[--[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 415 CE
Delta: 0.25
Vega: 0.21
Theta: -0.67
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 377.10 6.55 -0.15 72.47 16,761 -427 3,346
11 Dec 381.80 8.15 0.4 71.04 33,899 2,292 3,773
10 Dec 417.40 20.1 -2.3 59.75 59,237 1,122 1,481
9 Dec 419.70 21.9 -1.55 59.23 4,296 179 359
8 Dec 445.70 40.15 -0.85 61.05 367 -123 180
5 Dec 485.80 74.75 -3.05 61.95 180 -91 303
4 Dec 450.70 44.4 2.85 55.87 281 -121 394
3 Dec 449.90 45.5 7.05 60.16 137 -25 515
2 Dec 437.60 37.25 1.1 58.94 1,299 -147 540
1 Dec 436.70 38 5 61.04 4,748 -183 687
28 Nov 426.10 32.75 6.75 60.63 18,169 -930 877
27 Nov 413.10 26 1.5 60.90 16,016 178 1,813
26 Nov 408.20 24 2.15 60.86 18,786 -349 1,635
25 Nov 397.90 21.05 -10.05 63.83 10,756 1,088 2,166
24 Nov 403.40 30.9 -8.4 63.82 16,161 1,179 1,513
21 Nov 414.20 39.5 6.6 64.45 4,969 192 368
20 Nov 403.00 34 -3.55 62.74 982 91 143
19 Nov 404.20 38 12.05 66.56 264 50 55
18 Nov 382.60 26.3 -6.7 62.43 17 2 5
17 Nov 392.40 31.3 -7.7 62.03 9 3 5
14 Nov 400.00 39 0 67.90 1 1 2
13 Nov 413.80 39 18.5 53.07 1 1 1
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
9 Oct 291.00 0 0 - 0 0 0
6 Oct 299.70 0 0 - 0 0 0


For Natural Gas - strike price 415 expiring on 23DEC2025

Delta for 415 CE is 0.25

Historical price for 415 CE is as follows

On 12 Dec NATURALGAS was trading at 377.10. The strike last trading price was 6.55, which was -0.15 lower than the previous day. The implied volatity was 72.47, the open interest changed by -427 which decreased total open position to 3346


On 11 Dec NATURALGAS was trading at 381.80. The strike last trading price was 8.15, which was 0.4 higher than the previous day. The implied volatity was 71.04, the open interest changed by 2292 which increased total open position to 3773


On 10 Dec NATURALGAS was trading at 417.40. The strike last trading price was 20.1, which was -2.3 lower than the previous day. The implied volatity was 59.75, the open interest changed by 1122 which increased total open position to 1481


On 9 Dec NATURALGAS was trading at 419.70. The strike last trading price was 21.9, which was -1.55 lower than the previous day. The implied volatity was 59.23, the open interest changed by 179 which increased total open position to 359


On 8 Dec NATURALGAS was trading at 445.70. The strike last trading price was 40.15, which was -0.85 lower than the previous day. The implied volatity was 61.05, the open interest changed by -123 which decreased total open position to 180


On 5 Dec NATURALGAS was trading at 485.80. The strike last trading price was 74.75, which was -3.05 lower than the previous day. The implied volatity was 61.95, the open interest changed by -91 which decreased total open position to 303


On 4 Dec NATURALGAS was trading at 450.70. The strike last trading price was 44.4, which was 2.85 higher than the previous day. The implied volatity was 55.87, the open interest changed by -121 which decreased total open position to 394


On 3 Dec NATURALGAS was trading at 449.90. The strike last trading price was 45.5, which was 7.05 higher than the previous day. The implied volatity was 60.16, the open interest changed by -25 which decreased total open position to 515


On 2 Dec NATURALGAS was trading at 437.60. The strike last trading price was 37.25, which was 1.1 higher than the previous day. The implied volatity was 58.94, the open interest changed by -147 which decreased total open position to 540


On 1 Dec NATURALGAS was trading at 436.70. The strike last trading price was 38, which was 5 higher than the previous day. The implied volatity was 61.04, the open interest changed by -183 which decreased total open position to 687


On 28 Nov NATURALGAS was trading at 426.10. The strike last trading price was 32.75, which was 6.75 higher than the previous day. The implied volatity was 60.63, the open interest changed by -930 which decreased total open position to 877


On 27 Nov NATURALGAS was trading at 413.10. The strike last trading price was 26, which was 1.5 higher than the previous day. The implied volatity was 60.90, the open interest changed by 178 which increased total open position to 1813


On 26 Nov NATURALGAS was trading at 408.20. The strike last trading price was 24, which was 2.15 higher than the previous day. The implied volatity was 60.86, the open interest changed by -349 which decreased total open position to 1635


On 25 Nov NATURALGAS was trading at 397.90. The strike last trading price was 21.05, which was -10.05 lower than the previous day. The implied volatity was 63.83, the open interest changed by 1088 which increased total open position to 2166


On 24 Nov NATURALGAS was trading at 403.40. The strike last trading price was 30.9, which was -8.4 lower than the previous day. The implied volatity was 63.82, the open interest changed by 1179 which increased total open position to 1513


On 21 Nov NATURALGAS was trading at 414.20. The strike last trading price was 39.5, which was 6.6 higher than the previous day. The implied volatity was 64.45, the open interest changed by 192 which increased total open position to 368


On 20 Nov NATURALGAS was trading at 403.00. The strike last trading price was 34, which was -3.55 lower than the previous day. The implied volatity was 62.74, the open interest changed by 91 which increased total open position to 143


On 19 Nov NATURALGAS was trading at 404.20. The strike last trading price was 38, which was 12.05 higher than the previous day. The implied volatity was 66.56, the open interest changed by 50 which increased total open position to 55


On 18 Nov NATURALGAS was trading at 382.60. The strike last trading price was 26.3, which was -6.7 lower than the previous day. The implied volatity was 62.43, the open interest changed by 2 which increased total open position to 5


On 17 Nov NATURALGAS was trading at 392.40. The strike last trading price was 31.3, which was -7.7 lower than the previous day. The implied volatity was 62.03, the open interest changed by 3 which increased total open position to 5


On 14 Nov NATURALGAS was trading at 400.00. The strike last trading price was 39, which was 0 lower than the previous day. The implied volatity was 67.90, the open interest changed by 1 which increased total open position to 2


On 13 Nov NATURALGAS was trading at 413.80. The strike last trading price was 39, which was 18.5 higher than the previous day. The implied volatity was 53.07, the open interest changed by 1 which increased total open position to 1


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 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 415 PE
Delta: -0.74
Vega: 0.21
Theta: -0.73
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 377.10 45.35 -0.55 76.73 389 -439 522
11 Dec 381.80 40.9 -0.35 69.12 18,071 -311 961
10 Dec 417.40 17.95 1.2 60.54 44,919 106 1,272
9 Dec 419.70 17 0.55 58.62 26,001 -409 1,166
8 Dec 445.70 8.75 0.3 58.67 16,001 -396 1,575
5 Dec 485.80 4.1 0.3 62.66 9,839 -2 1,971
4 Dec 450.70 9.4 -1.15 58.03 9,882 -570 1,973
3 Dec 449.90 11 -3.9 60.45 9,375 631 2,543
2 Dec 437.60 15.3 -2.6 61.17 8,810 154 1,912
1 Dec 436.70 16.4 -5.85 61.80 12,194 -129 1,758
28 Nov 426.10 21.5 -6.4 60.74 16,407 1,014 1,886
27 Nov 413.10 27.7 -3.5 60.45 9,103 232 875
26 Nov 408.20 31 -6.1 61.31 8,488 166 643
25 Nov 397.90 38.1 9.15 63.94 4,523 -95 511
24 Nov 403.40 28.9 2.95 63.61 12,161 271 780
21 Nov 414.20 25.85 -4.7 64.55 5,618 428 577
20 Nov 403.00 29.3 0.3 63.14 1,065 113 174
19 Nov 404.20 28.5 -10.3 63.01 98 62 62
18 Nov 382.60 40 7.6 67.22 3 3 0
17 Nov 392.40 33.3 -3.75 62.41 9 0 6
14 Nov 400.00 37.05 24.05 71.93 3 6 6
13 Nov 413.80 37.05 0 - 1 1 0
12 Nov 396.80 37.05 -3.95 67.85 1 1 4
11 Nov 399.20 36.2 10.9 66.09 3 3 3
10 Nov 381.30 28 0 - 1 1 0
7 Nov 386.60 28 -0.05 39.50 1 1 1
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 415 expiring on 23DEC2025

Delta for 415 PE is -0.74

Historical price for 415 PE is as follows

On 12 Dec NATURALGAS was trading at 377.10. The strike last trading price was 45.35, which was -0.55 lower than the previous day. The implied volatity was 76.73, the open interest changed by -439 which decreased total open position to 522


On 11 Dec NATURALGAS was trading at 381.80. The strike last trading price was 40.9, which was -0.35 lower than the previous day. The implied volatity was 69.12, the open interest changed by -311 which decreased total open position to 961


On 10 Dec NATURALGAS was trading at 417.40. The strike last trading price was 17.95, which was 1.2 higher than the previous day. The implied volatity was 60.54, the open interest changed by 106 which increased total open position to 1272


On 9 Dec NATURALGAS was trading at 419.70. The strike last trading price was 17, which was 0.55 higher than the previous day. The implied volatity was 58.62, the open interest changed by -409 which decreased total open position to 1166


On 8 Dec NATURALGAS was trading at 445.70. The strike last trading price was 8.75, which was 0.3 higher than the previous day. The implied volatity was 58.67, the open interest changed by -396 which decreased total open position to 1575


On 5 Dec NATURALGAS was trading at 485.80. The strike last trading price was 4.1, which was 0.3 higher than the previous day. The implied volatity was 62.66, the open interest changed by -2 which decreased total open position to 1971


On 4 Dec NATURALGAS was trading at 450.70. The strike last trading price was 9.4, which was -1.15 lower than the previous day. The implied volatity was 58.03, the open interest changed by -570 which decreased total open position to 1973


On 3 Dec NATURALGAS was trading at 449.90. The strike last trading price was 11, which was -3.9 lower than the previous day. The implied volatity was 60.45, the open interest changed by 631 which increased total open position to 2543


On 2 Dec NATURALGAS was trading at 437.60. The strike last trading price was 15.3, which was -2.6 lower than the previous day. The implied volatity was 61.17, the open interest changed by 154 which increased total open position to 1912


On 1 Dec NATURALGAS was trading at 436.70. The strike last trading price was 16.4, which was -5.85 lower than the previous day. The implied volatity was 61.80, the open interest changed by -129 which decreased total open position to 1758


On 28 Nov NATURALGAS was trading at 426.10. The strike last trading price was 21.5, which was -6.4 lower than the previous day. The implied volatity was 60.74, the open interest changed by 1014 which increased total open position to 1886


On 27 Nov NATURALGAS was trading at 413.10. The strike last trading price was 27.7, which was -3.5 lower than the previous day. The implied volatity was 60.45, the open interest changed by 232 which increased total open position to 875


On 26 Nov NATURALGAS was trading at 408.20. The strike last trading price was 31, which was -6.1 lower than the previous day. The implied volatity was 61.31, the open interest changed by 166 which increased total open position to 643


On 25 Nov NATURALGAS was trading at 397.90. The strike last trading price was 38.1, which was 9.15 higher than the previous day. The implied volatity was 63.94, the open interest changed by -95 which decreased total open position to 511


On 24 Nov NATURALGAS was trading at 403.40. The strike last trading price was 28.9, which was 2.95 higher than the previous day. The implied volatity was 63.61, the open interest changed by 271 which increased total open position to 780


On 21 Nov NATURALGAS was trading at 414.20. The strike last trading price was 25.85, which was -4.7 lower than the previous day. The implied volatity was 64.55, the open interest changed by 428 which increased total open position to 577


On 20 Nov NATURALGAS was trading at 403.00. The strike last trading price was 29.3, which was 0.3 higher than the previous day. The implied volatity was 63.14, the open interest changed by 113 which increased total open position to 174


On 19 Nov NATURALGAS was trading at 404.20. The strike last trading price was 28.5, which was -10.3 lower than the previous day. The implied volatity was 63.01, the open interest changed by 62 which increased total open position to 62


On 18 Nov NATURALGAS was trading at 382.60. The strike last trading price was 40, which was 7.6 higher than the previous day. The implied volatity was 67.22, the open interest changed by 3 which increased total open position to 0


On 17 Nov NATURALGAS was trading at 392.40. The strike last trading price was 33.3, which was -3.75 lower than the previous day. The implied volatity was 62.41, the open interest changed by 0 which decreased total open position to 6


On 14 Nov NATURALGAS was trading at 400.00. The strike last trading price was 37.05, which was 24.05 higher than the previous day. The implied volatity was 71.93, the open interest changed by 6 which increased total open position to 6


On 13 Nov NATURALGAS was trading at 413.80. The strike last trading price was 37.05, 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 12 Nov NATURALGAS was trading at 396.80. The strike last trading price was 37.05, which was -3.95 lower than the previous day. The implied volatity was 67.85, the open interest changed by 1 which increased total open position to 4


On 11 Nov NATURALGAS was trading at 399.20. The strike last trading price was 36.2, which was 10.9 higher than the previous day. The implied volatity was 66.09, 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 28, 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 28, which was -0.05 lower than the previous day. The implied volatity was 39.50, the open interest changed by 1 which increased total open position to 1


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