[--[65.84.65.76]--]

NATURALGAS

Natural Gas
414.1 -7.60 (-1.80%)
L: 413.8 H: 417.6

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Historical option data for NATURALGAS

10 Dec 2025 09:04 AM IST
NATURALGAS 23-DEC-2025 430 CE
Delta: 0.41
Vega: 0.31
Theta: -0.72
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
10 Dec 414.10 13.9 -2.9 63.62 477 -233 4,828
9 Dec 419.70 15.75 -1.05 61.27 63,100 4,039 5,061
8 Dec 445.70 30.15 -2.45 59.99 4,014 -422 1,022
5 Dec 485.80 60.4 -4.3 54.43 3,127 -402 1,444
4 Dec 450.70 34.95 2.2 57.44 5,752 -466 1,846
3 Dec 449.90 36.3 6.05 61.31 7,277 -50 2,312
2 Dec 437.60 29.45 0.95 60.80 16,567 -761 2,362
1 Dec 436.70 29.9 3.8 61.70 64,649 603 3,123
28 Nov 426.10 25.75 5.45 61.44 23,066 -585 2,523
27 Nov 413.10 20.35 1.1 62.17 9,350 -97 3,116
26 Nov 408.20 19 1.9 62.50 14,180 -561 3,213
25 Nov 397.90 16.7 -8.6 65.47 14,760 -59 3,531
24 Nov 403.40 25.2 -7.3 65.58 11,833 323 3,703
21 Nov 414.20 32.7 5.35 65.60 14,209 1,355 3,518
20 Nov 403.00 28.15 -2.2 64.51 4,985 1,757 2,163
19 Nov 404.20 31.1 8.45 66.58 930 207 398
18 Nov 382.60 21.8 -4.4 64.50 437 81 221
17 Nov 392.40 25.25 -3.9 62.22 270 70 151
14 Nov 400.00 28.95 -8.85 61.64 168 47 83
13 Nov 413.80 37.9 5.8 64.73 33 -1 38
12 Nov 396.80 31.05 1.05 66.14 32 13 39
11 Nov 399.20 31 2.5 64.66 3 1 26
10 Nov 381.30 23.5 -0.4 62.37 3 1 25
7 Nov 386.60 24.05 2.4 58.95 3 2 23
6 Nov 378.40 21.95 -2.1 58.97 14 1 21
5 Nov 377.00 22.95 -0.4 60.78 57 21 21
4 Nov 387.20 24.6 1.3 55.54 2 7 0
3 Nov 378.70 22 5.75 57.34 27 7 11
31 Oct 365.40 15.5 12.35 51.68 18 3 4
30 Oct 348.40 7 0 - 1 1 1
29 Oct 340.80 7 0 - 1 1 0
28 Oct 298.20 7 0 - 1 1 1
27 Oct 305.10 7 0 - 1 1 0
24 Oct 282.60 7 2.25 40.73 1 1 1
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 430 expiring on 23DEC2025

Delta for 430 CE is 0.41

Historical price for 430 CE is as follows

On 10 Dec NATURALGAS was trading at 414.10. The strike last trading price was 13.9, which was -2.9 lower than the previous day. The implied volatity was 63.62, the open interest changed by -233 which decreased total open position to 4828


On 9 Dec NATURALGAS was trading at 419.70. The strike last trading price was 15.75, which was -1.05 lower than the previous day. The implied volatity was 61.27, the open interest changed by 4039 which increased total open position to 5061


On 8 Dec NATURALGAS was trading at 445.70. The strike last trading price was 30.15, which was -2.45 lower than the previous day. The implied volatity was 59.99, the open interest changed by -422 which decreased total open position to 1022


On 5 Dec NATURALGAS was trading at 485.80. The strike last trading price was 60.4, which was -4.3 lower than the previous day. The implied volatity was 54.43, the open interest changed by -402 which decreased total open position to 1444


On 4 Dec NATURALGAS was trading at 450.70. The strike last trading price was 34.95, which was 2.2 higher than the previous day. The implied volatity was 57.44, the open interest changed by -466 which decreased total open position to 1846


On 3 Dec NATURALGAS was trading at 449.90. The strike last trading price was 36.3, which was 6.05 higher than the previous day. The implied volatity was 61.31, the open interest changed by -50 which decreased total open position to 2312


On 2 Dec NATURALGAS was trading at 437.60. The strike last trading price was 29.45, which was 0.95 higher than the previous day. The implied volatity was 60.80, the open interest changed by -761 which decreased total open position to 2362


On 1 Dec NATURALGAS was trading at 436.70. The strike last trading price was 29.9, which was 3.8 higher than the previous day. The implied volatity was 61.70, the open interest changed by 603 which increased total open position to 3123


On 28 Nov NATURALGAS was trading at 426.10. The strike last trading price was 25.75, which was 5.45 higher than the previous day. The implied volatity was 61.44, the open interest changed by -585 which decreased total open position to 2523


On 27 Nov NATURALGAS was trading at 413.10. The strike last trading price was 20.35, which was 1.1 higher than the previous day. The implied volatity was 62.17, the open interest changed by -97 which decreased total open position to 3116


On 26 Nov NATURALGAS was trading at 408.20. The strike last trading price was 19, which was 1.9 higher than the previous day. The implied volatity was 62.50, the open interest changed by -561 which decreased total open position to 3213


On 25 Nov NATURALGAS was trading at 397.90. The strike last trading price was 16.7, which was -8.6 lower than the previous day. The implied volatity was 65.47, the open interest changed by -59 which decreased total open position to 3531


On 24 Nov NATURALGAS was trading at 403.40. The strike last trading price was 25.2, which was -7.3 lower than the previous day. The implied volatity was 65.58, the open interest changed by 323 which increased total open position to 3703


On 21 Nov NATURALGAS was trading at 414.20. The strike last trading price was 32.7, which was 5.35 higher than the previous day. The implied volatity was 65.60, the open interest changed by 1355 which increased total open position to 3518


On 20 Nov NATURALGAS was trading at 403.00. The strike last trading price was 28.15, which was -2.2 lower than the previous day. The implied volatity was 64.51, the open interest changed by 1757 which increased total open position to 2163


On 19 Nov NATURALGAS was trading at 404.20. The strike last trading price was 31.1, which was 8.45 higher than the previous day. The implied volatity was 66.58, the open interest changed by 207 which increased total open position to 398


On 18 Nov NATURALGAS was trading at 382.60. The strike last trading price was 21.8, which was -4.4 lower than the previous day. The implied volatity was 64.50, the open interest changed by 81 which increased total open position to 221


On 17 Nov NATURALGAS was trading at 392.40. The strike last trading price was 25.25, which was -3.9 lower than the previous day. The implied volatity was 62.22, the open interest changed by 70 which increased total open position to 151


On 14 Nov NATURALGAS was trading at 400.00. The strike last trading price was 28.95, which was -8.85 lower than the previous day. The implied volatity was 61.64, the open interest changed by 47 which increased total open position to 83


On 13 Nov NATURALGAS was trading at 413.80. The strike last trading price was 37.9, which was 5.8 higher than the previous day. The implied volatity was 64.73, the open interest changed by -1 which decreased total open position to 38


On 12 Nov NATURALGAS was trading at 396.80. The strike last trading price was 31.05, which was 1.05 higher than the previous day. The implied volatity was 66.14, the open interest changed by 13 which increased total open position to 39


On 11 Nov NATURALGAS was trading at 399.20. The strike last trading price was 31, which was 2.5 higher than the previous day. The implied volatity was 64.66, the open interest changed by 1 which increased total open position to 26


On 10 Nov NATURALGAS was trading at 381.30. The strike last trading price was 23.5, which was -0.4 lower than the previous day. The implied volatity was 62.37, the open interest changed by 1 which increased total open position to 25


On 7 Nov NATURALGAS was trading at 386.60. The strike last trading price was 24.05, which was 2.4 higher than the previous day. The implied volatity was 58.95, the open interest changed by 2 which increased total open position to 23


On 6 Nov NATURALGAS was trading at 378.40. The strike last trading price was 21.95, which was -2.1 lower than the previous day. The implied volatity was 58.97, the open interest changed by 1 which increased total open position to 21


On 5 Nov NATURALGAS was trading at 377.00. The strike last trading price was 22.95, which was -0.4 lower than the previous day. The implied volatity was 60.78, the open interest changed by 21 which increased total open position to 21


On 4 Nov NATURALGAS was trading at 387.20. The strike last trading price was 24.6, which was 1.3 higher than the previous day. The implied volatity was 55.54, the open interest changed by 7 which increased total open position to 0


On 3 Nov NATURALGAS was trading at 378.70. The strike last trading price was 22, which was 5.75 higher than the previous day. The implied volatity was 57.34, the open interest changed by 7 which increased total open position to 11


On 31 Oct NATURALGAS was trading at 365.40. The strike last trading price was 15.5, which was 12.35 higher than the previous day. The implied volatity was 51.68, the open interest changed by 3 which increased total open position to 4


On 30 Oct NATURALGAS was trading at 348.40. The strike last trading price was 7, 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 7, 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 28 Oct NATURALGAS was trading at 298.20. The strike last trading price was 7, 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 27 Oct NATURALGAS was trading at 305.10. The strike last trading price was 7, 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 24 Oct NATURALGAS was trading at 282.60. The strike last trading price was 7, which was 2.25 higher than the previous day. The implied volatity was 40.73, the open interest changed by 1 which increased total open position to 1


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 430 PE
Delta: -0.59
Vega: 0.31
Theta: -0.72
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
10 Dec 414.10 29.75 4.7 63.78 268 -380 3,990
9 Dec 419.70 25.95 0.9 60.96 83,845 1,442 4,370
8 Dec 445.70 14.65 0.85 60.58 38,979 -1,822 2,928
5 Dec 485.80 6.05 -0.05 60.05 43,555 2,143 4,750
4 Dec 450.70 14.5 -1.35 58.11 24,730 -2,081 2,607
3 Dec 449.90 16.45 -5.05 60.67 23,965 932 4,689
2 Dec 437.60 21.9 -3.3 61.40 33,884 850 3,757
1 Dec 436.70 23 -7.3 61.70 51,857 1,489 2,907
28 Nov 426.10 29.25 -7.7 60.99 9,800 818 1,418
27 Nov 413.10 36.8 -4.2 61.27 1,024 -94 597
26 Nov 408.20 40.4 -7.2 61.76 918 19 691
25 Nov 397.90 48.55 10.55 65.11 1,287 245 681
24 Nov 403.40 37.7 3.8 64.30 3,046 -405 462
21 Nov 414.20 33.85 -5.5 65.30 5,489 552 825
20 Nov 403.00 38.2 0.05 64.41 972 189 312
19 Nov 404.20 37.8 -10.25 65.42 220 91 127
18 Nov 382.60 50 9.75 68.58 16 3 36
17 Nov 392.40 40.95 1.1 60.29 41 23 41
14 Nov 400.00 39.45 19.75 60.63 36 19 19
13 Nov 413.80 0 0 - 0 0 0
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 430 expiring on 23DEC2025

Delta for 430 PE is -0.59

Historical price for 430 PE is as follows

On 10 Dec NATURALGAS was trading at 414.10. The strike last trading price was 29.75, which was 4.7 higher than the previous day. The implied volatity was 63.78, the open interest changed by -380 which decreased total open position to 3990


On 9 Dec NATURALGAS was trading at 419.70. The strike last trading price was 25.95, which was 0.9 higher than the previous day. The implied volatity was 60.96, the open interest changed by 1442 which increased total open position to 4370


On 8 Dec NATURALGAS was trading at 445.70. The strike last trading price was 14.65, which was 0.85 higher than the previous day. The implied volatity was 60.58, the open interest changed by -1822 which decreased total open position to 2928


On 5 Dec NATURALGAS was trading at 485.80. The strike last trading price was 6.05, which was -0.05 lower than the previous day. The implied volatity was 60.05, the open interest changed by 2143 which increased total open position to 4750


On 4 Dec NATURALGAS was trading at 450.70. The strike last trading price was 14.5, which was -1.35 lower than the previous day. The implied volatity was 58.11, the open interest changed by -2081 which decreased total open position to 2607


On 3 Dec NATURALGAS was trading at 449.90. The strike last trading price was 16.45, which was -5.05 lower than the previous day. The implied volatity was 60.67, the open interest changed by 932 which increased total open position to 4689


On 2 Dec NATURALGAS was trading at 437.60. The strike last trading price was 21.9, which was -3.3 lower than the previous day. The implied volatity was 61.40, the open interest changed by 850 which increased total open position to 3757


On 1 Dec NATURALGAS was trading at 436.70. The strike last trading price was 23, which was -7.3 lower than the previous day. The implied volatity was 61.70, the open interest changed by 1489 which increased total open position to 2907


On 28 Nov NATURALGAS was trading at 426.10. The strike last trading price was 29.25, which was -7.7 lower than the previous day. The implied volatity was 60.99, the open interest changed by 818 which increased total open position to 1418


On 27 Nov NATURALGAS was trading at 413.10. The strike last trading price was 36.8, which was -4.2 lower than the previous day. The implied volatity was 61.27, the open interest changed by -94 which decreased total open position to 597


On 26 Nov NATURALGAS was trading at 408.20. The strike last trading price was 40.4, which was -7.2 lower than the previous day. The implied volatity was 61.76, the open interest changed by 19 which increased total open position to 691


On 25 Nov NATURALGAS was trading at 397.90. The strike last trading price was 48.55, which was 10.55 higher than the previous day. The implied volatity was 65.11, the open interest changed by 245 which increased total open position to 681


On 24 Nov NATURALGAS was trading at 403.40. The strike last trading price was 37.7, which was 3.8 higher than the previous day. The implied volatity was 64.30, the open interest changed by -405 which decreased total open position to 462


On 21 Nov NATURALGAS was trading at 414.20. The strike last trading price was 33.85, which was -5.5 lower than the previous day. The implied volatity was 65.30, the open interest changed by 552 which increased total open position to 825


On 20 Nov NATURALGAS was trading at 403.00. The strike last trading price was 38.2, which was 0.05 higher than the previous day. The implied volatity was 64.41, the open interest changed by 189 which increased total open position to 312


On 19 Nov NATURALGAS was trading at 404.20. The strike last trading price was 37.8, which was -10.25 lower than the previous day. The implied volatity was 65.42, the open interest changed by 91 which increased total open position to 127


On 18 Nov NATURALGAS was trading at 382.60. The strike last trading price was 50, which was 9.75 higher than the previous day. The implied volatity was 68.58, the open interest changed by 3 which increased total open position to 36


On 17 Nov NATURALGAS was trading at 392.40. The strike last trading price was 40.95, which was 1.1 higher than the previous day. The implied volatity was 60.29, the open interest changed by 23 which increased total open position to 41


On 14 Nov NATURALGAS was trading at 400.00. The strike last trading price was 39.45, which was 19.75 higher than the previous day. The implied volatity was 60.63, the open interest changed by 19 which increased total open position to 19


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


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