open position to 370


On 10 Nov NATURALGAS was trading at 381.30. The strike last trading price was 11.6, which was 0 lower than the previous day. The implied volatity was 60.28, the open interest changed by 22 which increased total open position to 267


On 7 Nov NATURALGAS was trading at 386.60. The strike last trading price was 11.6, which was -0.6 lower than the previous day. The implied volatity was 59.88, the open interest changed by -39 which decreased total open position to 238


On 6 Nov NATURALGAS was trading at 378.40. The strike last trading price was 12.7, which was 0.25 higher than the previous day. The implied volatity was 58.76, the open interest changed by 78 which increased total open position to 290


On 5 Nov NATURALGAS was trading at 377.00. The strike last trading price was 12.55, which was 1.2 higher than the previous day. The implied volatity was 57.34, the open interest changed by 142 which increased total open position to 211


On 4 Nov NATURALGAS was trading at 387.20. The strike last trading price was 11.5, which was -3.45 lower than the previous day. The implied volatity was 59.45, the open interest changed by 26 which increased total open position to 71


On 3 Nov NATURALGAS was trading at 378.70. The strike last trading price was 14.7, which was -3.55 lower than the previous day. The implied volatity was 61.29, the open interest changed by 3 which increased total open position to 45


On 31 Oct NATURALGAS was trading at 365.40. The strike last trading price was 19.7, which was -0.95 lower than the previous day. The implied volatity was 63.54, the open interest changed by 15 which increased total open position to 42


On 30 Oct NATURALGAS was trading at 348.40. The strike last trading price was 20, which was -4 lower than the previous day. The implied volatity was 53.63, the open interest changed by 10 which increased total open position to 27


On 29 Oct NATURALGAS was trading at 340.80. The strike last trading price was 25, which was 4.15 higher than the previous day. The implied volatity was 58.67, the open interest changed by 2 which increased total open position to 17


On 28 Oct NATURALGAS was trading at 298.20. The strike last trading price was 20.85, which was 1.1 higher than the previous day. The implied volatity was 50.60, the open interest changed by 2 which increased total open position to 15


On 27 Oct NATURALGAS was trading at 305.10. The strike last trading price was 20.75, which was 11.05 higher than the previous day. The implied volatity was 58.68, the open interest changed by 13 which increased total open position to 13


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 23 Oct NATURALGAS was trading at 295.60. 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 21 Oct NATURALGAS was trading at 301.30. 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 20 Oct NATURALGAS was trading at 296.90. 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 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


On 14 Oct NATURALGAS was trading at 269.60. 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