[--[65.84.65.76]--]

NATURALGAS

Natural Gas
434.2 -14.70 (-3.27%)
L: 433 H: 440.2

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Historical option data for NATURALGAS

09 Dec 2025 12:14 PM IST
NATURALGAS 23-DEC-2025 450 CE
Delta: 0.42
Vega: 0.34
Theta: -0.74
Gamma: 0.01
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
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
Delta: -0.58
Vega: 0.34
Theta: -0.74
Gamma: 0.01
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