[--[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 370 CE
Delta: 0.59
Vega: 0.26
Theta: -0.73
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 377.10 20.35 -0.15 63.38 48,115 4,153 4,666
11 Dec 381.80 23.5 0.25 61.79 4,368 373 513
10 Dec 417.40 53 1.35 71.95 108 18 140
9 Dec 419.70 61 0.7 96.03 17 3 122
8 Dec 445.70 79.4 -14.95 77.01 13 -7 119
5 Dec 485.80 103 11.9 - 7 0 126
4 Dec 450.70 80.55 -1.35 - 7 -6 126
3 Dec 449.90 84.35 8.5 74.30 17 1 132
2 Dec 437.60 73.45 5 70.94 25 -1 131
1 Dec 436.70 69.3 6.65 52.17 60 -5 132
28 Nov 426.10 60.55 9.5 52.14 92 -13 137
27 Nov 413.10 51.5 3.6 57.56 101 12 150
26 Nov 408.20 48.1 6.25 57.18 166 -30 138
25 Nov 397.90 41.05 -13.95 57.69 330 98 173
24 Nov 403.40 56.9 -8.35 61.53 50 -2 75
21 Nov 414.20 62.6 1.9 45.98 21 3 77
20 Nov 403.00 61.8 1.8 64.52 75 71 71
19 Nov 404.20 60 7 52.37 2 2 0
18 Nov 382.60 68 -7 - 2 1 0
17 Nov 392.40 68 -7 - 2 1 0
14 Nov 400.00 68 -7 - 2 1 0
13 Nov 413.80 68 -7 - 2 1 0
12 Nov 396.80 68 -7 - 2 1 0
11 Nov 399.20 68 -7 - 2 1 0
10 Nov 381.30 68 -7 - 2 1 0
7 Nov 386.60 68 -7 - 2 1 0
6 Nov 378.40 68 -7 - 2 1 0
5 Nov 377.00 68 -7 - 2 1 0
4 Nov 387.20 68 -7 - 2 1 0
3 Nov 378.70 68 -7 - 2 1 0
31 Oct 365.40 68 48.3 102.51 2 1 1
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 370 expiring on 23DEC2025

Delta for 370 CE is 0.59

Historical price for 370 CE is as follows

On 12 Dec NATURALGAS was trading at 377.10. The strike last trading price was 20.35, which was -0.15 lower than the previous day. The implied volatity was 63.38, the open interest changed by 4153 which increased total open position to 4666


On 11 Dec NATURALGAS was trading at 381.80. The strike last trading price was 23.5, which was 0.25 higher than the previous day. The implied volatity was 61.79, the open interest changed by 373 which increased total open position to 513


On 10 Dec NATURALGAS was trading at 417.40. The strike last trading price was 53, which was 1.35 higher than the previous day. The implied volatity was 71.95, the open interest changed by 18 which increased total open position to 140


On 9 Dec NATURALGAS was trading at 419.70. The strike last trading price was 61, which was 0.7 higher than the previous day. The implied volatity was 96.03, the open interest changed by 3 which increased total open position to 122


On 8 Dec NATURALGAS was trading at 445.70. The strike last trading price was 79.4, which was -14.95 lower than the previous day. The implied volatity was 77.01, the open interest changed by -7 which decreased total open position to 119


On 5 Dec NATURALGAS was trading at 485.80. The strike last trading price was 103, which was 11.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 126


On 4 Dec NATURALGAS was trading at 450.70. The strike last trading price was 80.55, which was -1.35 lower than the previous day. The implied volatity was -, the open interest changed by -6 which decreased total open position to 126


On 3 Dec NATURALGAS was trading at 449.90. The strike last trading price was 84.35, which was 8.5 higher than the previous day. The implied volatity was 74.30, the open interest changed by 1 which increased total open position to 132


On 2 Dec NATURALGAS was trading at 437.60. The strike last trading price was 73.45, which was 5 higher than the previous day. The implied volatity was 70.94, the open interest changed by -1 which decreased total open position to 131


On 1 Dec NATURALGAS was trading at 436.70. The strike last trading price was 69.3, which was 6.65 higher than the previous day. The implied volatity was 52.17, the open interest changed by -5 which decreased total open position to 132


On 28 Nov NATURALGAS was trading at 426.10. The strike last trading price was 60.55, which was 9.5 higher than the previous day. The implied volatity was 52.14, the open interest changed by -13 which decreased total open position to 137


On 27 Nov NATURALGAS was trading at 413.10. The strike last trading price was 51.5, which was 3.6 higher than the previous day. The implied volatity was 57.56, the open interest changed by 12 which increased total open position to 150


On 26 Nov NATURALGAS was trading at 408.20. The strike last trading price was 48.1, which was 6.25 higher than the previous day. The implied volatity was 57.18, the open interest changed by -30 which decreased total open position to 138


On 25 Nov NATURALGAS was trading at 397.90. The strike last trading price was 41.05, which was -13.95 lower than the previous day. The implied volatity was 57.69, the open interest changed by 98 which increased total open position to 173


On 24 Nov NATURALGAS was trading at 403.40. The strike last trading price was 56.9, which was -8.35 lower than the previous day. The implied volatity was 61.53, the open interest changed by -2 which decreased total open position to 75


On 21 Nov NATURALGAS was trading at 414.20. The strike last trading price was 62.6, which was 1.9 higher than the previous day. The implied volatity was 45.98, the open interest changed by 3 which increased total open position to 77


On 20 Nov NATURALGAS was trading at 403.00. The strike last trading price was 61.8, which was 1.8 higher than the previous day. The implied volatity was 64.52, the open interest changed by 71 which increased total open position to 71


On 19 Nov NATURALGAS was trading at 404.20. The strike last trading price was 60, which was 7 higher than the previous day. The implied volatity was 52.37, the open interest changed by 2 which increased total open position to 0


On 18 Nov NATURALGAS was trading at 382.60. The strike last trading price was 68, which was -7 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 68, which was -7 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 68, which was -7 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 68, which was -7 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 68, which was -7 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 68, which was -7 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 68, which was -7 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 68, which was -7 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 68, which was -7 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 68, which was -7 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 68, which was -7 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 68, which was -7 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 31 Oct NATURALGAS was trading at 365.40. The strike last trading price was 68, which was 48.3 higher than the previous day. The implied volatity was 102.51, the open interest changed by 1 which increased total open position to 1


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 370 PE
Delta: -0.41
Vega: 0.26
Theta: -0.76
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 377.10 14 -0.5 66.29 93,972 1,747 5,866
11 Dec 381.80 11.7 -0.25 61.79 54,653 1,324 4,119
10 Dec 417.40 3 0.15 57.86 35,323 1,028 2,795
9 Dec 419.70 2.8 0.05 56.26 9,089 180 1,767
8 Dec 445.70 1.6 0.2 61.90 4,776 -347 1,587
5 Dec 485.80 0.75 0.05 - 5,692 -176 1,934
4 Dec 450.70 1.9 -0.1 59.89 3,649 -57 2,110
3 Dec 449.90 2.35 -0.95 60.96 3,070 -27 2,167
2 Dec 437.60 3.35 -1.2 59.13 7,237 327 2,194
1 Dec 436.70 4.35 -1.95 62.09 10,869 71 1,867
28 Nov 426.10 6.25 -2.05 59.80 8,765 4 1,781
27 Nov 413.10 8.2 -1.5 57.00 7,038 176 1,775
26 Nov 408.20 9.6 -3 56.76 9,360 -364 1,599
25 Nov 397.90 13.25 4.15 58.22 13,525 641 2,117
24 Nov 403.40 9.1 0.35 58.93 6,099 570 1,621
21 Nov 414.20 8.9 -1.95 62.24 4,065 234 1,134
20 Nov 403.00 10.5 -0.65 60.81 2,360 610 938
19 Nov 404.20 11.15 -4 63.29 812 125 321
18 Nov 382.60 15.6 2.9 61.50 873 68 208
17 Nov 392.40 13.05 0.55 60.62 210 51 136
14 Nov 400.00 12.4 0.9 60.03 71 -1 87
13 Nov 413.80 11.7 -2.5 64.45 166 -29 103
12 Nov 396.80 14.7 0.2 62.41 121 -37 131
11 Nov 399.20 14.65 -2.8 61.95 120 79 153
10 Nov 381.30 17.95 1.1 59.67 32 25 73
7 Nov 386.60 17.45 -1.25 58.55 6 4 48
6 Nov 378.40 20 1.7 59.39 7 -1 44
5 Nov 377.00 18.3 -1.7 54.94 10 10 45
4 Nov 387.20 19.95 -2.05 63.54 2 1 35
3 Nov 378.70 19.9 -4 57.34 15 4 34
31 Oct 365.40 30 12.6 66.29 29 29 30
30 Oct 348.40 29.95 0 - 1 1 1
29 Oct 340.80 29.95 0 - 1 1 0
28 Oct 298.20 29.95 15.5 48.91 1 1 1
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 370 expiring on 23DEC2025

Delta for 370 PE is -0.41

Historical price for 370 PE is as follows

On 12 Dec NATURALGAS was trading at 377.10. The strike last trading price was 14, which was -0.5 lower than the previous day. The implied volatity was 66.29, the open interest changed by 1747 which increased total open position to 5866


On 11 Dec NATURALGAS was trading at 381.80. The strike last trading price was 11.7, which was -0.25 lower than the previous day. The implied volatity was 61.79, the open interest changed by 1324 which increased total open position to 4119


On 10 Dec NATURALGAS was trading at 417.40. The strike last trading price was 3, which was 0.15 higher than the previous day. The implied volatity was 57.86, the open interest changed by 1028 which increased total open position to 2795


On 9 Dec NATURALGAS was trading at 419.70. The strike last trading price was 2.8, which was 0.05 higher than the previous day. The implied volatity was 56.26, the open interest changed by 180 which increased total open position to 1767


On 8 Dec NATURALGAS was trading at 445.70. The strike last trading price was 1.6, which was 0.2 higher than the previous day. The implied volatity was 61.90, the open interest changed by -347 which decreased total open position to 1587


On 5 Dec NATURALGAS was trading at 485.80. The strike last trading price was 0.75, which was 0.05 higher than the previous day. The implied volatity was -, the open interest changed by -176 which decreased total open position to 1934


On 4 Dec NATURALGAS was trading at 450.70. The strike last trading price was 1.9, which was -0.1 lower than the previous day. The implied volatity was 59.89, the open interest changed by -57 which decreased total open position to 2110


On 3 Dec NATURALGAS was trading at 449.90. The strike last trading price was 2.35, which was -0.95 lower than the previous day. The implied volatity was 60.96, the open interest changed by -27 which decreased total open position to 2167


On 2 Dec NATURALGAS was trading at 437.60. The strike last trading price was 3.35, which was -1.2 lower than the previous day. The implied volatity was 59.13, the open interest changed by 327 which increased total open position to 2194


On 1 Dec NATURALGAS was trading at 436.70. The strike last trading price was 4.35, which was -1.95 lower than the previous day. The implied volatity was 62.09, the open interest changed by 71 which increased total open position to 1867


On 28 Nov NATURALGAS was trading at 426.10. The strike last trading price was 6.25, which was -2.05 lower than the previous day. The implied volatity was 59.80, the open interest changed by 4 which increased total open position to 1781


On 27 Nov NATURALGAS was trading at 413.10. The strike last trading price was 8.2, which was -1.5 lower than the previous day. The implied volatity was 57.00, the open interest changed by 176 which increased total open position to 1775


On 26 Nov NATURALGAS was trading at 408.20. The strike last trading price was 9.6, which was -3 lower than the previous day. The implied volatity was 56.76, the open interest changed by -364 which decreased total open position to 1599


On 25 Nov NATURALGAS was trading at 397.90. The strike last trading price was 13.25, which was 4.15 higher than the previous day. The implied volatity was 58.22, the open interest changed by 641 which increased total open position to 2117


On 24 Nov NATURALGAS was trading at 403.40. The strike last trading price was 9.1, which was 0.35 higher than the previous day. The implied volatity was 58.93, the open interest changed by 570 which increased total open position to 1621


On 21 Nov NATURALGAS was trading at 414.20. The strike last trading price was 8.9, which was -1.95 lower than the previous day. The implied volatity was 62.24, the open interest changed by 234 which increased total open position to 1134


On 20 Nov NATURALGAS was trading at 403.00. The strike last trading price was 10.5, which was -0.65 lower than the previous day. The implied volatity was 60.81, the open interest changed by 610 which increased total open position to 938


On 19 Nov NATURALGAS was trading at 404.20. The strike last trading price was 11.15, which was -4 lower than the previous day. The implied volatity was 63.29, the open interest changed by 125 which increased total open position to 321


On 18 Nov NATURALGAS was trading at 382.60. The strike last trading price was 15.6, which was 2.9 higher than the previous day. The implied volatity was 61.50, the open interest changed by 68 which increased total open position to 208


On 17 Nov NATURALGAS was trading at 392.40. The strike last trading price was 13.05, which was 0.55 higher than the previous day. The implied volatity was 60.62, the open interest changed by 51 which increased total open position to 136


On 14 Nov NATURALGAS was trading at 400.00. The strike last trading price was 12.4, which was 0.9 higher than the previous day. The implied volatity was 60.03, the open interest changed by -1 which decreased total open position to 87


On 13 Nov NATURALGAS was trading at 413.80. The strike last trading price was 11.7, which was -2.5 lower than the previous day. The implied volatity was 64.45, the open interest changed by -29 which decreased total open position to 103


On 12 Nov NATURALGAS was trading at 396.80. The strike last trading price was 14.7, which was 0.2 higher than the previous day. The implied volatity was 62.41, the open interest changed by -37 which decreased total open position to 131


On 11 Nov NATURALGAS was trading at 399.20. The strike last trading price was 14.65, which was -2.8 lower than the previous day. The implied volatity was 61.95, the open interest changed by 79 which increased total open position to 153


On 10 Nov NATURALGAS was trading at 381.30. The strike last trading price was 17.95, which was 1.1 higher than the previous day. The implied volatity was 59.67, the open interest changed by 25 which increased total open position to 73


On 7 Nov NATURALGAS was trading at 386.60. The strike last trading price was 17.45, which was -1.25 lower than the previous day. The implied volatity was 58.55, the open interest changed by 4 which increased total open position to 48


On 6 Nov NATURALGAS was trading at 378.40. The strike last trading price was 20, which was 1.7 higher than the previous day. The implied volatity was 59.39, the open interest changed by -1 which decreased total open position to 44


On 5 Nov NATURALGAS was trading at 377.00. The strike last trading price was 18.3, which was -1.7 lower than the previous day. The implied volatity was 54.94, the open interest changed by 10 which increased total open position to 45


On 4 Nov NATURALGAS was trading at 387.20. The strike last trading price was 19.95, which was -2.05 lower than the previous day. The implied volatity was 63.54, the open interest changed by 1 which increased total open position to 35


On 3 Nov NATURALGAS was trading at 378.70. The strike last trading price was 19.9, which was -4 lower than the previous day. The implied volatity was 57.34, the open interest changed by 4 which increased total open position to 34


On 31 Oct NATURALGAS was trading at 365.40. The strike last trading price was 30, which was 12.6 higher than the previous day. The implied volatity was 66.29, the open interest changed by 29 which increased total open position to 30


On 30 Oct NATURALGAS was trading at 348.40. The strike last trading price was 29.95, 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 29 Oct NATURALGAS was trading at 340.80. The strike last trading price was 29.95, 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 28 Oct NATURALGAS was trading at 298.20. The strike last trading price was 29.95, which was 15.5 higher than the previous day. The implied volatity was 48.91, the open interest changed by 1 which increased total open position to 1


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