[--[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 420 CE
Delta: 0.22
Vega: 0.19
Theta: -0.63
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 377.10 5.65 -0.25 72.83 35,385 1,368 7,854
11 Dec 381.80 7.1 0.2 71.39 63,240 2,185 6,486
10 Dec 417.40 17.9 -2.1 60.32 79,462 1,388 4,301
9 Dec 419.70 19.45 -1.35 59.30 25,046 2,091 2,913
8 Dec 445.70 36.5 -1.45 60.22 1,879 -349 822
5 Dec 485.80 70 -2.85 59.68 1,063 -361 1,171
4 Dec 450.70 41 2.65 56.20 2,024 -251 1,532
3 Dec 449.90 42.2 6.7 60.36 2,768 -185 1,785
2 Dec 437.60 34.65 1.3 60.00 5,957 -250 1,970
1 Dec 436.70 35.4 5.05 61.90 14,906 -623 2,220
28 Nov 426.10 30.35 6.35 61.09 30,301 -1,384 2,838
27 Nov 413.10 24.05 1.45 61.49 18,813 -263 4,248
26 Nov 408.20 22.2 2.05 61.25 24,476 -539 4,511
25 Nov 397.90 19.35 -9.7 64.06 20,615 2,142 5,525
24 Nov 403.40 28.9 -7.95 64.47 25,577 1,070 3,898
21 Nov 414.20 37.2 6.2 65.02 19,864 703 2,993
20 Nov 403.00 31.75 -2.25 62.98 10,399 1,134 2,197
19 Nov 404.20 35.05 9.2 65.52 2,512 337 1,093
18 Nov 382.60 24.8 -5.3 63.36 1,684 247 701
17 Nov 392.40 28.65 -4.65 60.97 780 93 447
14 Nov 400.00 32.85 -9.9 60.87 530 81 328
13 Nov 413.80 42.2 7.65 63.70 245 21 240
12 Nov 396.80 34.65 -0.5 65.07 207 49 221
11 Nov 399.20 34.9 7.65 64.08 123 45 163
10 Nov 381.30 27 -1.85 62.20 104 19 118
7 Nov 386.60 28.45 2.25 60.14 67 31 99
6 Nov 378.40 26.5 -0.5 60.88 46 21 69
5 Nov 377.00 26.25 -1.05 60.52 37 22 48
4 Nov 387.20 31 6.05 59.78 6 3 26
3 Nov 378.70 23.6 4.95 54.17 4 4 20
31 Oct 365.40 21.2 6.2 56.61 4 4 16
30 Oct 348.40 15 11.65 55.51 13 12 12
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 420 expiring on 23DEC2025

Delta for 420 CE is 0.22

Historical price for 420 CE is as follows

On 12 Dec NATURALGAS was trading at 377.10. The strike last trading price was 5.65, which was -0.25 lower than the previous day. The implied volatity was 72.83, the open interest changed by 1368 which increased total open position to 7854


On 11 Dec NATURALGAS was trading at 381.80. The strike last trading price was 7.1, which was 0.2 higher than the previous day. The implied volatity was 71.39, the open interest changed by 2185 which increased total open position to 6486


On 10 Dec NATURALGAS was trading at 417.40. The strike last trading price was 17.9, which was -2.1 lower than the previous day. The implied volatity was 60.32, the open interest changed by 1388 which increased total open position to 4301


On 9 Dec NATURALGAS was trading at 419.70. The strike last trading price was 19.45, which was -1.35 lower than the previous day. The implied volatity was 59.30, the open interest changed by 2091 which increased total open position to 2913


On 8 Dec NATURALGAS was trading at 445.70. The strike last trading price was 36.5, which was -1.45 lower than the previous day. The implied volatity was 60.22, the open interest changed by -349 which decreased total open position to 822


On 5 Dec NATURALGAS was trading at 485.80. The strike last trading price was 70, which was -2.85 lower than the previous day. The implied volatity was 59.68, the open interest changed by -361 which decreased total open position to 1171


On 4 Dec NATURALGAS was trading at 450.70. The strike last trading price was 41, which was 2.65 higher than the previous day. The implied volatity was 56.20, the open interest changed by -251 which decreased total open position to 1532


On 3 Dec NATURALGAS was trading at 449.90. The strike last trading price was 42.2, which was 6.7 higher than the previous day. The implied volatity was 60.36, the open interest changed by -185 which decreased total open position to 1785


On 2 Dec NATURALGAS was trading at 437.60. The strike last trading price was 34.65, which was 1.3 higher than the previous day. The implied volatity was 60.00, the open interest changed by -250 which decreased total open position to 1970


On 1 Dec NATURALGAS was trading at 436.70. The strike last trading price was 35.4, which was 5.05 higher than the previous day. The implied volatity was 61.90, the open interest changed by -623 which decreased total open position to 2220


On 28 Nov NATURALGAS was trading at 426.10. The strike last trading price was 30.35, which was 6.35 higher than the previous day. The implied volatity was 61.09, the open interest changed by -1384 which decreased total open position to 2838


On 27 Nov NATURALGAS was trading at 413.10. The strike last trading price was 24.05, which was 1.45 higher than the previous day. The implied volatity was 61.49, the open interest changed by -263 which decreased total open position to 4248


On 26 Nov NATURALGAS was trading at 408.20. The strike last trading price was 22.2, which was 2.05 higher than the previous day. The implied volatity was 61.25, the open interest changed by -539 which decreased total open position to 4511


On 25 Nov NATURALGAS was trading at 397.90. The strike last trading price was 19.35, which was -9.7 lower than the previous day. The implied volatity was 64.06, the open interest changed by 2142 which increased total open position to 5525


On 24 Nov NATURALGAS was trading at 403.40. The strike last trading price was 28.9, which was -7.95 lower than the previous day. The implied volatity was 64.47, the open interest changed by 1070 which increased total open position to 3898


On 21 Nov NATURALGAS was trading at 414.20. The strike last trading price was 37.2, which was 6.2 higher than the previous day. The implied volatity was 65.02, the open interest changed by 703 which increased total open position to 2993


On 20 Nov NATURALGAS was trading at 403.00. The strike last trading price was 31.75, which was -2.25 lower than the previous day. The implied volatity was 62.98, the open interest changed by 1134 which increased total open position to 2197


On 19 Nov NATURALGAS was trading at 404.20. The strike last trading price was 35.05, which was 9.2 higher than the previous day. The implied volatity was 65.52, the open interest changed by 337 which increased total open position to 1093


On 18 Nov NATURALGAS was trading at 382.60. The strike last trading price was 24.8, which was -5.3 lower than the previous day. The implied volatity was 63.36, the open interest changed by 247 which increased total open position to 701


On 17 Nov NATURALGAS was trading at 392.40. The strike last trading price was 28.65, which was -4.65 lower than the previous day. The implied volatity was 60.97, the open interest changed by 93 which increased total open position to 447


On 14 Nov NATURALGAS was trading at 400.00. The strike last trading price was 32.85, which was -9.9 lower than the previous day. The implied volatity was 60.87, the open interest changed by 81 which increased total open position to 328


On 13 Nov NATURALGAS was trading at 413.80. The strike last trading price was 42.2, which was 7.65 higher than the previous day. The implied volatity was 63.70, the open interest changed by 21 which increased total open position to 240


On 12 Nov NATURALGAS was trading at 396.80. The strike last trading price was 34.65, which was -0.5 lower than the previous day. The implied volatity was 65.07, the open interest changed by 49 which increased total open position to 221


On 11 Nov NATURALGAS was trading at 399.20. The strike last trading price was 34.9, which was 7.65 higher than the previous day. The implied volatity was 64.08, the open interest changed by 45 which increased total open position to 163


On 10 Nov NATURALGAS was trading at 381.30. The strike last trading price was 27, which was -1.85 lower than the previous day. The implied volatity was 62.20, the open interest changed by 19 which increased total open position to 118


On 7 Nov NATURALGAS was trading at 386.60. The strike last trading price was 28.45, which was 2.25 higher than the previous day. The implied volatity was 60.14, the open interest changed by 31 which increased total open position to 99


On 6 Nov NATURALGAS was trading at 378.40. The strike last trading price was 26.5, which was -0.5 lower than the previous day. The implied volatity was 60.88, the open interest changed by 21 which increased total open position to 69


On 5 Nov NATURALGAS was trading at 377.00. The strike last trading price was 26.25, which was -1.05 lower than the previous day. The implied volatity was 60.52, the open interest changed by 22 which increased total open position to 48


On 4 Nov NATURALGAS was trading at 387.20. The strike last trading price was 31, which was 6.05 higher than the previous day. The implied volatity was 59.78, the open interest changed by 3 which increased total open position to 26


On 3 Nov NATURALGAS was trading at 378.70. The strike last trading price was 23.6, which was 4.95 higher than the previous day. The implied volatity was 54.17, the open interest changed by 4 which increased total open position to 20


On 31 Oct NATURALGAS was trading at 365.40. The strike last trading price was 21.2, which was 6.2 higher than the previous day. The implied volatity was 56.61, the open interest changed by 4 which increased total open position to 16


On 30 Oct NATURALGAS was trading at 348.40. The strike last trading price was 15, which was 11.65 higher than the previous day. The implied volatity was 55.51, the open interest changed by 12 which increased total open position to 12


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 420 PE
Delta: -0.76
Vega: 0.20
Theta: -0.72
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 377.10 49.7 -0.5 78.58 1,853 -640 2,294
11 Dec 381.80 45.2 -0.25 70.95 20,655 -703 2,934
10 Dec 417.40 20.4 1.1 60.01 42,070 -1,288 3,637
9 Dec 419.70 19.9 0.65 59.75 62,500 -161 4,925
8 Dec 445.70 10.4 0.45 58.93 38,977 -1,228 5,086
5 Dec 485.80 4.3 -0.05 60.13 36,691 2,521 6,314
4 Dec 450.70 11 -1.1 58.24 20,139 -1,046 3,793
3 Dec 449.90 12.7 -4.2 60.64 18,916 38 4,839
2 Dec 437.60 17.3 -2.95 61.14 25,751 1,313 4,801
1 Dec 436.70 18.5 -6.3 61.90 27,150 243 3,488
28 Nov 426.10 23.7 -7.05 60.29 21,213 1,325 3,245
27 Nov 413.10 30.6 -3.7 60.81 6,490 -46 1,931
26 Nov 408.20 33.8 -6.4 61.25 7,095 -399 1,977
25 Nov 397.90 41.45 9.7 64.29 8,845 202 2,612
24 Nov 403.40 31.75 3.3 63.94 18,178 -370 2,737
21 Nov 414.20 28.25 -5 64.52 19,242 1,661 3,403
20 Nov 403.00 32.2 -0.3 63.68 8,364 1,193 1,787
19 Nov 404.20 32.1 -8.55 65.04 1,531 339 669
18 Nov 382.60 41.4 7.1 63.97 554 41 333
17 Nov 392.40 35.6 1.8 61.45 581 91 275
14 Nov 400.00 33.35 2.7 59.95 461 82 183
13 Nov 413.80 30.65 -7.05 64.51 214 47 86
12 Nov 396.80 37.7 8.5 64.08 80 35 37
11 Nov 399.20 28.4 -0.05 47.70 1 1 1
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 420 expiring on 23DEC2025

Delta for 420 PE is -0.76

Historical price for 420 PE is as follows

On 12 Dec NATURALGAS was trading at 377.10. The strike last trading price was 49.7, which was -0.5 lower than the previous day. The implied volatity was 78.58, the open interest changed by -640 which decreased total open position to 2294


On 11 Dec NATURALGAS was trading at 381.80. The strike last trading price was 45.2, which was -0.25 lower than the previous day. The implied volatity was 70.95, the open interest changed by -703 which decreased total open position to 2934


On 10 Dec NATURALGAS was trading at 417.40. The strike last trading price was 20.4, which was 1.1 higher than the previous day. The implied volatity was 60.01, the open interest changed by -1288 which decreased total open position to 3637


On 9 Dec NATURALGAS was trading at 419.70. The strike last trading price was 19.9, which was 0.65 higher than the previous day. The implied volatity was 59.75, the open interest changed by -161 which decreased total open position to 4925


On 8 Dec NATURALGAS was trading at 445.70. The strike last trading price was 10.4, which was 0.45 higher than the previous day. The implied volatity was 58.93, the open interest changed by -1228 which decreased total open position to 5086


On 5 Dec NATURALGAS was trading at 485.80. The strike last trading price was 4.3, which was -0.05 lower than the previous day. The implied volatity was 60.13, the open interest changed by 2521 which increased total open position to 6314


On 4 Dec NATURALGAS was trading at 450.70. The strike last trading price was 11, which was -1.1 lower than the previous day. The implied volatity was 58.24, the open interest changed by -1046 which decreased total open position to 3793


On 3 Dec NATURALGAS was trading at 449.90. The strike last trading price was 12.7, which was -4.2 lower than the previous day. The implied volatity was 60.64, the open interest changed by 38 which increased total open position to 4839


On 2 Dec NATURALGAS was trading at 437.60. The strike last trading price was 17.3, which was -2.95 lower than the previous day. The implied volatity was 61.14, the open interest changed by 1313 which increased total open position to 4801


On 1 Dec NATURALGAS was trading at 436.70. The strike last trading price was 18.5, which was -6.3 lower than the previous day. The implied volatity was 61.90, the open interest changed by 243 which increased total open position to 3488


On 28 Nov NATURALGAS was trading at 426.10. The strike last trading price was 23.7, which was -7.05 lower than the previous day. The implied volatity was 60.29, the open interest changed by 1325 which increased total open position to 3245


On 27 Nov NATURALGAS was trading at 413.10. The strike last trading price was 30.6, which was -3.7 lower than the previous day. The implied volatity was 60.81, the open interest changed by -46 which decreased total open position to 1931


On 26 Nov NATURALGAS was trading at 408.20. The strike last trading price was 33.8, which was -6.4 lower than the previous day. The implied volatity was 61.25, the open interest changed by -399 which decreased total open position to 1977


On 25 Nov NATURALGAS was trading at 397.90. The strike last trading price was 41.45, which was 9.7 higher than the previous day. The implied volatity was 64.29, the open interest changed by 202 which increased total open position to 2612


On 24 Nov NATURALGAS was trading at 403.40. The strike last trading price was 31.75, which was 3.3 higher than the previous day. The implied volatity was 63.94, the open interest changed by -370 which decreased total open position to 2737


On 21 Nov NATURALGAS was trading at 414.20. The strike last trading price was 28.25, which was -5 lower than the previous day. The implied volatity was 64.52, the open interest changed by 1661 which increased total open position to 3403


On 20 Nov NATURALGAS was trading at 403.00. The strike last trading price was 32.2, which was -0.3 lower than the previous day. The implied volatity was 63.68, the open interest changed by 1193 which increased total open position to 1787


On 19 Nov NATURALGAS was trading at 404.20. The strike last trading price was 32.1, which was -8.55 lower than the previous day. The implied volatity was 65.04, the open interest changed by 339 which increased total open position to 669


On 18 Nov NATURALGAS was trading at 382.60. The strike last trading price was 41.4, which was 7.1 higher than the previous day. The implied volatity was 63.97, the open interest changed by 41 which increased total open position to 333


On 17 Nov NATURALGAS was trading at 392.40. The strike last trading price was 35.6, which was 1.8 higher than the previous day. The implied volatity was 61.45, the open interest changed by 91 which increased total open position to 275


On 14 Nov NATURALGAS was trading at 400.00. The strike last trading price was 33.35, which was 2.7 higher than the previous day. The implied volatity was 59.95, the open interest changed by 82 which increased total open position to 183


On 13 Nov NATURALGAS was trading at 413.80. The strike last trading price was 30.65, which was -7.05 lower than the previous day. The implied volatity was 64.51, the open interest changed by 47 which increased total open position to 86


On 12 Nov NATURALGAS was trading at 396.80. The strike last trading price was 37.7, which was 8.5 higher than the previous day. The implied volatity was 64.08, the open interest changed by 35 which increased total open position to 37


On 11 Nov NATURALGAS was trading at 399.20. The strike last trading price was 28.4, which was -0.05 lower than the previous day. The implied volatity was 47.70, the open interest changed by 1 which increased total open position to 1


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