[--[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 405 CE
Delta: 0.30
Vega: 0.23
Theta: -0.73
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 377.10 8.45 -0.2 70.50 28,196 878 4,161
11 Dec 381.80 10.25 0.3 68.70 35,708 2,718 3,283
10 Dec 417.40 25.25 -2.65 58.92 35,208 396 565
9 Dec 419.70 26.75 -1.95 56.92 419 -6 169
8 Dec 445.70 47.2 0.5 60.15 117 -36 175
5 Dec 485.80 91.9 2.9 98.28 111 -50 211
4 Dec 450.70 51.2 0.45 53.30 206 -53 261
3 Dec 449.90 53 8.75 61.18 66 -22 314
2 Dec 437.60 43.6 1.05 58.46 210 -51 336
1 Dec 436.70 44.45 5.75 61.31 766 -162 387
28 Nov 426.10 38 7.45 59.64 3,846 -195 550
27 Nov 413.10 30.6 2 60.30 9,208 -176 748
26 Nov 408.20 28.3 2.85 60.01 22,575 -1,286 924
25 Nov 397.90 24.55 -11.05 62.71 19,413 2,374 2,742
24 Nov 403.40 35.65 -8.75 63.26 5,109 293 432
21 Nov 414.20 44.85 6.95 64.03 4,106 81 209
20 Nov 403.00 39.5 -2.35 63.51 560 74 130
19 Nov 404.20 42.2 10.5 64.68 288 21 55
18 Nov 382.60 28.7 -9.05 58.72 90 25 32
17 Nov 392.40 36.2 -2.4 62.07 27 5 7
14 Nov 400.00 38.5 -6.5 57.72 41 2 2
13 Nov 413.80 45 7.05 53.40 2 1 0
12 Nov 396.80 41.85 13.9 65.24 4 1 1
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
9 Oct 291.00 0 0 - 0 0 0
6 Oct 299.70 0 0 - 0 0 0


For Natural Gas - strike price 405 expiring on 23DEC2025

Delta for 405 CE is 0.30

Historical price for 405 CE is as follows

On 12 Dec NATURALGAS was trading at 377.10. The strike last trading price was 8.45, which was -0.2 lower than the previous day. The implied volatity was 70.50, the open interest changed by 878 which increased total open position to 4161


On 11 Dec NATURALGAS was trading at 381.80. The strike last trading price was 10.25, which was 0.3 higher than the previous day. The implied volatity was 68.70, the open interest changed by 2718 which increased total open position to 3283


On 10 Dec NATURALGAS was trading at 417.40. The strike last trading price was 25.25, which was -2.65 lower than the previous day. The implied volatity was 58.92, the open interest changed by 396 which increased total open position to 565


On 9 Dec NATURALGAS was trading at 419.70. The strike last trading price was 26.75, which was -1.95 lower than the previous day. The implied volatity was 56.92, the open interest changed by -6 which decreased total open position to 169


On 8 Dec NATURALGAS was trading at 445.70. The strike last trading price was 47.2, which was 0.5 higher than the previous day. The implied volatity was 60.15, the open interest changed by -36 which decreased total open position to 175


On 5 Dec NATURALGAS was trading at 485.80. The strike last trading price was 91.9, which was 2.9 higher than the previous day. The implied volatity was 98.28, the open interest changed by -50 which decreased total open position to 211


On 4 Dec NATURALGAS was trading at 450.70. The strike last trading price was 51.2, which was 0.45 higher than the previous day. The implied volatity was 53.30, the open interest changed by -53 which decreased total open position to 261


On 3 Dec NATURALGAS was trading at 449.90. The strike last trading price was 53, which was 8.75 higher than the previous day. The implied volatity was 61.18, the open interest changed by -22 which decreased total open position to 314


On 2 Dec NATURALGAS was trading at 437.60. The strike last trading price was 43.6, which was 1.05 higher than the previous day. The implied volatity was 58.46, the open interest changed by -51 which decreased total open position to 336


On 1 Dec NATURALGAS was trading at 436.70. The strike last trading price was 44.45, which was 5.75 higher than the previous day. The implied volatity was 61.31, the open interest changed by -162 which decreased total open position to 387


On 28 Nov NATURALGAS was trading at 426.10. The strike last trading price was 38, which was 7.45 higher than the previous day. The implied volatity was 59.64, the open interest changed by -195 which decreased total open position to 550


On 27 Nov NATURALGAS was trading at 413.10. The strike last trading price was 30.6, which was 2 higher than the previous day. The implied volatity was 60.30, the open interest changed by -176 which decreased total open position to 748


On 26 Nov NATURALGAS was trading at 408.20. The strike last trading price was 28.3, which was 2.85 higher than the previous day. The implied volatity was 60.01, the open interest changed by -1286 which decreased total open position to 924


On 25 Nov NATURALGAS was trading at 397.90. The strike last trading price was 24.55, which was -11.05 lower than the previous day. The implied volatity was 62.71, the open interest changed by 2374 which increased total open position to 2742


On 24 Nov NATURALGAS was trading at 403.40. The strike last trading price was 35.65, which was -8.75 lower than the previous day. The implied volatity was 63.26, the open interest changed by 293 which increased total open position to 432


On 21 Nov NATURALGAS was trading at 414.20. The strike last trading price was 44.85, which was 6.95 higher than the previous day. The implied volatity was 64.03, the open interest changed by 81 which increased total open position to 209


On 20 Nov NATURALGAS was trading at 403.00. The strike last trading price was 39.5, which was -2.35 lower than the previous day. The implied volatity was 63.51, the open interest changed by 74 which increased total open position to 130


On 19 Nov NATURALGAS was trading at 404.20. The strike last trading price was 42.2, which was 10.5 higher than the previous day. The implied volatity was 64.68, the open interest changed by 21 which increased total open position to 55


On 18 Nov NATURALGAS was trading at 382.60. The strike last trading price was 28.7, which was -9.05 lower than the previous day. The implied volatity was 58.72, the open interest changed by 25 which increased total open position to 32


On 17 Nov NATURALGAS was trading at 392.40. The strike last trading price was 36.2, which was -2.4 lower than the previous day. The implied volatity was 62.07, the open interest changed by 5 which increased total open position to 7


On 14 Nov NATURALGAS was trading at 400.00. The strike last trading price was 38.5, which was -6.5 lower than the previous day. The implied volatity was 57.72, the open interest changed by 2 which increased total open position to 2


On 13 Nov NATURALGAS was trading at 413.80. The strike last trading price was 45, which was 7.05 higher than the previous day. The implied volatity was 53.40, 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 41.85, which was 13.9 higher than the previous day. The implied volatity was 65.24, the open interest changed by 1 which increased total open position to 1


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 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 6 Oct NATURALGAS was trading at 299.70. 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


NATURALGAS 23DEC2025 405 PE
Delta: -0.70
Vega: 0.23
Theta: -0.72
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 377.10 36.3 -0.8 70.29 1,788 -770 927
11 Dec 381.80 33.7 0.25 69.67 40,825 125 1,697
10 Dec 417.40 12.75 0.75 58.58 49,237 520 1,572
9 Dec 419.70 12.3 0.55 57.73 20,948 -432 1,052
8 Dec 445.70 6.3 0.4 59.37 10,264 -1,773 1,484
5 Dec 485.80 2.75 0.05 62.19 9,261 1,105 3,257
4 Dec 450.70 6.7 -0.8 57.68 7,759 -421 2,152
3 Dec 449.90 8.1 -3.2 60.20 6,059 357 2,573
2 Dec 437.60 11.7 -2.25 61.04 9,339 68 2,216
1 Dec 436.70 12.8 -4.95 61.99 11,685 552 2,148
28 Nov 426.10 17.2 -5.25 60.86 8,791 112 1,600
27 Nov 413.10 22.3 -3.25 59.94 12,015 216 1,497
26 Nov 408.20 25.05 -5.5 60.15 17,329 356 1,281
25 Nov 397.90 31.55 8.15 62.71 14,126 650 1,115
24 Nov 403.40 23.45 2.3 62.60 8,119 89 531
21 Nov 414.20 21.1 -3.85 63.92 6,244 271 499
20 Nov 403.00 23.95 -0.45 62.17 1,346 171 309
19 Nov 404.20 24.25 -6.85 64.04 339 86 149
18 Nov 382.60 31.6 3.95 61.83 97 38 44
17 Nov 392.40 27.95 -0.25 62.17 6 4 8
14 Nov 400.00 30 4.5 68.00 5 0 4
13 Nov 413.80 24.05 -3.8 64.99 4 2 4
12 Nov 396.80 28.5 14.85 61.65 3 2 2
11 Nov 399.20 38.45 0 - 1 1 0
10 Nov 381.30 38.45 0 - 1 1 0
7 Nov 386.60 38.45 0 - 1 1 0
6 Nov 378.40 38.45 0 - 1 1 0
5 Nov 377.00 38.45 0 - 1 1 0
4 Nov 387.20 38.45 0 - 1 1 0
3 Nov 378.70 38.45 0 60.05 1 1 0
31 Oct 365.40 38.45 -1.3 48.63 1 1 0
30 Oct 348.40 6.5 0 - 1 1 1
29 Oct 340.80 6.5 0 - 1 0 0
28 Oct 298.20 6.5 0 - 1 0 1
27 Oct 305.10 6.5 -34.15 - 1 1 1
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
9 Oct 291.00 0 0 - 0 0 0
6 Oct 299.70 0 0 - 0 0 0


For Natural Gas - strike price 405 expiring on 23DEC2025

Delta for 405 PE is -0.70

Historical price for 405 PE is as follows

On 12 Dec NATURALGAS was trading at 377.10. The strike last trading price was 36.3, which was -0.8 lower than the previous day. The implied volatity was 70.29, the open interest changed by -770 which decreased total open position to 927


On 11 Dec NATURALGAS was trading at 381.80. The strike last trading price was 33.7, which was 0.25 higher than the previous day. The implied volatity was 69.67, the open interest changed by 125 which increased total open position to 1697


On 10 Dec NATURALGAS was trading at 417.40. The strike last trading price was 12.75, which was 0.75 higher than the previous day. The implied volatity was 58.58, the open interest changed by 520 which increased total open position to 1572


On 9 Dec NATURALGAS was trading at 419.70. The strike last trading price was 12.3, which was 0.55 higher than the previous day. The implied volatity was 57.73, the open interest changed by -432 which decreased total open position to 1052


On 8 Dec NATURALGAS was trading at 445.70. The strike last trading price was 6.3, which was 0.4 higher than the previous day. The implied volatity was 59.37, the open interest changed by -1773 which decreased total open position to 1484


On 5 Dec NATURALGAS was trading at 485.80. The strike last trading price was 2.75, which was 0.05 higher than the previous day. The implied volatity was 62.19, the open interest changed by 1105 which increased total open position to 3257


On 4 Dec NATURALGAS was trading at 450.70. The strike last trading price was 6.7, which was -0.8 lower than the previous day. The implied volatity was 57.68, the open interest changed by -421 which decreased total open position to 2152


On 3 Dec NATURALGAS was trading at 449.90. The strike last trading price was 8.1, which was -3.2 lower than the previous day. The implied volatity was 60.20, the open interest changed by 357 which increased total open position to 2573


On 2 Dec NATURALGAS was trading at 437.60. The strike last trading price was 11.7, which was -2.25 lower than the previous day. The implied volatity was 61.04, the open interest changed by 68 which increased total open position to 2216


On 1 Dec NATURALGAS was trading at 436.70. The strike last trading price was 12.8, which was -4.95 lower than the previous day. The implied volatity was 61.99, the open interest changed by 552 which increased total open position to 2148


On 28 Nov NATURALGAS was trading at 426.10. The strike last trading price was 17.2, which was -5.25 lower than the previous day. The implied volatity was 60.86, the open interest changed by 112 which increased total open position to 1600


On 27 Nov NATURALGAS was trading at 413.10. The strike last trading price was 22.3, which was -3.25 lower than the previous day. The implied volatity was 59.94, the open interest changed by 216 which increased total open position to 1497


On 26 Nov NATURALGAS was trading at 408.20. The strike last trading price was 25.05, which was -5.5 lower than the previous day. The implied volatity was 60.15, the open interest changed by 356 which increased total open position to 1281


On 25 Nov NATURALGAS was trading at 397.90. The strike last trading price was 31.55, which was 8.15 higher than the previous day. The implied volatity was 62.71, the open interest changed by 650 which increased total open position to 1115


On 24 Nov NATURALGAS was trading at 403.40. The strike last trading price was 23.45, which was 2.3 higher than the previous day. The implied volatity was 62.60, the open interest changed by 89 which increased total open position to 531


On 21 Nov NATURALGAS was trading at 414.20. The strike last trading price was 21.1, which was -3.85 lower than the previous day. The implied volatity was 63.92, the open interest changed by 271 which increased total open position to 499


On 20 Nov NATURALGAS was trading at 403.00. The strike last trading price was 23.95, which was -0.45 lower than the previous day. The implied volatity was 62.17, the open interest changed by 171 which increased total open position to 309


On 19 Nov NATURALGAS was trading at 404.20. The strike last trading price was 24.25, which was -6.85 lower than the previous day. The implied volatity was 64.04, the open interest changed by 86 which increased total open position to 149


On 18 Nov NATURALGAS was trading at 382.60. The strike last trading price was 31.6, which was 3.95 higher than the previous day. The implied volatity was 61.83, the open interest changed by 38 which increased total open position to 44


On 17 Nov NATURALGAS was trading at 392.40. The strike last trading price was 27.95, which was -0.25 lower than the previous day. The implied volatity was 62.17, the open interest changed by 4 which increased total open position to 8


On 14 Nov NATURALGAS was trading at 400.00. The strike last trading price was 30, which was 4.5 higher than the previous day. The implied volatity was 68.00, the open interest changed by 0 which decreased total open position to 4


On 13 Nov NATURALGAS was trading at 413.80. The strike last trading price was 24.05, which was -3.8 lower than the previous day. The implied volatity was 64.99, the open interest changed by 2 which increased total open position to 4


On 12 Nov NATURALGAS was trading at 396.80. The strike last trading price was 28.5, which was 14.85 higher than the previous day. The implied volatity was 61.65, the open interest changed by 2 which increased total open position to 2


On 11 Nov NATURALGAS was trading at 399.20. The strike last trading price was 38.45, 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 10 Nov NATURALGAS was trading at 381.30. The strike last trading price was 38.45, 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 7 Nov NATURALGAS was trading at 386.60. The strike last trading price was 38.45, 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 6 Nov NATURALGAS was trading at 378.40. The strike last trading price was 38.45, 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 5 Nov NATURALGAS was trading at 377.00. The strike last trading price was 38.45, 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 4 Nov NATURALGAS was trading at 387.20. The strike last trading price was 38.45, 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 3 Nov NATURALGAS was trading at 378.70. The strike last trading price was 38.45, which was 0 lower than the previous day. The implied volatity was 60.05, 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 38.45, which was -1.3 lower than the previous day. The implied volatity was 48.63, the open interest changed by 1 which increased total open position to 0


On 30 Oct NATURALGAS was trading at 348.40. The strike last trading price was 6.5, 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 6.5, 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 28 Oct NATURALGAS was trading at 298.20. The strike last trading price was 6.5, 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 27 Oct NATURALGAS was trading at 305.10. The strike last trading price was 6.5, which was -34.15 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1


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 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 6 Oct NATURALGAS was trading at 299.70. 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