NATURALGAS
Natural Gas
Historical option data for NATURALGAS
09 Dec 2025 12:14 PM IST
| NATURALGAS 23-DEC-2025 450 CE | ||||||||||||||||
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Delta: 0.42
Vega: 0.34
Theta: -0.74
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 9 Dec | 434.20 | 15.65 | -6.9 | 64.09 | 7,542 | -230 | 6,266 | |||||||||
| 8 Dec | 445.70 | 20.85 | -1.7 | 62.89 | 55,464 | 2,318 | 6,496 | |||||||||
| 5 Dec | 485.80 | 46.05 | -4.05 | 57.66 | 31,121 | -1,658 | 4,178 | |||||||||
| 4 Dec | 450.70 | 24.25 | 1 | 58.00 | 69,318 | -766 | 5,836 | |||||||||
| 3 Dec | 449.90 | 25.6 | 4 | 61.12 | 57,425 | 1,031 | 6,602 | |||||||||
| 2 Dec | 437.60 | 20.7 | 0.55 | 61.76 | 43,519 | 1,799 | 5,571 | |||||||||
| 1 Dec | 436.70 | 21.15 | 2.5 | 62.36 | 29,485 | 432 | 3,772 | |||||||||
| 28 Nov | 426.10 | 18.4 | 4.1 | 62.55 | 13,789 | 62 | 3,386 | |||||||||
| 27 Nov | 413.10 | 14.25 | 0.5 | 63.05 | 7,865 | 159 | 3,333 | |||||||||
| 26 Nov | 408.20 | 13.65 | 0.95 | 64.21 | 11,519 | -216 | 3,174 | |||||||||
| 25 Nov | 397.90 | 12.1 | -6.7 | 67.13 | 11,615 | 779 | 3,498 | |||||||||
| 24 Nov | 403.40 | 18.75 | -6.05 | 66.86 | 9,825 | 85 | 2,868 | |||||||||
| 21 Nov | 414.20 | 25 | 4.1 | 66.56 | 10,077 | 401 | 2,861 | |||||||||
| 20 Nov | 403.00 | 21.6 | -1.75 | 66.18 | 4,710 | 755 | 2,445 | |||||||||
| 19 Nov | 404.20 | 24.35 | 6.6 | 68.29 | 1,914 | 352 | 1,691 | |||||||||
| 18 Nov | 382.60 | 16.8 | -3.15 | 66.73 | 1,479 | 334 | 1,328 | |||||||||
| 17 Nov | 392.40 | 19.5 | -3 | 64.30 | 690 | -20 | 998 | |||||||||
| 14 Nov | 400.00 | 22.55 | -8.55 | 63.37 | 614 | 176 | 1,018 | |||||||||
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| 13 Nov | 413.80 | 29.55 | 5.3 | 64.96 | 296 | 24 | 858 | |||||||||
| 12 Nov | 396.80 | 24.5 | -0.65 | 67.34 | 230 | 20 | 834 | |||||||||
| 11 Nov | 399.20 | 24.15 | 5.75 | 65.38 | 466 | 140 | 815 | |||||||||
| 10 Nov | 381.30 | 18.4 | -1.75 | 64.18 | 338 | 19 | 675 | |||||||||
| 7 Nov | 386.60 | 20.15 | 2.8 | 63.28 | 199 | 20 | 654 | |||||||||
| 6 Nov | 378.40 | 16.85 | -0.45 | 60.27 | 99 | 9 | 634 | |||||||||
| 5 Nov | 377.00 | 17.3 | -3.8 | 61.00 | 86 | 2 | 625 | |||||||||
| 4 Nov | 387.20 | 20.4 | 2.2 | 59.55 | 127 | 55 | 617 | |||||||||
| 3 Nov | 378.70 | 18 | 3.75 | 60.63 | 293 | 114 | 558 | |||||||||
| 31 Oct | 365.40 | 14 | 4.5 | 58.46 | 612 | 267 | 444 | |||||||||
| 30 Oct | 348.40 | 9.6 | 1.25 | 57.08 | 362 | 101 | 177 | |||||||||
| 29 Oct | 340.80 | 8.3 | -1.2 | 56.32 | 47 | 13 | 76 | |||||||||
| 28 Oct | 298.20 | 9.65 | -1.65 | 59.00 | 195 | -44 | 63 | |||||||||
| 27 Oct | 305.10 | 11.25 | 1.05 | 54.84 | 155 | 67 | 107 | |||||||||
| 24 Oct | 282.60 | 10.3 | 7.9 | 55.54 | 50 | 40 | 40 | |||||||||
| 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 450 expiring on 23DEC2025
Delta for 450 CE is 0.42
Historical price for 450 CE is as follows
On 9 Dec NATURALGAS was trading at 434.20. The strike last trading price was 15.65, which was -6.9 lower than the previous day. The implied volatity was 64.09, the open interest changed by -230 which decreased total open position to 6266
On 8 Dec NATURALGAS was trading at 445.70. The strike last trading price was 20.85, which was -1.7 lower than the previous day. The implied volatity was 62.89, the open interest changed by 2318 which increased total open position to 6496
On 5 Dec NATURALGAS was trading at 485.80. The strike last trading price was 46.05, which was -4.05 lower than the previous day. The implied volatity was 57.66, the open interest changed by -1658 which decreased total open position to 4178
On 4 Dec NATURALGAS was trading at 450.70. The strike last trading price was 24.25, which was 1 higher than the previous day. The implied volatity was 58.00, the open interest changed by -766 which decreased total open position to 5836
On 3 Dec NATURALGAS was trading at 449.90. The strike last trading price was 25.6, which was 4 higher than the previous day. The implied volatity was 61.12, the open interest changed by 1031 which increased total open position to 6602
On 2 Dec NATURALGAS was trading at 437.60. The strike last trading price was 20.7, which was 0.55 higher than the previous day. The implied volatity was 61.76, the open interest changed by 1799 which increased total open position to 5571
On 1 Dec NATURALGAS was trading at 436.70. The strike last trading price was 21.15, which was 2.5 higher than the previous day. The implied volatity was 62.36, the open interest changed by 432 which increased total open position to 3772
On 28 Nov NATURALGAS was trading at 426.10. The strike last trading price was 18.4, which was 4.1 higher than the previous day. The implied volatity was 62.55, the open interest changed by 62 which increased total open position to 3386
On 27 Nov NATURALGAS was trading at 413.10. The strike last trading price was 14.25, which was 0.5 higher than the previous day. The implied volatity was 63.05, the open interest changed by 159 which increased total open position to 3333
On 26 Nov NATURALGAS was trading at 408.20. The strike last trading price was 13.65, which was 0.95 higher than the previous day. The implied volatity was 64.21, the open interest changed by -216 which decreased total open position to 3174
On 25 Nov NATURALGAS was trading at 397.90. The strike last trading price was 12.1, which was -6.7 lower than the previous day. The implied volatity was 67.13, the open interest changed by 779 which increased total open position to 3498
On 24 Nov NATURALGAS was trading at 403.40. The strike last trading price was 18.75, which was -6.05 lower than the previous day. The implied volatity was 66.86, the open interest changed by 85 which increased total open position to 2868
On 21 Nov NATURALGAS was trading at 414.20. The strike last trading price was 25, which was 4.1 higher than the previous day. The implied volatity was 66.56, the open interest changed by 401 which increased total open position to 2861
On 20 Nov NATURALGAS was trading at 403.00. The strike last trading price was 21.6, which was -1.75 lower than the previous day. The implied volatity was 66.18, the open interest changed by 755 which increased total open position to 2445
On 19 Nov NATURALGAS was trading at 404.20. The strike last trading price was 24.35, which was 6.6 higher than the previous day. The implied volatity was 68.29, the open interest changed by 352 which increased total open position to 1691
On 18 Nov NATURALGAS was trading at 382.60. The strike last trading price was 16.8, which was -3.15 lower than the previous day. The implied volatity was 66.73, the open interest changed by 334 which increased total open position to 1328
On 17 Nov NATURALGAS was trading at 392.40. The strike last trading price was 19.5, which was -3 lower than the previous day. The implied volatity was 64.30, the open interest changed by -20 which decreased total open position to 998
On 14 Nov NATURALGAS was trading at 400.00. The strike last trading price was 22.55, which was -8.55 lower than the previous day. The implied volatity was 63.37, the open interest changed by 176 which increased total open position to 1018
On 13 Nov NATURALGAS was trading at 413.80. The strike last trading price was 29.55, which was 5.3 higher than the previous day. The implied volatity was 64.96, the open interest changed by 24 which increased total open position to 858
On 12 Nov NATURALGAS was trading at 396.80. The strike last trading price was 24.5, which was -0.65 lower than the previous day. The implied volatity was 67.34, the open interest changed by 20 which increased total open position to 834
On 11 Nov NATURALGAS was trading at 399.20. The strike last trading price was 24.15, which was 5.75 higher than the previous day. The implied volatity was 65.38, the open interest changed by 140 which increased total open position to 815
On 10 Nov NATURALGAS was trading at 381.30. The strike last trading price was 18.4, which was -1.75 lower than the previous day. The implied volatity was 64.18, the open interest changed by 19 which increased total open position to 675
On 7 Nov NATURALGAS was trading at 386.60. The strike last trading price was 20.15, which was 2.8 higher than the previous day. The implied volatity was 63.28, the open interest changed by 20 which increased total open position to 654
On 6 Nov NATURALGAS was trading at 378.40. The strike last trading price was 16.85, which was -0.45 lower than the previous day. The implied volatity was 60.27, the open interest changed by 9 which increased total open position to 634
On 5 Nov NATURALGAS was trading at 377.00. The strike last trading price was 17.3, which was -3.8 lower than the previous day. The implied volatity was 61.00, the open interest changed by 2 which increased total open position to 625
On 4 Nov NATURALGAS was trading at 387.20. The strike last trading price was 20.4, which was 2.2 higher than the previous day. The implied volatity was 59.55, the open interest changed by 55 which increased total open position to 617
On 3 Nov NATURALGAS was trading at 378.70. The strike last trading price was 18, which was 3.75 higher than the previous day. The implied volatity was 60.63, the open interest changed by 114 which increased total open position to 558
On 31 Oct NATURALGAS was trading at 365.40. The strike last trading price was 14, which was 4.5 higher than the previous day. The implied volatity was 58.46, the open interest changed by 267 which increased total open position to 444
On 30 Oct NATURALGAS was trading at 348.40. The strike last trading price was 9.6, which was 1.25 higher than the previous day. The implied volatity was 57.08, the open interest changed by 101 which increased total open position to 177
On 29 Oct NATURALGAS was trading at 340.80. The strike last trading price was 8.3, which was -1.2 lower than the previous day. The implied volatity was 56.32, the open interest changed by 13 which increased total open position to 76
On 28 Oct NATURALGAS was trading at 298.20. The strike last trading price was 9.65, which was -1.65 lower than the previous day. The implied volatity was 59.00, the open interest changed by -44 which decreased total open position to 63
On 27 Oct NATURALGAS was trading at 305.10. The strike last trading price was 11.25, which was 1.05 higher than the previous day. The implied volatity was 54.84, the open interest changed by 67 which increased total open position to 107
On 24 Oct NATURALGAS was trading at 282.60. The strike last trading price was 10.3, which was 7.9 higher than the previous day. The implied volatity was 55.54, the open interest changed by 40 which increased total open position to 40
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 450 PE | |||||||
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Delta: -0.58
Vega: 0.34
Theta: -0.74
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 9 Dec | 434.20 | 31.5 | 7.75 | 64.23 | 3,403 | -912 | 3,519 |
| 8 Dec | 445.70 | 24.8 | 1.05 | 61.93 | 84,229 | -2,049 | 4,431 |
| 5 Dec | 485.80 | 11.2 | 0 | 60.36 | 75,079 | 2,465 | 6,480 |
| 4 Dec | 450.70 | 23.4 | -1.95 | 57.63 | 56,265 | -2,657 | 4,015 |
| 3 Dec | 449.90 | 26.1 | -6.6 | 61.36 | 45,179 | 5,180 | 6,672 |
| 2 Dec | 437.60 | 33 | -3.65 | 62.00 | 18,930 | 1,153 | 1,492 |
| 1 Dec | 436.70 | 34 | -8.65 | 61.78 | 2,482 | 49 | 339 |
| 28 Nov | 426.10 | 42.5 | -9.3 | 63.47 | 1,116 | -121 | 293 |
| 27 Nov | 413.10 | 51 | -3.25 | 62.68 | 44 | 1 | 414 |
| 26 Nov | 408.20 | 55.6 | -6.95 | 65.08 | 103 | 4 | 413 |
| 25 Nov | 397.90 | 66.3 | 13.95 | 72.88 | 462 | 114 | 410 |
| 24 Nov | 403.40 | 53.7 | 7.45 | 70.97 | 219 | 5 | 300 |
| 21 Nov | 414.20 | 46.55 | -3.85 | 67.05 | 422 | 99 | 307 |
| 20 Nov | 403.00 | 51.6 | -3.65 | 65.97 | 300 | 188 | 210 |
| 19 Nov | 404.20 | 53 | -11.6 | 71.15 | 10 | -3 | 22 |
| 18 Nov | 382.60 | 64.9 | 10.4 | 70.77 | 13 | 5 | 25 |
| 17 Nov | 392.40 | 54.5 | 4.45 | 60.58 | 27 | 11 | 20 |
| 14 Nov | 400.00 | 54 | 6.7 | 64.22 | 7 | 6 | 9 |
| 13 Nov | 413.80 | 47 | 6.45 | 63.99 | 3 | 3 | 3 |
| 12 Nov | 396.80 | 57.7 | 6.75 | - | 4 | 2 | 0 |
| 11 Nov | 399.20 | 51.7 | 0.6 | 55.47 | 3 | 2 | 2 |
| 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 450 expiring on 23DEC2025
Delta for 450 PE is -0.58
Historical price for 450 PE is as follows
On 9 Dec NATURALGAS was trading at 434.20. The strike last trading price was 31.5, which was 7.75 higher than the previous day. The implied volatity was 64.23, the open interest changed by -912 which decreased total open position to 3519
On 8 Dec NATURALGAS was trading at 445.70. The strike last trading price was 24.8, which was 1.05 higher than the previous day. The implied volatity was 61.93, the open interest changed by -2049 which decreased total open position to 4431
On 5 Dec NATURALGAS was trading at 485.80. The strike last trading price was 11.2, which was 0 lower than the previous day. The implied volatity was 60.36, the open interest changed by 2465 which increased total open position to 6480
On 4 Dec NATURALGAS was trading at 450.70. The strike last trading price was 23.4, which was -1.95 lower than the previous day. The implied volatity was 57.63, the open interest changed by -2657 which decreased total open position to 4015
On 3 Dec NATURALGAS was trading at 449.90. The strike last trading price was 26.1, which was -6.6 lower than the previous day. The implied volatity was 61.36, the open interest changed by 5180 which increased total open position to 6672
On 2 Dec NATURALGAS was trading at 437.60. The strike last trading price was 33, which was -3.65 lower than the previous day. The implied volatity was 62.00, the open interest changed by 1153 which increased total open position to 1492
On 1 Dec NATURALGAS was trading at 436.70. The strike last trading price was 34, which was -8.65 lower than the previous day. The implied volatity was 61.78, the open interest changed by 49 which increased total open position to 339
On 28 Nov NATURALGAS was trading at 426.10. The strike last trading price was 42.5, which was -9.3 lower than the previous day. The implied volatity was 63.47, the open interest changed by -121 which decreased total open position to 293
On 27 Nov NATURALGAS was trading at 413.10. The strike last trading price was 51, which was -3.25 lower than the previous day. The implied volatity was 62.68, the open interest changed by 1 which increased total open position to 414
On 26 Nov NATURALGAS was trading at 408.20. The strike last trading price was 55.6, which was -6.95 lower than the previous day. The implied volatity was 65.08, the open interest changed by 4 which increased total open position to 413
On 25 Nov NATURALGAS was trading at 397.90. The strike last trading price was 66.3, which was 13.95 higher than the previous day. The implied volatity was 72.88, the open interest changed by 114 which increased total open position to 410
On 24 Nov NATURALGAS was trading at 403.40. The strike last trading price was 53.7, which was 7.45 higher than the previous day. The implied volatity was 70.97, the open interest changed by 5 which increased total open position to 300
On 21 Nov NATURALGAS was trading at 414.20. The strike last trading price was 46.55, which was -3.85 lower than the previous day. The implied volatity was 67.05, the open interest changed by 99 which increased total open position to 307
On 20 Nov NATURALGAS was trading at 403.00. The strike last trading price was 51.6, which was -3.65 lower than the previous day. The implied volatity was 65.97, the open interest changed by 188 which increased total open position to 210
On 19 Nov NATURALGAS was trading at 404.20. The strike last trading price was 53, which was -11.6 lower than the previous day. The implied volatity was 71.15, the open interest changed by -3 which decreased total open position to 22
On 18 Nov NATURALGAS was trading at 382.60. The strike last trading price was 64.9, which was 10.4 higher than the previous day. The implied volatity was 70.77, the open interest changed by 5 which increased total open position to 25
On 17 Nov NATURALGAS was trading at 392.40. The strike last trading price was 54.5, which was 4.45 higher than the previous day. The implied volatity was 60.58, the open interest changed by 11 which increased total open position to 20
On 14 Nov NATURALGAS was trading at 400.00. The strike last trading price was 54, which was 6.7 higher than the previous day. The implied volatity was 64.22, the open interest changed by 6 which increased total open position to 9
On 13 Nov NATURALGAS was trading at 413.80. The strike last trading price was 47, which was 6.45 higher than the previous day. The implied volatity was 63.99, the open interest changed by 3 which increased total open position to 3
On 12 Nov NATURALGAS was trading at 396.80. The strike last trading price was 57.7, which was 6.75 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0
On 11 Nov NATURALGAS was trading at 399.20. The strike last trading price was 51.7, which was 0.6 higher than the previous day. The implied volatity was 55.47, the open interest changed by 2 which increased total open position to 2
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































































































































































































































