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NATURALGAS

Natural Gas
383.6 -6.90 (-1.77%)
L: 351.6 H: 402.3

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Historical option data for NATURALGAS

30 Jan 2026 11:58 PM IST
NATURALGAS 20-FEB-2026 350 CE
Delta: 0.68
Vega: 0.33
Theta: -0.86
Gamma: 0
Date Close Ltp Change IV Volume OI Chg OI
30 Jan 383.60 57.9 -4.95 110.37 30,090 -2,580 4,189
29 Jan 351.30 38.35 -0.1 109.52 65,428 944 6,769
28 Jan 344.20 33.4 -0.15 104 68,248 775 5,898
27 Jan 599.40 40.75 -0.65 109.73 60,710 601 5,123
23 Jan 486.00 27.6 0.9 96.95 42,749 3,016 4,913
22 Jan 452.00 27.25 -2.55 106.07 18,534 490 4,301
21 Jan 437.80 25.4 -0.35 99.23 15,906 295 2,893
20 Jan 350.40 10.3 0.3 83.73 9,197 261 2,128
19 Jan 329.90 5.45 -0.25 80.1 5,197 828 1,867
16 Jan 281.00 2.45 0.15 - 480 68 1,038
15 Jan 284.50 2.35 -0.2 - 248 90 1,060
14 Jan 280.70 2.45 -0.1 - 778 4 679
13 Jan 305.90 3.65 -0.05 72.28 308 -5 676
12 Jan 305.00 3.45 1.05 - 258 10 673
9 Jan 292.00 2.5 0.1 - 219 168 663
8 Jan 306.30 3.35 0.05 70.13 440 -26 441
7 Jan 320.10 4.8 -0.05 70.62 229 -16 468
6 Jan 306.10 4.05 -0.05 70.39 346 120 490
5 Jan 316.40 4.55 -0.2 69.81 602 229 365
2 Jan 332.80 10.55 0.4 75.13 179 52 142
31 Dec 334.20 12 -0.5 73.57 88 58 72
30 Dec 361.60 17.9 0.35 72.64 10 -1 11
29 Dec 357.20 18.5 1.1 73.57 9 1 9
26 Dec 394.60 16 -0.45 69.97 5 2 7
24 Dec 381.60 15 -0.95 72.54 9 2 3
23 Dec 382.80 - - - 0 0 1
22 Dec 350.60 - - - 0 0 1
19 Dec 356.90 - - - 0 0 1
18 Dec 353.70 - - - 0 0 1
17 Dec 362.40 - - - 0 0 1
16 Dec 354.70 - - - 0 0 1
15 Dec 370.60 59.3 0 - 1 1 1
12 Dec 377.10 - - - 0 0 1
11 Dec 381.80 - - - 0 0 1
10 Dec 417.40 - - - 0 0 1
9 Dec 419.70 - - - 0 0 1
8 Dec 445.70 - - - 0 0 1
5 Dec 485.80 - - - 0 0 1
4 Dec 450.70 59.3 0 73.73 1 1 1
2 Dec 437.60 - - - 0 0 0
1 Dec 436.70 0 0 - 0 0 0


For Natural Gas - strike price 350 expiring on 20FEB2026

Delta for 350 CE is 0.68

Historical price for 350 CE is as follows

On 30 Jan NATURALGAS was trading at 383.60. The strike last trading price was 57.9, which was -4.95 lower than the previous day. The implied volatity was 110.37, the open interest changed by -2580 which decreased total open position to 4189


On 29 Jan NATURALGAS was trading at 351.30. The strike last trading price was 38.35, which was -0.1 lower than the previous day. The implied volatity was 109.52, the open interest changed by 944 which increased total open position to 6769


On 28 Jan NATURALGAS was trading at 344.20. The strike last trading price was 33.4, which was -0.15 lower than the previous day. The implied volatity was 104, the open interest changed by 775 which increased total open position to 5898


On 27 Jan NATURALGAS was trading at 599.40. The strike last trading price was 40.75, which was -0.65 lower than the previous day. The implied volatity was 109.73, the open interest changed by 601 which increased total open position to 5123


On 23 Jan NATURALGAS was trading at 486.00. The strike last trading price was 27.6, which was 0.9 higher than the previous day. The implied volatity was 96.95, the open interest changed by 3016 which increased total open position to 4913


On 22 Jan NATURALGAS was trading at 452.00. The strike last trading price was 27.25, which was -2.55 lower than the previous day. The implied volatity was 106.07, the open interest changed by 490 which increased total open position to 4301


On 21 Jan NATURALGAS was trading at 437.80. The strike last trading price was 25.4, which was -0.35 lower than the previous day. The implied volatity was 99.23, the open interest changed by 295 which increased total open position to 2893


On 20 Jan NATURALGAS was trading at 350.40. The strike last trading price was 10.3, which was 0.3 higher than the previous day. The implied volatity was 83.73, the open interest changed by 261 which increased total open position to 2128


On 19 Jan NATURALGAS was trading at 329.90. The strike last trading price was 5.45, which was -0.25 lower than the previous day. The implied volatity was 80.1, the open interest changed by 828 which increased total open position to 1867


On 16 Jan NATURALGAS was trading at 281.00. The strike last trading price was 2.45, which was 0.15 higher than the previous day. The implied volatity was -, the open interest changed by 68 which increased total open position to 1038


On 15 Jan NATURALGAS was trading at 284.50. The strike last trading price was 2.35, which was -0.2 lower than the previous day. The implied volatity was -, the open interest changed by 90 which increased total open position to 1060


On 14 Jan NATURALGAS was trading at 280.70. The strike last trading price was 2.45, which was -0.1 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 679


On 13 Jan NATURALGAS was trading at 305.90. The strike last trading price was 3.65, which was -0.05 lower than the previous day. The implied volatity was 72.28, the open interest changed by -5 which decreased total open position to 676


On 12 Jan NATURALGAS was trading at 305.00. The strike last trading price was 3.45, which was 1.05 higher than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 673


On 9 Jan NATURALGAS was trading at 292.00. The strike last trading price was 2.5, which was 0.1 higher than the previous day. The implied volatity was -, the open interest changed by 168 which increased total open position to 663


On 8 Jan NATURALGAS was trading at 306.30. The strike last trading price was 3.35, which was 0.05 higher than the previous day. The implied volatity was 70.13, the open interest changed by -26 which decreased total open position to 441


On 7 Jan NATURALGAS was trading at 320.10. The strike last trading price was 4.8, which was -0.05 lower than the previous day. The implied volatity was 70.62, the open interest changed by -16 which decreased total open position to 468


On 6 Jan NATURALGAS was trading at 306.10. The strike last trading price was 4.05, which was -0.05 lower than the previous day. The implied volatity was 70.39, the open interest changed by 120 which increased total open position to 490


On 5 Jan NATURALGAS was trading at 316.40. The strike last trading price was 4.55, which was -0.2 lower than the previous day. The implied volatity was 69.81, the open interest changed by 229 which increased total open position to 365


On 2 Jan NATURALGAS was trading at 332.80. The strike last trading price was 10.55, which was 0.4 higher than the previous day. The implied volatity was 75.13, the open interest changed by 52 which increased total open position to 142


On 31 Dec NATURALGAS was trading at 334.20. The strike last trading price was 12, which was -0.5 lower than the previous day. The implied volatity was 73.57, the open interest changed by 58 which increased total open position to 72


On 30 Dec NATURALGAS was trading at 361.60. The strike last trading price was 17.9, which was 0.35 higher than the previous day. The implied volatity was 72.64, the open interest changed by -1 which decreased total open position to 11


On 29 Dec NATURALGAS was trading at 357.20. The strike last trading price was 18.5, which was 1.1 higher than the previous day. The implied volatity was 73.57, the open interest changed by 1 which increased total open position to 9


On 26 Dec NATURALGAS was trading at 394.60. The strike last trading price was 16, which was -0.45 lower than the previous day. The implied volatity was 69.97, the open interest changed by 2 which increased total open position to 7


On 24 Dec NATURALGAS was trading at 381.60. The strike last trading price was 15, which was -0.95 lower than the previous day. The implied volatity was 72.54, the open interest changed by 2 which increased total open position to 3


On 23 Dec NATURALGAS was trading at 382.80. 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 1


On 22 Dec NATURALGAS was trading at 350.60. 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 1


On 19 Dec NATURALGAS was trading at 356.90. 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 1


On 18 Dec NATURALGAS was trading at 353.70. 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 1


On 17 Dec NATURALGAS was trading at 362.40. 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 1


On 16 Dec NATURALGAS was trading at 354.70. 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 1


On 15 Dec NATURALGAS was trading at 370.60. The strike last trading price was 59.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1


On 12 Dec NATURALGAS was trading at 377.10. 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 1


On 11 Dec NATURALGAS was trading at 381.80. 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 1


On 10 Dec NATURALGAS was trading at 417.40. 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 1


On 9 Dec NATURALGAS was trading at 419.70. 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 1


On 8 Dec NATURALGAS was trading at 445.70. 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 1


On 5 Dec NATURALGAS was trading at 485.80. 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 1


On 4 Dec NATURALGAS was trading at 450.70. The strike last trading price was 59.3, which was 0 lower than the previous day. The implied volatity was 73.73, the open interest changed by 1 which increased total open position to 1


On 2 Dec NATURALGAS was trading at 437.60. 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 1 Dec NATURALGAS was trading at 436.70. 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


NATURALGAS 20FEB2026 350 PE
Delta: -0.32
Vega: 0.33
Theta: -0.84
Gamma: 0
Date Close Ltp Change IV Volume OI Chg OI
30 Jan 383.60 23.7 0.85 108.54 37,690 370 3,222
29 Jan 351.30 37.15 0.15 109.82 53,418 647 2,852
28 Jan 344.20 39.25 -1.25 104.14 26,875 550 2,478
27 Jan 599.40 38.55 0.2 110.57 21,185 346 1,928
23 Jan 486.00 46.35 -0.75 95.17 5,229 192 908
22 Jan 452.00 55.8 2.45 105.37 2,567 60 433
21 Jan 437.80 52.65 -1.95 94.96 964 14 218
20 Jan 350.40 70.35 -0.1 89.51 56 2 48
19 Jan 329.90 81 0.3 67.58 48 45 46
16 Jan 281.00 99 0 - 1 0 0
15 Jan 284.50 99 0 - 1 0 1
14 Jan 280.70 99 0 - 1 0 0
13 Jan 305.90 0 0 - 0 0 0
12 Jan 305.00 0 0 - 0 0 0
9 Jan 292.00 0 0 - 0 0 0
8 Jan 306.30 0 0 - 0 0 0
7 Jan 320.10 0 0 - 0 0 0
6 Jan 306.10 0 0 - 0 0 0
5 Jan 316.40 0 0 - 0 0 0
2 Jan 332.80 0 0 - 0 0 0
31 Dec 334.20 0 0 - 0 0 0
30 Dec 361.60 0 0 - 0 0 0
29 Dec 357.20 0 0 - 0 0 0
26 Dec 394.60 0 0 - 0 0 0
24 Dec 381.60 0 0 - 0 0 0
23 Dec 382.80 - - - 0 0 0
22 Dec 350.60 - - - 0 0 0
19 Dec 356.90 - - - 0 0 0
18 Dec 353.70 - - - 0 0 0
17 Dec 362.40 - - - 0 0 0
16 Dec 354.70 - - - 0 0 0
15 Dec 370.60 0 0 - 0 0 0
12 Dec 377.10 - - - 0 0 0
11 Dec 381.80 - - - 0 0 0
10 Dec 417.40 - - - 0 0 0
9 Dec 419.70 - - - 0 0 0
8 Dec 445.70 - - - 0 0 0
5 Dec 485.80 - - - 0 0 0
4 Dec 450.70 0 0 - 0 0 0
2 Dec 437.60 - - - 0 0 0
1 Dec 436.70 0 0 - 0 0 0


For Natural Gas - strike price 350 expiring on 20FEB2026

Delta for 350 PE is -0.32

Historical price for 350 PE is as follows

On 30 Jan NATURALGAS was trading at 383.60. The strike last trading price was 23.7, which was 0.85 higher than the previous day. The implied volatity was 108.54, the open interest changed by 370 which increased total open position to 3222


On 29 Jan NATURALGAS was trading at 351.30. The strike last trading price was 37.15, which was 0.15 higher than the previous day. The implied volatity was 109.82, the open interest changed by 647 which increased total open position to 2852


On 28 Jan NATURALGAS was trading at 344.20. The strike last trading price was 39.25, which was -1.25 lower than the previous day. The implied volatity was 104.14, the open interest changed by 550 which increased total open position to 2478


On 27 Jan NATURALGAS was trading at 599.40. The strike last trading price was 38.55, which was 0.2 higher than the previous day. The implied volatity was 110.57, the open interest changed by 346 which increased total open position to 1928


On 23 Jan NATURALGAS was trading at 486.00. The strike last trading price was 46.35, which was -0.75 lower than the previous day. The implied volatity was 95.17, the open interest changed by 192 which increased total open position to 908


On 22 Jan NATURALGAS was trading at 452.00. The strike last trading price was 55.8, which was 2.45 higher than the previous day. The implied volatity was 105.37, the open interest changed by 60 which increased total open position to 433


On 21 Jan NATURALGAS was trading at 437.80. The strike last trading price was 52.65, which was -1.95 lower than the previous day. The implied volatity was 94.96, the open interest changed by 14 which increased total open position to 218


On 20 Jan NATURALGAS was trading at 350.40. The strike last trading price was 70.35, which was -0.1 lower than the previous day. The implied volatity was 89.51, the open interest changed by 2 which increased total open position to 48


On 19 Jan NATURALGAS was trading at 329.90. The strike last trading price was 81, which was 0.3 higher than the previous day. The implied volatity was 67.58, the open interest changed by 45 which increased total open position to 46


On 16 Jan NATURALGAS was trading at 281.00. The strike last trading price was 99, 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 15 Jan NATURALGAS was trading at 284.50. The strike last trading price was 99, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 14 Jan NATURALGAS was trading at 280.70. The strike last trading price was 99, 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 13 Jan NATURALGAS was trading at 305.90. 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 12 Jan NATURALGAS was trading at 305.00. 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 9 Jan NATURALGAS was trading at 292.00. 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 8 Jan NATURALGAS was trading at 306.30. 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 Jan NATURALGAS was trading at 320.10. 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 6 Jan NATURALGAS was trading at 306.10. 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 5 Jan NATURALGAS was trading at 316.40. 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 2 Jan NATURALGAS was trading at 332.80. 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 31 Dec NATURALGAS was trading at 334.20. 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 Dec NATURALGAS was trading at 361.60. 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 Dec NATURALGAS was trading at 357.20. 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 26 Dec NATURALGAS was trading at 394.60. 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 24 Dec NATURALGAS was trading at 381.60. 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 Dec NATURALGAS was trading at 382.80. 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 22 Dec NATURALGAS was trading at 350.60. 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 19 Dec NATURALGAS was trading at 356.90. 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 18 Dec NATURALGAS was trading at 353.70. 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 17 Dec NATURALGAS was trading at 362.40. 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 16 Dec NATURALGAS was trading at 354.70. 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 15 Dec NATURALGAS was trading at 370.60. 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 12 Dec NATURALGAS was trading at 377.10. 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 11 Dec NATURALGAS was trading at 381.80. 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 10 Dec NATURALGAS was trading at 417.40. 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 9 Dec NATURALGAS was trading at 419.70. 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 Dec NATURALGAS was trading at 445.70. 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 Dec NATURALGAS was trading at 485.80. 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 4 Dec NATURALGAS was trading at 450.70. 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 2 Dec NATURALGAS was trading at 437.60. 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 1 Dec NATURALGAS was trading at 436.70. 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