[--[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 455 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
19 Dec 356.90 0.2 -0.1 - 1,830 -726 1,999
18 Dec 353.70 0.25 -0.45 - 3,932 150 2,725
17 Dec 362.40 0.65 -0.05 - 1,538 -221 2,575
16 Dec 354.70 0.65 -0.05 - 3,024 -618 2,796
15 Dec 370.60 1.85 -0.05 - 3,438 -90 3,414
12 Dec 377.10 2.8 0.05 - 4,141 -65 3,504
11 Dec 381.80 3.35 0.2 - 10,540 1,144 3,569
10 Dec 417.40 7.75 -0.95 65.05 12,910 -149 2,425
9 Dec 419.70 8.8 -0.6 64.26 19,249 421 2,574
8 Dec 445.70 18.9 -1.8 63.41 29,964 659 2,153
5 Dec 485.80 43 -2.75 58.70 23,589 67 1,494
4 Dec 450.70 21.9 1 57.89 26,434 98 1,427
3 Dec 449.90 23.25 3.6 60.92 16,915 728 1,332
2 Dec 437.60 18.8 0.5 61.80 11,436 306 604
1 Dec 436.70 19.25 2.3 62.36 6,511 108 298
28 Nov 426.10 16.65 3.55 62.29 2,368 22 216
27 Nov 413.10 13.1 0.45 63.43 840 10 195
26 Nov 408.20 12.6 0.95 64.74 1,382 -60 185
25 Nov 397.90 11.2 -6.25 67.65 1,082 36 284
24 Nov 403.40 17.4 -5.75 67.19 1,284 57 257
21 Nov 414.20 23.45 3.85 67.01 1,808 200 213
20 Nov 403.00 20.9 12.85 68.01 2 3 3
19 Nov 404.20 14.25 1.65 - 13 1 0
18 Nov 382.60 14.25 8.2 64.01 13 1 1
17 Nov 392.40 21 0 - 1 1 0
14 Nov 400.00 21 0 - 1 1 0
13 Nov 413.80 21 0 - 1 1 0
12 Nov 396.80 21 12.95 63.75 1 1 1
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
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 455 expiring on 23DEC2025

Delta for 455 CE is -

Historical price for 455 CE is as follows

On 19 Dec NATURALGAS was trading at 356.90. The strike last trading price was 0.2, which was -0.1 lower than the previous day. The implied volatity was -, the open interest changed by -726 which decreased total open position to 1999


On 18 Dec NATURALGAS was trading at 353.70. The strike last trading price was 0.25, which was -0.45 lower than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 2725


On 17 Dec NATURALGAS was trading at 362.40. The strike last trading price was 0.65, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by -221 which decreased total open position to 2575


On 16 Dec NATURALGAS was trading at 354.70. The strike last trading price was 0.65, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by -618 which decreased total open position to 2796


On 15 Dec NATURALGAS was trading at 370.60. The strike last trading price was 1.85, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by -90 which decreased total open position to 3414


On 12 Dec NATURALGAS was trading at 377.10. The strike last trading price was 2.8, which was 0.05 higher than the previous day. The implied volatity was -, the open interest changed by -65 which decreased total open position to 3504


On 11 Dec NATURALGAS was trading at 381.80. The strike last trading price was 3.35, which was 0.2 higher than the previous day. The implied volatity was -, the open interest changed by 1144 which increased total open position to 3569


On 10 Dec NATURALGAS was trading at 417.40. The strike last trading price was 7.75, which was -0.95 lower than the previous day. The implied volatity was 65.05, the open interest changed by -149 which decreased total open position to 2425


On 9 Dec NATURALGAS was trading at 419.70. The strike last trading price was 8.8, which was -0.6 lower than the previous day. The implied volatity was 64.26, the open interest changed by 421 which increased total open position to 2574


On 8 Dec NATURALGAS was trading at 445.70. The strike last trading price was 18.9, which was -1.8 lower than the previous day. The implied volatity was 63.41, the open interest changed by 659 which increased total open position to 2153


On 5 Dec NATURALGAS was trading at 485.80. The strike last trading price was 43, which was -2.75 lower than the previous day. The implied volatity was 58.70, the open interest changed by 67 which increased total open position to 1494


On 4 Dec NATURALGAS was trading at 450.70. The strike last trading price was 21.9, which was 1 higher than the previous day. The implied volatity was 57.89, the open interest changed by 98 which increased total open position to 1427


On 3 Dec NATURALGAS was trading at 449.90. The strike last trading price was 23.25, which was 3.6 higher than the previous day. The implied volatity was 60.92, the open interest changed by 728 which increased total open position to 1332


On 2 Dec NATURALGAS was trading at 437.60. The strike last trading price was 18.8, which was 0.5 higher than the previous day. The implied volatity was 61.80, the open interest changed by 306 which increased total open position to 604


On 1 Dec NATURALGAS was trading at 436.70. The strike last trading price was 19.25, which was 2.3 higher than the previous day. The implied volatity was 62.36, the open interest changed by 108 which increased total open position to 298


On 28 Nov NATURALGAS was trading at 426.10. The strike last trading price was 16.65, which was 3.55 higher than the previous day. The implied volatity was 62.29, the open interest changed by 22 which increased total open position to 216


On 27 Nov NATURALGAS was trading at 413.10. The strike last trading price was 13.1, which was 0.45 higher than the previous day. The implied volatity was 63.43, the open interest changed by 10 which increased total open position to 195


On 26 Nov NATURALGAS was trading at 408.20. The strike last trading price was 12.6, which was 0.95 higher than the previous day. The implied volatity was 64.74, the open interest changed by -60 which decreased total open position to 185


On 25 Nov NATURALGAS was trading at 397.90. The strike last trading price was 11.2, which was -6.25 lower than the previous day. The implied volatity was 67.65, the open interest changed by 36 which increased total open position to 284


On 24 Nov NATURALGAS was trading at 403.40. The strike last trading price was 17.4, which was -5.75 lower than the previous day. The implied volatity was 67.19, the open interest changed by 57 which increased total open position to 257


On 21 Nov NATURALGAS was trading at 414.20. The strike last trading price was 23.45, which was 3.85 higher than the previous day. The implied volatity was 67.01, the open interest changed by 200 which increased total open position to 213


On 20 Nov NATURALGAS was trading at 403.00. The strike last trading price was 20.9, which was 12.85 higher than the previous day. The implied volatity was 68.01, the open interest changed by 3 which increased total open position to 3


On 19 Nov NATURALGAS was trading at 404.20. The strike last trading price was 14.25, which was 1.65 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 18 Nov NATURALGAS was trading at 382.60. The strike last trading price was 14.25, which was 8.2 higher than the previous day. The implied volatity was 64.01, the open interest changed by 1 which increased total open position to 1


On 17 Nov NATURALGAS was trading at 392.40. The strike last trading price was 21, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 14 Nov NATURALGAS was trading at 400.00. The strike last trading price was 21, which was 0 lower 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 21, which was 0 lower 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 21, which was 12.95 higher than the previous day. The implied volatity was 63.75, the open interest changed by 1 which increased total open position to 1


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 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 455 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
19 Dec 356.90 99.5 -2.45 - 28 -14 0
18 Dec 353.70 102.45 17.55 - 187 -38 192
17 Dec 362.40 94 0.2 - 13 -1 230
16 Dec 354.70 99.85 2.4 - 76 -45 231
15 Dec 370.60 82.2 2.65 - 7 -4 276
12 Dec 377.10 81.35 -3.4 - 71 -52 280
11 Dec 381.80 75.85 -0.2 74.42 117 -40 332
10 Dec 417.40 44.9 1.45 63.31 605 -272 372
9 Dec 419.70 44.15 0.75 64.44 2,568 -279 644
8 Dec 445.70 27.8 1.25 62.31 41,801 -1,989 923
5 Dec 485.80 12.65 -0.15 59.92 35,550 2,287 2,912
4 Dec 450.70 26.15 -2.4 57.77 14,388 -412 625
3 Dec 449.90 28.6 -7.1 60.81 8,105 906 1,037
2 Dec 437.60 36.05 -3.95 61.92 2,049 98 131
1 Dec 436.70 37.95 -7.6 63.78 390 31 33
28 Nov 426.10 45.55 -10.9 62.76 1 1 2
27 Nov 413.10 56.45 6.05 67.17 2 1 1
26 Nov 408.20 62.9 0 - 1 1 0
25 Nov 397.90 62.9 10 52.02 1 1 2
24 Nov 403.40 52.9 17.2 61.39 1 1 1
21 Nov 414.20 120 0 - 1 1 0
20 Nov 403.00 120 0 - 1 1 0
19 Nov 404.20 120 0 - 1 1 0
18 Nov 382.60 120 112 175.15 1 1 0
17 Nov 392.40 8 -35.75 - 1 1 1
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
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 455 expiring on 23DEC2025

Delta for 455 PE is -

Historical price for 455 PE is as follows

On 19 Dec NATURALGAS was trading at 356.90. The strike last trading price was 99.5, which was -2.45 lower than the previous day. The implied volatity was -, the open interest changed by -14 which decreased total open position to 0


On 18 Dec NATURALGAS was trading at 353.70. The strike last trading price was 102.45, which was 17.55 higher than the previous day. The implied volatity was -, the open interest changed by -38 which decreased total open position to 192


On 17 Dec NATURALGAS was trading at 362.40. The strike last trading price was 94, which was 0.2 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 230


On 16 Dec NATURALGAS was trading at 354.70. The strike last trading price was 99.85, which was 2.4 higher than the previous day. The implied volatity was -, the open interest changed by -45 which decreased total open position to 231


On 15 Dec NATURALGAS was trading at 370.60. The strike last trading price was 82.2, which was 2.65 higher than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 276


On 12 Dec NATURALGAS was trading at 377.10. The strike last trading price was 81.35, which was -3.4 lower than the previous day. The implied volatity was -, the open interest changed by -52 which decreased total open position to 280


On 11 Dec NATURALGAS was trading at 381.80. The strike last trading price was 75.85, which was -0.2 lower than the previous day. The implied volatity was 74.42, the open interest changed by -40 which decreased total open position to 332


On 10 Dec NATURALGAS was trading at 417.40. The strike last trading price was 44.9, which was 1.45 higher than the previous day. The implied volatity was 63.31, the open interest changed by -272 which decreased total open position to 372


On 9 Dec NATURALGAS was trading at 419.70. The strike last trading price was 44.15, which was 0.75 higher than the previous day. The implied volatity was 64.44, the open interest changed by -279 which decreased total open position to 644


On 8 Dec NATURALGAS was trading at 445.70. The strike last trading price was 27.8, which was 1.25 higher than the previous day. The implied volatity was 62.31, the open interest changed by -1989 which decreased total open position to 923


On 5 Dec NATURALGAS was trading at 485.80. The strike last trading price was 12.65, which was -0.15 lower than the previous day. The implied volatity was 59.92, the open interest changed by 2287 which increased total open position to 2912


On 4 Dec NATURALGAS was trading at 450.70. The strike last trading price was 26.15, which was -2.4 lower than the previous day. The implied volatity was 57.77, the open interest changed by -412 which decreased total open position to 625


On 3 Dec NATURALGAS was trading at 449.90. The strike last trading price was 28.6, which was -7.1 lower than the previous day. The implied volatity was 60.81, the open interest changed by 906 which increased total open position to 1037


On 2 Dec NATURALGAS was trading at 437.60. The strike last trading price was 36.05, which was -3.95 lower than the previous day. The implied volatity was 61.92, the open interest changed by 98 which increased total open position to 131


On 1 Dec NATURALGAS was trading at 436.70. The strike last trading price was 37.95, which was -7.6 lower than the previous day. The implied volatity was 63.78, the open interest changed by 31 which increased total open position to 33


On 28 Nov NATURALGAS was trading at 426.10. The strike last trading price was 45.55, which was -10.9 lower than the previous day. The implied volatity was 62.76, the open interest changed by 1 which increased total open position to 2


On 27 Nov NATURALGAS was trading at 413.10. The strike last trading price was 56.45, which was 6.05 higher than the previous day. The implied volatity was 67.17, the open interest changed by 1 which increased total open position to 1


On 26 Nov NATURALGAS was trading at 408.20. The strike last trading price was 62.9, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 25 Nov NATURALGAS was trading at 397.90. The strike last trading price was 62.9, which was 10 higher than the previous day. The implied volatity was 52.02, the open interest changed by 1 which increased total open position to 2


On 24 Nov NATURALGAS was trading at 403.40. The strike last trading price was 52.9, which was 17.2 higher than the previous day. The implied volatity was 61.39, the open interest changed by 1 which increased total open position to 1


On 21 Nov NATURALGAS was trading at 414.20. The strike last trading price was 120, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 20 Nov NATURALGAS was trading at 403.00. The strike last trading price was 120, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 19 Nov NATURALGAS was trading at 404.20. The strike last trading price was 120, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 18 Nov NATURALGAS was trading at 382.60. The strike last trading price was 120, which was 112 higher than the previous day. The implied volatity was 175.15, the open interest changed by 1 which increased total open position to 0


On 17 Nov NATURALGAS was trading at 392.40. The strike last trading price was 8, which was -35.75 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1


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 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