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NATURALGAS

Natural Gas
368.3 -8.20 (-2.18%)
L: 363.3 H: 384

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Historical option data for NATURALGAS

15 Dec 2025 09:47 PM IST
NATURALGAS 23-DEC-2025 385 CE
Delta: 0.37
Vega: 0.21
Theta: -0.94
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
15 Dec 368.10 9.8 -4.55 74.67 28,486 1,189 3,998
12 Dec 377.10 14.1 -0.25 66.69 55,241 2,579 2,809
11 Dec 381.80 16.6 0.45 64.88 12,874 194 230
10 Dec 417.40 39.45 -1 62.49 244 36 36
9 Dec 419.70 47.85 -2.05 85.45 7 -2 0
8 Dec 445.70 82.85 -1.45 137.52 2 -2 24
5 Dec 485.80 106.35 2.25 - 31 -12 26
4 Dec 450.70 68 4 52.83 56 -19 38
3 Dec 449.90 71.5 11.5 72.10 5 57 57
2 Dec 437.60 58 0.85 58.53 3 -3 0
1 Dec 436.70 55 4.25 45.98 15 -3 58
28 Nov 426.10 52.7 12.2 64.08 53 -10 61
27 Nov 413.10 41.5 2.9 58.42 81 3 71
26 Nov 408.20 38.7 4.9 58.60 487 -40 68
25 Nov 397.90 33 -11.7 59.88 1,147 102 162
24 Nov 403.40 44.3 -10.3 55.75 174 -48 60
21 Nov 414.20 53.2 3.35 53.25 75 8 114
20 Nov 403.00 52 6.35 65.20 112 104 107
19 Nov 404.20 45.65 7 44.06 2 -1 3
18 Nov 382.60 38.45 1.1 57.46 9 3 3
17 Nov 392.40 43 -3.5 - 2 0 0
14 Nov 400.00 43 -3.5 - 2 0 0
13 Nov 413.80 43 -3.5 - 2 0 0
12 Nov 396.80 43 -3.5 - 2 0 0
11 Nov 399.20 43 -3.5 - 2 0 0
10 Nov 381.30 43 -3.5 - 2 0 0
7 Nov 386.60 43 -3.5 - 2 0 0
6 Nov 378.40 43 -3.5 - 2 0 0
5 Nov 377.00 43 7.95 62.80 2 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 385 expiring on 23DEC2025

Delta for 385 CE is 0.37

Historical price for 385 CE is as follows

On 15 Dec NATURALGAS was trading at 368.10. The strike last trading price was 9.8, which was -4.55 lower than the previous day. The implied volatity was 74.67, the open interest changed by 1189 which increased total open position to 3998


On 12 Dec NATURALGAS was trading at 377.10. The strike last trading price was 14.1, which was -0.25 lower than the previous day. The implied volatity was 66.69, the open interest changed by 2579 which increased total open position to 2809


On 11 Dec NATURALGAS was trading at 381.80. The strike last trading price was 16.6, which was 0.45 higher than the previous day. The implied volatity was 64.88, the open interest changed by 194 which increased total open position to 230


On 10 Dec NATURALGAS was trading at 417.40. The strike last trading price was 39.45, which was -1 lower than the previous day. The implied volatity was 62.49, the open interest changed by 36 which increased total open position to 36


On 9 Dec NATURALGAS was trading at 419.70. The strike last trading price was 47.85, which was -2.05 lower than the previous day. The implied volatity was 85.45, 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 82.85, which was -1.45 lower than the previous day. The implied volatity was 137.52, the open interest changed by -2 which decreased total open position to 24


On 5 Dec NATURALGAS was trading at 485.80. The strike last trading price was 106.35, which was 2.25 higher than the previous day. The implied volatity was -, the open interest changed by -12 which decreased total open position to 26


On 4 Dec NATURALGAS was trading at 450.70. The strike last trading price was 68, which was 4 higher than the previous day. The implied volatity was 52.83, the open interest changed by -19 which decreased total open position to 38


On 3 Dec NATURALGAS was trading at 449.90. The strike last trading price was 71.5, which was 11.5 higher than the previous day. The implied volatity was 72.10, the open interest changed by 57 which increased total open position to 57


On 2 Dec NATURALGAS was trading at 437.60. The strike last trading price was 58, which was 0.85 higher than the previous day. The implied volatity was 58.53, the open interest changed by -3 which decreased total open position to 0


On 1 Dec NATURALGAS was trading at 436.70. The strike last trading price was 55, which was 4.25 higher than the previous day. The implied volatity was 45.98, the open interest changed by -3 which decreased total open position to 58


On 28 Nov NATURALGAS was trading at 426.10. The strike last trading price was 52.7, which was 12.2 higher than the previous day. The implied volatity was 64.08, the open interest changed by -10 which decreased total open position to 61


On 27 Nov NATURALGAS was trading at 413.10. The strike last trading price was 41.5, which was 2.9 higher than the previous day. The implied volatity was 58.42, the open interest changed by 3 which increased total open position to 71


On 26 Nov NATURALGAS was trading at 408.20. The strike last trading price was 38.7, which was 4.9 higher than the previous day. The implied volatity was 58.60, the open interest changed by -40 which decreased total open position to 68


On 25 Nov NATURALGAS was trading at 397.90. The strike last trading price was 33, which was -11.7 lower than the previous day. The implied volatity was 59.88, the open interest changed by 102 which increased total open position to 162


On 24 Nov NATURALGAS was trading at 403.40. The strike last trading price was 44.3, which was -10.3 lower than the previous day. The implied volatity was 55.75, the open interest changed by -48 which decreased total open position to 60


On 21 Nov NATURALGAS was trading at 414.20. The strike last trading price was 53.2, which was 3.35 higher than the previous day. The implied volatity was 53.25, the open interest changed by 8 which increased total open position to 114


On 20 Nov NATURALGAS was trading at 403.00. The strike last trading price was 52, which was 6.35 higher than the previous day. The implied volatity was 65.20, the open interest changed by 104 which increased total open position to 107


On 19 Nov NATURALGAS was trading at 404.20. The strike last trading price was 45.65, which was 7 higher than the previous day. The implied volatity was 44.06, the open interest changed by -1 which decreased total open position to 3


On 18 Nov NATURALGAS was trading at 382.60. The strike last trading price was 38.45, which was 1.1 higher than the previous day. The implied volatity was 57.46, 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 43, which was -3.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 14 Nov NATURALGAS was trading at 400.00. The strike last trading price was 43, which was -3.5 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 43, which was -3.5 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 43, which was -3.5 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 43, which was -3.5 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 43, which was -3.5 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 43, which was -3.5 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 43, which was -3.5 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 43, which was 7.95 higher than the previous day. The implied volatity was 62.80, 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 385 PE
Delta: -0.63
Vega: 0.21
Theta: -0.93
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
15 Dec 368.10 26.65 3.75 74.43 11,684 -35 1,178
12 Dec 377.10 22.55 -0.35 68.79 36,314 217 1,213
11 Dec 381.80 19.9 0.05 65.24 46,022 -665 996
10 Dec 417.40 5.9 0.35 57.63 28,110 988 1,661
9 Dec 419.70 5.4 0.2 55.47 8,176 -337 673
8 Dec 445.70 2.95 0.2 60.44 3,506 -197 1,010
5 Dec 485.80 1.4 0.1 - 2,036 -155 1,207
4 Dec 450.70 3.2 -0.2 57.93 2,359 70 1,362
3 Dec 449.90 4.2 -1.65 60.74 1,468 99 1,292
2 Dec 437.60 6.15 -1.55 60.23 3,254 161 1,193
1 Dec 436.70 7.25 -3.1 62.22 3,831 286 1,032
28 Nov 426.10 10.2 -3.15 60.64 3,254 25 750
27 Nov 413.10 13.3 -2.05 58.42 5,651 210 726
26 Nov 408.20 15.2 -4.3 58.19 5,929 217 516
25 Nov 397.90 20.3 6 60.58 5,717 -1 327
24 Nov 403.40 14.4 1.15 60.73 4,569 202 425
21 Nov 414.20 13.45 -2.5 63.25 2,345 102 241
20 Nov 403.00 15.3 -0.95 61.06 671 90 141
19 Nov 404.20 15.95 -6.15 63.46 103 48 51
18 Nov 382.60 22.75 15.9 63.96 10 3 3
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 385 expiring on 23DEC2025

Delta for 385 PE is -0.63

Historical price for 385 PE is as follows

On 15 Dec NATURALGAS was trading at 368.10. The strike last trading price was 26.65, which was 3.75 higher than the previous day. The implied volatity was 74.43, the open interest changed by -35 which decreased total open position to 1178


On 12 Dec NATURALGAS was trading at 377.10. The strike last trading price was 22.55, which was -0.35 lower than the previous day. The implied volatity was 68.79, the open interest changed by 217 which increased total open position to 1213


On 11 Dec NATURALGAS was trading at 381.80. The strike last trading price was 19.9, which was 0.05 higher than the previous day. The implied volatity was 65.24, the open interest changed by -665 which decreased total open position to 996


On 10 Dec NATURALGAS was trading at 417.40. The strike last trading price was 5.9, which was 0.35 higher than the previous day. The implied volatity was 57.63, the open interest changed by 988 which increased total open position to 1661


On 9 Dec NATURALGAS was trading at 419.70. The strike last trading price was 5.4, which was 0.2 higher than the previous day. The implied volatity was 55.47, the open interest changed by -337 which decreased total open position to 673


On 8 Dec NATURALGAS was trading at 445.70. The strike last trading price was 2.95, which was 0.2 higher than the previous day. The implied volatity was 60.44, the open interest changed by -197 which decreased total open position to 1010


On 5 Dec NATURALGAS was trading at 485.80. The strike last trading price was 1.4, which was 0.1 higher than the previous day. The implied volatity was -, the open interest changed by -155 which decreased total open position to 1207


On 4 Dec NATURALGAS was trading at 450.70. The strike last trading price was 3.2, which was -0.2 lower than the previous day. The implied volatity was 57.93, the open interest changed by 70 which increased total open position to 1362


On 3 Dec NATURALGAS was trading at 449.90. The strike last trading price was 4.2, which was -1.65 lower than the previous day. The implied volatity was 60.74, the open interest changed by 99 which increased total open position to 1292


On 2 Dec NATURALGAS was trading at 437.60. The strike last trading price was 6.15, which was -1.55 lower than the previous day. The implied volatity was 60.23, the open interest changed by 161 which increased total open position to 1193


On 1 Dec NATURALGAS was trading at 436.70. The strike last trading price was 7.25, which was -3.1 lower than the previous day. The implied volatity was 62.22, the open interest changed by 286 which increased total open position to 1032


On 28 Nov NATURALGAS was trading at 426.10. The strike last trading price was 10.2, which was -3.15 lower than the previous day. The implied volatity was 60.64, the open interest changed by 25 which increased total open position to 750


On 27 Nov NATURALGAS was trading at 413.10. The strike last trading price was 13.3, which was -2.05 lower than the previous day. The implied volatity was 58.42, the open interest changed by 210 which increased total open position to 726


On 26 Nov NATURALGAS was trading at 408.20. The strike last trading price was 15.2, which was -4.3 lower than the previous day. The implied volatity was 58.19, the open interest changed by 217 which increased total open position to 516


On 25 Nov NATURALGAS was trading at 397.90. The strike last trading price was 20.3, which was 6 higher than the previous day. The implied volatity was 60.58, the open interest changed by -1 which decreased total open position to 327


On 24 Nov NATURALGAS was trading at 403.40. The strike last trading price was 14.4, which was 1.15 higher than the previous day. The implied volatity was 60.73, the open interest changed by 202 which increased total open position to 425


On 21 Nov NATURALGAS was trading at 414.20. The strike last trading price was 13.45, which was -2.5 lower than the previous day. The implied volatity was 63.25, the open interest changed by 102 which increased total open position to 241


On 20 Nov NATURALGAS was trading at 403.00. The strike last trading price was 15.3, which was -0.95 lower than the previous day. The implied volatity was 61.06, the open interest changed by 90 which increased total open position to 141


On 19 Nov NATURALGAS was trading at 404.20. The strike last trading price was 15.95, which was -6.15 lower than the previous day. The implied volatity was 63.46, the open interest changed by 48 which increased total open position to 51


On 18 Nov NATURALGAS was trading at 382.60. The strike last trading price was 22.75, which was 15.9 higher than the previous day. The implied volatity was 63.96, 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 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