[--[65.84.65.76]--]

NATURALGAS

Natural Gas
485.8 -2.20 (-0.45%)
L: 452.8 H: 494.9

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Historical option data for NATURALGAS

05 Dec 2025 11:59 PM IST
NATURALGAS 23-DEC-2025 460 CE
Delta: 0.68
Vega: 0.39
Theta: -0.62
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
5 Dec 485.80 39.8 -2.6 58.86 47,237 -1,611 2,279
4 Dec 450.70 19.95 1.05 58.37 34,505 1,087 3,890
3 Dec 449.90 21.4 3.5 61.56 22,917 643 2,803
2 Dec 437.60 17.15 0.45 62.12 23,363 653 2,160
1 Dec 436.70 17.55 1.85 62.53 17,837 -91 1,507
28 Nov 426.10 15.3 3.3 62.70 6,380 -6 1,618
27 Nov 413.10 11.95 0.2 63.74 3,812 26 1,626
26 Nov 408.20 11.4 0.5 64.64 5,891 -121 1,600
25 Nov 397.90 10.25 -6 67.82 5,756 857 1,956
24 Nov 403.40 16.2 -5.35 67.65 3,564 -34 1,136
21 Nov 414.20 21.85 3.4 67.16 4,228 318 1,160
20 Nov 403.00 18.8 -1.85 66.77 1,833 226 861
19 Nov 404.20 21.6 6.05 69.29 552 157 638
18 Nov 382.60 14.95 -2.5 68.17 659 -25 453
17 Nov 392.40 17.05 -3.2 65.09 432 108 471
14 Nov 400.00 20.9 -6.35 66.21 320 81 361
13 Nov 413.80 27.25 5.35 67.33 131 38 267
12 Nov 396.80 21.6 -0.85 67.66 114 48 229
11 Nov 399.20 21.7 5.35 66.55 180 97 181
10 Nov 381.30 16.45 -1.2 65.37 67 -27 87
7 Nov 386.60 17.85 1.45 63.98 102 44 115
6 Nov 378.40 16.3 0.35 63.96 20 9 71
5 Nov 377.00 14.65 -2.9 60.52 25 -1 61
4 Nov 387.20 17.2 2.1 58.73 42 -10 60
3 Nov 378.70 15.55 4 60.64 107 23 69
31 Oct 365.40 12.4 5.5 58.99 71 24 46
30 Oct 348.40 7 6.3 54.31 11 22 22
29 Oct 340.80 9.5 0.5 - 10 0 0
28 Oct 298.20 9.5 0.5 - 10 0 13
27 Oct 305.10 9.5 8.4 54.85 10 13 13
23 Oct 295.60 8.9 6.9 51.10 1 3 3
17 Oct 263.90 5 4.95 50.14 1 2 2
9 Oct 291.00 12.1 11.35 53.96 1 3 3
7 Oct 307.50 12.75 -2.25 48.35 1 1 2
6 Oct 299.70 15 13.75 54.08 1 1 1


For Natural Gas - strike price 460 expiring on 23DEC2025

Delta for 460 CE is 0.68

Historical price for 460 CE is as follows

On 5 Dec NATURALGAS was trading at 485.80. The strike last trading price was 39.8, which was -2.6 lower than the previous day. The implied volatity was 58.86, the open interest changed by -1611 which decreased total open position to 2279


On 4 Dec NATURALGAS was trading at 450.70. The strike last trading price was 19.95, which was 1.05 higher than the previous day. The implied volatity was 58.37, the open interest changed by 1087 which increased total open position to 3890


On 3 Dec NATURALGAS was trading at 449.90. The strike last trading price was 21.4, which was 3.5 higher than the previous day. The implied volatity was 61.56, the open interest changed by 643 which increased total open position to 2803


On 2 Dec NATURALGAS was trading at 437.60. The strike last trading price was 17.15, which was 0.45 higher than the previous day. The implied volatity was 62.12, the open interest changed by 653 which increased total open position to 2160


On 1 Dec NATURALGAS was trading at 436.70. The strike last trading price was 17.55, which was 1.85 higher than the previous day. The implied volatity was 62.53, the open interest changed by -91 which decreased total open position to 1507


On 28 Nov NATURALGAS was trading at 426.10. The strike last trading price was 15.3, which was 3.3 higher than the previous day. The implied volatity was 62.70, the open interest changed by -6 which decreased total open position to 1618


On 27 Nov NATURALGAS was trading at 413.10. The strike last trading price was 11.95, which was 0.2 higher than the previous day. The implied volatity was 63.74, the open interest changed by 26 which increased total open position to 1626


On 26 Nov NATURALGAS was trading at 408.20. The strike last trading price was 11.4, which was 0.5 higher than the previous day. The implied volatity was 64.64, the open interest changed by -121 which decreased total open position to 1600


On 25 Nov NATURALGAS was trading at 397.90. The strike last trading price was 10.25, which was -6 lower than the previous day. The implied volatity was 67.82, the open interest changed by 857 which increased total open position to 1956


On 24 Nov NATURALGAS was trading at 403.40. The strike last trading price was 16.2, which was -5.35 lower than the previous day. The implied volatity was 67.65, the open interest changed by -34 which decreased total open position to 1136


On 21 Nov NATURALGAS was trading at 414.20. The strike last trading price was 21.85, which was 3.4 higher than the previous day. The implied volatity was 67.16, the open interest changed by 318 which increased total open position to 1160


On 20 Nov NATURALGAS was trading at 403.00. The strike last trading price was 18.8, which was -1.85 lower than the previous day. The implied volatity was 66.77, the open interest changed by 226 which increased total open position to 861


On 19 Nov NATURALGAS was trading at 404.20. The strike last trading price was 21.6, which was 6.05 higher than the previous day. The implied volatity was 69.29, the open interest changed by 157 which increased total open position to 638


On 18 Nov NATURALGAS was trading at 382.60. The strike last trading price was 14.95, which was -2.5 lower than the previous day. The implied volatity was 68.17, the open interest changed by -25 which decreased total open position to 453


On 17 Nov NATURALGAS was trading at 392.40. The strike last trading price was 17.05, which was -3.2 lower than the previous day. The implied volatity was 65.09, the open interest changed by 108 which increased total open position to 471


On 14 Nov NATURALGAS was trading at 400.00. The strike last trading price was 20.9, which was -6.35 lower than the previous day. The implied volatity was 66.21, the open interest changed by 81 which increased total open position to 361


On 13 Nov NATURALGAS was trading at 413.80. The strike last trading price was 27.25, which was 5.35 higher than the previous day. The implied volatity was 67.33, the open interest changed by 38 which increased total open position to 267


On 12 Nov NATURALGAS was trading at 396.80. The strike last trading price was 21.6, which was -0.85 lower than the previous day. The implied volatity was 67.66, the open interest changed by 48 which increased total open position to 229


On 11 Nov NATURALGAS was trading at 399.20. The strike last trading price was 21.7, which was 5.35 higher than the previous day. The implied volatity was 66.55, the open interest changed by 97 which increased total open position to 181


On 10 Nov NATURALGAS was trading at 381.30. The strike last trading price was 16.45, which was -1.2 lower than the previous day. The implied volatity was 65.37, the open interest changed by -27 which decreased total open position to 87


On 7 Nov NATURALGAS was trading at 386.60. The strike last trading price was 17.85, which was 1.45 higher than the previous day. The implied volatity was 63.98, the open interest changed by 44 which increased total open position to 115


On 6 Nov NATURALGAS was trading at 378.40. The strike last trading price was 16.3, which was 0.35 higher than the previous day. The implied volatity was 63.96, the open interest changed by 9 which increased total open position to 71


On 5 Nov NATURALGAS was trading at 377.00. The strike last trading price was 14.65, which was -2.9 lower than the previous day. The implied volatity was 60.52, the open interest changed by -1 which decreased total open position to 61


On 4 Nov NATURALGAS was trading at 387.20. The strike last trading price was 17.2, which was 2.1 higher than the previous day. The implied volatity was 58.73, the open interest changed by -10 which decreased total open position to 60


On 3 Nov NATURALGAS was trading at 378.70. The strike last trading price was 15.55, which was 4 higher than the previous day. The implied volatity was 60.64, the open interest changed by 23 which increased total open position to 69


On 31 Oct NATURALGAS was trading at 365.40. The strike last trading price was 12.4, which was 5.5 higher than the previous day. The implied volatity was 58.99, the open interest changed by 24 which increased total open position to 46


On 30 Oct NATURALGAS was trading at 348.40. The strike last trading price was 7, which was 6.3 higher than the previous day. The implied volatity was 54.31, the open interest changed by 22 which increased total open position to 22


On 29 Oct NATURALGAS was trading at 340.80. The strike last trading price was 9.5, which was 0.5 higher 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 9.5, which was 0.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 13


On 27 Oct NATURALGAS was trading at 305.10. The strike last trading price was 9.5, which was 8.4 higher than the previous day. The implied volatity was 54.85, the open interest changed by 13 which increased total open position to 13


On 23 Oct NATURALGAS was trading at 295.60. The strike last trading price was 8.9, which was 6.9 higher than the previous day. The implied volatity was 51.10, the open interest changed by 3 which increased total open position to 3


On 17 Oct NATURALGAS was trading at 263.90. The strike last trading price was 5, which was 4.95 higher than the previous day. The implied volatity was 50.14, the open interest changed by 2 which increased total open position to 2


On 9 Oct NATURALGAS was trading at 291.00. The strike last trading price was 12.1, which was 11.35 higher than the previous day. The implied volatity was 53.96, the open interest changed by 3 which increased total open position to 3


On 7 Oct NATURALGAS was trading at 307.50. The strike last trading price was 12.75, which was -2.25 lower than the previous day. The implied volatity was 48.35, the open interest changed by 1 which increased total open position to 2


On 6 Oct NATURALGAS was trading at 299.70. The strike last trading price was 15, which was 13.75 higher than the previous day. The implied volatity was 54.08, the open interest changed by 1 which increased total open position to 1


NATURALGAS 23DEC2025 460 PE
Delta: -0.32
Vega: 0.39
Theta: -0.64
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
5 Dec 485.80 14.5 -0.1 60.16 59,670 5,086 5,463
4 Dec 450.70 29.4 -2.3 58.73 7,272 -309 377
3 Dec 449.90 31.75 -7.05 61.44 6,272 485 682
2 Dec 437.60 39.3 -3.75 61.99 1,803 121 197
1 Dec 436.70 41 -7.65 63.37 356 23 76
28 Nov 426.10 50.35 -8.65 65.93 39 9 53
27 Nov 413.10 59 -8.8 64.13 1 -1 44
26 Nov 408.20 67.35 5.1 75.52 12 3 45
25 Nov 397.90 66.35 8.25 49.16 2 -2 42
24 Nov 403.40 56.75 1.55 61.67 3 -1 44
21 Nov 414.20 51.9 -6.2 64.61 41 21 45
20 Nov 403.00 59 14 66.98 146 24 24
19 Nov 404.20 20 0 - 1 1 0
18 Nov 382.60 20 0 - 1 1 0
17 Nov 392.40 20 0 - 1 1 0
14 Nov 400.00 20 0 - 1 1 0
13 Nov 413.80 20 0 - 1 1 0
12 Nov 396.80 20 0 - 1 1 0
11 Nov 399.20 20 0 - 1 1 0
10 Nov 381.30 20 0 - 1 1 0
7 Nov 386.60 20 0 - 1 1 0
6 Nov 378.40 20 0 - 1 1 0
5 Nov 377.00 20 0 - 1 1 0
4 Nov 387.20 20 0 - 1 1 0
3 Nov 378.70 20 -54.7 - 1 1 1
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
7 Oct 307.50 0 0 - 0 0 0
6 Oct 299.70 0 0 - 0 0 0


For Natural Gas - strike price 460 expiring on 23DEC2025

Delta for 460 PE is -0.32

Historical price for 460 PE is as follows

On 5 Dec NATURALGAS was trading at 485.80. The strike last trading price was 14.5, which was -0.1 lower than the previous day. The implied volatity was 60.16, the open interest changed by 5086 which increased total open position to 5463


On 4 Dec NATURALGAS was trading at 450.70. The strike last trading price was 29.4, which was -2.3 lower than the previous day. The implied volatity was 58.73, the open interest changed by -309 which decreased total open position to 377


On 3 Dec NATURALGAS was trading at 449.90. The strike last trading price was 31.75, which was -7.05 lower than the previous day. The implied volatity was 61.44, the open interest changed by 485 which increased total open position to 682


On 2 Dec NATURALGAS was trading at 437.60. The strike last trading price was 39.3, which was -3.75 lower than the previous day. The implied volatity was 61.99, the open interest changed by 121 which increased total open position to 197


On 1 Dec NATURALGAS was trading at 436.70. The strike last trading price was 41, which was -7.65 lower than the previous day. The implied volatity was 63.37, the open interest changed by 23 which increased total open position to 76


On 28 Nov NATURALGAS was trading at 426.10. The strike last trading price was 50.35, which was -8.65 lower than the previous day. The implied volatity was 65.93, the open interest changed by 9 which increased total open position to 53


On 27 Nov NATURALGAS was trading at 413.10. The strike last trading price was 59, which was -8.8 lower than the previous day. The implied volatity was 64.13, the open interest changed by -1 which decreased total open position to 44


On 26 Nov NATURALGAS was trading at 408.20. The strike last trading price was 67.35, which was 5.1 higher than the previous day. The implied volatity was 75.52, the open interest changed by 3 which increased total open position to 45


On 25 Nov NATURALGAS was trading at 397.90. The strike last trading price was 66.35, which was 8.25 higher than the previous day. The implied volatity was 49.16, the open interest changed by -2 which decreased total open position to 42


On 24 Nov NATURALGAS was trading at 403.40. The strike last trading price was 56.75, which was 1.55 higher than the previous day. The implied volatity was 61.67, the open interest changed by -1 which decreased total open position to 44


On 21 Nov NATURALGAS was trading at 414.20. The strike last trading price was 51.9, which was -6.2 lower than the previous day. The implied volatity was 64.61, the open interest changed by 21 which increased total open position to 45


On 20 Nov NATURALGAS was trading at 403.00. The strike last trading price was 59, which was 14 higher than the previous day. The implied volatity was 66.98, the open interest changed by 24 which increased total open position to 24


On 19 Nov NATURALGAS was trading at 404.20. The strike last trading price was 20, 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 20, 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 17 Nov NATURALGAS was trading at 392.40. The strike last trading price was 20, 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 20, 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 20, 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 20, 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 11 Nov NATURALGAS was trading at 399.20. The strike last trading price was 20, 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 10 Nov NATURALGAS was trading at 381.30. The strike last trading price was 20, 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 7 Nov NATURALGAS was trading at 386.60. The strike last trading price was 20, 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 6 Nov NATURALGAS was trading at 378.40. The strike last trading price was 20, 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 5 Nov NATURALGAS was trading at 377.00. The strike last trading price was 20, 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 4 Nov NATURALGAS was trading at 387.20. The strike last trading price was 20, 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 3 Nov NATURALGAS was trading at 378.70. The strike last trading price was 20, which was -54.7 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1


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 7 Oct NATURALGAS was trading at 307.50. 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