NATURALGAS
Natural Gas
Historical option data for NATURALGAS
05 Dec 2025 03:38 PM IST
| NATURALGAS 23-DEC-2025 440 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.62
Vega: 0.39
Theta: -0.61
Gamma: 0.01
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 5 Dec | 453.20 | 30.5 | 2.9 | 57.88 | 3,219 | -354 | 2,324 | |||||||||
| 4 Dec | 450.70 | 29.35 | 1.75 | 57.95 | 26,518 | -1,171 | 2,678 | |||||||||
| 3 Dec | 449.90 | 30.45 | 4.65 | 60.76 | 29,956 | -617 | 3,853 | |||||||||
| 2 Dec | 437.60 | 25.05 | 0.95 | 61.94 | 58,426 | 1,445 | 4,471 | |||||||||
| 1 Dec | 436.70 | 25.2 | 3.1 | 61.96 | 34,456 | 1,337 | 3,026 | |||||||||
| 28 Nov | 426.10 | 21.75 | 4.7 | 61.85 | 11,338 | -120 | 1,720 | |||||||||
| 27 Nov | 413.10 | 17 | 0.75 | 62.36 | 7,694 | -259 | 1,844 | |||||||||
| 26 Nov | 408.20 | 16.1 | 1.25 | 63.32 | 9,861 | 183 | 2,103 | |||||||||
|
|
||||||||||||||||
| 25 Nov | 397.90 | 14.3 | -7.5 | 66.51 | 10,231 | 748 | 2,096 | |||||||||
| 24 Nov | 403.40 | 21.8 | -6.65 | 66.32 | 6,882 | 55 | 1,412 | |||||||||
| 21 Nov | 414.20 | 28.55 | 4.5 | 65.93 | 5,763 | 280 | 1,399 | |||||||||
| 20 Nov | 403.00 | 25.05 | -1.7 | 66.11 | 2,840 | 428 | 1,093 | |||||||||
| 19 Nov | 404.20 | 27.45 | 7.5 | 67.34 | 1,043 | 352 | 617 | |||||||||
| 18 Nov | 382.60 | 19.15 | -3.75 | 65.63 | 621 | 83 | 267 | |||||||||
| 17 Nov | 392.40 | 22.05 | -3.2 | 63.01 | 230 | -33 | 187 | |||||||||
| 14 Nov | 400.00 | 25.2 | -9 | 61.86 | 318 | 98 | 206 | |||||||||
| 13 Nov | 413.80 | 33.05 | 5.6 | 64.03 | 83 | 11 | 106 | |||||||||
| 12 Nov | 396.80 | 27.6 | 0 | 66.76 | 42 | 7 | 95 | |||||||||
| 11 Nov | 399.20 | 28 | 6.65 | 66.12 | 40 | 11 | 87 | |||||||||
| 10 Nov | 381.30 | 21.4 | 0.4 | 64.44 | 32 | 76 | 76 | |||||||||
| 7 Nov | 386.60 | 21 | 1.3 | 59.41 | 1 | 72 | 0 | |||||||||
| 6 Nov | 378.40 | 20.4 | 13.05 | 61.77 | 85 | 72 | 72 | |||||||||
| 5 Nov | 377.00 | 12 | 5.5 | - | 2 | 1 | 0 | |||||||||
| 4 Nov | 387.20 | 12 | 5.5 | - | 2 | 1 | 0 | |||||||||
| 3 Nov | 378.70 | 12 | 5.5 | - | 2 | 1 | 0 | |||||||||
| 31 Oct | 365.40 | 12 | 5.5 | - | 2 | 1 | 0 | |||||||||
| 30 Oct | 348.40 | 12 | 5.5 | - | 2 | 1 | 0 | |||||||||
| 29 Oct | 340.80 | 12 | 5.5 | - | 2 | 1 | 0 | |||||||||
| 28 Oct | 298.20 | 12 | 5.5 | - | 2 | 1 | 0 | |||||||||
| 27 Oct | 305.10 | 12 | 5.5 | - | 2 | 1 | 0 | |||||||||
| 24 Oct | 282.60 | 12 | 5.5 | - | 2 | 1 | 0 | |||||||||
| 23 Oct | 295.60 | 12 | 5.5 | - | 2 | 1 | 0 | |||||||||
| 20 Oct | 296.90 | 12 | 11.65 | 49.60 | 2 | 1 | 1 | |||||||||
| 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 440 expiring on 23DEC2025
Delta for 440 CE is 0.62
Historical price for 440 CE is as follows
On 5 Dec NATURALGAS was trading at 453.20. The strike last trading price was 30.5, which was 2.9 higher than the previous day. The implied volatity was 57.88, the open interest changed by -354 which decreased total open position to 2324
On 4 Dec NATURALGAS was trading at 450.70. The strike last trading price was 29.35, which was 1.75 higher than the previous day. The implied volatity was 57.95, the open interest changed by -1171 which decreased total open position to 2678
On 3 Dec NATURALGAS was trading at 449.90. The strike last trading price was 30.45, which was 4.65 higher than the previous day. The implied volatity was 60.76, the open interest changed by -617 which decreased total open position to 3853
On 2 Dec NATURALGAS was trading at 437.60. The strike last trading price was 25.05, which was 0.95 higher than the previous day. The implied volatity was 61.94, the open interest changed by 1445 which increased total open position to 4471
On 1 Dec NATURALGAS was trading at 436.70. The strike last trading price was 25.2, which was 3.1 higher than the previous day. The implied volatity was 61.96, the open interest changed by 1337 which increased total open position to 3026
On 28 Nov NATURALGAS was trading at 426.10. The strike last trading price was 21.75, which was 4.7 higher than the previous day. The implied volatity was 61.85, the open interest changed by -120 which decreased total open position to 1720
On 27 Nov NATURALGAS was trading at 413.10. The strike last trading price was 17, which was 0.75 higher than the previous day. The implied volatity was 62.36, the open interest changed by -259 which decreased total open position to 1844
On 26 Nov NATURALGAS was trading at 408.20. The strike last trading price was 16.1, which was 1.25 higher than the previous day. The implied volatity was 63.32, the open interest changed by 183 which increased total open position to 2103
On 25 Nov NATURALGAS was trading at 397.90. The strike last trading price was 14.3, which was -7.5 lower than the previous day. The implied volatity was 66.51, the open interest changed by 748 which increased total open position to 2096
On 24 Nov NATURALGAS was trading at 403.40. The strike last trading price was 21.8, which was -6.65 lower than the previous day. The implied volatity was 66.32, the open interest changed by 55 which increased total open position to 1412
On 21 Nov NATURALGAS was trading at 414.20. The strike last trading price was 28.55, which was 4.5 higher than the previous day. The implied volatity was 65.93, the open interest changed by 280 which increased total open position to 1399
On 20 Nov NATURALGAS was trading at 403.00. The strike last trading price was 25.05, which was -1.7 lower than the previous day. The implied volatity was 66.11, the open interest changed by 428 which increased total open position to 1093
On 19 Nov NATURALGAS was trading at 404.20. The strike last trading price was 27.45, which was 7.5 higher than the previous day. The implied volatity was 67.34, the open interest changed by 352 which increased total open position to 617
On 18 Nov NATURALGAS was trading at 382.60. The strike last trading price was 19.15, which was -3.75 lower than the previous day. The implied volatity was 65.63, the open interest changed by 83 which increased total open position to 267
On 17 Nov NATURALGAS was trading at 392.40. The strike last trading price was 22.05, which was -3.2 lower than the previous day. The implied volatity was 63.01, the open interest changed by -33 which decreased total open position to 187
On 14 Nov NATURALGAS was trading at 400.00. The strike last trading price was 25.2, which was -9 lower than the previous day. The implied volatity was 61.86, the open interest changed by 98 which increased total open position to 206
On 13 Nov NATURALGAS was trading at 413.80. The strike last trading price was 33.05, which was 5.6 higher than the previous day. The implied volatity was 64.03, the open interest changed by 11 which increased total open position to 106
On 12 Nov NATURALGAS was trading at 396.80. The strike last trading price was 27.6, which was 0 lower than the previous day. The implied volatity was 66.76, the open interest changed by 7 which increased total open position to 95
On 11 Nov NATURALGAS was trading at 399.20. The strike last trading price was 28, which was 6.65 higher than the previous day. The implied volatity was 66.12, the open interest changed by 11 which increased total open position to 87
On 10 Nov NATURALGAS was trading at 381.30. The strike last trading price was 21.4, which was 0.4 higher than the previous day. The implied volatity was 64.44, the open interest changed by 76 which increased total open position to 76
On 7 Nov NATURALGAS was trading at 386.60. The strike last trading price was 21, which was 1.3 higher than the previous day. The implied volatity was 59.41, the open interest changed by 72 which increased total open position to 0
On 6 Nov NATURALGAS was trading at 378.40. The strike last trading price was 20.4, which was 13.05 higher than the previous day. The implied volatity was 61.77, the open interest changed by 72 which increased total open position to 72
On 5 Nov NATURALGAS was trading at 377.00. The strike last trading price was 12, which was 5.5 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 12, which was 5.5 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 12, which was 5.5 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 31 Oct NATURALGAS was trading at 365.40. The strike last trading price was 12, which was 5.5 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 30 Oct NATURALGAS was trading at 348.40. The strike last trading price was 12, which was 5.5 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 29 Oct NATURALGAS was trading at 340.80. The strike last trading price was 12, which was 5.5 higher 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 12, which was 5.5 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 27 Oct NATURALGAS was trading at 305.10. The strike last trading price was 12, which was 5.5 higher 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 12, which was 5.5 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 23 Oct NATURALGAS was trading at 295.60. The strike last trading price was 12, which was 5.5 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 20 Oct NATURALGAS was trading at 296.90. The strike last trading price was 12, which was 11.65 higher than the previous day. The implied volatity was 49.60, the open interest changed by 1 which increased total open position to 1
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 440 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.38
Vega: 0.39
Theta: -0.61
Gamma: 0.01
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 5 Dec | 453.20 | 17.3 | -3.3 | 58.13 | 6,711 | -30 | 3,250 |
| 4 Dec | 450.70 | 18.75 | -1.85 | 58.20 | 47,485 | -2,555 | 3,280 |
| 3 Dec | 449.90 | 20.8 | -6 | 60.64 | 37,215 | 1,970 | 5,868 |
| 2 Dec | 437.60 | 27.45 | -2.9 | 62.42 | 57,448 | 2,460 | 3,895 |
| 1 Dec | 436.70 | 28.3 | -7.8 | 61.96 | 18,220 | 877 | 1,435 |
| 28 Nov | 426.10 | 35.4 | -8.75 | 61.74 | 2,869 | 61 | 554 |
| 27 Nov | 413.10 | 43.5 | -4.25 | 61.66 | 92 | 3 | 493 |
| 26 Nov | 408.20 | 47.6 | -7 | 63.09 | 187 | -23 | 490 |
| 25 Nov | 397.90 | 58.05 | 13.7 | 71.02 | 650 | 230 | 515 |
| 24 Nov | 403.40 | 43.95 | 4.15 | 64.26 | 672 | 22 | 289 |
| 21 Nov | 414.20 | 39.9 | -5.7 | 66.02 | 663 | 87 | 241 |
| 20 Nov | 403.00 | 44.6 | -3.95 | 65.01 | 536 | 145 | 151 |
| 19 Nov | 404.20 | 43.45 | 2.5 | 64.92 | 10 | 6 | 6 |
| 18 Nov | 382.60 | 0 | 0 | - | 0 | 0 | 0 |
| 17 Nov | 392.40 | 0 | 0 | - | 0 | 0 | 0 |
| 14 Nov | 400.00 | 0 | 0 | - | 0 | 0 | 0 |
| 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 440 expiring on 23DEC2025
Delta for 440 PE is -0.38
Historical price for 440 PE is as follows
On 5 Dec NATURALGAS was trading at 453.20. The strike last trading price was 17.3, which was -3.3 lower than the previous day. The implied volatity was 58.13, the open interest changed by -30 which decreased total open position to 3250
On 4 Dec NATURALGAS was trading at 450.70. The strike last trading price was 18.75, which was -1.85 lower than the previous day. The implied volatity was 58.20, the open interest changed by -2555 which decreased total open position to 3280
On 3 Dec NATURALGAS was trading at 449.90. The strike last trading price was 20.8, which was -6 lower than the previous day. The implied volatity was 60.64, the open interest changed by 1970 which increased total open position to 5868
On 2 Dec NATURALGAS was trading at 437.60. The strike last trading price was 27.45, which was -2.9 lower than the previous day. The implied volatity was 62.42, the open interest changed by 2460 which increased total open position to 3895
On 1 Dec NATURALGAS was trading at 436.70. The strike last trading price was 28.3, which was -7.8 lower than the previous day. The implied volatity was 61.96, the open interest changed by 877 which increased total open position to 1435
On 28 Nov NATURALGAS was trading at 426.10. The strike last trading price was 35.4, which was -8.75 lower than the previous day. The implied volatity was 61.74, the open interest changed by 61 which increased total open position to 554
On 27 Nov NATURALGAS was trading at 413.10. The strike last trading price was 43.5, which was -4.25 lower than the previous day. The implied volatity was 61.66, the open interest changed by 3 which increased total open position to 493
On 26 Nov NATURALGAS was trading at 408.20. The strike last trading price was 47.6, which was -7 lower than the previous day. The implied volatity was 63.09, the open interest changed by -23 which decreased total open position to 490
On 25 Nov NATURALGAS was trading at 397.90. The strike last trading price was 58.05, which was 13.7 higher than the previous day. The implied volatity was 71.02, the open interest changed by 230 which increased total open position to 515
On 24 Nov NATURALGAS was trading at 403.40. The strike last trading price was 43.95, which was 4.15 higher than the previous day. The implied volatity was 64.26, the open interest changed by 22 which increased total open position to 289
On 21 Nov NATURALGAS was trading at 414.20. The strike last trading price was 39.9, which was -5.7 lower than the previous day. The implied volatity was 66.02, the open interest changed by 87 which increased total open position to 241
On 20 Nov NATURALGAS was trading at 403.00. The strike last trading price was 44.6, which was -3.95 lower than the previous day. The implied volatity was 65.01, the open interest changed by 145 which increased total open position to 151
On 19 Nov NATURALGAS was trading at 404.20. The strike last trading price was 43.45, which was 2.5 higher than the previous day. The implied volatity was 64.92, the open interest changed by 6 which increased total open position to 6
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
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































































































































































































































