NATURALGAS

Natural Gas

394.6 -0.30 (-0.08%)

L: 384.5 H: 396.8

Back to Option Chain

Historical option data for NATURALGAS
26 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 350 CE
Delta: 0.55 Vega: 0.38 Theta: -0.54 Gamma: 0.01
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI

26 Dec	394.60	30.6 ₹ 38,250	-0.7 -875.00	77.51	40,603 5,07,53,750	-372 -4,65,000	4,160 52,00,000
24 Dec	381.60	25.8 ₹ 32,250	0.15 187.50	78.58	48,543 6,06,78,750	2,918 36,47,500	5,543 69,28,750
23 Dec	382.80	26.8 ₹ 33,500	10.15 12687.50	75.61	10,688 1,33,60,000	-472 -5,90,000	2,625 32,81,250
22 Dec	350.60	16.55 ₹ 20,687.5	-0.1 -125.00	76.62	6,682 83,52,500	1,433 17,91,250	3,099 38,73,750
19 Dec	356.90	20.7 ₹ 25,875	-0.35 -437.50	70.07	3,453 43,16,250	408 5,10,000	1,616 20,20,000
18 Dec	353.70	23.2 ₹ 29,000	0.75 937.50	71.64	2,135 26,68,750	164 2,05,000	1,208 15,10,000
17 Dec	362.40	24.9 ₹ 31,125	-0.3 -375.00	65.59	967 12,08,750	-29 -36,250	1,044 13,05,000
16 Dec	354.70	23.5 ₹ 29,375	-0.55 -687.50	69.08	1,504 18,80,000	452 5,65,000	1,073 13,41,250
15 Dec	370.60	30.4 ₹ 38,000	0.55 687.50	71.12	902 11,27,500	198 2,47,500	621 7,76,250
12 Dec	377.10	33.7 ₹ 42,125	1.1 1375.00	70.33	548 6,85,000	352 4,40,000	423 5,28,750
11 Dec	381.80	35.15 ₹ 43,937.5	-0.15 -187.50	62.78	156 1,95,000	11 13,750	71 88,750
10 Dec	417.40	53.8 ₹ 67,250	6.2 7750.00	65.21	61 76,250	60 75,000	60 75,000
9 Dec	419.70	60.95 ₹ 76,187.5	0 0.00	77.81	1 1,250	11 13,750	0 0
8 Dec	445.70	76.15 ₹ 95,187.5	-2.6 -3250.00	76.95	6 7,500	11 13,750	11 13,750
5 Dec	485.80	80 ₹ 1,00,000	0 0.00	-	1 1,250	13 16,250	0 0
4 Dec	450.70	80 ₹ 1,00,000	0 0.00	-	1 1,250	13 16,250	0 0
3 Dec	449.90	80 ₹ 1,00,000	23.05 28812.50	66.26	1 1,250	13 16,250	13 16,250
2 Dec	437.60	63.7 ₹ 79,625	1.95 2437.50	-	9 11,250	7 8,750	0 0
1 Dec	436.70	63.7 ₹ 79,625	6 7500.00	59.17	9 11,250	7 8,750	12 15,000
28 Nov	426.10	57.7 ₹ 72,125	6.4 8000.00	58.60	1 1,250	1 1,250	5 6,250
27 Nov	413.10	52.45 ₹ 65,562.5	15.2 19000.00	61.58	3 3,750	4 5,000	4 5,000
26 Nov	408.20	46.55 ₹ 58,187.5	0.15 187.50	-	4 5,000	3 3,750	0 0
25 Nov	397.90	45 ₹ 56,250	0.3 375.00	60.00	1 1,250	1 1,250	1 1,250
24 Nov	403.40	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
21 Nov	414.20	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
20 Nov	403.00	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
18 Nov	382.60	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
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 350 expiring on 22JAN2026

Delta for 350 CE is 0.55

Historical price for 350 CE is as follows

On 26 Dec NATURALGAS was trading at 394.60. The strike last trading price was 30.6, which was -0.7 lower than the previous day. The implied volatity was 77.51, the open interest changed by -372 which decreased total open position to 4160

On 24 Dec NATURALGAS was trading at 381.60. The strike last trading price was 25.8, which was 0.15 higher than the previous day. The implied volatity was 78.58, the open interest changed by 2918 which increased total open position to 5543

On 23 Dec NATURALGAS was trading at 382.80. The strike last trading price was 26.8, which was 10.15 higher than the previous day. The implied volatity was 75.61, the open interest changed by -472 which decreased total open position to 2625

On 22 Dec NATURALGAS was trading at 350.60. The strike last trading price was 16.55, which was -0.1 lower than the previous day. The implied volatity was 76.62, the open interest changed by 1433 which increased total open position to 3099

On 19 Dec NATURALGAS was trading at 356.90. The strike last trading price was 20.7, which was -0.35 lower than the previous day. The implied volatity was 70.07, the open interest changed by 408 which increased total open position to 1616

On 18 Dec NATURALGAS was trading at 353.70. The strike last trading price was 23.2, which was 0.75 higher than the previous day. The implied volatity was 71.64, the open interest changed by 164 which increased total open position to 1208

On 17 Dec NATURALGAS was trading at 362.40. The strike last trading price was 24.9, which was -0.3 lower than the previous day. The implied volatity was 65.59, the open interest changed by -29 which decreased total open position to 1044

On 16 Dec NATURALGAS was trading at 354.70. The strike last trading price was 23.5, which was -0.55 lower than the previous day. The implied volatity was 69.08, the open interest changed by 452 which increased total open position to 1073

On 15 Dec NATURALGAS was trading at 370.60. The strike last trading price was 30.4, which was 0.55 higher than the previous day. The implied volatity was 71.12, the open interest changed by 198 which increased total open position to 621

On 12 Dec NATURALGAS was trading at 377.10. The strike last trading price was 33.7, which was 1.1 higher than the previous day. The implied volatity was 70.33, the open interest changed by 352 which increased total open position to 423

On 11 Dec NATURALGAS was trading at 381.80. The strike last trading price was 35.15, which was -0.15 lower than the previous day. The implied volatity was 62.78, the open interest changed by 11 which increased total open position to 71

On 10 Dec NATURALGAS was trading at 417.40. The strike last trading price was 53.8, which was 6.2 higher than the previous day. The implied volatity was 65.21, the open interest changed by 60 which increased total open position to 60

On 9 Dec NATURALGAS was trading at 419.70. The strike last trading price was 60.95, which was 0 lower than the previous day. The implied volatity was 77.81, the open interest changed by 11 which increased total open position to 0

On 8 Dec NATURALGAS was trading at 445.70. The strike last trading price was 76.15, which was -2.6 lower than the previous day. The implied volatity was 76.95, the open interest changed by 11 which increased total open position to 11

On 5 Dec NATURALGAS was trading at 485.80. The strike last trading price was 80, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 13 which increased total open position to 0

On 4 Dec NATURALGAS was trading at 450.70. The strike last trading price was 80, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 13 which increased total open position to 0

On 3 Dec NATURALGAS was trading at 449.90. The strike last trading price was 80, which was 23.05 higher than the previous day. The implied volatity was 66.26, the open interest changed by 13 which increased total open position to 13

On 2 Dec NATURALGAS was trading at 437.60. The strike last trading price was 63.7, which was 1.95 higher than the previous day. The implied volatity was -, the open interest changed by 7 which increased total open position to 0

On 1 Dec NATURALGAS was trading at 436.70. The strike last trading price was 63.7, which was 6 higher than the previous day. The implied volatity was 59.17, the open interest changed by 7 which increased total open position to 12

On 28 Nov NATURALGAS was trading at 426.10. The strike last trading price was 57.7, which was 6.4 higher than the previous day. The implied volatity was 58.60, the open interest changed by 1 which increased total open position to 5

On 27 Nov NATURALGAS was trading at 413.10. The strike last trading price was 52.45, which was 15.2 higher than the previous day. The implied volatity was 61.58, the open interest changed by 4 which increased total open position to 4

On 26 Nov NATURALGAS was trading at 408.20. The strike last trading price was 46.55, which was 0.15 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0

On 25 Nov NATURALGAS was trading at 397.90. The strike last trading price was 45, which was 0.3 higher than the previous day. The implied volatity was 60.00, the open interest changed by 1 which increased total open position to 1

On 24 Nov NATURALGAS was trading at 403.40. 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 21 Nov NATURALGAS was trading at 414.20. 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 20 Nov NATURALGAS was trading at 403.00. 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 18 Nov NATURALGAS was trading at 382.60. 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 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 350 PE
Delta: -0.45 Vega: 0.38 Theta: -0.55 Gamma: 0.01
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
26 Dec	394.60	29 ₹ 36,250	0 0.00	78.56	38,365 4,79,56,250	805 10,06,250	3,719 46,48,750
24 Dec	381.60	35.65 ₹ 44,562.5	-1.35 -1687.50	78.19	37,969 4,74,61,250	2,023 25,28,750	3,299 41,23,750
23 Dec	382.80	33.5 ₹ 41,875	-1.8 -2250.00	75.61	3,757 46,96,250	-5 -6,250	1,320 16,50,000
22 Dec	350.60	48.95 ₹ 61,187.5	0.3 375.00	78.32	1,457 18,21,250	392 4,90,000	1,325 16,56,250
19 Dec	356.90	39.3 ₹ 49,125	0.1 125.00	69.82	777 9,71,250	161 2,01,250	897 11,21,250
18 Dec	353.70	37.5 ₹ 46,875	0.95 1187.50	68.73	1,226 15,32,500	145 1,81,250	736 9,20,000
17 Dec	362.40	32.05 ₹ 40,062.5	-0.1 -125.00	64.78	422 5,27,500	32 40,000	591 7,38,750
16 Dec	354.70	37.95 ₹ 47,437.5	1 1250.00	69.43	429 5,36,250	-4 -5,000	559 6,98,750
15 Dec	370.60	33.75 ₹ 42,187.5	0 0.00	71.68	801 10,01,250	58 72,500	563 7,03,750
12 Dec	377.10	31.5 ₹ 39,375	-1 -1250.00	68.62	753 9,41,250	200 2,50,000	505 6,31,250
11 Dec	381.80	26 ₹ 32,500	0.4 500.00	63.52	470 5,87,500	17 21,250	305 3,81,250
10 Dec	417.40	15.4 ₹ 19,250	-0.75 -937.50	59.46	184 2,30,000	38 47,500	288 3,60,000
9 Dec	419.70	17 ₹ 21,250	0.4 500.00	63.11	307 3,83,750	31 38,750	250 3,12,500
8 Dec	445.70	12.4 ₹ 15,500	-0.05 -62.50	63.70	198 2,47,500	45 56,250	219 2,73,750
5 Dec	485.80	7.4 ₹ 9,250	0.7 875.00	65.09	288 3,60,000	3 3,750	174 2,17,500
4 Dec	450.70	9.5 ₹ 11,875	-0.65 -812.50	60.17	82 1,02,500	0 0	171 2,13,750
3 Dec	449.90	10.3 ₹ 12,875	-2.55 -3187.50	59.52	99 1,23,750	-5 -6,250	171 2,13,750
2 Dec	437.60	13.5 ₹ 16,875	-0.75 -937.50	59.54	91 1,13,750	-29 -36,250	176 2,20,000
1 Dec	436.70	13.9 ₹ 17,375	-2.85 -3562.50	58.31	71 88,750	23 28,750	205 2,56,250
28 Nov	426.10	16.6 ₹ 20,750	-2.8 -3500.00	57.39	74 92,500	1 1,250	182 2,27,500
27 Nov	413.10	19.45 ₹ 24,312.5	-1.45 -1812.50	56.88	102 1,27,500	-2 -2,500	181 2,26,250
26 Nov	408.20	21 ₹ 26,250	-2.65 -3312.50	56.74	25 31,250	5 6,250	183 2,28,750
25 Nov	397.90	24.55 ₹ 30,687.5	4.95 6187.50	58.46	490 6,12,500	97 1,21,250	184 2,30,000
24 Nov	403.40	20.1 ₹ 25,125	3.15 3937.50	59.94	269 3,36,250	22 27,500	87 1,08,750
21 Nov	414.20	18 ₹ 22,500	1.1 1375.00	60.23	107 1,33,750	30 37,500	60 75,000
20 Nov	403.00	17.8 ₹ 22,250	9.8 12250.00	55.73	29 36,250	29 36,250	29 36,250
18 Nov	382.60	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
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 350 expiring on 22JAN2026

Delta for 350 PE is -0.45

Historical price for 350 PE is as follows

On 26 Dec NATURALGAS was trading at 394.60. The strike last trading price was 29, which was 0 lower than the previous day. The implied volatity was 78.56, the open interest changed by 805 which increased total open position to 3719

On 24 Dec NATURALGAS was trading at 381.60. The strike last trading price was 35.65, which was -1.35 lower than the previous day. The implied volatity was 78.19, the open interest changed by 2023 which increased total open position to 3299

On 23 Dec NATURALGAS was trading at 382.80. The strike last trading price was 33.5, which was -1.8 lower than the previous day. The implied volatity was 75.61, the open interest changed by -5 which decreased total open position to 1320

On 22 Dec NATURALGAS was trading at 350.60. The strike last trading price was 48.95, which was 0.3 higher than the previous day. The implied volatity was 78.32, the open interest changed by 392 which increased total open position to 1325

On 19 Dec NATURALGAS was trading at 356.90. The strike last trading price was 39.3, which was 0.1 higher than the previous day. The implied volatity was 69.82, the open interest changed by 161 which increased total open position to 897

On 18 Dec NATURALGAS was trading at 353.70. The strike last trading price was 37.5, which was 0.95 higher than the previous day. The implied volatity was 68.73, the open interest changed by 145 which increased total open position to 736

On 17 Dec NATURALGAS was trading at 362.40. The strike last trading price was 32.05, which was -0.1 lower than the previous day. The implied volatity was 64.78, the open interest changed by 32 which increased total open position to 591

On 16 Dec NATURALGAS was trading at 354.70. The strike last trading price was 37.95, which was 1 higher than the previous day. The implied volatity was 69.43, the open interest changed by -4 which decreased total open position to 559

On 15 Dec NATURALGAS was trading at 370.60. The strike last trading price was 33.75, which was 0 lower than the previous day. The implied volatity was 71.68, the open interest changed by 58 which increased total open position to 563

On 12 Dec NATURALGAS was trading at 377.10. The strike last trading price was 31.5, which was -1 lower than the previous day. The implied volatity was 68.62, the open interest changed by 200 which increased total open position to 505

On 11 Dec NATURALGAS was trading at 381.80. The strike last trading price was 26, which was 0.4 higher than the previous day. The implied volatity was 63.52, the open interest changed by 17 which increased total open position to 305

On 10 Dec NATURALGAS was trading at 417.40. The strike last trading price was 15.4, which was -0.75 lower than the previous day. The implied volatity was 59.46, the open interest changed by 38 which increased total open position to 288

On 9 Dec NATURALGAS was trading at 419.70. The strike last trading price was 17, which was 0.4 higher than the previous day. The implied volatity was 63.11, the open interest changed by 31 which increased total open position to 250

On 8 Dec NATURALGAS was trading at 445.70. The strike last trading price was 12.4, which was -0.05 lower than the previous day. The implied volatity was 63.70, the open interest changed by 45 which increased total open position to 219

On 5 Dec NATURALGAS was trading at 485.80. The strike last trading price was 7.4, which was 0.7 higher than the previous day. The implied volatity was 65.09, the open interest changed by 3 which increased total open position to 174

On 4 Dec NATURALGAS was trading at 450.70. The strike last trading price was 9.5, which was -0.65 lower than the previous day. The implied volatity was 60.17, the open interest changed by 0 which decreased total open position to 171

On 3 Dec NATURALGAS was trading at 449.90. The strike last trading price was 10.3, which was -2.55 lower than the previous day. The implied volatity was 59.52, the open interest changed by -5 which decreased total open position to 171

On 2 Dec NATURALGAS was trading at 437.60. The strike last trading price was 13.5, which was -0.75 lower than the previous day. The implied volatity was 59.54, the open interest changed by -29 which decreased total open position to 176

On 1 Dec NATURALGAS was trading at 436.70. The strike last trading price was 13.9, which was -2.85 lower than the previous day. The implied volatity was 58.31, the open interest changed by 23 which increased total open position to 205

On 28 Nov NATURALGAS was trading at 426.10. The strike last trading price was 16.6, which was -2.8 lower than the previous day. The implied volatity was 57.39, the open interest changed by 1 which increased total open position to 182

On 27 Nov NATURALGAS was trading at 413.10. The strike last trading price was 19.45, which was -1.45 lower than the previous day. The implied volatity was 56.88, the open interest changed by -2 which decreased total open position to 181

On 26 Nov NATURALGAS was trading at 408.20. The strike last trading price was 21, which was -2.65 lower than the previous day. The implied volatity was 56.74, the open interest changed by 5 which increased total open position to 183

On 25 Nov NATURALGAS was trading at 397.90. The strike last trading price was 24.55, which was 4.95 higher than the previous day. The implied volatity was 58.46, the open interest changed by 97 which increased total open position to 184

On 24 Nov NATURALGAS was trading at 403.40. The strike last trading price was 20.1, which was 3.15 higher than the previous day. The implied volatity was 59.94, the open interest changed by 22 which increased total open position to 87

On 21 Nov NATURALGAS was trading at 414.20. The strike last trading price was 18, which was 1.1 higher than the previous day. The implied volatity was 60.23, the open interest changed by 30 which increased total open position to 60

On 20 Nov NATURALGAS was trading at 403.00. The strike last trading price was 17.8, which was 9.8 higher than the previous day. The implied volatity was 55.73, the open interest changed by 29 which increased total open position to 29

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