[--[65.84.65.76]--]

NATURALGAS

Natural Gas
356.9 +0.70 (0.20%)
L: 345.9 H: 359

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Historical option data for NATURALGAS

19 Dec 2025 11:58 PM IST
NATURALGAS 23-DEC-2025 445 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
19 Dec 356.90 0.2 0 - 1,285 -142 1,452
18 Dec 353.70 0.25 -0.1 - 4,093 94 1,594
17 Dec 362.40 0.75 -0.1 - 2,003 -162 1,500
16 Dec 354.70 0.9 0.05 - 2,486 -410 1,662
15 Dec 370.60 2.2 -0.05 - 2,698 39 2,072
12 Dec 377.10 3.3 -0.05 79.62 5,047 390 2,033
11 Dec 381.80 4.3 0.3 - 13,659 562 1,643
10 Dec 417.40 9.9 -1.25 63.75 19,306 -61 1,081
9 Dec 419.70 11.1 -1.15 62.94 19,032 362 1,142
8 Dec 445.70 23.05 -1.75 62.59 16,049 183 780
5 Dec 485.80 50 -3.45 58.78 8,498 -657 597
4 Dec 450.70 26.4 1.4 57.20 28,693 -1,059 1,254
3 Dec 449.90 27.95 4.3 60.95 28,110 322 2,319
2 Dec 437.60 22.75 0.75 61.73 31,470 1,420 1,997
1 Dec 436.70 23.2 2.8 62.38 13,704 302 577
28 Nov 426.10 19.75 4.1 61.60 3,433 4 274
27 Nov 413.10 15.7 0.7 62.98 2,279 41 271
26 Nov 408.20 14.75 1.05 63.58 4,548 52 230
25 Nov 397.90 13.1 -7.1 66.68 1,878 13 179
24 Nov 403.40 20.15 -6.35 66.43 2,267 114 209
21 Nov 414.20 26.8 2.6 66.40 596 89 94
20 Nov 403.00 23.55 5.5 66.70 23 5 5
19 Nov 404.20 18.55 1.45 53.23 2 3 0
18 Nov 382.60 17.15 8.85 64.61 6 3 3
17 Nov 392.40 23.65 -2.95 - 3 2 0
14 Nov 400.00 23.65 8.45 62.36 3 2 2
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
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 445 expiring on 23DEC2025

Delta for 445 CE is -

Historical price for 445 CE is as follows

On 19 Dec NATURALGAS was trading at 356.90. The strike last trading price was 0.2, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by -142 which decreased total open position to 1452


On 18 Dec NATURALGAS was trading at 353.70. The strike last trading price was 0.25, which was -0.1 lower than the previous day. The implied volatity was -, the open interest changed by 94 which increased total open position to 1594


On 17 Dec NATURALGAS was trading at 362.40. The strike last trading price was 0.75, which was -0.1 lower than the previous day. The implied volatity was -, the open interest changed by -162 which decreased total open position to 1500


On 16 Dec NATURALGAS was trading at 354.70. The strike last trading price was 0.9, which was 0.05 higher than the previous day. The implied volatity was -, the open interest changed by -410 which decreased total open position to 1662


On 15 Dec NATURALGAS was trading at 370.60. The strike last trading price was 2.2, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by 39 which increased total open position to 2072


On 12 Dec NATURALGAS was trading at 377.10. The strike last trading price was 3.3, which was -0.05 lower than the previous day. The implied volatity was 79.62, the open interest changed by 390 which increased total open position to 2033


On 11 Dec NATURALGAS was trading at 381.80. The strike last trading price was 4.3, which was 0.3 higher than the previous day. The implied volatity was -, the open interest changed by 562 which increased total open position to 1643


On 10 Dec NATURALGAS was trading at 417.40. The strike last trading price was 9.9, which was -1.25 lower than the previous day. The implied volatity was 63.75, the open interest changed by -61 which decreased total open position to 1081


On 9 Dec NATURALGAS was trading at 419.70. The strike last trading price was 11.1, which was -1.15 lower than the previous day. The implied volatity was 62.94, the open interest changed by 362 which increased total open position to 1142


On 8 Dec NATURALGAS was trading at 445.70. The strike last trading price was 23.05, which was -1.75 lower than the previous day. The implied volatity was 62.59, the open interest changed by 183 which increased total open position to 780


On 5 Dec NATURALGAS was trading at 485.80. The strike last trading price was 50, which was -3.45 lower than the previous day. The implied volatity was 58.78, the open interest changed by -657 which decreased total open position to 597


On 4 Dec NATURALGAS was trading at 450.70. The strike last trading price was 26.4, which was 1.4 higher than the previous day. The implied volatity was 57.20, the open interest changed by -1059 which decreased total open position to 1254


On 3 Dec NATURALGAS was trading at 449.90. The strike last trading price was 27.95, which was 4.3 higher than the previous day. The implied volatity was 60.95, the open interest changed by 322 which increased total open position to 2319


On 2 Dec NATURALGAS was trading at 437.60. The strike last trading price was 22.75, which was 0.75 higher than the previous day. The implied volatity was 61.73, the open interest changed by 1420 which increased total open position to 1997


On 1 Dec NATURALGAS was trading at 436.70. The strike last trading price was 23.2, which was 2.8 higher than the previous day. The implied volatity was 62.38, the open interest changed by 302 which increased total open position to 577


On 28 Nov NATURALGAS was trading at 426.10. The strike last trading price was 19.75, which was 4.1 higher than the previous day. The implied volatity was 61.60, the open interest changed by 4 which increased total open position to 274


On 27 Nov NATURALGAS was trading at 413.10. The strike last trading price was 15.7, which was 0.7 higher than the previous day. The implied volatity was 62.98, the open interest changed by 41 which increased total open position to 271


On 26 Nov NATURALGAS was trading at 408.20. The strike last trading price was 14.75, which was 1.05 higher than the previous day. The implied volatity was 63.58, the open interest changed by 52 which increased total open position to 230


On 25 Nov NATURALGAS was trading at 397.90. The strike last trading price was 13.1, which was -7.1 lower than the previous day. The implied volatity was 66.68, the open interest changed by 13 which increased total open position to 179


On 24 Nov NATURALGAS was trading at 403.40. The strike last trading price was 20.15, which was -6.35 lower than the previous day. The implied volatity was 66.43, the open interest changed by 114 which increased total open position to 209


On 21 Nov NATURALGAS was trading at 414.20. The strike last trading price was 26.8, which was 2.6 higher than the previous day. The implied volatity was 66.40, the open interest changed by 89 which increased total open position to 94


On 20 Nov NATURALGAS was trading at 403.00. The strike last trading price was 23.55, which was 5.5 higher than the previous day. The implied volatity was 66.70, the open interest changed by 5 which increased total open position to 5


On 19 Nov NATURALGAS was trading at 404.20. The strike last trading price was 18.55, which was 1.45 higher than the previous day. The implied volatity was 53.23, the open interest changed by 3 which increased total open position to 0


On 18 Nov NATURALGAS was trading at 382.60. The strike last trading price was 17.15, which was 8.85 higher than the previous day. The implied volatity was 64.61, the open interest changed by 3 which increased total open position to 3


On 17 Nov NATURALGAS was trading at 392.40. The strike last trading price was 23.65, which was -2.95 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0


On 14 Nov NATURALGAS was trading at 400.00. The strike last trading price was 23.65, which was 8.45 higher than the previous day. The implied volatity was 62.36, the open interest changed by 2 which increased total open position to 2


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 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 445 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
19 Dec 356.90 68 -6.15 - 6 257 0
18 Dec 353.70 68 -6.15 - 6 257 257
17 Dec 362.40 80.3 -2 - 2 -12 0
16 Dec 354.70 87.4 -0.8 - 11 -12 262
15 Dec 370.60 76.9 -0.85 - 23 -6 274
12 Dec 377.10 70.65 -4.95 75.58 104 -71 280
11 Dec 381.80 66.55 -0.85 72.42 221 -37 351
10 Dec 417.40 37.4 2.25 63.40 849 -76 388
9 Dec 419.70 36.05 0.9 61.79 8,190 -750 464
8 Dec 445.70 21.85 0.9 61.21 40,195 -644 1,214
5 Dec 485.80 9.7 0 60.28 19,123 397 1,858
4 Dec 450.70 20.9 -2.3 57.69 35,307 -4,353 1,461
3 Dec 449.90 23.45 -6.1 61.19 36,972 4,553 5,823
2 Dec 437.60 29.9 -4 61.61 25,461 1,229 1,270
1 Dec 436.70 31.3 -8.25 62.38 1,598 18 41
28 Nov 426.10 39.1 1.15 63.08 67 23 23
27 Nov 413.10 50 0 - 1 3 0
26 Nov 408.20 50 0 - 1 3 0
25 Nov 397.90 50 14.6 36.76 1 3 3
24 Nov 403.40 43.7 -0.35 - 8 2 0
21 Nov 414.20 43.1 7.1 66.40 6 4 4
20 Nov 403.00 0 0 - 0 0 0
19 Nov 404.20 0 0 - 0 0 0
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
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 445 expiring on 23DEC2025

Delta for 445 PE is -

Historical price for 445 PE is as follows

On 19 Dec NATURALGAS was trading at 356.90. The strike last trading price was 68, which was -6.15 lower than the previous day. The implied volatity was -, the open interest changed by 257 which increased total open position to 0


On 18 Dec NATURALGAS was trading at 353.70. The strike last trading price was 68, which was -6.15 lower than the previous day. The implied volatity was -, the open interest changed by 257 which increased total open position to 257


On 17 Dec NATURALGAS was trading at 362.40. The strike last trading price was 80.3, which was -2 lower than the previous day. The implied volatity was -, the open interest changed by -12 which decreased total open position to 0


On 16 Dec NATURALGAS was trading at 354.70. The strike last trading price was 87.4, which was -0.8 lower than the previous day. The implied volatity was -, the open interest changed by -12 which decreased total open position to 262


On 15 Dec NATURALGAS was trading at 370.60. The strike last trading price was 76.9, which was -0.85 lower than the previous day. The implied volatity was -, the open interest changed by -6 which decreased total open position to 274


On 12 Dec NATURALGAS was trading at 377.10. The strike last trading price was 70.65, which was -4.95 lower than the previous day. The implied volatity was 75.58, the open interest changed by -71 which decreased total open position to 280


On 11 Dec NATURALGAS was trading at 381.80. The strike last trading price was 66.55, which was -0.85 lower than the previous day. The implied volatity was 72.42, the open interest changed by -37 which decreased total open position to 351


On 10 Dec NATURALGAS was trading at 417.40. The strike last trading price was 37.4, which was 2.25 higher than the previous day. The implied volatity was 63.40, the open interest changed by -76 which decreased total open position to 388


On 9 Dec NATURALGAS was trading at 419.70. The strike last trading price was 36.05, which was 0.9 higher than the previous day. The implied volatity was 61.79, the open interest changed by -750 which decreased total open position to 464


On 8 Dec NATURALGAS was trading at 445.70. The strike last trading price was 21.85, which was 0.9 higher than the previous day. The implied volatity was 61.21, the open interest changed by -644 which decreased total open position to 1214


On 5 Dec NATURALGAS was trading at 485.80. The strike last trading price was 9.7, which was 0 lower than the previous day. The implied volatity was 60.28, the open interest changed by 397 which increased total open position to 1858


On 4 Dec NATURALGAS was trading at 450.70. The strike last trading price was 20.9, which was -2.3 lower than the previous day. The implied volatity was 57.69, the open interest changed by -4353 which decreased total open position to 1461


On 3 Dec NATURALGAS was trading at 449.90. The strike last trading price was 23.45, which was -6.1 lower than the previous day. The implied volatity was 61.19, the open interest changed by 4553 which increased total open position to 5823


On 2 Dec NATURALGAS was trading at 437.60. The strike last trading price was 29.9, which was -4 lower than the previous day. The implied volatity was 61.61, the open interest changed by 1229 which increased total open position to 1270


On 1 Dec NATURALGAS was trading at 436.70. The strike last trading price was 31.3, which was -8.25 lower than the previous day. The implied volatity was 62.38, the open interest changed by 18 which increased total open position to 41


On 28 Nov NATURALGAS was trading at 426.10. The strike last trading price was 39.1, which was 1.15 higher than the previous day. The implied volatity was 63.08, the open interest changed by 23 which increased total open position to 23


On 27 Nov NATURALGAS was trading at 413.10. The strike last trading price was 50, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0


On 26 Nov NATURALGAS was trading at 408.20. The strike last trading price was 50, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0


On 25 Nov NATURALGAS was trading at 397.90. The strike last trading price was 50, which was 14.6 higher than the previous day. The implied volatity was 36.76, the open interest changed by 3 which increased total open position to 3


On 24 Nov NATURALGAS was trading at 403.40. The strike last trading price was 43.7, which was -0.35 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0


On 21 Nov NATURALGAS was trading at 414.20. The strike last trading price was 43.1, which was 7.1 higher than the previous day. The implied volatity was 66.40, the open interest changed by 4 which increased total open position to 4


On 20 Nov NATURALGAS was trading at 403.00. 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 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


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 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