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

Strike Price

Expiry

Ltp Ltp OI Open Interest (OI) OI Chg Change Open Interest Volume Volume IV IV

Call
Put

Per Lot

NATURALGAS 23-DEC-2025 355 CE
Delta: 0.73 Vega: 0.22 Theta: -0.60 Gamma: 0.01
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
12 Dec	377.10	29.25 ₹ 36,562.5	0.5 625.00	61.74	1,563 19,53,750	92 1,15,000	92 1,15,000
11 Dec	381.80	33 ₹ 41,250	7 8750.00	60.25	2 2,500	0 0	0 0
10 Dec	417.40	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
9 Dec	419.70	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
8 Dec	445.70	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
5 Dec	485.80	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
4 Dec	450.70	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
3 Dec	449.90	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
2 Dec	437.60	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
1 Dec	436.70	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
28 Nov	426.10	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
27 Nov	413.10	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
26 Nov	408.20	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
25 Nov	397.90	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
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
19 Nov	404.20	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
17 Nov	392.40	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
14 Nov	400.00	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
13 Nov	413.80	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
12 Nov	396.80	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
10 Nov	381.30	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
7 Nov	386.60	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
6 Nov	378.40	0 ₹ 0	0 0.00	-	0 0	0 0	0 0

5 Nov	377.00	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
4 Nov	387.20	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
3 Nov	378.70	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
31 Oct	365.40	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
29 Oct	340.80	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
28 Oct	298.20	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
27 Oct	305.10	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
24 Oct	282.60	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
23 Oct	295.60	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
20 Oct	296.90	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
17 Oct	263.90	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
14 Oct	269.60	0 ₹ 0	0 0.00	-	0 0	0 0	0 0

For Natural Gas - strike price 355 expiring on 23DEC2025

Delta for 355 CE is 0.73

Historical price for 355 CE is as follows

On 12 Dec NATURALGAS was trading at 377.10. The strike last trading price was 29.25, which was 0.5 higher than the previous day. The implied volatity was 61.74, the open interest changed by 92 which increased total open position to 92

On 11 Dec NATURALGAS was trading at 381.80. The strike last trading price was 33, which was 7 higher than the previous day. The implied volatity was 60.25, 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 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 Dec NATURALGAS was trading at 419.70. 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 8 Dec NATURALGAS was trading at 445.70. 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 5 Dec NATURALGAS was trading at 485.80. 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 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 3 Dec NATURALGAS was trading at 449.90. 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 2 Dec NATURALGAS was trading at 437.60. 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 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

On 28 Nov NATURALGAS was trading at 426.10. 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 27 Nov NATURALGAS was trading at 413.10. 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 26 Nov NATURALGAS was trading at 408.20. 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 25 Nov NATURALGAS was trading at 397.90. 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 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 19 Nov NATURALGAS was trading at 404.20. 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 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 17 Nov NATURALGAS was trading at 392.40. 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 Nov NATURALGAS was trading at 400.00. 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 13 Nov NATURALGAS was trading at 413.80. 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 12 Nov NATURALGAS was trading at 396.80. 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 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 10 Nov NATURALGAS was trading at 381.30. 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 Nov NATURALGAS was trading at 386.60. 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 6 Nov NATURALGAS was trading at 378.40. 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 5 Nov NATURALGAS was trading at 377.00. 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 4 Nov NATURALGAS was trading at 387.20. 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 3 Nov NATURALGAS was trading at 378.70. 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 31 Oct NATURALGAS was trading at 365.40. 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 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

On 29 Oct NATURALGAS was trading at 340.80. 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 28 Oct NATURALGAS was trading at 298.20. 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 27 Oct NATURALGAS was trading at 305.10. 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 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 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 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

NATURALGAS 23DEC2025 355 PE
Delta: -0.27 Vega: 0.22 Theta: -0.62 Gamma: 0.01
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
12 Dec	377.10	7.4 ₹ 9,250	-0.6 -750.00	62.88	28,091 3,51,13,750	1,088 13,60,000	1,729 21,61,250
11 Dec	381.80	6.2 ₹ 7,750	-0.25 -312.50	60.25	11,404 1,42,55,000	160 2,00,000	641 8,01,250
10 Dec	417.40	1.5 ₹ 1,875	0 0.00	59.54	5,143 64,28,750	176 2,20,000	481 6,01,250
9 Dec	419.70	1.45 ₹ 1,812.5	0 0.00	58.38	1,559 19,48,750	6 7,500	305 3,81,250
8 Dec	445.70	0.9 ₹ 1,125	0.1 125.00	-	905 11,31,250	81 1,01,250	299 3,73,750
5 Dec	485.80	0.45 ₹ 562.5	-0.75 -937.50	-	672 8,40,000	-17 -21,250	218 2,72,500
4 Dec	450.70	1.1 ₹ 1,375	-0.2 -250.00	62.02	300 3,75,000	-37 -46,250	235 2,93,750
3 Dec	449.90	1.3 ₹ 1,625	-0.5 -625.00	62.01	339 4,23,750	-14 -17,500	272 3,40,000
2 Dec	437.60	1.85 ₹ 2,312.5	-0.8 -1000.00	59.82	752 9,40,000	28 35,000	286 3,57,500
1 Dec	436.70	2.5 ₹ 3,125	-1.15 -1437.50	62.49	628 7,85,000	-12 -15,000	258 3,22,500
28 Nov	426.10	3.55 ₹ 4,437.5	-1.25 -1562.50	59.14	827 10,33,750	41 51,250	273 3,41,250
27 Nov	413.10	4.7 ₹ 5,875	-1.05 -1312.50	56.02	1,159 14,48,750	-17 -21,250	232 2,90,000
26 Nov	408.20	5.55 ₹ 6,937.5	-2.05 -2562.50	55.44	1,487 18,58,750	78 97,500	249 3,11,250
25 Nov	397.90	8 ₹ 10,000	2.4 3000.00	56.37	1,845 23,06,250	144 1,80,000	170 2,12,500
24 Nov	403.40	5.6 ₹ 7,000	0 0.00	58.50	113 1,41,250	8 10,000	28 35,000
21 Nov	414.20	5.45 ₹ 6,812.5	-1.95 -2437.50	61.04	53 66,250	14 17,500	20 25,000
20 Nov	403.00	6.75 ₹ 8,437.5	-1.6 -2000.00	60.29	13 16,250	-1 -1,250	6 7,500
19 Nov	404.20	9.05 ₹ 11,312.5	4.95 6187.50	68.04	14 17,500	7 8,750	7 8,750
18 Nov	382.60	4.1 ₹ 5,125	2.45 3062.50	41.54	1 1,250	-2 -2,500	0 0
17 Nov	392.40	12.85 ₹ 16,062.5	0 0.00	-	2 2,500	-2 -2,500	0 0
14 Nov	400.00	12.85 ₹ 16,062.5	0 0.00	-	2 2,500	-2 -2,500	0 0
13 Nov	413.80	12.85 ₹ 16,062.5	0 0.00	-	2 2,500	-2 -2,500	0 0
12 Nov	396.80	12.85 ₹ 16,062.5	0 0.00	-	2 2,500	-2 -2,500	0 0
11 Nov	399.20	12.85 ₹ 16,062.5	5.35 6687.50	68.27	2 2,500	-2 -2,500	4 5,000
10 Nov	381.30	7.5 ₹ 9,375	4.15 5187.50	46.50	4 5,000	6 7,500	6 7,500
7 Nov	386.60	9.2 ₹ 11,500	0.7 875.00	-	3 3,750	2 2,500	0 0
6 Nov	378.40	9.2 ₹ 11,500	0.7 875.00	-	3 3,750	2 2,500	0 0
5 Nov	377.00	9.2 ₹ 11,500	0.7 875.00	-	3 3,750	2 2,500	0 0
4 Nov	387.20	9.2 ₹ 11,500	3.95 4937.50	50.89	3 3,750	2 2,500	2 2,500
3 Nov	378.70	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
31 Oct	365.40	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
29 Oct	340.80	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
28 Oct	298.20	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
27 Oct	305.10	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
24 Oct	282.60	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
23 Oct	295.60	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
20 Oct	296.90	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
17 Oct	263.90	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
14 Oct	269.60	0 ₹ 0	0 0.00	-	0 0	0 0	0 0

For Natural Gas - strike price 355 expiring on 23DEC2025

Delta for 355 PE is -0.27

Historical price for 355 PE is as follows

On 12 Dec NATURALGAS was trading at 377.10. The strike last trading price was 7.4, which was -0.6 lower than the previous day. The implied volatity was 62.88, the open interest changed by 1088 which increased total open position to 1729

On 11 Dec NATURALGAS was trading at 381.80. The strike last trading price was 6.2, which was -0.25 lower than the previous day. The implied volatity was 60.25, the open interest changed by 160 which increased total open position to 641

On 10 Dec NATURALGAS was trading at 417.40. The strike last trading price was 1.5, which was 0 lower than the previous day. The implied volatity was 59.54, the open interest changed by 176 which increased total open position to 481

On 9 Dec NATURALGAS was trading at 419.70. The strike last trading price was 1.45, which was 0 lower than the previous day. The implied volatity was 58.38, the open interest changed by 6 which increased total open position to 305

On 8 Dec NATURALGAS was trading at 445.70. The strike last trading price was 0.9, which was 0.1 higher than the previous day. The implied volatity was -, the open interest changed by 81 which increased total open position to 299

On 5 Dec NATURALGAS was trading at 485.80. The strike last trading price was 0.45, which was -0.75 lower than the previous day. The implied volatity was -, the open interest changed by -17 which decreased total open position to 218

On 4 Dec NATURALGAS was trading at 450.70. The strike last trading price was 1.1, which was -0.2 lower than the previous day. The implied volatity was 62.02, the open interest changed by -37 which decreased total open position to 235

On 3 Dec NATURALGAS was trading at 449.90. The strike last trading price was 1.3, which was -0.5 lower than the previous day. The implied volatity was 62.01, the open interest changed by -14 which decreased total open position to 272

On 2 Dec NATURALGAS was trading at 437.60. The strike last trading price was 1.85, which was -0.8 lower than the previous day. The implied volatity was 59.82, the open interest changed by 28 which increased total open position to 286

On 1 Dec NATURALGAS was trading at 436.70. The strike last trading price was 2.5, which was -1.15 lower than the previous day. The implied volatity was 62.49, the open interest changed by -12 which decreased total open position to 258

On 28 Nov NATURALGAS was trading at 426.10. The strike last trading price was 3.55, which was -1.25 lower than the previous day. The implied volatity was 59.14, the open interest changed by 41 which increased total open position to 273

On 27 Nov NATURALGAS was trading at 413.10. The strike last trading price was 4.7, which was -1.05 lower than the previous day. The implied volatity was 56.02, the open interest changed by -17 which decreased total open position to 232

On 26 Nov NATURALGAS was trading at 408.20. The strike last trading price was 5.55, which was -2.05 lower than the previous day. The implied volatity was 55.44, the open interest changed by 78 which increased total open position to 249

On 25 Nov NATURALGAS was trading at 397.90. The strike last trading price was 8, which was 2.4 higher than the previous day. The implied volatity was 56.37, the open interest changed by 144 which increased total open position to 170

On 24 Nov NATURALGAS was trading at 403.40. The strike last trading price was 5.6, which was 0 lower than the previous day. The implied volatity was 58.50, the open interest changed by 8 which increased total open position to 28

On 21 Nov NATURALGAS was trading at 414.20. The strike last trading price was 5.45, which was -1.95 lower than the previous day. The implied volatity was 61.04, the open interest changed by 14 which increased total open position to 20

On 20 Nov NATURALGAS was trading at 403.00. The strike last trading price was 6.75, which was -1.6 lower than the previous day. The implied volatity was 60.29, the open interest changed by -1 which decreased total open position to 6

On 19 Nov NATURALGAS was trading at 404.20. The strike last trading price was 9.05, which was 4.95 higher than the previous day. The implied volatity was 68.04, the open interest changed by 7 which increased total open position to 7

On 18 Nov NATURALGAS was trading at 382.60. The strike last trading price was 4.1, which was 2.45 higher than the previous day. The implied volatity was 41.54, the open interest changed by -2 which decreased total open position to 0

On 17 Nov NATURALGAS was trading at 392.40. The strike last trading price was 12.85, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 0

On 14 Nov NATURALGAS was trading at 400.00. The strike last trading price was 12.85, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 0

On 13 Nov NATURALGAS was trading at 413.80. The strike last trading price was 12.85, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 0

On 12 Nov NATURALGAS was trading at 396.80. The strike last trading price was 12.85, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 0

On 11 Nov NATURALGAS was trading at 399.20. The strike last trading price was 12.85, which was 5.35 higher than the previous day. The implied volatity was 68.27, the open interest changed by -2 which decreased total open position to 4

On 10 Nov NATURALGAS was trading at 381.30. The strike last trading price was 7.5, which was 4.15 higher than the previous day. The implied volatity was 46.50, the open interest changed by 6 which increased total open position to 6

On 7 Nov NATURALGAS was trading at 386.60. The strike last trading price was 9.2, which was 0.7 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0

On 6 Nov NATURALGAS was trading at 378.40. The strike last trading price was 9.2, which was 0.7 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0

On 5 Nov NATURALGAS was trading at 377.00. The strike last trading price was 9.2, which was 0.7 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0

On 4 Nov NATURALGAS was trading at 387.20. The strike last trading price was 9.2, which was 3.95 higher than the previous day. The implied volatity was 50.89, the open interest changed by 2 which increased total open position to 2

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