NATURALGAS
Natural Gas
Historical option data for NATURALGAS
05 Dec 2025 11:59 PM IST
| NATURALGAS 23-DEC-2025 460 CE | ||||||||||||||||
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Delta: 0.68
Vega: 0.39
Theta: -0.62
Gamma: 0.01
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| 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 | |||||||||
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| 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 | |||||||
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Delta: -0.32
Vega: 0.39
Theta: -0.64
Gamma: 0.01
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| 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































































































































































































































