[--[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 360 CE
Delta: 0.69
Vega: 0.23
Theta: -0.65
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 377.10 25.9 -0.1 61.73 9,084 658 658
11 Dec 381.80 29.45 0.05 60.16 178 -2 0
10 Dec 417.40 83.5 0 - 2 -2 0
9 Dec 419.70 83.5 0 - 2 -2 0
8 Dec 445.70 83.5 0 - 2 -2 0
5 Dec 485.80 83.5 0 - 2 -2 0
4 Dec 450.70 83.5 0 - 2 -2 0
3 Dec 449.90 83.5 0 - 2 -2 0
2 Dec 437.60 83.5 10.75 - 2 -2 6
1 Dec 436.70 72.75 5 - 1 1 8
28 Nov 426.10 68 13.4 46.31 2 7 7
27 Nov 413.10 48.55 0 - 1 -1 0
26 Nov 408.20 48.55 4.9 25.16 1 -1 0
25 Nov 397.90 60.55 -0.5 - 2 -1 0
24 Nov 403.40 60.55 -8.4 47.21 2 -1 6
21 Nov 414.20 69.8 10.55 37.51 8 7 7
20 Nov 403.00 0 0 - 0 0 0
19 Nov 404.20 0 0 - 0 0 0
18 Nov 382.60 0 0 - 0 0 0
17 Nov 392.40 0 0 - 0 0 0
14 Nov 400.00 0 0 - 0 0 0
13 Nov 413.80 0 0 - 0 0 0
12 Nov 396.80 0 0 - 0 0 0
11 Nov 399.20 0 0 - 0 0 0
10 Nov 381.30 0 0 - 0 0 0
7 Nov 386.60 0 0 - 0 0 0
6 Nov 378.40 0 0 - 0 0 0
5 Nov 377.00 0 0 - 0 0 0
4 Nov 387.20 0 0 - 0 0 0
3 Nov 378.70 0 0 - 0 0 0
31 Oct 365.40 0 0 - 0 0 0
30 Oct 348.40 0 0 - 0 0 0
29 Oct 340.80 0 0 - 0 0 0
28 Oct 298.20 0 0 - 0 0 0
27 Oct 305.10 0 0 - 0 0 0
24 Oct 282.60 0 0 - 0 0 0
23 Oct 295.60 0 0 - 0 0 0
20 Oct 296.90 0 0 - 0 0 0
17 Oct 263.90 0 0 - 0 0 0
14 Oct 269.60 0 0 - 0 0 0
9 Oct 291.00 0 0 - 0 0 0


For Natural Gas - strike price 360 expiring on 23DEC2025

Delta for 360 CE is 0.69

Historical price for 360 CE is as follows

On 12 Dec NATURALGAS was trading at 377.10. The strike last trading price was 25.9, which was -0.1 lower than the previous day. The implied volatity was 61.73, the open interest changed by 658 which increased total open position to 658


On 11 Dec NATURALGAS was trading at 381.80. The strike last trading price was 29.45, which was 0.05 higher than the previous day. The implied volatity was 60.16, the open interest changed by -2 which decreased total open position to 0


On 10 Dec NATURALGAS was trading at 417.40. The strike last trading price was 83.5, 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 9 Dec NATURALGAS was trading at 419.70. The strike last trading price was 83.5, 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 8 Dec NATURALGAS was trading at 445.70. The strike last trading price was 83.5, 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 5 Dec NATURALGAS was trading at 485.80. The strike last trading price was 83.5, 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 4 Dec NATURALGAS was trading at 450.70. The strike last trading price was 83.5, 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 3 Dec NATURALGAS was trading at 449.90. The strike last trading price was 83.5, 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 2 Dec NATURALGAS was trading at 437.60. The strike last trading price was 83.5, which was 10.75 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 6


On 1 Dec NATURALGAS was trading at 436.70. The strike last trading price was 72.75, which was 5 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 8


On 28 Nov NATURALGAS was trading at 426.10. The strike last trading price was 68, which was 13.4 higher than the previous day. The implied volatity was 46.31, the open interest changed by 7 which increased total open position to 7


On 27 Nov NATURALGAS was trading at 413.10. The strike last trading price was 48.55, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 0


On 26 Nov NATURALGAS was trading at 408.20. The strike last trading price was 48.55, which was 4.9 higher than the previous day. The implied volatity was 25.16, the open interest changed by -1 which decreased total open position to 0


On 25 Nov NATURALGAS was trading at 397.90. The strike last trading price was 60.55, which was -0.5 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 0


On 24 Nov NATURALGAS was trading at 403.40. The strike last trading price was 60.55, which was -8.4 lower than the previous day. The implied volatity was 47.21, the open interest changed by -1 which decreased total open position to 6


On 21 Nov NATURALGAS was trading at 414.20. The strike last trading price was 69.8, which was 10.55 higher than the previous day. The implied volatity was 37.51, the open interest changed by 7 which increased total open position to 7


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


On 9 Oct NATURALGAS was trading at 291.00. 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


NATURALGAS 23DEC2025 360 PE
Delta: -0.32
Vega: 0.24
Theta: -0.67
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 377.10 9.35 -0.55 64.06 54,432 333 2,778
11 Dec 381.80 7.75 -0.2 60.58 36,205 270 2,445
10 Dec 417.40 1.9 0.05 58.92 20,673 282 2,175
9 Dec 419.70 1.85 0.05 57.93 7,866 -508 1,893
8 Dec 445.70 0.9 0 61.25 5,325 -188 2,401
5 Dec 485.80 0.45 -0.9 - 6,681 892 2,589
4 Dec 450.70 1.25 -0.1 - 3,037 -187 1,697
3 Dec 449.90 1.6 -0.6 - 3,524 447 1,884
2 Dec 437.60 2.25 -0.9 59.44 4,577 -255 1,437
1 Dec 436.70 3 -1.35 62.29 5,523 -533 1,692
28 Nov 426.10 4.35 -1.4 59.45 6,734 414 2,295
27 Nov 413.10 5.7 -1.15 56.25 5,657 276 1,883
26 Nov 408.20 6.75 -2.35 56.04 7,920 -366 1,607
25 Nov 397.90 9.55 3 56.92 11,637 937 2,264
24 Nov 403.40 6.6 0.15 58.52 5,614 155 1,409
21 Nov 414.20 6.55 -1.65 61.70 4,677 429 1,232
20 Nov 403.00 7.8 -0.9 60.23 2,097 199 743
19 Nov 404.20 8.65 -3.05 63.52 937 55 555
18 Nov 382.60 12.2 2.3 61.38 843 245 493
17 Nov 392.40 9.85 0.15 59.94 247 71 239
14 Nov 400.00 9.75 0.45 60.32 113 49 158
13 Nov 413.80 9.25 -2.85 64.54 86 0 100
12 Nov 396.80 12.6 0.6 64.62 91 -5 99
11 Nov 399.20 12 -3 62.77 169 -54 107
10 Nov 381.30 14.9 0.75 60.77 119 69 161
7 Nov 386.60 14.15 -0.4 58.86 88 64 88
6 Nov 378.40 14.5 8.2 55.72 18 24 24
5 Nov 377.00 17 -0.25 - 2 8 0
4 Nov 387.20 17 10.6 64.79 2 8 8
3 Nov 378.70 26 0 - 6 6 0
31 Oct 365.40 26 0 - 6 6 0
30 Oct 348.40 26 0 - 6 6 6
29 Oct 340.80 26 0 - 6 6 0
28 Oct 298.20 26 0 - 6 6 6
27 Oct 305.10 26 0 - 6 6 0
24 Oct 282.60 26 0 - 6 6 0
23 Oct 295.60 26 0 - 6 6 0
20 Oct 296.90 26 0 - 6 6 0
17 Oct 263.90 26 0 - 6 6 6
14 Oct 269.60 26 0 - 6 6 0
9 Oct 291.00 26 20.05 51.19 6 6 6


For Natural Gas - strike price 360 expiring on 23DEC2025

Delta for 360 PE is -0.32

Historical price for 360 PE is as follows

On 12 Dec NATURALGAS was trading at 377.10. The strike last trading price was 9.35, which was -0.55 lower than the previous day. The implied volatity was 64.06, the open interest changed by 333 which increased total open position to 2778


On 11 Dec NATURALGAS was trading at 381.80. The strike last trading price was 7.75, which was -0.2 lower than the previous day. The implied volatity was 60.58, the open interest changed by 270 which increased total open position to 2445


On 10 Dec NATURALGAS was trading at 417.40. The strike last trading price was 1.9, which was 0.05 higher than the previous day. The implied volatity was 58.92, the open interest changed by 282 which increased total open position to 2175


On 9 Dec NATURALGAS was trading at 419.70. The strike last trading price was 1.85, which was 0.05 higher than the previous day. The implied volatity was 57.93, the open interest changed by -508 which decreased total open position to 1893


On 8 Dec NATURALGAS was trading at 445.70. The strike last trading price was 0.9, which was 0 lower than the previous day. The implied volatity was 61.25, the open interest changed by -188 which decreased total open position to 2401


On 5 Dec NATURALGAS was trading at 485.80. The strike last trading price was 0.45, which was -0.9 lower than the previous day. The implied volatity was -, the open interest changed by 892 which increased total open position to 2589


On 4 Dec NATURALGAS was trading at 450.70. The strike last trading price was 1.25, which was -0.1 lower than the previous day. The implied volatity was -, the open interest changed by -187 which decreased total open position to 1697


On 3 Dec NATURALGAS was trading at 449.90. The strike last trading price was 1.6, which was -0.6 lower than the previous day. The implied volatity was -, the open interest changed by 447 which increased total open position to 1884


On 2 Dec NATURALGAS was trading at 437.60. The strike last trading price was 2.25, which was -0.9 lower than the previous day. The implied volatity was 59.44, the open interest changed by -255 which decreased total open position to 1437


On 1 Dec NATURALGAS was trading at 436.70. The strike last trading price was 3, which was -1.35 lower than the previous day. The implied volatity was 62.29, the open interest changed by -533 which decreased total open position to 1692


On 28 Nov NATURALGAS was trading at 426.10. The strike last trading price was 4.35, which was -1.4 lower than the previous day. The implied volatity was 59.45, the open interest changed by 414 which increased total open position to 2295


On 27 Nov NATURALGAS was trading at 413.10. The strike last trading price was 5.7, which was -1.15 lower than the previous day. The implied volatity was 56.25, the open interest changed by 276 which increased total open position to 1883


On 26 Nov NATURALGAS was trading at 408.20. The strike last trading price was 6.75, which was -2.35 lower than the previous day. The implied volatity was 56.04, the open interest changed by -366 which decreased total open position to 1607


On 25 Nov NATURALGAS was trading at 397.90. The strike last trading price was 9.55, which was 3 higher than the previous day. The implied volatity was 56.92, the open interest changed by 937 which increased total open position to 2264


On 24 Nov NATURALGAS was trading at 403.40. The strike last trading price was 6.6, which was 0.15 higher than the previous day. The implied volatity was 58.52, the open interest changed by 155 which increased total open position to 1409


On 21 Nov NATURALGAS was trading at 414.20. The strike last trading price was 6.55, which was -1.65 lower than the previous day. The implied volatity was 61.70, the open interest changed by 429 which increased total open position to 1232


On 20 Nov NATURALGAS was trading at 403.00. The strike last trading price was 7.8, which was -0.9 lower than the previous day. The implied volatity was 60.23, the open interest changed by 199 which increased total open position to 743


On 19 Nov NATURALGAS was trading at 404.20. The strike last trading price was 8.65, which was -3.05 lower than the previous day. The implied volatity was 63.52, the open interest changed by 55 which increased total open position to 555


On 18 Nov NATURALGAS was trading at 382.60. The strike last trading price was 12.2, which was 2.3 higher than the previous day. The implied volatity was 61.38, the open interest changed by 245 which increased total open position to 493


On 17 Nov NATURALGAS was trading at 392.40. The strike last trading price was 9.85, which was 0.15 higher than the previous day. The implied volatity was 59.94, the open interest changed by 71 which increased total open position to 239


On 14 Nov NATURALGAS was trading at 400.00. The strike last trading price was 9.75, which was 0.45 higher than the previous day. The implied volatity was 60.32, the open interest changed by 49 which increased total open position to 158


On 13 Nov NATURALGAS was trading at 413.80. The strike last trading price was 9.25, which was -2.85 lower than the previous day. The implied volatity was 64.54, the open interest changed by 0 which decreased total open position to 100


On 12 Nov NATURALGAS was trading at 396.80. The strike last trading price was 12.6, which was 0.6 higher than the previous day. The implied volatity was 64.62, the open interest changed by -5 which decreased total open position to 99


On 11 Nov NATURALGAS was trading at 399.20. The strike last trading price was 12, which was -3 lower than the previous day. The implied volatity was 62.77, the open interest changed by -54 which decreased total open position to 107


On 10 Nov NATURALGAS was trading at 381.30. The strike last trading price was 14.9, which was 0.75 higher than the previous day. The implied volatity was 60.77, the open interest changed by 69 which increased total open position to 161


On 7 Nov NATURALGAS was trading at 386.60. The strike last trading price was 14.15, which was -0.4 lower than the previous day. The implied volatity was 58.86, the open interest changed by 64 which increased total open position to 88


On 6 Nov NATURALGAS was trading at 378.40. The strike last trading price was 14.5, which was 8.2 higher than the previous day. The implied volatity was 55.72, the open interest changed by 24 which increased total open position to 24


On 5 Nov NATURALGAS was trading at 377.00. The strike last trading price was 17, which was -0.25 lower than the previous day. The implied volatity was -, the open interest changed by 8 which increased total open position to 0


On 4 Nov NATURALGAS was trading at 387.20. The strike last trading price was 17, which was 10.6 higher than the previous day. The implied volatity was 64.79, the open interest changed by 8 which increased total open position to 8


On 3 Nov NATURALGAS was trading at 378.70. The strike last trading price was 26, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 0


On 31 Oct NATURALGAS was trading at 365.40. The strike last trading price was 26, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 0


On 30 Oct NATURALGAS was trading at 348.40. The strike last trading price was 26, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 6


On 29 Oct NATURALGAS was trading at 340.80. The strike last trading price was 26, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 0


On 28 Oct NATURALGAS was trading at 298.20. The strike last trading price was 26, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 6


On 27 Oct NATURALGAS was trading at 305.10. The strike last trading price was 26, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 0


On 24 Oct NATURALGAS was trading at 282.60. The strike last trading price was 26, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 0


On 23 Oct NATURALGAS was trading at 295.60. The strike last trading price was 26, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 0


On 20 Oct NATURALGAS was trading at 296.90. The strike last trading price was 26, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 0


On 17 Oct NATURALGAS was trading at 263.90. The strike last trading price was 26, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 6


On 14 Oct NATURALGAS was trading at 269.60. The strike last trading price was 26, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 0


On 9 Oct NATURALGAS was trading at 291.00. The strike last trading price was 26, which was 20.05 higher than the previous day. The implied volatity was 51.19, the open interest changed by 6 which increased total open position to 6