[--[65.84.65.76]--]

NATURALGAS

Natural Gas
372.9 -3.60 (-0.96%)
L: 371.5 H: 384

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Historical option data for NATURALGAS

15 Dec 2025 05:44 PM IST
NATURALGAS 23-DEC-2025 395 CE
Delta: 0.34
Vega: 0.21
Theta: -0.97
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
15 Dec 372.60 9.4 -1.7 79.21 7,166 495 2,546
12 Dec 377.10 10.8 -0.3 68.09 28,611 182 2,051
11 Dec 381.80 13.25 0.65 67.49 22,233 1,766 1,869
10 Dec 417.40 31 -2.45 57.01 5,068 41 103
9 Dec 419.70 33.35 -3.45 57.47 30 3 62
8 Dec 445.70 56.4 -8.4 65.92 40 -4 59
5 Dec 485.80 92.8 -1.9 - 31 -4 63
4 Dec 450.70 54.5 -4.3 - 13 -15 67
3 Dec 449.90 60 7.8 58.48 89 -2 82
2 Dec 437.60 51.5 4.1 60.87 34 -1 84
1 Dec 436.70 46.9 1.9 46.59 61 -13 85
28 Nov 426.10 44.25 8.65 59.56 386 -31 99
27 Nov 413.10 35.2 2 58.04 1,372 -74 130
26 Nov 408.20 33 3.6 58.89 4,066 -462 204
25 Nov 397.90 28.5 -12.15 61.37 9,364 1,122 1,199
24 Nov 403.40 41 -8.7 62.77 489 43 78
21 Nov 414.20 50.05 5.7 62.08 426 12 36
20 Nov 403.00 44 0.8 61.08 71 14 21
19 Nov 404.20 47.6 14.8 63.88 16 2 8
18 Nov 382.60 34 3.5 59.56 7 6 6
17 Nov 392.40 40.4 0 - 1 3 0
14 Nov 400.00 40.4 0 - 1 3 0
13 Nov 413.80 40.4 0 - 1 3 0
12 Nov 396.80 40.4 0 - 1 3 0
11 Nov 399.20 40.4 17.9 50.83 1 3 3
10 Nov 381.30 40.4 0 - 1 2 0
7 Nov 386.60 40.4 16.95 61.42 1 2 0
6 Nov 378.40 30 0 - 1 2 0
5 Nov 377.00 30 0 - 1 2 0
4 Nov 387.20 30 0 - 1 2 0
3 Nov 378.70 30 12.7 47.06 1 2 2
31 Oct 365.40 14.5 0 - 1 0 0
30 Oct 348.40 14.5 0 - 1 0 1
29 Oct 340.80 14.5 5.7 44.70 1 1 1
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 395 expiring on 23DEC2025

Delta for 395 CE is 0.34

Historical price for 395 CE is as follows

On 15 Dec NATURALGAS was trading at 372.60. The strike last trading price was 9.4, which was -1.7 lower than the previous day. The implied volatity was 79.21, the open interest changed by 495 which increased total open position to 2546


On 12 Dec NATURALGAS was trading at 377.10. The strike last trading price was 10.8, which was -0.3 lower than the previous day. The implied volatity was 68.09, the open interest changed by 182 which increased total open position to 2051


On 11 Dec NATURALGAS was trading at 381.80. The strike last trading price was 13.25, which was 0.65 higher than the previous day. The implied volatity was 67.49, the open interest changed by 1766 which increased total open position to 1869


On 10 Dec NATURALGAS was trading at 417.40. The strike last trading price was 31, which was -2.45 lower than the previous day. The implied volatity was 57.01, the open interest changed by 41 which increased total open position to 103


On 9 Dec NATURALGAS was trading at 419.70. The strike last trading price was 33.35, which was -3.45 lower than the previous day. The implied volatity was 57.47, the open interest changed by 3 which increased total open position to 62


On 8 Dec NATURALGAS was trading at 445.70. The strike last trading price was 56.4, which was -8.4 lower than the previous day. The implied volatity was 65.92, the open interest changed by -4 which decreased total open position to 59


On 5 Dec NATURALGAS was trading at 485.80. The strike last trading price was 92.8, which was -1.9 lower than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 63


On 4 Dec NATURALGAS was trading at 450.70. The strike last trading price was 54.5, which was -4.3 lower than the previous day. The implied volatity was -, the open interest changed by -15 which decreased total open position to 67


On 3 Dec NATURALGAS was trading at 449.90. The strike last trading price was 60, which was 7.8 higher than the previous day. The implied volatity was 58.48, the open interest changed by -2 which decreased total open position to 82


On 2 Dec NATURALGAS was trading at 437.60. The strike last trading price was 51.5, which was 4.1 higher than the previous day. The implied volatity was 60.87, the open interest changed by -1 which decreased total open position to 84


On 1 Dec NATURALGAS was trading at 436.70. The strike last trading price was 46.9, which was 1.9 higher than the previous day. The implied volatity was 46.59, the open interest changed by -13 which decreased total open position to 85


On 28 Nov NATURALGAS was trading at 426.10. The strike last trading price was 44.25, which was 8.65 higher than the previous day. The implied volatity was 59.56, the open interest changed by -31 which decreased total open position to 99


On 27 Nov NATURALGAS was trading at 413.10. The strike last trading price was 35.2, which was 2 higher than the previous day. The implied volatity was 58.04, the open interest changed by -74 which decreased total open position to 130


On 26 Nov NATURALGAS was trading at 408.20. The strike last trading price was 33, which was 3.6 higher than the previous day. The implied volatity was 58.89, the open interest changed by -462 which decreased total open position to 204


On 25 Nov NATURALGAS was trading at 397.90. The strike last trading price was 28.5, which was -12.15 lower than the previous day. The implied volatity was 61.37, the open interest changed by 1122 which increased total open position to 1199


On 24 Nov NATURALGAS was trading at 403.40. The strike last trading price was 41, which was -8.7 lower than the previous day. The implied volatity was 62.77, the open interest changed by 43 which increased total open position to 78


On 21 Nov NATURALGAS was trading at 414.20. The strike last trading price was 50.05, which was 5.7 higher than the previous day. The implied volatity was 62.08, the open interest changed by 12 which increased total open position to 36


On 20 Nov NATURALGAS was trading at 403.00. The strike last trading price was 44, which was 0.8 higher than the previous day. The implied volatity was 61.08, the open interest changed by 14 which increased total open position to 21


On 19 Nov NATURALGAS was trading at 404.20. The strike last trading price was 47.6, which was 14.8 higher than the previous day. The implied volatity was 63.88, the open interest changed by 2 which increased total open position to 8


On 18 Nov NATURALGAS was trading at 382.60. The strike last trading price was 34, which was 3.5 higher than the previous day. The implied volatity was 59.56, the open interest changed by 6 which increased total open position to 6


On 17 Nov NATURALGAS was trading at 392.40. The strike last trading price was 40.4, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0


On 14 Nov NATURALGAS was trading at 400.00. The strike last trading price was 40.4, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0


On 13 Nov NATURALGAS was trading at 413.80. The strike last trading price was 40.4, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0


On 12 Nov NATURALGAS was trading at 396.80. The strike last trading price was 40.4, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0


On 11 Nov NATURALGAS was trading at 399.20. The strike last trading price was 40.4, which was 17.9 higher than the previous day. The implied volatity was 50.83, the open interest changed by 3 which increased total open position to 3


On 10 Nov NATURALGAS was trading at 381.30. The strike last trading price was 40.4, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0


On 7 Nov NATURALGAS was trading at 386.60. The strike last trading price was 40.4, which was 16.95 higher than the previous day. The implied volatity was 61.42, the open interest changed by 2 which increased total open position to 0


On 6 Nov NATURALGAS was trading at 378.40. The strike last trading price was 30, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0


On 5 Nov NATURALGAS was trading at 377.00. The strike last trading price was 30, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0


On 4 Nov NATURALGAS was trading at 387.20. The strike last trading price was 30, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0


On 3 Nov NATURALGAS was trading at 378.70. The strike last trading price was 30, which was 12.7 higher than the previous day. The implied volatity was 47.06, the open interest changed by 2 which increased total open position to 2


On 31 Oct NATURALGAS was trading at 365.40. The strike last trading price was 14.5, 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 14.5, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 29 Oct NATURALGAS was trading at 340.80. The strike last trading price was 14.5, which was 5.7 higher than the previous day. The implied volatity was 44.70, the open interest changed by 1 which increased total open position to 1


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 395 PE
Delta: -0.67
Vega: 0.21
Theta: -0.96
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
15 Dec 372.60 31.7 2 78.73 1,057 -62 819
12 Dec 377.10 28.95 -0.75 69.09 5,728 -1,028 881
11 Dec 381.80 25.8 -0.55 65.11 44,845 717 1,909
10 Dec 417.40 8.8 0.45 57.75 35,802 9 1,192
9 Dec 419.70 8.25 0.3 56.03 16,495 172 1,183
8 Dec 445.70 4.25 0.3 59.28 5,862 -346 1,011
5 Dec 485.80 1.9 -0.05 62.75 3,992 232 1,357
4 Dec 450.70 4.7 -0.5 57.77 2,786 -82 1,125
3 Dec 449.90 5.8 -2.45 60.03 4,174 34 1,207
2 Dec 437.60 8.5 -2 60.23 6,850 136 1,173
1 Dec 436.70 9.8 -3.95 62.26 7,418 113 1,037
28 Nov 426.10 13.2 -4.35 60.21 4,839 191 939
27 Nov 413.10 17.4 -2.75 59.01 4,985 -12 750
26 Nov 408.20 19.8 -5 59.36 7,055 -180 762
25 Nov 397.90 25.55 7.05 61.48 13,027 713 1,203
24 Nov 403.40 18.6 1.65 61.62 5,661 267 546
21 Nov 414.20 17 -3.35 63.56 2,953 263 319
20 Nov 403.00 19.3 -1.45 61.51 308 44 49
19 Nov 404.20 20 -7.25 64.02 14 5 6
18 Nov 382.60 27.45 17.55 63.95 2 1 1
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 395 expiring on 23DEC2025

Delta for 395 PE is -0.67

Historical price for 395 PE is as follows

On 15 Dec NATURALGAS was trading at 372.60. The strike last trading price was 31.7, which was 2 higher than the previous day. The implied volatity was 78.73, the open interest changed by -62 which decreased total open position to 819


On 12 Dec NATURALGAS was trading at 377.10. The strike last trading price was 28.95, which was -0.75 lower than the previous day. The implied volatity was 69.09, the open interest changed by -1028 which decreased total open position to 881


On 11 Dec NATURALGAS was trading at 381.80. The strike last trading price was 25.8, which was -0.55 lower than the previous day. The implied volatity was 65.11, the open interest changed by 717 which increased total open position to 1909


On 10 Dec NATURALGAS was trading at 417.40. The strike last trading price was 8.8, which was 0.45 higher than the previous day. The implied volatity was 57.75, the open interest changed by 9 which increased total open position to 1192


On 9 Dec NATURALGAS was trading at 419.70. The strike last trading price was 8.25, which was 0.3 higher than the previous day. The implied volatity was 56.03, the open interest changed by 172 which increased total open position to 1183


On 8 Dec NATURALGAS was trading at 445.70. The strike last trading price was 4.25, which was 0.3 higher than the previous day. The implied volatity was 59.28, the open interest changed by -346 which decreased total open position to 1011


On 5 Dec NATURALGAS was trading at 485.80. The strike last trading price was 1.9, which was -0.05 lower than the previous day. The implied volatity was 62.75, the open interest changed by 232 which increased total open position to 1357


On 4 Dec NATURALGAS was trading at 450.70. The strike last trading price was 4.7, which was -0.5 lower than the previous day. The implied volatity was 57.77, the open interest changed by -82 which decreased total open position to 1125


On 3 Dec NATURALGAS was trading at 449.90. The strike last trading price was 5.8, which was -2.45 lower than the previous day. The implied volatity was 60.03, the open interest changed by 34 which increased total open position to 1207


On 2 Dec NATURALGAS was trading at 437.60. The strike last trading price was 8.5, which was -2 lower than the previous day. The implied volatity was 60.23, the open interest changed by 136 which increased total open position to 1173


On 1 Dec NATURALGAS was trading at 436.70. The strike last trading price was 9.8, which was -3.95 lower than the previous day. The implied volatity was 62.26, the open interest changed by 113 which increased total open position to 1037


On 28 Nov NATURALGAS was trading at 426.10. The strike last trading price was 13.2, which was -4.35 lower than the previous day. The implied volatity was 60.21, the open interest changed by 191 which increased total open position to 939


On 27 Nov NATURALGAS was trading at 413.10. The strike last trading price was 17.4, which was -2.75 lower than the previous day. The implied volatity was 59.01, the open interest changed by -12 which decreased total open position to 750


On 26 Nov NATURALGAS was trading at 408.20. The strike last trading price was 19.8, which was -5 lower than the previous day. The implied volatity was 59.36, the open interest changed by -180 which decreased total open position to 762


On 25 Nov NATURALGAS was trading at 397.90. The strike last trading price was 25.55, which was 7.05 higher than the previous day. The implied volatity was 61.48, the open interest changed by 713 which increased total open position to 1203


On 24 Nov NATURALGAS was trading at 403.40. The strike last trading price was 18.6, which was 1.65 higher than the previous day. The implied volatity was 61.62, the open interest changed by 267 which increased total open position to 546


On 21 Nov NATURALGAS was trading at 414.20. The strike last trading price was 17, which was -3.35 lower than the previous day. The implied volatity was 63.56, the open interest changed by 263 which increased total open position to 319


On 20 Nov NATURALGAS was trading at 403.00. The strike last trading price was 19.3, which was -1.45 lower than the previous day. The implied volatity was 61.51, the open interest changed by 44 which increased total open position to 49


On 19 Nov NATURALGAS was trading at 404.20. The strike last trading price was 20, which was -7.25 lower than the previous day. The implied volatity was 64.02, the open interest changed by 5 which increased total open position to 6


On 18 Nov NATURALGAS was trading at 382.60. The strike last trading price was 27.45, which was 17.55 higher than the previous day. The implied volatity was 63.95, the open interest changed by 1 which increased total open position to 1


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