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 375 CE
Delta: 0.54 Vega: 0.26 Theta: -0.75 Gamma: 0.01
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
12 Dec	377.10	18 ₹ 22,500	-0.3 -375.00	64.37	46,911 5,86,38,750	2,382 29,77,500	2,399 29,98,750
11 Dec	381.80	21 ₹ 26,250	0.6 750.00	62.96	800 10,00,000	15 18,750	17 21,250
10 Dec	417.40	37.5 ₹ 46,875	-0.55 -687.50	-	2 2,500	2 2,500	2 2,500
9 Dec	419.70	56.6 ₹ 70,750	2.5 3125.00	92.62	2 2,500	-1 -1,250	0 0
8 Dec	445.70	112 ₹ 1,40,000	0 0.00	-	1 1,250	-1 -1,250	0 0
5 Dec	485.80	112 ₹ 1,40,000	0 0.00	-	1 1,250	-1 -1,250	3 3,750
4 Dec	450.70	72.3 ₹ 90,375	0.4 500.00	-	12 15,000	4 5,000	4 5,000
3 Dec	449.90	64.05 ₹ 80,062.5	1 1250.00	-	2 2,500	0 0	0 0
2 Dec	437.60	64.05 ₹ 80,062.5	1 1250.00	-	2 2,500	0 0	0 0
1 Dec	436.70	64.05 ₹ 80,062.5	11.35 14187.50	47.54	2 2,500	0 0	0 0
28 Nov	426.10	49.55 ₹ 61,937.5	0 0.00	-	1 1,250	0 0	0 0
27 Nov	413.10	49.55 ₹ 61,937.5	0 0.00	-	1 1,250	0 0	0 0
26 Nov	408.20	49.55 ₹ 61,937.5	0 0.00	-	1 1,250	0 0	0 0
25 Nov	397.90	49.55 ₹ 61,937.5	-1.05 -1312.50	86.13	1 1,250	0 0	0 0
24 Nov	403.40	50.35 ₹ 62,937.5	-6.5 -8125.00	53.21	3 3,750	0 0	4 5,000
21 Nov	414.20	58.65 ₹ 73,312.5	12.2 15250.00	46.68	2 2,500	4 5,000	4 5,000
20 Nov	403.00	50.9 ₹ 63,625	4.5 5625.00	-	3 3,750	0 0	0 0
19 Nov	404.20	50.9 ₹ 63,625	3.7 4625.00	36.06	3 3,750	0 0	2 2,500
18 Nov	382.60	46 ₹ 57,500	1.05 1312.50	61.29	2 2,500	2 2,500	2 2,500
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
9 Oct	291.00	0 ₹ 0	0 0.00	-	0 0	0 0	0 0

For Natural Gas - strike price 375 expiring on 23DEC2025

Delta for 375 CE is 0.54

Historical price for 375 CE is as follows

On 12 Dec NATURALGAS was trading at 377.10. The strike last trading price was 18, which was -0.3 lower than the previous day. The implied volatity was 64.37, the open interest changed by 2382 which increased total open position to 2399

On 11 Dec NATURALGAS was trading at 381.80. The strike last trading price was 21, which was 0.6 higher than the previous day. The implied volatity was 62.96, the open interest changed by 15 which increased total open position to 17

On 10 Dec NATURALGAS was trading at 417.40. The strike last trading price was 37.5, which was -0.55 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 2

On 9 Dec NATURALGAS was trading at 419.70. The strike last trading price was 56.6, which was 2.5 higher than the previous day. The implied volatity was 92.62, the open interest changed by -1 which decreased total open position to 0

On 8 Dec NATURALGAS was trading at 445.70. The strike last trading price was 112, 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 5 Dec NATURALGAS was trading at 485.80. The strike last trading price was 112, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 3

On 4 Dec NATURALGAS was trading at 450.70. The strike last trading price was 72.3, which was 0.4 higher than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 4

On 3 Dec NATURALGAS was trading at 449.90. The strike last trading price was 64.05, which was 1 higher 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 64.05, which was 1 higher 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 64.05, which was 11.35 higher than the previous day. The implied volatity was 47.54, 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 49.55, 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 49.55, 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 49.55, 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 25 Nov NATURALGAS was trading at 397.90. The strike last trading price was 49.55, which was -1.05 lower than the previous day. The implied volatity was 86.13, 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 50.35, which was -6.5 lower than the previous day. The implied volatity was 53.21, the open interest changed by 0 which decreased total open position to 4

On 21 Nov NATURALGAS was trading at 414.20. The strike last trading price was 58.65, which was 12.2 higher than the previous day. The implied volatity was 46.68, the open interest changed by 4 which increased total open position to 4

On 20 Nov NATURALGAS was trading at 403.00. The strike last trading price was 50.9, which was 4.5 higher 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 50.9, which was 3.7 higher than the previous day. The implied volatity was 36.06, the open interest changed by 0 which decreased total open position to 2

On 18 Nov NATURALGAS was trading at 382.60. The strike last trading price was 46, which was 1.05 higher than the previous day. The implied volatity was 61.29, the open interest changed by 2 which increased total open position to 2

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 375 PE
Delta: -0.46 Vega: 0.26 Theta: -0.78 Gamma: 0.01
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
12 Dec	377.10	16.5 ₹ 20,625	-0.65 -812.50	66.65	62,876 7,85,95,000	872 10,90,000	1,832 22,90,000
11 Dec	381.80	14.05 ₹ 17,562.5	-0.35 -437.50	62.41	33,615 4,20,18,750	179 2,23,750	960 12,00,000
10 Dec	417.40	3.8 ₹ 4,750	0.15 187.50	57.74	26,145 3,26,81,250	-675 -8,43,750	781 9,76,250
9 Dec	419.70	3.45 ₹ 4,312.5	0.1 125.00	55.60	6,144 76,80,000	671 8,38,750	1,456 18,20,000
8 Dec	445.70	2 ₹ 2,500	0.15 187.50	61.60	1,865 23,31,250	-263 -3,28,750	785 9,81,250
5 Dec	485.80	1.05 ₹ 1,312.5	0.1 125.00	-	1,776 22,20,000	68 85,000	1,048 13,10,000
4 Dec	450.70	2.3 ₹ 2,875	-0.15 -187.50	59.43	1,075 13,43,750	-212 -2,65,000	980 12,25,000
3 Dec	449.90	2.9 ₹ 3,625	-1.15 -1437.50	60.86	1,181 14,76,250	-150 -1,87,500	1,190 14,87,500
2 Dec	437.60	4.1 ₹ 5,125	-1.35 -1687.50	59.26	2,274 28,42,500	-82 -1,02,500	1,340 16,75,000
1 Dec	436.70	5.1 ₹ 6,375	-2.45 -3062.50	61.73	4,016 50,20,000	144 1,80,000	1,422 17,77,500
28 Nov	426.10	7.3 ₹ 9,125	-2.45 -3062.50	59.67	3,570 44,62,500	-5 -6,250	1,280 16,00,000
27 Nov	413.10	9.7 ₹ 12,125	-1.8 -2250.00	57.31	3,723 46,53,750	614 7,67,500	1,291 16,13,750
26 Nov	408.20	11.4 ₹ 14,250	-3.45 -4312.50	57.67	4,590 57,37,500	218 2,72,500	677 8,46,250
25 Nov	397.90	15.5 ₹ 19,375	4.75 5937.50	59.28	5,363 67,03,750	-233 -2,91,250	482 6,02,500
24 Nov	403.40	10.6 ₹ 13,250	0.45 562.50	59.24	3,615 45,18,750	643 8,03,750	814 10,17,500
21 Nov	414.20	10.2 ₹ 12,750	-2.2 -2750.00	62.35	1,835 22,93,750	80 1,00,000	153 1,91,250
20 Nov	403.00	11.75 ₹ 14,687.5	0.4 500.00	60.33	95 1,18,750	40 50,000	42 52,500
19 Nov	404.20	11.35 ₹ 14,187.5	-10.55 -13187.50	60.09	1 1,250	-1 -1,250	2 2,500
18 Nov	382.60	21.9 ₹ 27,375	17.4 21750.00	71.36	1 1,250	3 3,750	3 3,750
17 Nov	392.40	10.9 ₹ 13,625	6.3 7875.00	-	2 2,500	0 0	0 0
14 Nov	400.00	10.9 ₹ 13,625	6.3 7875.00	-	2 2,500	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
9 Oct	291.00	0 ₹ 0	0 0.00	-	0 0	0 0	0 0

For Natural Gas - strike price 375 expiring on 23DEC2025

Delta for 375 PE is -0.46

Historical price for 375 PE is as follows

On 12 Dec NATURALGAS was trading at 377.10. The strike last trading price was 16.5, which was -0.65 lower than the previous day. The implied volatity was 66.65, the open interest changed by 872 which increased total open position to 1832

On 11 Dec NATURALGAS was trading at 381.80. The strike last trading price was 14.05, which was -0.35 lower than the previous day. The implied volatity was 62.41, the open interest changed by 179 which increased total open position to 960

On 10 Dec NATURALGAS was trading at 417.40. The strike last trading price was 3.8, which was 0.15 higher than the previous day. The implied volatity was 57.74, the open interest changed by -675 which decreased total open position to 781

On 9 Dec NATURALGAS was trading at 419.70. The strike last trading price was 3.45, which was 0.1 higher than the previous day. The implied volatity was 55.60, the open interest changed by 671 which increased total open position to 1456

On 8 Dec NATURALGAS was trading at 445.70. The strike last trading price was 2, which was 0.15 higher than the previous day. The implied volatity was 61.60, the open interest changed by -263 which decreased total open position to 785

On 5 Dec NATURALGAS was trading at 485.80. The strike last trading price was 1.05, which was 0.1 higher than the previous day. The implied volatity was -, the open interest changed by 68 which increased total open position to 1048

On 4 Dec NATURALGAS was trading at 450.70. The strike last trading price was 2.3, which was -0.15 lower than the previous day. The implied volatity was 59.43, the open interest changed by -212 which decreased total open position to 980

On 3 Dec NATURALGAS was trading at 449.90. The strike last trading price was 2.9, which was -1.15 lower than the previous day. The implied volatity was 60.86, the open interest changed by -150 which decreased total open position to 1190

On 2 Dec NATURALGAS was trading at 437.60. The strike last trading price was 4.1, which was -1.35 lower than the previous day. The implied volatity was 59.26, the open interest changed by -82 which decreased total open position to 1340

On 1 Dec NATURALGAS was trading at 436.70. The strike last trading price was 5.1, which was -2.45 lower than the previous day. The implied volatity was 61.73, the open interest changed by 144 which increased total open position to 1422

On 28 Nov NATURALGAS was trading at 426.10. The strike last trading price was 7.3, which was -2.45 lower than the previous day. The implied volatity was 59.67, the open interest changed by -5 which decreased total open position to 1280

On 27 Nov NATURALGAS was trading at 413.10. The strike last trading price was 9.7, which was -1.8 lower than the previous day. The implied volatity was 57.31, the open interest changed by 614 which increased total open position to 1291

On 26 Nov NATURALGAS was trading at 408.20. The strike last trading price was 11.4, which was -3.45 lower than the previous day. The implied volatity was 57.67, the open interest changed by 218 which increased total open position to 677

On 25 Nov NATURALGAS was trading at 397.90. The strike last trading price was 15.5, which was 4.75 higher than the previous day. The implied volatity was 59.28, the open interest changed by -233 which decreased total open position to 482

On 24 Nov NATURALGAS was trading at 403.40. The strike last trading price was 10.6, which was 0.45 higher than the previous day. The implied volatity was 59.24, the open interest changed by 643 which increased total open position to 814

On 21 Nov NATURALGAS was trading at 414.20. The strike last trading price was 10.2, which was -2.2 lower than the previous day. The implied volatity was 62.35, the open interest changed by 80 which increased total open position to 153

On 20 Nov NATURALGAS was trading at 403.00. The strike last trading price was 11.75, which was 0.4 higher than the previous day. The implied volatity was 60.33, the open interest changed by 40 which increased total open position to 42

On 19 Nov NATURALGAS was trading at 404.20. The strike last trading price was 11.35, which was -10.55 lower than the previous day. The implied volatity was 60.09, the open interest changed by -1 which decreased total open position to 2

On 18 Nov NATURALGAS was trading at 382.60. The strike last trading price was 21.9, which was 17.4 higher than the previous day. The implied volatity was 71.36, the open interest changed by 3 which increased total open position to 3

On 17 Nov NATURALGAS was trading at 392.40. The strike last trading price was 10.9, which was 6.3 higher 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 10.9, which was 6.3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

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