NATURALGAS

Natural Gas

353.2 -3.00 (-0.84%)

L: 345.9 H: 355.5

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Historical option data for NATURALGAS
19 Dec 2025 08:07 PM IST

Strike Price

Expiry

Ltp Ltp OI Open Interest (OI) OI Chg Change Open Interest Volume Volume IV IV

Call
Put

Per Lot

NATURALGAS 23-DEC-2025 470 CE
Delta: - Vega: - Theta: - Gamma: -
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
19 Dec	352.80	0.1 ₹ 125	-0.1 -125.00	-	3,428 42,85,000	-874 -10,92,500	3,401 42,51,250

18 Dec	353.70	0.15 ₹ 187.5	-0.25 -312.50	-	8,070 1,00,87,500	-1,122 -14,02,500	4,275 53,43,750
17 Dec	362.40	0.4 ₹ 500	-0.05 -62.50	-	3,356 41,95,000	-204 -2,55,000	5,397 67,46,250
16 Dec	354.70	0.4 ₹ 500	-0.9 -1125.00	-	5,225 65,31,250	-1,125 -14,06,250	5,601 70,01,250
15 Dec	370.60	1.25 ₹ 1,562.5	-0.05 -62.50	-	6,097 76,21,250	-21 -26,250	6,726 84,07,500
12 Dec	377.10	1.9 ₹ 2,375	-0.1 -125.00	-	11,794 1,47,42,500	1,029 12,86,250	6,747 84,33,750
11 Dec	381.80	2.35 ₹ 2,937.5	0.1 125.00	-	16,522 2,06,52,500	1,301 16,26,250	5,718 71,47,500
10 Dec	417.40	5.3 ₹ 6,625	-0.8 -1000.00	66.74	26,340 3,29,25,000	476 5,95,000	4,417 55,21,250
9 Dec	419.70	6.35 ₹ 7,937.5	-0.5 -625.00	66.84	27,606 3,45,07,500	202 2,52,500	3,941 49,26,250
8 Dec	445.70	14.35 ₹ 17,937.5	-0.95 -1187.50	66.04	51,751 6,46,88,750	981 12,26,250	3,739 46,73,750
5 Dec	485.80	34.1 ₹ 42,625	-2.85 -3562.50	59.72	46,994 5,87,42,500	152 1,90,000	2,758 34,47,500
4 Dec	450.70	16.15 ₹ 20,187.5	0.95 1187.50	58.42	18,864 2,35,80,000	68 85,000	2,606 32,57,500
3 Dec	449.90	17.4 ₹ 21,750	2.7 3375.00	61.08	13,991 1,74,88,750	176 2,20,000	2,547 31,83,750
2 Dec	437.60	14.1 ₹ 17,625	0.3 375.00	62.42	16,626 2,07,82,500	280 3,50,000	2,370 29,62,500
1 Dec	436.70	14.5 ₹ 18,125	1.4 1750.00	62.79	13,096 1,63,70,000	43 53,750	2,090 26,12,500
28 Nov	426.10	12.9 ₹ 16,125	2.9 3625.00	63.50	5,623 70,28,750	262 3,27,500	2,055 25,68,750
27 Nov	413.10	9.95 ₹ 12,437.5	0.15 187.50	64.26	3,443 43,03,750	167 2,08,750	1,793 22,41,250
26 Nov	408.20	9.6 ₹ 12,000	0.5 625.00	65.36	4,386 54,82,500	-130 -1,62,500	1,626 20,32,500
25 Nov	397.90	8.8 ₹ 11,000	-5.3 -6625.00	68.87	5,011 62,63,750	320 4,00,000	1,833 22,91,250
24 Nov	403.40	14.05 ₹ 17,562.5	-4.75 -5937.50	68.58	4,086 51,07,500	123 1,53,750	1,647 20,58,750
21 Nov	414.20	18.9 ₹ 23,625	2.75 3437.50	67.39	3,024 37,80,000	348 4,35,000	1,552 19,40,000
20 Nov	403.00	16.9 ₹ 21,125	-1.8 -2250.00	68.56	1,101 13,76,250	247 3,08,750	1,182 14,77,500
19 Nov	404.20	19.7 ₹ 24,625	5.7 7125.00	71.37	680 8,50,000	177 2,21,250	932 11,65,000
18 Nov	382.60	13.25 ₹ 16,562.5	-2.8 -3500.00	69.30	504 6,30,000	207 2,58,750	648 8,10,000
17 Nov	392.40	15 ₹ 18,750	-2.75 -3437.50	66.20	205 2,56,250	-37 -46,250	437 5,46,250
14 Nov	400.00	18.05 ₹ 22,562.5	-6.25 -7812.50	66.07	283 3,53,750	21 26,250	477 5,96,250

For Natural Gas - strike price 470 expiring on 23DEC2025

Delta for 470 CE is -

Historical price for 470 CE is as follows

On 19 Dec NATURALGAS was trading at 352.80. The strike last trading price was 0.1, which was -0.1 lower than the previous day. The implied volatity was -, the open interest changed by -874 which decreased total open position to 3401

On 18 Dec NATURALGAS was trading at 353.70. The strike last trading price was 0.15, which was -0.25 lower than the previous day. The implied volatity was -, the open interest changed by -1122 which decreased total open position to 4275

On 17 Dec NATURALGAS was trading at 362.40. The strike last trading price was 0.4, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by -204 which decreased total open position to 5397

On 16 Dec NATURALGAS was trading at 354.70. The strike last trading price was 0.4, which was -0.9 lower than the previous day. The implied volatity was -, the open interest changed by -1125 which decreased total open position to 5601

On 15 Dec NATURALGAS was trading at 370.60. The strike last trading price was 1.25, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by -21 which decreased total open position to 6726

On 12 Dec NATURALGAS was trading at 377.10. The strike last trading price was 1.9, which was -0.1 lower than the previous day. The implied volatity was -, the open interest changed by 1029 which increased total open position to 6747

On 11 Dec NATURALGAS was trading at 381.80. The strike last trading price was 2.35, which was 0.1 higher than the previous day. The implied volatity was -, the open interest changed by 1301 which increased total open position to 5718

On 10 Dec NATURALGAS was trading at 417.40. The strike last trading price was 5.3, which was -0.8 lower than the previous day. The implied volatity was 66.74, the open interest changed by 476 which increased total open position to 4417

On 9 Dec NATURALGAS was trading at 419.70. The strike last trading price was 6.35, which was -0.5 lower than the previous day. The implied volatity was 66.84, the open interest changed by 202 which increased total open position to 3941

On 8 Dec NATURALGAS was trading at 445.70. The strike last trading price was 14.35, which was -0.95 lower than the previous day. The implied volatity was 66.04, the open interest changed by 981 which increased total open position to 3739

On 5 Dec NATURALGAS was trading at 485.80. The strike last trading price was 34.1, which was -2.85 lower than the previous day. The implied volatity was 59.72, the open interest changed by 152 which increased total open position to 2758

On 4 Dec NATURALGAS was trading at 450.70. The strike last trading price was 16.15, which was 0.95 higher than the previous day. The implied volatity was 58.42, the open interest changed by 68 which increased total open position to 2606

On 3 Dec NATURALGAS was trading at 449.90. The strike last trading price was 17.4, which was 2.7 higher than the previous day. The implied volatity was 61.08, the open interest changed by 176 which increased total open position to 2547

On 2 Dec NATURALGAS was trading at 437.60. The strike last trading price was 14.1, which was 0.3 higher than the previous day. The implied volatity was 62.42, the open interest changed by 280 which increased total open position to 2370

On 1 Dec NATURALGAS was trading at 436.70. The strike last trading price was 14.5, which was 1.4 higher than the previous day. The implied volatity was 62.79, the open interest changed by 43 which increased total open position to 2090

On 28 Nov NATURALGAS was trading at 426.10. The strike last trading price was 12.9, which was 2.9 higher than the previous day. The implied volatity was 63.50, the open interest changed by 262 which increased total open position to 2055

On 27 Nov NATURALGAS was trading at 413.10. The strike last trading price was 9.95, which was 0.15 higher than the previous day. The implied volatity was 64.26, the open interest changed by 167 which increased total open position to 1793

On 26 Nov NATURALGAS was trading at 408.20. The strike last trading price was 9.6, which was 0.5 higher than the previous day. The implied volatity was 65.36, the open interest changed by -130 which decreased total open position to 1626

On 25 Nov NATURALGAS was trading at 397.90. The strike last trading price was 8.8, which was -5.3 lower than the previous day. The implied volatity was 68.87, the open interest changed by 320 which increased total open position to 1833

On 24 Nov NATURALGAS was trading at 403.40. The strike last trading price was 14.05, which was -4.75 lower than the previous day. The implied volatity was 68.58, the open interest changed by 123 which increased total open position to 1647

On 21 Nov NATURALGAS was trading at 414.20. The strike last trading price was 18.9, which was 2.75 higher than the previous day. The implied volatity was 67.39, the open interest changed by 348 which increased total open position to 1552

On 20 Nov NATURALGAS was trading at 403.00. The strike last trading price was 16.9, which was -1.8 lower than the previous day. The implied volatity was 68.56, the open interest changed by 247 which increased total open position to 1182

On 19 Nov NATURALGAS was trading at 404.20. The strike last trading price was 19.7, which was 5.7 higher than the previous day. The implied volatity was 71.37, the open interest changed by 177 which increased total open position to 932

On 18 Nov NATURALGAS was trading at 382.60. The strike last trading price was 13.25, which was -2.8 lower than the previous day. The implied volatity was 69.30, the open interest changed by 207 which increased total open position to 648

On 17 Nov NATURALGAS was trading at 392.40. The strike last trading price was 15, which was -2.75 lower than the previous day. The implied volatity was 66.20, the open interest changed by -37 which decreased total open position to 437

On 14 Nov NATURALGAS was trading at 400.00. The strike last trading price was 18.05, which was -6.25 lower than the previous day. The implied volatity was 66.07, the open interest changed by 21 which increased total open position to 477

NATURALGAS 23DEC2025 470 PE
Delta: - Vega: - Theta: - Gamma: -
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
19 Dec	352.80	119.45 ₹ 1,49,312.5	5.75 7187.50	-	20 25,000	-31 -38,750	469 5,86,250
18 Dec	353.70	115.15 ₹ 1,43,937.5	1.45 1812.50	-	132 1,65,000	-24 -30,000	500 6,25,000
17 Dec	362.40	109.4 ₹ 1,36,750	0 0.00	-	47 58,750	-9 -11,250	524 6,55,000
16 Dec	354.70	113.3 ₹ 1,41,625	-0.8 -1000.00	-	67 83,750	-16 -20,000	533 6,66,250
15 Dec	370.60	102.8 ₹ 1,28,500	-1.4 -1750.00	-	125 1,56,250	-16 -20,000	549 6,86,250
12 Dec	377.10	95 ₹ 1,18,750	-3.95 -4937.50	-	97 1,21,250	-44 -55,000	565 7,06,250
11 Dec	381.80	90.55 ₹ 1,13,187.5	0.55 687.50	-	223 2,78,750	-26 -32,500	609 7,61,250
10 Dec	417.40	55.2 ₹ 69,000	0.7 875.00	52.83	262 3,27,500	-82 -1,02,500	635 7,93,750
9 Dec	419.70	55.95 ₹ 69,937.5	0.25 312.50	63.90	840 10,50,000	-393 -4,91,250	717 8,96,250
8 Dec	445.70	38 ₹ 47,500	1.75 2187.50	64.15	19,944 2,49,30,000	-2,437 -30,46,250	1,110 13,87,500
5 Dec	485.80	18.65 ₹ 23,312.5	0.1 125.00	60.57	46,561 5,82,01,250	3,410 42,62,500	3,547 44,33,750
4 Dec	450.70	35.35 ₹ 44,187.5	-2.2 -2750.00	58.17	1,140 14,25,000	-156 -1,95,000	137 1,71,250
3 Dec	449.90	37.55 ₹ 46,937.5	-8.85 -11062.50	60.47	1,041 13,01,250	73 91,250	293 3,66,250
2 Dec	437.60	44.7 ₹ 55,875	-5.2 -6500.00	58.28	440 5,50,000	-12 -15,000	220 2,75,000
1 Dec	436.70	50 ₹ 62,500	-6.45 -8062.50	68.76	55 68,750	-14 -17,500	232 2,90,000
28 Nov	426.10	57.6 ₹ 72,000	-13.65 -17062.50	66.01	20 25,000	4 5,000	246 3,07,500
27 Nov	413.10	71.25 ₹ 89,062.5	7.65 9562.50	76.14	1 1,250	242 3,02,500	242 3,02,500
26 Nov	408.20	83.5 ₹ 1,04,375	6.45 8062.50	-	6 7,500	-3 -3,750	0 0
25 Nov	397.90	83.5 ₹ 1,04,375	15.6 19500.00	77.01	6 7,500	-3 -3,750	243 3,03,750
24 Nov	403.40	66.9 ₹ 83,625	6.9 8625.00	67.97	35 43,750	-1 -1,250	248 3,10,000
21 Nov	414.20	59.85 ₹ 74,812.5	-4.6 -5750.00	66.66	295 3,68,750	162 2,02,500	256 3,20,000
20 Nov	403.00	66 ₹ 82,500	12.9 16125.00	66.37	125 1,56,250	94 1,17,500	94 1,17,500
19 Nov	404.20	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
18 Nov	382.60	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
17 Nov	392.40	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
14 Nov	400.00	0 ₹ 0	0 0.00	-	0 0	0 0	0 0

For Natural Gas - strike price 470 expiring on 23DEC2025

Delta for 470 PE is -

Historical price for 470 PE is as follows

On 19 Dec NATURALGAS was trading at 352.80. The strike last trading price was 119.45, which was 5.75 higher than the previous day. The implied volatity was -, the open interest changed by -31 which decreased total open position to 469

On 18 Dec NATURALGAS was trading at 353.70. The strike last trading price was 115.15, which was 1.45 higher than the previous day. The implied volatity was -, the open interest changed by -24 which decreased total open position to 500

On 17 Dec NATURALGAS was trading at 362.40. The strike last trading price was 109.4, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by -9 which decreased total open position to 524

On 16 Dec NATURALGAS was trading at 354.70. The strike last trading price was 113.3, which was -0.8 lower than the previous day. The implied volatity was -, the open interest changed by -16 which decreased total open position to 533

On 15 Dec NATURALGAS was trading at 370.60. The strike last trading price was 102.8, which was -1.4 lower than the previous day. The implied volatity was -, the open interest changed by -16 which decreased total open position to 549

On 12 Dec NATURALGAS was trading at 377.10. The strike last trading price was 95, which was -3.95 lower than the previous day. The implied volatity was -, the open interest changed by -44 which decreased total open position to 565

On 11 Dec NATURALGAS was trading at 381.80. The strike last trading price was 90.55, which was 0.55 higher than the previous day. The implied volatity was -, the open interest changed by -26 which decreased total open position to 609

On 10 Dec NATURALGAS was trading at 417.40. The strike last trading price was 55.2, which was 0.7 higher than the previous day. The implied volatity was 52.83, the open interest changed by -82 which decreased total open position to 635

On 9 Dec NATURALGAS was trading at 419.70. The strike last trading price was 55.95, which was 0.25 higher than the previous day. The implied volatity was 63.90, the open interest changed by -393 which decreased total open position to 717

On 8 Dec NATURALGAS was trading at 445.70. The strike last trading price was 38, which was 1.75 higher than the previous day. The implied volatity was 64.15, the open interest changed by -2437 which decreased total open position to 1110

On 5 Dec NATURALGAS was trading at 485.80. The strike last trading price was 18.65, which was 0.1 higher than the previous day. The implied volatity was 60.57, the open interest changed by 3410 which increased total open position to 3547

On 4 Dec NATURALGAS was trading at 450.70. The strike last trading price was 35.35, which was -2.2 lower than the previous day. The implied volatity was 58.17, the open interest changed by -156 which decreased total open position to 137

On 3 Dec NATURALGAS was trading at 449.90. The strike last trading price was 37.55, which was -8.85 lower than the previous day. The implied volatity was 60.47, the open interest changed by 73 which increased total open position to 293

On 2 Dec NATURALGAS was trading at 437.60. The strike last trading price was 44.7, which was -5.2 lower than the previous day. The implied volatity was 58.28, the open interest changed by -12 which decreased total open position to 220

On 1 Dec NATURALGAS was trading at 436.70. The strike last trading price was 50, which was -6.45 lower than the previous day. The implied volatity was 68.76, the open interest changed by -14 which decreased total open position to 232

On 28 Nov NATURALGAS was trading at 426.10. The strike last trading price was 57.6, which was -13.65 lower than the previous day. The implied volatity was 66.01, the open interest changed by 4 which increased total open position to 246

On 27 Nov NATURALGAS was trading at 413.10. The strike last trading price was 71.25, which was 7.65 higher than the previous day. The implied volatity was 76.14, the open interest changed by 242 which increased total open position to 242

On 26 Nov NATURALGAS was trading at 408.20. The strike last trading price was 83.5, which was 6.45 higher than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 0

On 25 Nov NATURALGAS was trading at 397.90. The strike last trading price was 83.5, which was 15.6 higher than the previous day. The implied volatity was 77.01, the open interest changed by -3 which decreased total open position to 243

On 24 Nov NATURALGAS was trading at 403.40. The strike last trading price was 66.9, which was 6.9 higher than the previous day. The implied volatity was 67.97, the open interest changed by -1 which decreased total open position to 248

On 21 Nov NATURALGAS was trading at 414.20. The strike last trading price was 59.85, which was -4.6 lower than the previous day. The implied volatity was 66.66, the open interest changed by 162 which increased total open position to 256

On 20 Nov NATURALGAS was trading at 403.00. The strike last trading price was 66, which was 12.9 higher than the previous day. The implied volatity was 66.37, the open interest changed by 94 which increased total open position to 94

On 19 Nov NATURALGAS was trading at 404.20. 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 18 Nov NATURALGAS was trading at 382.60. 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 Nov NATURALGAS was trading at 392.40. 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 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

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