NATURALGAS

Natural Gas

412.8 -7.80 (-1.85%)

L: 410.7 H: 417.3

Back to Option Chain

Historical option data for NATURALGAS
11 Dec 2025 12:52 PM IST

Strike Price

Expiry

Ltp Ltp OI Open Interest (OI) OI Chg Change Open Interest Volume Volume IV IV

Call
Put

Per Lot

NATURALGAS 23-DEC-2025 425 CE
Delta: 0.43 Vega: 0.30 Theta: -0.77 Gamma: 0.01
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
11 Dec	412.70	14.7 ₹ 18,375	-3.25 -4062.50	65.06	4,282 53,52,500	108 1,35,000	1,955 24,43,750
10 Dec	417.40	15.8 ₹ 19,750	-2.15 -2687.50	60.56	32,894 4,11,17,500	183 2,28,750	1,847 23,08,750
9 Dec	419.70	17.55 ₹ 21,937.5	-1.35 -1687.50	60.42	23,597 2,94,96,250	1,308 16,35,000	1,664 20,80,000
8 Dec	445.70	33.6 ₹ 42,000	-2.55 -3187.50	61.21	1,307 16,33,750	-172 -2,15,000	356 4,45,000
5 Dec	485.80	66.85 ₹ 83,562.5	-2.35 -2937.50	63.77	575 7,18,750	-92 -1,15,000	528 6,60,000
4 Dec	450.70	38.3 ₹ 47,875	3.15 3937.50	57.98	966 12,07,500	-96 -1,20,000	620 7,75,000
3 Dec	449.90	39.45 ₹ 49,312.5	6.45 8062.50	61.59	1,344 16,80,000	-85 -1,06,250	716 8,95,000
2 Dec	437.60	31.7 ₹ 39,625	0.75 937.50	59.74	3,605 45,06,250	-106 -1,32,500	801 10,01,250

1 Dec	436.70	32.5 ₹ 40,625	4.55 5687.50	61.62	15,243 1,90,53,750	-152 -1,90,000	907 11,33,750
28 Nov	426.10	27.7 ₹ 34,625	5.65 7062.50	60.64	15,640 1,95,50,000	236 2,95,000	1,156 14,45,000
27 Nov	413.10	22.15 ₹ 27,687.5	1.2 1500.00	61.76	5,933 74,16,250	145 1,81,250	922 11,52,500
26 Nov	408.20	20.5 ₹ 25,625	1.9 2375.00	61.99	7,833 97,91,250	-159 -1,98,750	777 9,71,250
25 Nov	397.90	17.95 ₹ 22,437.5	-9.15 -11437.50	64.71	9,531 1,19,13,750	475 5,93,750	1,111 13,88,750
24 Nov	403.40	26.95 ₹ 33,687.5	-7.6 -9500.00	64.95	8,138 1,01,72,500	-147 -1,83,750	727 9,08,750
21 Nov	414.20	34.65 ₹ 43,312.5	5.45 6812.50	64.83	11,540 1,44,25,000	806 10,07,500	1,098 13,72,500
20 Nov	403.00	30.1 ₹ 37,625	-1.65 -2062.50	64.16	2,242 28,02,500	269 3,36,250	294 3,67,500
19 Nov	404.20	32.8 ₹ 41,000	9.4 11750.00	65.53	67 83,750	3 3,750	21 26,250
18 Nov	382.60	22.7 ₹ 28,375	-7.4 -9250.00	63.04	11 13,750	10 12,500	10 12,500
17 Nov	392.40	30.15 ₹ 37,687.5	-0.6 -750.00	67.87	2 2,500	6 7,500	0 0
14 Nov	400.00	31.35 ₹ 39,187.5	4.35 5437.50	62.18	9 11,250	6 7,500	7 8,750
13 Nov	413.80	27 ₹ 33,750	11 13750.00	41.14	1 1,250	1 1,250	1 1,250
12 Nov	396.80	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
11 Nov	399.20	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
10 Nov	381.30	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
7 Nov	386.60	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
6 Nov	378.40	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
5 Nov	377.00	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
4 Nov	387.20	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
3 Nov	378.70	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
31 Oct	365.40	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
30 Oct	348.40	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
29 Oct	340.80	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
28 Oct	298.20	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
27 Oct	305.10	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
24 Oct	282.60	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
23 Oct	295.60	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
20 Oct	296.90	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
17 Oct	263.90	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
9 Oct	291.00	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
6 Oct	299.70	0 ₹ 0	0 0.00	-	0 0	0 0	0 0

For Natural Gas - strike price 425 expiring on 23DEC2025

Delta for 425 CE is 0.43

Historical price for 425 CE is as follows

On 11 Dec NATURALGAS was trading at 412.70. The strike last trading price was 14.7, which was -3.25 lower than the previous day. The implied volatity was 65.06, the open interest changed by 108 which increased total open position to 1955

On 10 Dec NATURALGAS was trading at 417.40. The strike last trading price was 15.8, which was -2.15 lower than the previous day. The implied volatity was 60.56, the open interest changed by 183 which increased total open position to 1847

On 9 Dec NATURALGAS was trading at 419.70. The strike last trading price was 17.55, which was -1.35 lower than the previous day. The implied volatity was 60.42, the open interest changed by 1308 which increased total open position to 1664

On 8 Dec NATURALGAS was trading at 445.70. The strike last trading price was 33.6, which was -2.55 lower than the previous day. The implied volatity was 61.21, the open interest changed by -172 which decreased total open position to 356

On 5 Dec NATURALGAS was trading at 485.80. The strike last trading price was 66.85, which was -2.35 lower than the previous day. The implied volatity was 63.77, the open interest changed by -92 which decreased total open position to 528

On 4 Dec NATURALGAS was trading at 450.70. The strike last trading price was 38.3, which was 3.15 higher than the previous day. The implied volatity was 57.98, the open interest changed by -96 which decreased total open position to 620

On 3 Dec NATURALGAS was trading at 449.90. The strike last trading price was 39.45, which was 6.45 higher than the previous day. The implied volatity was 61.59, the open interest changed by -85 which decreased total open position to 716

On 2 Dec NATURALGAS was trading at 437.60. The strike last trading price was 31.7, which was 0.75 higher than the previous day. The implied volatity was 59.74, the open interest changed by -106 which decreased total open position to 801

On 1 Dec NATURALGAS was trading at 436.70. The strike last trading price was 32.5, which was 4.55 higher than the previous day. The implied volatity was 61.62, the open interest changed by -152 which decreased total open position to 907

On 28 Nov NATURALGAS was trading at 426.10. The strike last trading price was 27.7, which was 5.65 higher than the previous day. The implied volatity was 60.64, the open interest changed by 236 which increased total open position to 1156

On 27 Nov NATURALGAS was trading at 413.10. The strike last trading price was 22.15, which was 1.2 higher than the previous day. The implied volatity was 61.76, the open interest changed by 145 which increased total open position to 922

On 26 Nov NATURALGAS was trading at 408.20. The strike last trading price was 20.5, which was 1.9 higher than the previous day. The implied volatity was 61.99, the open interest changed by -159 which decreased total open position to 777

On 25 Nov NATURALGAS was trading at 397.90. The strike last trading price was 17.95, which was -9.15 lower than the previous day. The implied volatity was 64.71, the open interest changed by 475 which increased total open position to 1111

On 24 Nov NATURALGAS was trading at 403.40. The strike last trading price was 26.95, which was -7.6 lower than the previous day. The implied volatity was 64.95, the open interest changed by -147 which decreased total open position to 727

On 21 Nov NATURALGAS was trading at 414.20. The strike last trading price was 34.65, which was 5.45 higher than the previous day. The implied volatity was 64.83, the open interest changed by 806 which increased total open position to 1098

On 20 Nov NATURALGAS was trading at 403.00. The strike last trading price was 30.1, which was -1.65 lower than the previous day. The implied volatity was 64.16, the open interest changed by 269 which increased total open position to 294

On 19 Nov NATURALGAS was trading at 404.20. The strike last trading price was 32.8, which was 9.4 higher than the previous day. The implied volatity was 65.53, the open interest changed by 3 which increased total open position to 21

On 18 Nov NATURALGAS was trading at 382.60. The strike last trading price was 22.7, which was -7.4 lower than the previous day. The implied volatity was 63.04, the open interest changed by 10 which increased total open position to 10

On 17 Nov NATURALGAS was trading at 392.40. The strike last trading price was 30.15, which was -0.6 lower than the previous day. The implied volatity was 67.87, the open interest changed by 6 which increased total open position to 0

On 14 Nov NATURALGAS was trading at 400.00. The strike last trading price was 31.35, which was 4.35 higher than the previous day. The implied volatity was 62.18, the open interest changed by 6 which increased total open position to 7

On 13 Nov NATURALGAS was trading at 413.80. The strike last trading price was 27, which was 11 higher than the previous day. The implied volatity was 41.14, 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 425 PE
Delta: -0.57 Vega: 0.30 Theta: -0.77 Gamma: 0.01
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
11 Dec	412.70	27 ₹ 33,750	4.9 6125.00	64.87	2,823 35,28,750	-117 -1,46,250	747 9,33,750
10 Dec	417.40	23.5 ₹ 29,375	1.4 1750.00	60.88	9,039 1,12,98,750	-955 -11,93,750	864 10,80,000
9 Dec	419.70	22.8 ₹ 28,500	0.8 1000.00	60.27	43,788 5,47,35,000	539 6,73,750	1,819 22,73,750
8 Dec	445.70	12.3 ₹ 15,375	0.55 687.50	59.38	18,818 2,35,22,500	-1,064 -13,30,000	1,280 16,00,000
5 Dec	485.80	5.2 ₹ 6,500	0 0.00	60.42	14,656 1,83,20,000	1,032 12,90,000	2,344 29,30,000
4 Dec	450.70	12.7 ₹ 15,875	-1.2 -1500.00	58.26	10,076 1,25,95,000	-334 -4,17,500	1,312 16,40,000
3 Dec	449.90	14.45 ₹ 18,062.5	-4.65 -5812.50	60.53	8,703 1,08,78,750	123 1,53,750	1,647 20,58,750
2 Dec	437.60	19.65 ₹ 24,562.5	-3 -3750.00	61.59	12,038 1,50,47,500	315 3,93,750	1,524 19,05,000
1 Dec	436.70	20.8 ₹ 26,000	-6.6 -8250.00	62.10	19,640 2,45,50,000	154 1,92,500	1,209 15,11,250
28 Nov	426.10	26.4 ₹ 33,000	-7.5 -9375.00	60.64	10,765 1,34,56,250	924 11,55,000	1,064 13,30,000
27 Nov	413.10	33.6 ₹ 42,000	-3.9 -4875.00	60.84	843 10,53,750	26 32,500	139 1,73,750
26 Nov	408.20	36.95 ₹ 46,187.5	-6.5 -8125.00	61.45	737 9,21,250	-4 -5,000	113 1,41,250
25 Nov	397.90	45.25 ₹ 56,562.5	10.45 13062.50	65.42	826 10,32,500	-90 -1,12,500	116 1,45,000
24 Nov	403.40	35 ₹ 43,750	3.9 4875.00	64.84	2,863 35,78,750	-404 -5,05,000	247 3,08,750
21 Nov	414.20	31.15 ₹ 38,937.5	-4.95 -6187.50	65.23	7,653 95,66,250	563 7,03,750	691 8,63,750
20 Nov	403.00	34.9 ₹ 43,625	0.1 125.00	63.57	832 10,40,000	167 2,08,750	179 2,23,750
19 Nov	404.20	34.9 ₹ 43,625	-6.85 -8562.50	65.24	18 22,500	9 11,250	9 11,250
18 Nov	382.60	40.2 ₹ 50,250	2.3 2875.00	55.14	2 2,500	2 2,500	0 0
17 Nov	392.40	35.4 ₹ 44,250	-9.1 -11375.00	55.44	4 5,000	2 2,500	6 7,500
14 Nov	400.00	40.8 ₹ 51,000	23.5 29375.00	68.48	5 6,250	4 5,000	4 5,000
13 Nov	413.80	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
12 Nov	396.80	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
11 Nov	399.20	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
10 Nov	381.30	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
7 Nov	386.60	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
6 Nov	378.40	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
5 Nov	377.00	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
4 Nov	387.20	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
3 Nov	378.70	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
31 Oct	365.40	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
30 Oct	348.40	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
29 Oct	340.80	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
28 Oct	298.20	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
27 Oct	305.10	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
24 Oct	282.60	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
23 Oct	295.60	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
20 Oct	296.90	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
17 Oct	263.90	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
9 Oct	291.00	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
6 Oct	299.70	0 ₹ 0	0 0.00	-	0 0	0 0	0 0

For Natural Gas - strike price 425 expiring on 23DEC2025

Delta for 425 PE is -0.57

Historical price for 425 PE is as follows

On 11 Dec NATURALGAS was trading at 412.70. The strike last trading price was 27, which was 4.9 higher than the previous day. The implied volatity was 64.87, the open interest changed by -117 which decreased total open position to 747

On 10 Dec NATURALGAS was trading at 417.40. The strike last trading price was 23.5, which was 1.4 higher than the previous day. The implied volatity was 60.88, the open interest changed by -955 which decreased total open position to 864

On 9 Dec NATURALGAS was trading at 419.70. The strike last trading price was 22.8, which was 0.8 higher than the previous day. The implied volatity was 60.27, the open interest changed by 539 which increased total open position to 1819

On 8 Dec NATURALGAS was trading at 445.70. The strike last trading price was 12.3, which was 0.55 higher than the previous day. The implied volatity was 59.38, the open interest changed by -1064 which decreased total open position to 1280

On 5 Dec NATURALGAS was trading at 485.80. The strike last trading price was 5.2, which was 0 lower than the previous day. The implied volatity was 60.42, the open interest changed by 1032 which increased total open position to 2344

On 4 Dec NATURALGAS was trading at 450.70. The strike last trading price was 12.7, which was -1.2 lower than the previous day. The implied volatity was 58.26, the open interest changed by -334 which decreased total open position to 1312

On 3 Dec NATURALGAS was trading at 449.90. The strike last trading price was 14.45, which was -4.65 lower than the previous day. The implied volatity was 60.53, the open interest changed by 123 which increased total open position to 1647

On 2 Dec NATURALGAS was trading at 437.60. The strike last trading price was 19.65, which was -3 lower than the previous day. The implied volatity was 61.59, the open interest changed by 315 which increased total open position to 1524

On 1 Dec NATURALGAS was trading at 436.70. The strike last trading price was 20.8, which was -6.6 lower than the previous day. The implied volatity was 62.10, the open interest changed by 154 which increased total open position to 1209

On 28 Nov NATURALGAS was trading at 426.10. The strike last trading price was 26.4, which was -7.5 lower than the previous day. The implied volatity was 60.64, the open interest changed by 924 which increased total open position to 1064

On 27 Nov NATURALGAS was trading at 413.10. The strike last trading price was 33.6, which was -3.9 lower than the previous day. The implied volatity was 60.84, the open interest changed by 26 which increased total open position to 139

On 26 Nov NATURALGAS was trading at 408.20. The strike last trading price was 36.95, which was -6.5 lower than the previous day. The implied volatity was 61.45, the open interest changed by -4 which decreased total open position to 113

On 25 Nov NATURALGAS was trading at 397.90. The strike last trading price was 45.25, which was 10.45 higher than the previous day. The implied volatity was 65.42, the open interest changed by -90 which decreased total open position to 116

On 24 Nov NATURALGAS was trading at 403.40. The strike last trading price was 35, which was 3.9 higher than the previous day. The implied volatity was 64.84, the open interest changed by -404 which decreased total open position to 247

On 21 Nov NATURALGAS was trading at 414.20. The strike last trading price was 31.15, which was -4.95 lower than the previous day. The implied volatity was 65.23, the open interest changed by 563 which increased total open position to 691

On 20 Nov NATURALGAS was trading at 403.00. The strike last trading price was 34.9, which was 0.1 higher than the previous day. The implied volatity was 63.57, the open interest changed by 167 which increased total open position to 179

On 19 Nov NATURALGAS was trading at 404.20. The strike last trading price was 34.9, which was -6.85 lower than the previous day. The implied volatity was 65.24, the open interest changed by 9 which increased total open position to 9

On 18 Nov NATURALGAS was trading at 382.60. The strike last trading price was 40.2, which was 2.3 higher than the previous day. The implied volatity was 55.14, the open interest changed by 2 which increased total open position to 0

On 17 Nov NATURALGAS was trading at 392.40. The strike last trading price was 35.4, which was -9.1 lower than the previous day. The implied volatity was 55.44, the open interest changed by 2 which increased total open position to 6

On 14 Nov NATURALGAS was trading at 400.00. The strike last trading price was 40.8, which was 23.5 higher than the previous day. The implied volatity was 68.48, the open interest changed by 4 which increased total open position to 4

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

Related Pages for NATURALGAS

NATURALGAS

360ONE

ABB

ABCAPITAL

ADANIENSOL

ADANIENT

ADANIGREEN

ADANIPORTS

ALKEM

AMBER

AMBUJACEM

ANGELONE

APLAPOLLO

APOLLOHOSP

ASHOKLEY

ASIANPAINT

ASTRAL

AUBANK

AUROPHARMA

AXISBANK

BAJAJ-AUTO

BAJAJFINSV

BAJFINANCE

BANDHANBNK

BANKBARODA

BANKEX

BANKINDIA

BANKNIFTY

BDL

BEL

BHARATFORG

BHARTIARTL

BHEL

BIOCON

BLUESTARCO

BOSCHLTD

BPCL

BRITANNIA

BSE

CAMS

CANBK

CDSL

CGPOWER

CHOLAFIN

CIPLA

COALINDIA

COFORGE

COLPAL

CONCOR

COPPER

CROMPTON

CRUDEOIL

CRUDEOILM

CUMMINSIND

CYIENT

DABUR

DALBHARAT

DELHIVERY

DIVISLAB

DIXON

DLF

DMART

DRREDDY

EICHERMOT

ETERNAL

EURINR

EURUSD

EXIDEIND

FEDERALBNK

FINNIFTY

FORTIS

GAIL

GBPINR

GBPUSD

GLENMARK

GMRAIRPORT

GODREJCP

GODREJPROP

GOLD