[--[65.84.65.76]--]

NATURALGAS

Natural Gas
361 +5.00 (1.40%)
L: 354.8 H: 366.2

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Historical option data for NATURALGAS

17 Dec 2025 04:09 PM IST
NATURALGAS 23-DEC-2025 410 CE
Delta: 0.13
Vega: 0.10
Theta: -0.62
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
17 Dec 361.20 2.35 0.2 79.77 3,970 87 6,109
16 Dec 354.70 1.9 -0.25 - 16,182 -950 6,022
15 Dec 370.60 4.95 -0.1 78.29 31,774 585 6,972
12 Dec 377.10 7.5 -0.05 71.77 38,607 57 6,387
11 Dec 381.80 9.25 0.5 70.34 64,899 4,364 6,330
10 Dec 417.40 22.55 -2.4 59.28 83,943 767 1,966
9 Dec 419.70 24.5 -1.45 58.98 4,007 23 1,199
8 Dec 445.70 44 -1.95 62.09 598 -140 1,176
5 Dec 485.80 85.45 3.7 - 529 -109 1,316
4 Dec 450.70 47.85 2.9 55.13 546 -144 1,425
3 Dec 449.90 49.05 7.5 60.25 610 -73 1,569
2 Dec 437.60 40.55 1.7 59.27 1,695 -135 1,642
1 Dec 436.70 41.2 5.6 61.30 3,509 -274 1,777
28 Nov 426.10 35.35 7.1 60.27 16,654 -521 2,064
27 Nov 413.10 28.3 1.8 60.78 33,931 -306 2,632
26 Nov 408.20 26.25 2.65 60.72 42,820 -628 2,938
25 Nov 397.90 22.8 -10.55 63.42 28,651 3,078 4,179
24 Nov 403.40 33.15 -8.65 63.42 12,746 114 1,293
21 Nov 414.20 42.3 7.1 64.64 9,573 615 1,302
20 Nov 403.00 36.3 -2.2 62.34 4,147 166 603
19 Nov 404.20 39.45 10 64.39 2,261 80 463
18 Nov 382.60 28.5 -5.6 62.65 1,318 281 407
17 Nov 392.40 33 -4.1 60.61 471 24 118
14 Nov 400.00 36.9 -10.05 59.48 125 24 85
13 Nov 413.80 46.1 5.75 61.03 67 -3 60
12 Nov 396.80 41.35 0.2 68.84 23 2 63
11 Nov 399.20 40.2 8.45 65.23 64 -6 60
10 Nov 381.30 31.55 -0.4 63.36 55 16 66
7 Nov 386.60 32.55 2.45 60.04 39 12 50
6 Nov 378.40 28.5 -1.25 57.58 35 7 38
5 Nov 377.00 29 -4.85 58.61 33 -4 29
4 Nov 387.20 35 4.75 59.27 14 -2 31
3 Nov 378.70 30.05 5.65 58.54 48 6 36
31 Oct 365.40 24.05 17.8 55.69 59 30 30
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 410 expiring on 23DEC2025

Delta for 410 CE is 0.13

Historical price for 410 CE is as follows

On 17 Dec NATURALGAS was trading at 361.20. The strike last trading price was 2.35, which was 0.2 higher than the previous day. The implied volatity was 79.77, the open interest changed by 87 which increased total open position to 6109


On 16 Dec NATURALGAS was trading at 354.70. The strike last trading price was 1.9, which was -0.25 lower than the previous day. The implied volatity was -, the open interest changed by -950 which decreased total open position to 6022


On 15 Dec NATURALGAS was trading at 370.60. The strike last trading price was 4.95, which was -0.1 lower than the previous day. The implied volatity was 78.29, the open interest changed by 585 which increased total open position to 6972


On 12 Dec NATURALGAS was trading at 377.10. The strike last trading price was 7.5, which was -0.05 lower than the previous day. The implied volatity was 71.77, the open interest changed by 57 which increased total open position to 6387


On 11 Dec NATURALGAS was trading at 381.80. The strike last trading price was 9.25, which was 0.5 higher than the previous day. The implied volatity was 70.34, the open interest changed by 4364 which increased total open position to 6330


On 10 Dec NATURALGAS was trading at 417.40. The strike last trading price was 22.55, which was -2.4 lower than the previous day. The implied volatity was 59.28, the open interest changed by 767 which increased total open position to 1966


On 9 Dec NATURALGAS was trading at 419.70. The strike last trading price was 24.5, which was -1.45 lower than the previous day. The implied volatity was 58.98, the open interest changed by 23 which increased total open position to 1199


On 8 Dec NATURALGAS was trading at 445.70. The strike last trading price was 44, which was -1.95 lower than the previous day. The implied volatity was 62.09, the open interest changed by -140 which decreased total open position to 1176


On 5 Dec NATURALGAS was trading at 485.80. The strike last trading price was 85.45, which was 3.7 higher than the previous day. The implied volatity was -, the open interest changed by -109 which decreased total open position to 1316


On 4 Dec NATURALGAS was trading at 450.70. The strike last trading price was 47.85, which was 2.9 higher than the previous day. The implied volatity was 55.13, the open interest changed by -144 which decreased total open position to 1425


On 3 Dec NATURALGAS was trading at 449.90. The strike last trading price was 49.05, which was 7.5 higher than the previous day. The implied volatity was 60.25, the open interest changed by -73 which decreased total open position to 1569


On 2 Dec NATURALGAS was trading at 437.60. The strike last trading price was 40.55, which was 1.7 higher than the previous day. The implied volatity was 59.27, the open interest changed by -135 which decreased total open position to 1642


On 1 Dec NATURALGAS was trading at 436.70. The strike last trading price was 41.2, which was 5.6 higher than the previous day. The implied volatity was 61.30, the open interest changed by -274 which decreased total open position to 1777


On 28 Nov NATURALGAS was trading at 426.10. The strike last trading price was 35.35, which was 7.1 higher than the previous day. The implied volatity was 60.27, the open interest changed by -521 which decreased total open position to 2064


On 27 Nov NATURALGAS was trading at 413.10. The strike last trading price was 28.3, which was 1.8 higher than the previous day. The implied volatity was 60.78, the open interest changed by -306 which decreased total open position to 2632


On 26 Nov NATURALGAS was trading at 408.20. The strike last trading price was 26.25, which was 2.65 higher than the previous day. The implied volatity was 60.72, the open interest changed by -628 which decreased total open position to 2938


On 25 Nov NATURALGAS was trading at 397.90. The strike last trading price was 22.8, which was -10.55 lower than the previous day. The implied volatity was 63.42, the open interest changed by 3078 which increased total open position to 4179


On 24 Nov NATURALGAS was trading at 403.40. The strike last trading price was 33.15, which was -8.65 lower than the previous day. The implied volatity was 63.42, the open interest changed by 114 which increased total open position to 1293


On 21 Nov NATURALGAS was trading at 414.20. The strike last trading price was 42.3, which was 7.1 higher than the previous day. The implied volatity was 64.64, the open interest changed by 615 which increased total open position to 1302


On 20 Nov NATURALGAS was trading at 403.00. The strike last trading price was 36.3, which was -2.2 lower than the previous day. The implied volatity was 62.34, the open interest changed by 166 which increased total open position to 603


On 19 Nov NATURALGAS was trading at 404.20. The strike last trading price was 39.45, which was 10 higher than the previous day. The implied volatity was 64.39, the open interest changed by 80 which increased total open position to 463


On 18 Nov NATURALGAS was trading at 382.60. The strike last trading price was 28.5, which was -5.6 lower than the previous day. The implied volatity was 62.65, the open interest changed by 281 which increased total open position to 407


On 17 Nov NATURALGAS was trading at 392.40. The strike last trading price was 33, which was -4.1 lower than the previous day. The implied volatity was 60.61, the open interest changed by 24 which increased total open position to 118


On 14 Nov NATURALGAS was trading at 400.00. The strike last trading price was 36.9, which was -10.05 lower than the previous day. The implied volatity was 59.48, the open interest changed by 24 which increased total open position to 85


On 13 Nov NATURALGAS was trading at 413.80. The strike last trading price was 46.1, which was 5.75 higher than the previous day. The implied volatity was 61.03, the open interest changed by -3 which decreased total open position to 60


On 12 Nov NATURALGAS was trading at 396.80. The strike last trading price was 41.35, which was 0.2 higher than the previous day. The implied volatity was 68.84, the open interest changed by 2 which increased total open position to 63


On 11 Nov NATURALGAS was trading at 399.20. The strike last trading price was 40.2, which was 8.45 higher than the previous day. The implied volatity was 65.23, the open interest changed by -6 which decreased total open position to 60


On 10 Nov NATURALGAS was trading at 381.30. The strike last trading price was 31.55, which was -0.4 lower than the previous day. The implied volatity was 63.36, the open interest changed by 16 which increased total open position to 66


On 7 Nov NATURALGAS was trading at 386.60. The strike last trading price was 32.55, which was 2.45 higher than the previous day. The implied volatity was 60.04, the open interest changed by 12 which increased total open position to 50


On 6 Nov NATURALGAS was trading at 378.40. The strike last trading price was 28.5, which was -1.25 lower than the previous day. The implied volatity was 57.58, the open interest changed by 7 which increased total open position to 38


On 5 Nov NATURALGAS was trading at 377.00. The strike last trading price was 29, which was -4.85 lower than the previous day. The implied volatity was 58.61, the open interest changed by -4 which decreased total open position to 29


On 4 Nov NATURALGAS was trading at 387.20. The strike last trading price was 35, which was 4.75 higher than the previous day. The implied volatity was 59.27, the open interest changed by -2 which decreased total open position to 31


On 3 Nov NATURALGAS was trading at 378.70. The strike last trading price was 30.05, which was 5.65 higher than the previous day. The implied volatity was 58.54, the open interest changed by 6 which increased total open position to 36


On 31 Oct NATURALGAS was trading at 365.40. The strike last trading price was 24.05, which was 17.8 higher than the previous day. The implied volatity was 55.69, the open interest changed by 30 which increased total open position to 30


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 410 PE
Delta: -0.87
Vega: 0.10
Theta: -0.65
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
17 Dec 361.20 51.55 -2.4 81.71 164 -98 1,103
16 Dec 354.70 57.45 3.5 - 1,029 -653 1,201
15 Dec 370.60 44.8 -0.1 81.05 716 -156 1,854
12 Dec 377.10 40.7 -0.5 73.13 3,081 -1,410 2,010
11 Dec 381.80 37.5 0.25 70.54 54,529 456 3,420
10 Dec 417.40 15.25 1.05 59.60 86,079 352 2,964
9 Dec 419.70 14.7 0.7 58.67 38,216 -1,311 2,612
8 Dec 445.70 7.45 0.45 59.02 27,558 -2,323 3,923
5 Dec 485.80 3.25 0.15 61.76 21,005 943 6,246
4 Dec 450.70 8.05 -0.75 58.11 21,622 -958 5,303
3 Dec 449.90 9.5 -3.6 60.40 17,914 1,817 6,254
2 Dec 437.60 13.25 -2.6 60.64 21,046 516 4,437
1 Dec 436.70 14.65 -5.25 62.22 24,418 99 3,921
28 Nov 426.10 19.05 -6.05 60.27 23,885 1,403 3,775
27 Nov 413.10 25.1 -3.15 60.55 28,349 654 2,397
26 Nov 408.20 27.95 -5.65 60.94 25,912 -299 1,743
25 Nov 397.90 34.75 8.65 63.31 12,887 899 2,166
24 Nov 403.40 26.25 2.75 63.42 17,824 -18 1,482
21 Nov 414.20 23.45 -4.3 64.32 12,551 897 1,572
20 Nov 403.00 26.8 -0.15 63.15 4,580 234 771
19 Nov 404.20 26.55 -7.35 63.99 1,647 284 535
18 Nov 382.60 34.6 5.45 62.25 578 186 253
17 Nov 392.40 30.2 1.75 61.58 402 62 70
14 Nov 400.00 27.85 0.6 59.62 24 6 9
13 Nov 413.80 28 -1.7 68.28 3 -2 3
12 Nov 396.80 30.15 14.35 60.11 2 5 5
11 Nov 399.20 30 0 - 2 4 0
10 Nov 381.30 30 7.55 46.80 2 4 4
7 Nov 386.60 37 0 - 2 -1 0
6 Nov 378.40 37 0 - 2 -1 0
5 Nov 377.00 37 14.95 53.07 2 -1 0
4 Nov 387.20 45.85 0 - 2 -1 0
3 Nov 378.70 45.85 0 67.67 2 -1 2
31 Oct 365.40 42 -1.65 49.25 6 -1 3
30 Oct 348.40 8 0 - 4 4 4
29 Oct 340.80 8 0 - 4 0 0
28 Oct 298.20 8 0 - 4 0 4
27 Oct 305.10 8 -36.55 - 4 4 4
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 410 expiring on 23DEC2025

Delta for 410 PE is -0.87

Historical price for 410 PE is as follows

On 17 Dec NATURALGAS was trading at 361.20. The strike last trading price was 51.55, which was -2.4 lower than the previous day. The implied volatity was 81.71, the open interest changed by -98 which decreased total open position to 1103


On 16 Dec NATURALGAS was trading at 354.70. The strike last trading price was 57.45, which was 3.5 higher than the previous day. The implied volatity was -, the open interest changed by -653 which decreased total open position to 1201


On 15 Dec NATURALGAS was trading at 370.60. The strike last trading price was 44.8, which was -0.1 lower than the previous day. The implied volatity was 81.05, the open interest changed by -156 which decreased total open position to 1854


On 12 Dec NATURALGAS was trading at 377.10. The strike last trading price was 40.7, which was -0.5 lower than the previous day. The implied volatity was 73.13, the open interest changed by -1410 which decreased total open position to 2010


On 11 Dec NATURALGAS was trading at 381.80. The strike last trading price was 37.5, which was 0.25 higher than the previous day. The implied volatity was 70.54, the open interest changed by 456 which increased total open position to 3420


On 10 Dec NATURALGAS was trading at 417.40. The strike last trading price was 15.25, which was 1.05 higher than the previous day. The implied volatity was 59.60, the open interest changed by 352 which increased total open position to 2964


On 9 Dec NATURALGAS was trading at 419.70. The strike last trading price was 14.7, which was 0.7 higher than the previous day. The implied volatity was 58.67, the open interest changed by -1311 which decreased total open position to 2612


On 8 Dec NATURALGAS was trading at 445.70. The strike last trading price was 7.45, which was 0.45 higher than the previous day. The implied volatity was 59.02, the open interest changed by -2323 which decreased total open position to 3923


On 5 Dec NATURALGAS was trading at 485.80. The strike last trading price was 3.25, which was 0.15 higher than the previous day. The implied volatity was 61.76, the open interest changed by 943 which increased total open position to 6246


On 4 Dec NATURALGAS was trading at 450.70. The strike last trading price was 8.05, which was -0.75 lower than the previous day. The implied volatity was 58.11, the open interest changed by -958 which decreased total open position to 5303


On 3 Dec NATURALGAS was trading at 449.90. The strike last trading price was 9.5, which was -3.6 lower than the previous day. The implied volatity was 60.40, the open interest changed by 1817 which increased total open position to 6254


On 2 Dec NATURALGAS was trading at 437.60. The strike last trading price was 13.25, which was -2.6 lower than the previous day. The implied volatity was 60.64, the open interest changed by 516 which increased total open position to 4437


On 1 Dec NATURALGAS was trading at 436.70. The strike last trading price was 14.65, which was -5.25 lower than the previous day. The implied volatity was 62.22, the open interest changed by 99 which increased total open position to 3921


On 28 Nov NATURALGAS was trading at 426.10. The strike last trading price was 19.05, which was -6.05 lower than the previous day. The implied volatity was 60.27, the open interest changed by 1403 which increased total open position to 3775


On 27 Nov NATURALGAS was trading at 413.10. The strike last trading price was 25.1, which was -3.15 lower than the previous day. The implied volatity was 60.55, the open interest changed by 654 which increased total open position to 2397


On 26 Nov NATURALGAS was trading at 408.20. The strike last trading price was 27.95, which was -5.65 lower than the previous day. The implied volatity was 60.94, the open interest changed by -299 which decreased total open position to 1743


On 25 Nov NATURALGAS was trading at 397.90. The strike last trading price was 34.75, which was 8.65 higher than the previous day. The implied volatity was 63.31, the open interest changed by 899 which increased total open position to 2166


On 24 Nov NATURALGAS was trading at 403.40. The strike last trading price was 26.25, which was 2.75 higher than the previous day. The implied volatity was 63.42, the open interest changed by -18 which decreased total open position to 1482


On 21 Nov NATURALGAS was trading at 414.20. The strike last trading price was 23.45, which was -4.3 lower than the previous day. The implied volatity was 64.32, the open interest changed by 897 which increased total open position to 1572


On 20 Nov NATURALGAS was trading at 403.00. The strike last trading price was 26.8, which was -0.15 lower than the previous day. The implied volatity was 63.15, the open interest changed by 234 which increased total open position to 771


On 19 Nov NATURALGAS was trading at 404.20. The strike last trading price was 26.55, which was -7.35 lower than the previous day. The implied volatity was 63.99, the open interest changed by 284 which increased total open position to 535


On 18 Nov NATURALGAS was trading at 382.60. The strike last trading price was 34.6, which was 5.45 higher than the previous day. The implied volatity was 62.25, the open interest changed by 186 which increased total open position to 253


On 17 Nov NATURALGAS was trading at 392.40. The strike last trading price was 30.2, which was 1.75 higher than the previous day. The implied volatity was 61.58, the open interest changed by 62 which increased total open position to 70


On 14 Nov NATURALGAS was trading at 400.00. The strike last trading price was 27.85, which was 0.6 higher than the previous day. The implied volatity was 59.62, the open interest changed by 6 which increased total open position to 9


On 13 Nov NATURALGAS was trading at 413.80. The strike last trading price was 28, which was -1.7 lower than the previous day. The implied volatity was 68.28, the open interest changed by -2 which decreased total open position to 3


On 12 Nov NATURALGAS was trading at 396.80. The strike last trading price was 30.15, which was 14.35 higher than the previous day. The implied volatity was 60.11, the open interest changed by 5 which increased total open position to 5


On 11 Nov NATURALGAS was trading at 399.20. The strike last trading price was 30, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 0


On 10 Nov NATURALGAS was trading at 381.30. The strike last trading price was 30, which was 7.55 higher than the previous day. The implied volatity was 46.80, the open interest changed by 4 which increased total open position to 4


On 7 Nov NATURALGAS was trading at 386.60. The strike last trading price was 37, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 0


On 6 Nov NATURALGAS was trading at 378.40. The strike last trading price was 37, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 0


On 5 Nov NATURALGAS was trading at 377.00. The strike last trading price was 37, which was 14.95 higher than the previous day. The implied volatity was 53.07, the open interest changed by -1 which decreased total open position to 0


On 4 Nov NATURALGAS was trading at 387.20. The strike last trading price was 45.85, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 0


On 3 Nov NATURALGAS was trading at 378.70. The strike last trading price was 45.85, which was 0 lower than the previous day. The implied volatity was 67.67, the open interest changed by -1 which decreased total open position to 2


On 31 Oct NATURALGAS was trading at 365.40. The strike last trading price was 42, which was -1.65 lower than the previous day. The implied volatity was 49.25, the open interest changed by -1 which decreased total open position to 3


On 30 Oct NATURALGAS was trading at 348.40. The strike last trading price was 8, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 4


On 29 Oct NATURALGAS was trading at 340.80. The strike last trading price was 8, 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 8, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4


On 27 Oct NATURALGAS was trading at 305.10. The strike last trading price was 8, which was -36.55 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 4


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