[--[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 380 CE
Delta: 0.50
Vega: 0.26
Theta: -0.77
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 377.10 15.95 -0.3 65.58 1,14,016 6,255 7,184
11 Dec 381.80 18.95 0.7 64.88 19,484 451 929
10 Dec 417.40 41.5 -2.75 54.45 1,875 -34 478
9 Dec 419.70 47.75 -3.85 71.74 55 -4 512
8 Dec 445.70 72.3 -0.1 83.53 95 -63 516
5 Dec 485.80 107.75 -4 - 69 -15 579
4 Dec 450.70 72.5 4.55 52.77 202 -16 594
3 Dec 449.90 74 8.7 65.28 121 7 610
2 Dec 437.60 62 1.9 58.33 105 -42 603
1 Dec 436.70 62.5 7.75 60.02 257 -65 645
28 Nov 426.10 54.7 10.5 59.31 601 84 713
27 Nov 413.10 44.35 2.7 57.18 126 6 629
26 Nov 408.20 41.55 5.3 58.20 876 -81 623
25 Nov 397.90 35.55 -13.8 59.25 2,647 300 722
24 Nov 403.40 49.4 -10.85 60.20 335 17 421
21 Nov 414.20 55.35 3.75 48.81 140 22 411
20 Nov 403.00 53.8 -2.25 61.77 270 100 388
19 Nov 404.20 57.55 13.35 64.87 343 20 289
18 Nov 382.60 43 -7.9 61.01 593 198 274
17 Nov 392.40 49.2 -3.6 59.52 83 41 75
14 Nov 400.00 54.85 -1.1 60.60 20 2 34
13 Nov 413.80 59.75 2.05 48.17 3 -2 32
12 Nov 396.80 59.75 11.75 73.01 4 3 34
11 Nov 399.20 48.8 -0.95 48.63 8 3 31
10 Nov 381.30 45.85 -2.85 62.30 10 1 28
7 Nov 386.60 46.85 1.5 58.31 4 1 27
6 Nov 378.40 45.35 -4.3 61.88 3 26 26
5 Nov 377.00 49.65 0 70.10 1 0 0
4 Nov 387.20 43 -0.85 44.98 1 12 0
3 Nov 378.70 45 10.75 59.60 28 13 25
31 Oct 365.40 33.85 18.65 50.50 6 5 12
30 Oct 348.40 30.9 0 - 1 7 7
29 Oct 340.80 30.9 17.5 64.58 1 0 0
28 Oct 298.20 30.9 0 - 1 0 7
27 Oct 305.10 30.9 0 51.37 1 1 7
24 Oct 282.60 29 9.1 53.75 3 6 6
23 Oct 295.60 38.7 12.45 - 6 4 0
20 Oct 296.90 38.7 12.45 - 6 4 0
17 Oct 263.90 38.7 12.45 - 6 4 4
14 Oct 269.60 38.7 12.45 - 6 4 0
9 Oct 291.00 38.7 12.45 - 6 4 0
3 Oct 298.70 38.7 19 47.50 6 4 4


For Natural Gas - strike price 380 expiring on 23DEC2025

Delta for 380 CE is 0.50

Historical price for 380 CE is as follows

On 12 Dec NATURALGAS was trading at 377.10. The strike last trading price was 15.95, which was -0.3 lower than the previous day. The implied volatity was 65.58, the open interest changed by 6255 which increased total open position to 7184


On 11 Dec NATURALGAS was trading at 381.80. The strike last trading price was 18.95, which was 0.7 higher than the previous day. The implied volatity was 64.88, the open interest changed by 451 which increased total open position to 929


On 10 Dec NATURALGAS was trading at 417.40. The strike last trading price was 41.5, which was -2.75 lower than the previous day. The implied volatity was 54.45, the open interest changed by -34 which decreased total open position to 478


On 9 Dec NATURALGAS was trading at 419.70. The strike last trading price was 47.75, which was -3.85 lower than the previous day. The implied volatity was 71.74, the open interest changed by -4 which decreased total open position to 512


On 8 Dec NATURALGAS was trading at 445.70. The strike last trading price was 72.3, which was -0.1 lower than the previous day. The implied volatity was 83.53, the open interest changed by -63 which decreased total open position to 516


On 5 Dec NATURALGAS was trading at 485.80. The strike last trading price was 107.75, which was -4 lower than the previous day. The implied volatity was -, the open interest changed by -15 which decreased total open position to 579


On 4 Dec NATURALGAS was trading at 450.70. The strike last trading price was 72.5, which was 4.55 higher than the previous day. The implied volatity was 52.77, the open interest changed by -16 which decreased total open position to 594


On 3 Dec NATURALGAS was trading at 449.90. The strike last trading price was 74, which was 8.7 higher than the previous day. The implied volatity was 65.28, the open interest changed by 7 which increased total open position to 610


On 2 Dec NATURALGAS was trading at 437.60. The strike last trading price was 62, which was 1.9 higher than the previous day. The implied volatity was 58.33, the open interest changed by -42 which decreased total open position to 603


On 1 Dec NATURALGAS was trading at 436.70. The strike last trading price was 62.5, which was 7.75 higher than the previous day. The implied volatity was 60.02, the open interest changed by -65 which decreased total open position to 645


On 28 Nov NATURALGAS was trading at 426.10. The strike last trading price was 54.7, which was 10.5 higher than the previous day. The implied volatity was 59.31, the open interest changed by 84 which increased total open position to 713


On 27 Nov NATURALGAS was trading at 413.10. The strike last trading price was 44.35, which was 2.7 higher than the previous day. The implied volatity was 57.18, the open interest changed by 6 which increased total open position to 629


On 26 Nov NATURALGAS was trading at 408.20. The strike last trading price was 41.55, which was 5.3 higher than the previous day. The implied volatity was 58.20, the open interest changed by -81 which decreased total open position to 623


On 25 Nov NATURALGAS was trading at 397.90. The strike last trading price was 35.55, which was -13.8 lower than the previous day. The implied volatity was 59.25, the open interest changed by 300 which increased total open position to 722


On 24 Nov NATURALGAS was trading at 403.40. The strike last trading price was 49.4, which was -10.85 lower than the previous day. The implied volatity was 60.20, the open interest changed by 17 which increased total open position to 421


On 21 Nov NATURALGAS was trading at 414.20. The strike last trading price was 55.35, which was 3.75 higher than the previous day. The implied volatity was 48.81, the open interest changed by 22 which increased total open position to 411


On 20 Nov NATURALGAS was trading at 403.00. The strike last trading price was 53.8, which was -2.25 lower than the previous day. The implied volatity was 61.77, the open interest changed by 100 which increased total open position to 388


On 19 Nov NATURALGAS was trading at 404.20. The strike last trading price was 57.55, which was 13.35 higher than the previous day. The implied volatity was 64.87, the open interest changed by 20 which increased total open position to 289


On 18 Nov NATURALGAS was trading at 382.60. The strike last trading price was 43, which was -7.9 lower than the previous day. The implied volatity was 61.01, the open interest changed by 198 which increased total open position to 274


On 17 Nov NATURALGAS was trading at 392.40. The strike last trading price was 49.2, which was -3.6 lower than the previous day. The implied volatity was 59.52, the open interest changed by 41 which increased total open position to 75


On 14 Nov NATURALGAS was trading at 400.00. The strike last trading price was 54.85, which was -1.1 lower than the previous day. The implied volatity was 60.60, the open interest changed by 2 which increased total open position to 34


On 13 Nov NATURALGAS was trading at 413.80. The strike last trading price was 59.75, which was 2.05 higher than the previous day. The implied volatity was 48.17, the open interest changed by -2 which decreased total open position to 32


On 12 Nov NATURALGAS was trading at 396.80. The strike last trading price was 59.75, which was 11.75 higher than the previous day. The implied volatity was 73.01, the open interest changed by 3 which increased total open position to 34


On 11 Nov NATURALGAS was trading at 399.20. The strike last trading price was 48.8, which was -0.95 lower than the previous day. The implied volatity was 48.63, the open interest changed by 3 which increased total open position to 31


On 10 Nov NATURALGAS was trading at 381.30. The strike last trading price was 45.85, which was -2.85 lower than the previous day. The implied volatity was 62.30, the open interest changed by 1 which increased total open position to 28


On 7 Nov NATURALGAS was trading at 386.60. The strike last trading price was 46.85, which was 1.5 higher than the previous day. The implied volatity was 58.31, the open interest changed by 1 which increased total open position to 27


On 6 Nov NATURALGAS was trading at 378.40. The strike last trading price was 45.35, which was -4.3 lower than the previous day. The implied volatity was 61.88, the open interest changed by 26 which increased total open position to 26


On 5 Nov NATURALGAS was trading at 377.00. The strike last trading price was 49.65, which was 0 lower than the previous day. The implied volatity was 70.10, 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 43, which was -0.85 lower than the previous day. The implied volatity was 44.98, the open interest changed by 12 which increased total open position to 0


On 3 Nov NATURALGAS was trading at 378.70. The strike last trading price was 45, which was 10.75 higher than the previous day. The implied volatity was 59.60, the open interest changed by 13 which increased total open position to 25


On 31 Oct NATURALGAS was trading at 365.40. The strike last trading price was 33.85, which was 18.65 higher than the previous day. The implied volatity was 50.50, the open interest changed by 5 which increased total open position to 12


On 30 Oct NATURALGAS was trading at 348.40. The strike last trading price was 30.9, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 7 which increased total open position to 7


On 29 Oct NATURALGAS was trading at 340.80. The strike last trading price was 30.9, which was 17.5 higher than the previous day. The implied volatity was 64.58, 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 30.9, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7


On 27 Oct NATURALGAS was trading at 305.10. The strike last trading price was 30.9, which was 0 lower than the previous day. The implied volatity was 51.37, the open interest changed by 1 which increased total open position to 7


On 24 Oct NATURALGAS was trading at 282.60. The strike last trading price was 29, which was 9.1 higher than the previous day. The implied volatity was 53.75, the open interest changed by 6 which increased total open position to 6


On 23 Oct NATURALGAS was trading at 295.60. The strike last trading price was 38.7, which was 12.45 higher than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 0


On 20 Oct NATURALGAS was trading at 296.90. The strike last trading price was 38.7, which was 12.45 higher than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 0


On 17 Oct NATURALGAS was trading at 263.90. The strike last trading price was 38.7, which was 12.45 higher than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 4


On 14 Oct NATURALGAS was trading at 269.60. The strike last trading price was 38.7, which was 12.45 higher than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 0


On 9 Oct NATURALGAS was trading at 291.00. The strike last trading price was 38.7, which was 12.45 higher than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 0


On 3 Oct NATURALGAS was trading at 298.70. The strike last trading price was 38.7, which was 19 higher than the previous day. The implied volatity was 47.50, the open interest changed by 4 which increased total open position to 4


NATURALGAS 23DEC2025 380 PE
Delta: -0.50
Vega: 0.26
Theta: -0.80
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 377.10 19.45 -0.4 67.85 1,05,028 604 5,112
11 Dec 381.80 17.1 0.05 64.70 75,698 1,281 4,508
10 Dec 417.40 4.8 0.3 57.86 55,766 135 3,227
9 Dec 419.70 4.4 0.15 55.80 18,604 -860 3,092
8 Dec 445.70 2.35 0.15 60.43 13,846 -483 3,952
5 Dec 485.80 1.2 0.15 - 11,908 469 4,435
4 Dec 450.70 2.75 -0.25 58.87 5,681 -254 3,966
3 Dec 449.90 3.5 -1.45 60.86 5,195 -114 4,218
2 Dec 437.60 5 -1.55 59.53 15,204 848 4,332
1 Dec 436.70 6.05 -2.8 61.75 14,894 324 3,484
28 Nov 426.10 8.7 -2.8 60.24 9,757 -335 3,160
27 Nov 413.10 11.4 -2 57.79 8,973 338 3,508
26 Nov 408.20 13.15 -4.05 57.68 15,952 -429 3,170
25 Nov 397.90 17.85 5.35 59.98 16,804 -84 3,646
24 Nov 403.40 12.45 0.7 60.07 10,929 773 3,887
21 Nov 414.20 11.9 -2.5 63.17 12,320 1,056 3,174
20 Nov 403.00 13.65 -0.75 61.17 4,867 1,002 1,743
19 Nov 404.20 14.15 -4.75 63.21 2,099 66 750
18 Nov 382.60 19.4 3.25 61.37 1,850 240 709
17 Nov 392.40 16.5 0.95 60.72 691 195 457
14 Nov 400.00 15.5 0.75 59.78 312 14 262
13 Nov 413.80 14.65 -3.9 64.56 228 61 259
12 Nov 396.80 18.8 0.9 63.72 225 34 196
11 Nov 399.20 17.95 -4.55 61.64 149 11 163
10 Nov 381.30 22.25 0.7 60.03 134 48 155
7 Nov 386.60 21.65 -2.3 59.07 81 6 107
6 Nov 378.40 23.95 0.1 58.85 90 8 99
5 Nov 377.00 23.6 0.9 57.00 138 21 93
4 Nov 387.20 22.3 -3.5 60.52 36 25 71
3 Nov 378.70 25.5 -4.15 59.78 10 -1 46
31 Oct 365.40 28.05 5.2 54.82 32 1 47
30 Oct 348.40 34 0 - 45 46 46
29 Oct 340.80 34 0 - 45 0 0
28 Oct 298.20 34 0 - 45 0 46
27 Oct 305.10 34 -0.7 56.98 45 45 46
24 Oct 282.60 40 21.65 59.06 3 1 1
23 Oct 295.60 45.6 -4.5 - 12 0 0
20 Oct 296.90 45.6 -4.5 - 12 0 0
17 Oct 263.90 45.6 -4.5 - 12 0 0
14 Oct 269.60 0 0 - 0 0 0
9 Oct 291.00 0 0 - 0 0 0
3 Oct 298.70 0 0 0.00 0 0 0


For Natural Gas - strike price 380 expiring on 23DEC2025

Delta for 380 PE is -0.50

Historical price for 380 PE is as follows

On 12 Dec NATURALGAS was trading at 377.10. The strike last trading price was 19.45, which was -0.4 lower than the previous day. The implied volatity was 67.85, the open interest changed by 604 which increased total open position to 5112


On 11 Dec NATURALGAS was trading at 381.80. The strike last trading price was 17.1, which was 0.05 higher than the previous day. The implied volatity was 64.70, the open interest changed by 1281 which increased total open position to 4508


On 10 Dec NATURALGAS was trading at 417.40. The strike last trading price was 4.8, which was 0.3 higher than the previous day. The implied volatity was 57.86, the open interest changed by 135 which increased total open position to 3227


On 9 Dec NATURALGAS was trading at 419.70. The strike last trading price was 4.4, which was 0.15 higher than the previous day. The implied volatity was 55.80, the open interest changed by -860 which decreased total open position to 3092


On 8 Dec NATURALGAS was trading at 445.70. The strike last trading price was 2.35, which was 0.15 higher than the previous day. The implied volatity was 60.43, the open interest changed by -483 which decreased total open position to 3952


On 5 Dec NATURALGAS was trading at 485.80. The strike last trading price was 1.2, which was 0.15 higher than the previous day. The implied volatity was -, the open interest changed by 469 which increased total open position to 4435


On 4 Dec NATURALGAS was trading at 450.70. The strike last trading price was 2.75, which was -0.25 lower than the previous day. The implied volatity was 58.87, the open interest changed by -254 which decreased total open position to 3966


On 3 Dec NATURALGAS was trading at 449.90. The strike last trading price was 3.5, which was -1.45 lower than the previous day. The implied volatity was 60.86, the open interest changed by -114 which decreased total open position to 4218


On 2 Dec NATURALGAS was trading at 437.60. The strike last trading price was 5, which was -1.55 lower than the previous day. The implied volatity was 59.53, the open interest changed by 848 which increased total open position to 4332


On 1 Dec NATURALGAS was trading at 436.70. The strike last trading price was 6.05, which was -2.8 lower than the previous day. The implied volatity was 61.75, the open interest changed by 324 which increased total open position to 3484


On 28 Nov NATURALGAS was trading at 426.10. The strike last trading price was 8.7, which was -2.8 lower than the previous day. The implied volatity was 60.24, the open interest changed by -335 which decreased total open position to 3160


On 27 Nov NATURALGAS was trading at 413.10. The strike last trading price was 11.4, which was -2 lower than the previous day. The implied volatity was 57.79, the open interest changed by 338 which increased total open position to 3508


On 26 Nov NATURALGAS was trading at 408.20. The strike last trading price was 13.15, which was -4.05 lower than the previous day. The implied volatity was 57.68, the open interest changed by -429 which decreased total open position to 3170


On 25 Nov NATURALGAS was trading at 397.90. The strike last trading price was 17.85, which was 5.35 higher than the previous day. The implied volatity was 59.98, the open interest changed by -84 which decreased total open position to 3646


On 24 Nov NATURALGAS was trading at 403.40. The strike last trading price was 12.45, which was 0.7 higher than the previous day. The implied volatity was 60.07, the open interest changed by 773 which increased total open position to 3887


On 21 Nov NATURALGAS was trading at 414.20. The strike last trading price was 11.9, which was -2.5 lower than the previous day. The implied volatity was 63.17, the open interest changed by 1056 which increased total open position to 3174


On 20 Nov NATURALGAS was trading at 403.00. The strike last trading price was 13.65, which was -0.75 lower than the previous day. The implied volatity was 61.17, the open interest changed by 1002 which increased total open position to 1743


On 19 Nov NATURALGAS was trading at 404.20. The strike last trading price was 14.15, which was -4.75 lower than the previous day. The implied volatity was 63.21, the open interest changed by 66 which increased total open position to 750


On 18 Nov NATURALGAS was trading at 382.60. The strike last trading price was 19.4, which was 3.25 higher than the previous day. The implied volatity was 61.37, the open interest changed by 240 which increased total open position to 709


On 17 Nov NATURALGAS was trading at 392.40. The strike last trading price was 16.5, which was 0.95 higher than the previous day. The implied volatity was 60.72, the open interest changed by 195 which increased total open position to 457


On 14 Nov NATURALGAS was trading at 400.00. The strike last trading price was 15.5, which was 0.75 higher than the previous day. The implied volatity was 59.78, the open interest changed by 14 which increased total open position to 262


On 13 Nov NATURALGAS was trading at 413.80. The strike last trading price was 14.65, which was -3.9 lower than the previous day. The implied volatity was 64.56, the open interest changed by 61 which increased total open position to 259


On 12 Nov NATURALGAS was trading at 396.80. The strike last trading price was 18.8, which was 0.9 higher than the previous day. The implied volatity was 63.72, the open interest changed by 34 which increased total open position to 196


On 11 Nov NATURALGAS was trading at 399.20. The strike last trading price was 17.95, which was -4.55 lower than the previous day. The implied volatity was 61.64, the open interest changed by 11 which increased total open position to 163


On 10 Nov NATURALGAS was trading at 381.30. The strike last trading price was 22.25, which was 0.7 higher than the previous day. The implied volatity was 60.03, the open interest changed by 48 which increased total open position to 155


On 7 Nov NATURALGAS was trading at 386.60. The strike last trading price was 21.65, which was -2.3 lower than the previous day. The implied volatity was 59.07, the open interest changed by 6 which increased total open position to 107


On 6 Nov NATURALGAS was trading at 378.40. The strike last trading price was 23.95, which was 0.1 higher than the previous day. The implied volatity was 58.85, the open interest changed by 8 which increased total open position to 99


On 5 Nov NATURALGAS was trading at 377.00. The strike last trading price was 23.6, which was 0.9 higher than the previous day. The implied volatity was 57.00, the open interest changed by 21 which increased total open position to 93


On 4 Nov NATURALGAS was trading at 387.20. The strike last trading price was 22.3, which was -3.5 lower than the previous day. The implied volatity was 60.52, the open interest changed by 25 which increased total open position to 71


On 3 Nov NATURALGAS was trading at 378.70. The strike last trading price was 25.5, which was -4.15 lower than the previous day. The implied volatity was 59.78, the open interest changed by -1 which decreased total open position to 46


On 31 Oct NATURALGAS was trading at 365.40. The strike last trading price was 28.05, which was 5.2 higher than the previous day. The implied volatity was 54.82, the open interest changed by 1 which increased total open position to 47


On 30 Oct NATURALGAS was trading at 348.40. The strike last trading price was 34, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 46 which increased total open position to 46


On 29 Oct NATURALGAS was trading at 340.80. The strike last trading price was 34, 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 34, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 46


On 27 Oct NATURALGAS was trading at 305.10. The strike last trading price was 34, which was -0.7 lower than the previous day. The implied volatity was 56.98, the open interest changed by 45 which increased total open position to 46


On 24 Oct NATURALGAS was trading at 282.60. The strike last trading price was 40, which was 21.65 higher than the previous day. The implied volatity was 59.06, the open interest changed by 1 which increased total open position to 1


On 23 Oct NATURALGAS was trading at 295.60. The strike last trading price was 45.6, which was -4.5 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 45.6, which was -4.5 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 45.6, which was -4.5 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


On 3 Oct NATURALGAS was trading at 298.70. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0