[--[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 365 CE
Delta: 0.64
Vega: 0.25
Theta: -0.70
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 377.10 23.2 0.15 63.38 12,794 299 299
11 Dec 381.80 26.75 1.8 62.57 15 0 0
10 Dec 417.40 55.55 0 - 1 0 0
9 Dec 419.70 55.55 0 - 1 0 0
8 Dec 445.70 55.55 0 - 1 0 0
5 Dec 485.80 55.55 0 - 1 0 0
4 Dec 450.70 55.55 0 - 1 0 0
3 Dec 449.90 55.55 0 - 1 0 0
2 Dec 437.60 55.55 0 - 1 0 0
1 Dec 436.70 55.55 0 - 1 0 0
28 Nov 426.10 55.55 0 - 1 0 0
27 Nov 413.10 55.55 0 - 1 0 0
26 Nov 408.20 55.55 5.8 68.94 1 0 0
25 Nov 397.90 51.2 -12.85 75.66 10 0 4
24 Nov 403.40 64.05 -0.45 71.44 4 4 4
21 Nov 414.20 0 0 - 0 0 0
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 365 expiring on 23DEC2025

Delta for 365 CE is 0.64

Historical price for 365 CE is as follows

On 12 Dec NATURALGAS was trading at 377.10. The strike last trading price was 23.2, which was 0.15 higher than the previous day. The implied volatity was 63.38, the open interest changed by 299 which increased total open position to 299


On 11 Dec NATURALGAS was trading at 381.80. The strike last trading price was 26.75, which was 1.8 higher than the previous day. The implied volatity was 62.57, 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 55.55, 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 55.55, 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 55.55, 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 55.55, 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 55.55, 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 55.55, 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 55.55, 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 55.55, 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 55.55, 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 55.55, 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 55.55, which was 5.8 higher than the previous day. The implied volatity was 68.94, 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 51.2, which was -12.85 lower than the previous day. The implied volatity was 75.66, the open interest changed by 0 which decreased total open position to 4


On 24 Nov NATURALGAS was trading at 403.40. The strike last trading price was 64.05, which was -0.45 lower than the previous day. The implied volatity was 71.44, the open interest changed by 4 which increased total open position to 4


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


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 365 PE
Delta: -0.37
Vega: 0.25
Theta: -0.72
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 377.10 11.5 -0.65 64.99 42,199 155 1,095
11 Dec 381.80 9.6 -0.2 61.18 24,102 323 940
10 Dec 417.40 2.35 0.1 58.05 9,722 196 617
9 Dec 419.70 2.25 0.05 56.87 2,186 19 421
8 Dec 445.70 1.3 0.1 - 2,844 -225 402
5 Dec 485.80 0.8 0.1 - 1,422 114 627
4 Dec 450.70 1.65 -0.1 61.11 787 -36 513
3 Dec 449.90 1.85 -0.75 60.48 627 -4 549
2 Dec 437.60 2.7 -1.2 58.95 1,352 235 553
1 Dec 436.70 3.7 -1.65 62.51 1,186 -19 318
28 Nov 426.10 5.25 -1.7 59.67 1,533 -20 343
27 Nov 413.10 6.9 -1.3 56.68 1,680 26 363
26 Nov 408.20 8.1 -2.7 56.49 2,656 -68 337
25 Nov 397.90 11.35 3.7 57.68 3,939 316 442
24 Nov 403.40 7.7 0.2 58.46 1,705 110 153
21 Nov 414.20 7.6 -1.45 61.77 283 36 45
20 Nov 403.00 9.05 6.6 60.42 11 5 5
19 Nov 404.20 15 0 - 1 1 0
18 Nov 382.60 15 0 - 1 1 0
17 Nov 392.40 15 0 - 1 1 0
14 Nov 400.00 15 0 - 1 1 0
13 Nov 413.80 15 0 - 1 1 0
12 Nov 396.80 15 0 - 1 1 0
11 Nov 399.20 15 0 - 1 1 0
10 Nov 381.30 15 0 - 1 1 0
7 Nov 386.60 15 0 - 1 1 0
6 Nov 378.40 15 0 - 1 1 0
5 Nov 377.00 15 0 - 1 1 0
4 Nov 387.20 15 0 - 1 1 0
3 Nov 378.70 15 4.15 51.51 1 1 1
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 365 expiring on 23DEC2025

Delta for 365 PE is -0.37

Historical price for 365 PE is as follows

On 12 Dec NATURALGAS was trading at 377.10. The strike last trading price was 11.5, which was -0.65 lower than the previous day. The implied volatity was 64.99, the open interest changed by 155 which increased total open position to 1095


On 11 Dec NATURALGAS was trading at 381.80. The strike last trading price was 9.6, which was -0.2 lower than the previous day. The implied volatity was 61.18, the open interest changed by 323 which increased total open position to 940


On 10 Dec NATURALGAS was trading at 417.40. The strike last trading price was 2.35, which was 0.1 higher than the previous day. The implied volatity was 58.05, the open interest changed by 196 which increased total open position to 617


On 9 Dec NATURALGAS was trading at 419.70. The strike last trading price was 2.25, which was 0.05 higher than the previous day. The implied volatity was 56.87, the open interest changed by 19 which increased total open position to 421


On 8 Dec NATURALGAS was trading at 445.70. The strike last trading price was 1.3, which was 0.1 higher than the previous day. The implied volatity was -, the open interest changed by -225 which decreased total open position to 402


On 5 Dec NATURALGAS was trading at 485.80. The strike last trading price was 0.8, which was 0.1 higher than the previous day. The implied volatity was -, the open interest changed by 114 which increased total open position to 627


On 4 Dec NATURALGAS was trading at 450.70. The strike last trading price was 1.65, which was -0.1 lower than the previous day. The implied volatity was 61.11, the open interest changed by -36 which decreased total open position to 513


On 3 Dec NATURALGAS was trading at 449.90. The strike last trading price was 1.85, which was -0.75 lower than the previous day. The implied volatity was 60.48, the open interest changed by -4 which decreased total open position to 549


On 2 Dec NATURALGAS was trading at 437.60. The strike last trading price was 2.7, which was -1.2 lower than the previous day. The implied volatity was 58.95, the open interest changed by 235 which increased total open position to 553


On 1 Dec NATURALGAS was trading at 436.70. The strike last trading price was 3.7, which was -1.65 lower than the previous day. The implied volatity was 62.51, the open interest changed by -19 which decreased total open position to 318


On 28 Nov NATURALGAS was trading at 426.10. The strike last trading price was 5.25, which was -1.7 lower than the previous day. The implied volatity was 59.67, the open interest changed by -20 which decreased total open position to 343


On 27 Nov NATURALGAS was trading at 413.10. The strike last trading price was 6.9, which was -1.3 lower than the previous day. The implied volatity was 56.68, the open interest changed by 26 which increased total open position to 363


On 26 Nov NATURALGAS was trading at 408.20. The strike last trading price was 8.1, which was -2.7 lower than the previous day. The implied volatity was 56.49, the open interest changed by -68 which decreased total open position to 337


On 25 Nov NATURALGAS was trading at 397.90. The strike last trading price was 11.35, which was 3.7 higher than the previous day. The implied volatity was 57.68, the open interest changed by 316 which increased total open position to 442


On 24 Nov NATURALGAS was trading at 403.40. The strike last trading price was 7.7, which was 0.2 higher than the previous day. The implied volatity was 58.46, the open interest changed by 110 which increased total open position to 153


On 21 Nov NATURALGAS was trading at 414.20. The strike last trading price was 7.6, which was -1.45 lower than the previous day. The implied volatity was 61.77, the open interest changed by 36 which increased total open position to 45


On 20 Nov NATURALGAS was trading at 403.00. The strike last trading price was 9.05, which was 6.6 higher than the previous day. The implied volatity was 60.42, the open interest changed by 5 which increased total open position to 5


On 19 Nov NATURALGAS was trading at 404.20. The strike last trading price was 15, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 18 Nov NATURALGAS was trading at 382.60. The strike last trading price was 15, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 17 Nov NATURALGAS was trading at 392.40. The strike last trading price was 15, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 14 Nov NATURALGAS was trading at 400.00. The strike last trading price was 15, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 13 Nov NATURALGAS was trading at 413.80. The strike last trading price was 15, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 12 Nov NATURALGAS was trading at 396.80. The strike last trading price was 15, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 11 Nov NATURALGAS was trading at 399.20. The strike last trading price was 15, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 10 Nov NATURALGAS was trading at 381.30. The strike last trading price was 15, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 7 Nov NATURALGAS was trading at 386.60. The strike last trading price was 15, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 6 Nov NATURALGAS was trading at 378.40. The strike last trading price was 15, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 5 Nov NATURALGAS was trading at 377.00. The strike last trading price was 15, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 4 Nov NATURALGAS was trading at 387.20. The strike last trading price was 15, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 3 Nov NATURALGAS was trading at 378.70. The strike last trading price was 15, which was 4.15 higher than the previous day. The implied volatity was 51.51, the open interest changed by 1 which increased total open position to 1


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