NATURALGAS

Natural Gas

485.8 -2.20 (-0.45%)

L: 452.8 H: 494.9

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Historical option data for NATURALGAS
05 Dec 2025 11:59 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 435 CE
Delta: 0.82 Vega: 0.28 Theta: -0.44 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
5 Dec	485.80	57 ₹ 71,250	-3.55 -4437.50	56.87	1,304 16,30,000	-175 -2,18,750	298 3,72,500
4 Dec	450.70	31.65 ₹ 39,562.5	1.4 1750.00	56.64	4,335 54,18,750	-187 -2,33,750	473 5,91,250
3 Dec	449.90	33.1 ₹ 41,375	5.1 6375.00	60.54	5,393 67,41,250	-384 -4,80,000	660 8,25,000
2 Dec	437.60	27 ₹ 33,750	0.8 1000.00	60.96	15,568 1,94,60,000	-293 -3,66,250	1,043 13,03,750
1 Dec	436.70	27.35 ₹ 34,187.5	3.25 4062.50	61.54	34,976 4,37,20,000	917 11,46,250	1,336 16,70,000
28 Nov	426.10	23.45 ₹ 29,312.5	4.85 6062.50	61.13	7,612 95,15,000	51 63,750	419 5,23,750
27 Nov	413.10	18.55 ₹ 23,187.5	0.95 1187.50	62.07	2,616 32,70,000	-41 -51,250	374 4,67,500
26 Nov	408.20	17.4 ₹ 21,750	1.4 1750.00	62.87	4,015 50,18,750	-102 -1,27,500	415 5,18,750
25 Nov	397.90	15.35 ₹ 19,187.5	-8.05 -10062.50	65.74	3,957 49,46,250	243 3,03,750	527 6,58,750
24 Nov	403.40	23.35 ₹ 29,187.5	-6.95 -8687.50	65.75	2,397 29,96,250	78 97,500	295 3,68,750
21 Nov	414.20	30.4 ₹ 38,000	5.15 6437.50	65.43	2,319 28,98,750	216 2,70,000	238 2,97,500
20 Nov	403.00	26.85 ₹ 33,562.5	0.1 125.00	65.91	58 72,500	17 21,250	27 33,750
19 Nov	404.20	29.1 ₹ 36,375	7.7 9625.00	66.63	10 12,500	5 6,250	10 12,500
18 Nov	382.60	21.45 ₹ 26,812.5	2.1 2625.00	67.26	3 3,750	1 1,250	3 3,750
17 Nov	392.40	19.35 ₹ 24,187.5	5.65 7062.50	54.30	1 1,250	2 2,500	2 2,500
14 Nov	400.00	19 ₹ 23,750	0.5 625.00	-	2 2,500	1 1,250	0 0
13 Nov	413.80	19 ₹ 23,750	0.5 625.00	-	2 2,500	1 1,250	0 0
12 Nov	396.80	19 ₹ 23,750	0.5 625.00	-	2 2,500	1 1,250	0 0
11 Nov	399.20	19 ₹ 23,750	0.5 625.00	-	2 2,500	1 1,250	0 0
10 Nov	381.30	19 ₹ 23,750	0.5 625.00	-	2 2,500	1 1,250	0 0
7 Nov	386.60	19 ₹ 23,750	0.5 625.00	-	2 2,500	1 1,250	0 0
6 Nov	378.40	19 ₹ 23,750	0.5 625.00	-	2 2,500	1 1,250	0 0
5 Nov	377.00	19 ₹ 23,750	0.5 625.00	-	2 2,500	1 1,250	0 0
4 Nov	387.20	19 ₹ 23,750	0.5 625.00	-	2 2,500	1 1,250	0 0
3 Nov	378.70	19 ₹ 23,750	13.05 16312.50	54.83	2 2,500	1 1,250	1 1,250
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 435 expiring on 23DEC2025

Delta for 435 CE is 0.82

Historical price for 435 CE is as follows

On 5 Dec NATURALGAS was trading at 485.80. The strike last trading price was 57, which was -3.55 lower than the previous day. The implied volatity was 56.87, the open interest changed by -175 which decreased total open position to 298

On 4 Dec NATURALGAS was trading at 450.70. The strike last trading price was 31.65, which was 1.4 higher than the previous day. The implied volatity was 56.64, the open interest changed by -187 which decreased total open position to 473

On 3 Dec NATURALGAS was trading at 449.90. The strike last trading price was 33.1, which was 5.1 higher than the previous day. The implied volatity was 60.54, the open interest changed by -384 which decreased total open position to 660

On 2 Dec NATURALGAS was trading at 437.60. The strike last trading price was 27, which was 0.8 higher than the previous day. The implied volatity was 60.96, the open interest changed by -293 which decreased total open position to 1043

On 1 Dec NATURALGAS was trading at 436.70. The strike last trading price was 27.35, which was 3.25 higher than the previous day. The implied volatity was 61.54, the open interest changed by 917 which increased total open position to 1336

On 28 Nov NATURALGAS was trading at 426.10. The strike last trading price was 23.45, which was 4.85 higher than the previous day. The implied volatity was 61.13, the open interest changed by 51 which increased total open position to 419

On 27 Nov NATURALGAS was trading at 413.10. The strike last trading price was 18.55, which was 0.95 higher than the previous day. The implied volatity was 62.07, the open interest changed by -41 which decreased total open position to 374

On 26 Nov NATURALGAS was trading at 408.20. The strike last trading price was 17.4, which was 1.4 higher than the previous day. The implied volatity was 62.87, the open interest changed by -102 which decreased total open position to 415

On 25 Nov NATURALGAS was trading at 397.90. The strike last trading price was 15.35, which was -8.05 lower than the previous day. The implied volatity was 65.74, the open interest changed by 243 which increased total open position to 527

On 24 Nov NATURALGAS was trading at 403.40. The strike last trading price was 23.35, which was -6.95 lower than the previous day. The implied volatity was 65.75, the open interest changed by 78 which increased total open position to 295

On 21 Nov NATURALGAS was trading at 414.20. The strike last trading price was 30.4, which was 5.15 higher than the previous day. The implied volatity was 65.43, the open interest changed by 216 which increased total open position to 238

On 20 Nov NATURALGAS was trading at 403.00. The strike last trading price was 26.85, which was 0.1 higher than the previous day. The implied volatity was 65.91, the open interest changed by 17 which increased total open position to 27

On 19 Nov NATURALGAS was trading at 404.20. The strike last trading price was 29.1, which was 7.7 higher than the previous day. The implied volatity was 66.63, the open interest changed by 5 which increased total open position to 10

On 18 Nov NATURALGAS was trading at 382.60. The strike last trading price was 21.45, which was 2.1 higher than the previous day. The implied volatity was 67.26, the open interest changed by 1 which increased total open position to 3

On 17 Nov NATURALGAS was trading at 392.40. The strike last trading price was 19.35, which was 5.65 higher than the previous day. The implied volatity was 54.30, the open interest changed by 2 which increased total open position to 2

On 14 Nov NATURALGAS was trading at 400.00. The strike last trading price was 19, which was 0.5 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0

On 13 Nov NATURALGAS was trading at 413.80. The strike last trading price was 19, which was 0.5 higher 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 19, which was 0.5 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0

On 11 Nov NATURALGAS was trading at 399.20. The strike last trading price was 19, which was 0.5 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0

On 10 Nov NATURALGAS was trading at 381.30. The strike last trading price was 19, which was 0.5 higher 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 19, which was 0.5 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0

On 6 Nov NATURALGAS was trading at 378.40. The strike last trading price was 19, which was 0.5 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0

On 5 Nov NATURALGAS was trading at 377.00. The strike last trading price was 19, which was 0.5 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0

On 4 Nov NATURALGAS was trading at 387.20. The strike last trading price was 19, which was 0.5 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0

On 3 Nov NATURALGAS was trading at 378.70. The strike last trading price was 19, which was 13.05 higher than the previous day. The implied volatity was 54.83, the open interest changed by 1 which increased total open position to 1

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 435 PE
Delta: -0.19 Vega: 0.29 Theta: -0.48 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
5 Dec	485.80	7.15 ₹ 8,937.5	-0.05 -62.50	60.19	19,735 2,46,68,750	1,780 22,25,000	2,946 36,82,500
4 Dec	450.70	16.5 ₹ 20,625	-2 -2500.00	58.05	14,511 1,81,38,750	-747 -9,33,750	1,166 14,57,500
3 Dec	449.90	18.75 ₹ 23,437.5	-5.35 -6687.50	61.07	13,667 1,70,83,750	507 6,33,750	1,910 23,87,500
2 Dec	437.60	24.5 ₹ 30,625	-3.3 -4125.00	61.68	23,169 2,89,61,250	578 7,22,500	1,405 17,56,250
1 Dec	436.70	25.6 ₹ 32,000	-7.5 -9375.00	61.89	20,190 2,52,37,500	738 9,22,500	827 10,33,750
28 Nov	426.10	32.2 ₹ 40,250	-8.55 -10687.50	61.24	882 11,02,500	73 91,250	88 1,10,000
27 Nov	413.10	40.5 ₹ 50,625	-4.4 -5500.00	62.42	47 58,750	-9 -11,250	17 21,250
26 Nov	408.20	44.25 ₹ 55,312.5	-8.45 -10562.50	63.28	67 83,750	6 7,500	26 32,500
25 Nov	397.90	52.75 ₹ 65,937.5	10.8 13500.00	66.72	78 97,500	8 10,000	20 25,000
24 Nov	403.40	43 ₹ 53,750	6 7500.00	69.07	12 15,000	1 1,250	14 17,500
21 Nov	414.20	37.45 ₹ 46,812.5	-1 -1250.00	66.91	67 83,750	19 23,750	21 26,250
20 Nov	403.00	38.4 ₹ 48,000	11.05 13812.50	58.86	2 2,500	2 2,500	2 2,500
19 Nov	404.20	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
18 Nov	382.60	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
17 Nov	392.40	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
14 Nov	400.00	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
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 435 expiring on 23DEC2025

Delta for 435 PE is -0.19

Historical price for 435 PE is as follows

On 5 Dec NATURALGAS was trading at 485.80. The strike last trading price was 7.15, which was -0.05 lower than the previous day. The implied volatity was 60.19, the open interest changed by 1780 which increased total open position to 2946

On 4 Dec NATURALGAS was trading at 450.70. The strike last trading price was 16.5, which was -2 lower than the previous day. The implied volatity was 58.05, the open interest changed by -747 which decreased total open position to 1166

On 3 Dec NATURALGAS was trading at 449.90. The strike last trading price was 18.75, which was -5.35 lower than the previous day. The implied volatity was 61.07, the open interest changed by 507 which increased total open position to 1910

On 2 Dec NATURALGAS was trading at 437.60. The strike last trading price was 24.5, which was -3.3 lower than the previous day. The implied volatity was 61.68, the open interest changed by 578 which increased total open position to 1405

On 1 Dec NATURALGAS was trading at 436.70. The strike last trading price was 25.6, which was -7.5 lower than the previous day. The implied volatity was 61.89, the open interest changed by 738 which increased total open position to 827

On 28 Nov NATURALGAS was trading at 426.10. The strike last trading price was 32.2, which was -8.55 lower than the previous day. The implied volatity was 61.24, the open interest changed by 73 which increased total open position to 88

On 27 Nov NATURALGAS was trading at 413.10. The strike last trading price was 40.5, which was -4.4 lower than the previous day. The implied volatity was 62.42, the open interest changed by -9 which decreased total open position to 17

On 26 Nov NATURALGAS was trading at 408.20. The strike last trading price was 44.25, which was -8.45 lower than the previous day. The implied volatity was 63.28, the open interest changed by 6 which increased total open position to 26

On 25 Nov NATURALGAS was trading at 397.90. The strike last trading price was 52.75, which was 10.8 higher than the previous day. The implied volatity was 66.72, the open interest changed by 8 which increased total open position to 20

On 24 Nov NATURALGAS was trading at 403.40. The strike last trading price was 43, which was 6 higher than the previous day. The implied volatity was 69.07, the open interest changed by 1 which increased total open position to 14

On 21 Nov NATURALGAS was trading at 414.20. The strike last trading price was 37.45, which was -1 lower than the previous day. The implied volatity was 66.91, the open interest changed by 19 which increased total open position to 21

On 20 Nov NATURALGAS was trading at 403.00. The strike last trading price was 38.4, which was 11.05 higher than the previous day. The implied volatity was 58.86, the open interest changed by 2 which increased total open position to 2

On 19 Nov NATURALGAS was trading at 404.20. 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 18 Nov NATURALGAS was trading at 382.60. 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 17 Nov NATURALGAS was trading at 392.40. 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 14 Nov NATURALGAS was trading at 400.00. 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 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

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