NATURALGAS

Natural Gas

356.9 +0.70 (0.20%)

L: 345.9 H: 359

Back to Option Chain

Historical option data for NATURALGAS
19 Dec 2025 11:58 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 475 CE
Delta: - Vega: - Theta: - Gamma: -
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
19 Dec	356.90	0.1 ₹ 125	-0.1 -125.00	-	1,320 16,50,000	-1 -1,250	0 0
18 Dec	353.70	0.1 ₹ 125	-0.3 -375.00	-	2,586 32,32,500	-7 -8,750	1,830 22,87,500
17 Dec	362.40	0.35 ₹ 437.5	-0.1 -125.00	-	1,981 24,76,250	-127 -1,58,750	1,837 22,96,250
16 Dec	354.70	0.45 ₹ 562.5	-0.85 -1062.50	-	2,805 35,06,250	-268 -3,35,000	1,964 24,55,000
15 Dec	370.60	1.3 ₹ 1,625	0 0.00	-	2,183 27,28,750	134 1,67,500	2,232 27,90,000
12 Dec	377.10	1.8 ₹ 2,250	0 0.00	-	2,443 30,53,750	-100 -1,25,000	2,098 26,22,500
11 Dec	381.80	2.05 ₹ 2,562.5	0 0.00	-	4,561 57,01,250	325 4,06,250	2,198 27,47,500
10 Dec	417.40	4.85 ₹ 6,062.5	-0.6 -750.00	68.20	7,037 87,96,250	271 3,38,750	1,873 23,41,250
9 Dec	419.70	5.5 ₹ 6,875	-0.65 -812.50	66.79	8,349 1,04,36,250	537 6,71,250	1,602 20,02,500
8 Dec	445.70	12.95 ₹ 16,187.5	-1.05 -1312.50	66.47	17,576 2,19,70,000	58 72,500	1,065 13,31,250
5 Dec	485.80	31.05 ₹ 38,812.5	-3 -3750.00	59.08	26,866 3,35,82,500	378 4,72,500	1,007 12,58,750
4 Dec	450.70	14.5 ₹ 18,125	0.9 1125.00	58.52	6,530 81,62,500	-194 -2,42,500	629 7,86,250
3 Dec	449.90	15.75 ₹ 19,687.5	2.25 2812.50	61.28	5,003 62,53,750	121 1,51,250	822 10,27,500

2 Dec	437.60	12.9 ₹ 16,125	0.2 250.00	62.95	6,415 80,18,750	133 1,66,250	701 8,76,250
1 Dec	436.70	13.1 ₹ 16,375	1.1 1375.00	62.79	3,215 40,18,750	0 0	568 7,10,000
28 Nov	426.10	11.7 ₹ 14,625	2.7 3375.00	63.52	2,672 33,40,000	22 27,500	577 7,21,250
27 Nov	413.10	8.9 ₹ 11,125	-0.05 -62.50	63.94	770 9,62,500	19 23,750	555 6,93,750
26 Nov	408.20	8.95 ₹ 11,187.5	0.5 625.00	66.15	1,207 15,08,750	26 32,500	536 6,70,000
25 Nov	397.90	8.05 ₹ 10,062.5	-4.75 -5937.50	69.04	1,044 13,05,000	103 1,28,750	512 6,40,000
24 Nov	403.40	12.9 ₹ 16,125	-4.45 -5562.50	68.57	985 12,31,250	-61 -76,250	420 5,25,000
21 Nov	414.20	17.6 ₹ 22,000	1.9 2375.00	67.60	366 4,57,500	77 96,250	482 6,02,500
20 Nov	403.00	16.3 ₹ 20,375	-1.05 -1312.50	70.01	52 65,000	-7 -8,750	406 5,07,500
19 Nov	404.20	17.5 ₹ 21,875	5.05 6312.50	69.41	31 38,750	6 7,500	420 5,25,000
18 Nov	382.60	13 ₹ 16,250	-1.8 -2250.00	71.34	119 1,48,750	-62 -77,500	415 5,18,750
17 Nov	392.40	13 ₹ 16,250	-3.75 -4687.50	64.24	20 25,000	-3 -3,750	478 5,97,500
14 Nov	400.00	15.2 ₹ 19,000	-4.5 -5625.00	62.56	7 8,750	481 6,01,250	481 6,01,250

For Natural Gas - strike price 475 expiring on 23DEC2025

Delta for 475 CE is -

Historical price for 475 CE is as follows

On 19 Dec NATURALGAS was trading at 356.90. 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 -1 which decreased total open position to 0

On 18 Dec NATURALGAS was trading at 353.70. The strike last trading price was 0.1, which was -0.3 lower than the previous day. The implied volatity was -, the open interest changed by -7 which decreased total open position to 1830

On 17 Dec NATURALGAS was trading at 362.40. The strike last trading price was 0.35, which was -0.1 lower than the previous day. The implied volatity was -, the open interest changed by -127 which decreased total open position to 1837

On 16 Dec NATURALGAS was trading at 354.70. The strike last trading price was 0.45, which was -0.85 lower than the previous day. The implied volatity was -, the open interest changed by -268 which decreased total open position to 1964

On 15 Dec NATURALGAS was trading at 370.60. The strike last trading price was 1.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 134 which increased total open position to 2232

On 12 Dec NATURALGAS was trading at 377.10. The strike last trading price was 1.8, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by -100 which decreased total open position to 2098

On 11 Dec NATURALGAS was trading at 381.80. The strike last trading price was 2.05, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 325 which increased total open position to 2198

On 10 Dec NATURALGAS was trading at 417.40. The strike last trading price was 4.85, which was -0.6 lower than the previous day. The implied volatity was 68.20, the open interest changed by 271 which increased total open position to 1873

On 9 Dec NATURALGAS was trading at 419.70. The strike last trading price was 5.5, which was -0.65 lower than the previous day. The implied volatity was 66.79, the open interest changed by 537 which increased total open position to 1602

On 8 Dec NATURALGAS was trading at 445.70. The strike last trading price was 12.95, which was -1.05 lower than the previous day. The implied volatity was 66.47, the open interest changed by 58 which increased total open position to 1065

On 5 Dec NATURALGAS was trading at 485.80. The strike last trading price was 31.05, which was -3 lower than the previous day. The implied volatity was 59.08, the open interest changed by 378 which increased total open position to 1007

On 4 Dec NATURALGAS was trading at 450.70. The strike last trading price was 14.5, which was 0.9 higher than the previous day. The implied volatity was 58.52, the open interest changed by -194 which decreased total open position to 629

On 3 Dec NATURALGAS was trading at 449.90. The strike last trading price was 15.75, which was 2.25 higher than the previous day. The implied volatity was 61.28, the open interest changed by 121 which increased total open position to 822

On 2 Dec NATURALGAS was trading at 437.60. The strike last trading price was 12.9, which was 0.2 higher than the previous day. The implied volatity was 62.95, the open interest changed by 133 which increased total open position to 701

On 1 Dec NATURALGAS was trading at 436.70. The strike last trading price was 13.1, which was 1.1 higher than the previous day. The implied volatity was 62.79, the open interest changed by 0 which decreased total open position to 568

On 28 Nov NATURALGAS was trading at 426.10. The strike last trading price was 11.7, which was 2.7 higher than the previous day. The implied volatity was 63.52, the open interest changed by 22 which increased total open position to 577

On 27 Nov NATURALGAS was trading at 413.10. The strike last trading price was 8.9, which was -0.05 lower than the previous day. The implied volatity was 63.94, the open interest changed by 19 which increased total open position to 555

On 26 Nov NATURALGAS was trading at 408.20. The strike last trading price was 8.95, which was 0.5 higher than the previous day. The implied volatity was 66.15, the open interest changed by 26 which increased total open position to 536

On 25 Nov NATURALGAS was trading at 397.90. The strike last trading price was 8.05, which was -4.75 lower than the previous day. The implied volatity was 69.04, the open interest changed by 103 which increased total open position to 512

On 24 Nov NATURALGAS was trading at 403.40. The strike last trading price was 12.9, which was -4.45 lower than the previous day. The implied volatity was 68.57, the open interest changed by -61 which decreased total open position to 420

On 21 Nov NATURALGAS was trading at 414.20. The strike last trading price was 17.6, which was 1.9 higher than the previous day. The implied volatity was 67.60, the open interest changed by 77 which increased total open position to 482

On 20 Nov NATURALGAS was trading at 403.00. The strike last trading price was 16.3, which was -1.05 lower than the previous day. The implied volatity was 70.01, the open interest changed by -7 which decreased total open position to 406

On 19 Nov NATURALGAS was trading at 404.20. The strike last trading price was 17.5, which was 5.05 higher than the previous day. The implied volatity was 69.41, the open interest changed by 6 which increased total open position to 420

On 18 Nov NATURALGAS was trading at 382.60. The strike last trading price was 13, which was -1.8 lower than the previous day. The implied volatity was 71.34, the open interest changed by -62 which decreased total open position to 415

On 17 Nov NATURALGAS was trading at 392.40. The strike last trading price was 13, which was -3.75 lower than the previous day. The implied volatity was 64.24, the open interest changed by -3 which decreased total open position to 478

On 14 Nov NATURALGAS was trading at 400.00. The strike last trading price was 15.2, which was -4.5 lower than the previous day. The implied volatity was 62.56, the open interest changed by 481 which increased total open position to 481

NATURALGAS 23DEC2025 475 PE
Delta: - Vega: - Theta: - Gamma: -
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
19 Dec	356.90	125.6 ₹ 1,57,000	-0.25 -312.50	-	4 5,000	2 2,500	0 0
18 Dec	353.70	103.4 ₹ 1,29,250	2.75 3437.50	-	4 5,000	200 2,50,000	200 2,50,000
17 Dec	362.40	112.1 ₹ 1,40,125	0 0.00	-	1 1,250	-1 -1,250	0 0
16 Dec	354.70	118.15 ₹ 1,47,687.5	-0.75 -937.50	-	19 23,750	-1 -1,250	0 0
15 Dec	370.60	107.8 ₹ 1,34,750	0.85 1062.50	-	6 7,500	-1 -1,250	200 2,50,000
12 Dec	377.10	104.5 ₹ 1,30,625	0.25 312.50	-	65 81,250	-8 -10,000	201 2,51,250
11 Dec	381.80	95 ₹ 1,18,750	9.3 11625.00	-	21 26,250	-1 -1,250	209 2,61,250
10 Dec	417.40	59.9 ₹ 74,875	-3.1 -3875.00	54.14	93 1,16,250	-24 -30,000	210 2,62,500
9 Dec	419.70	60.95 ₹ 76,187.5	2.1 2625.00	67.45	379 4,73,750	-242 -3,02,500	234 2,92,500
8 Dec	445.70	41.45 ₹ 51,812.5	1.9 2375.00	64.07	6,766 84,57,500	-1,228 -15,35,000	476 5,95,000
5 Dec	485.80	20.55 ₹ 25,687.5	-0.1 -125.00	59.79	20,292 2,53,65,000	1,690 21,12,500	1,704 21,30,000
4 Dec	450.70	39.2 ₹ 49,000	-3.55 -4437.50	59.54	52 65,000	9 11,250	14 17,500
3 Dec	449.90	41 ₹ 51,250	-6.8 -8500.00	60.81	34 42,500	-4 -5,000	5 6,250
2 Dec	437.60	48.65 ₹ 60,812.5	-9.95 -12437.50	59.09	55 68,750	8 10,000	9 11,250
1 Dec	436.70	58.6 ₹ 73,250	6.05 7562.50	81.32	1 1,250	1 1,250	1 1,250
28 Nov	426.10	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
27 Nov	413.10	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
26 Nov	408.20	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
25 Nov	397.90	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
24 Nov	403.40	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
21 Nov	414.20	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
20 Nov	403.00	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
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 475 expiring on 23DEC2025

Delta for 475 PE is -

Historical price for 475 PE is as follows

On 19 Dec NATURALGAS was trading at 356.90. The strike last trading price was 125.6, which was -0.25 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0

On 18 Dec NATURALGAS was trading at 353.70. The strike last trading price was 103.4, which was 2.75 higher than the previous day. The implied volatity was -, the open interest changed by 200 which increased total open position to 200

On 17 Dec NATURALGAS was trading at 362.40. The strike last trading price was 112.1, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 0

On 16 Dec NATURALGAS was trading at 354.70. The strike last trading price was 118.15, which was -0.75 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 0

On 15 Dec NATURALGAS was trading at 370.60. The strike last trading price was 107.8, which was 0.85 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 200

On 12 Dec NATURALGAS was trading at 377.10. The strike last trading price was 104.5, which was 0.25 higher than the previous day. The implied volatity was -, the open interest changed by -8 which decreased total open position to 201

On 11 Dec NATURALGAS was trading at 381.80. The strike last trading price was 95, which was 9.3 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 209

On 10 Dec NATURALGAS was trading at 417.40. The strike last trading price was 59.9, which was -3.1 lower than the previous day. The implied volatity was 54.14, the open interest changed by -24 which decreased total open position to 210

On 9 Dec NATURALGAS was trading at 419.70. The strike last trading price was 60.95, which was 2.1 higher than the previous day. The implied volatity was 67.45, the open interest changed by -242 which decreased total open position to 234

On 8 Dec NATURALGAS was trading at 445.70. The strike last trading price was 41.45, which was 1.9 higher than the previous day. The implied volatity was 64.07, the open interest changed by -1228 which decreased total open position to 476

On 5 Dec NATURALGAS was trading at 485.80. The strike last trading price was 20.55, which was -0.1 lower than the previous day. The implied volatity was 59.79, the open interest changed by 1690 which increased total open position to 1704

On 4 Dec NATURALGAS was trading at 450.70. The strike last trading price was 39.2, which was -3.55 lower than the previous day. The implied volatity was 59.54, the open interest changed by 9 which increased total open position to 14

On 3 Dec NATURALGAS was trading at 449.90. The strike last trading price was 41, which was -6.8 lower than the previous day. The implied volatity was 60.81, the open interest changed by -4 which decreased total open position to 5

On 2 Dec NATURALGAS was trading at 437.60. The strike last trading price was 48.65, which was -9.95 lower than the previous day. The implied volatity was 59.09, the open interest changed by 8 which increased total open position to 9

On 1 Dec NATURALGAS was trading at 436.70. The strike last trading price was 58.6, which was 6.05 higher than the previous day. The implied volatity was 81.32, the open interest changed by 1 which increased total open position to 1

On 28 Nov NATURALGAS was trading at 426.10. 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 27 Nov NATURALGAS was trading at 413.10. 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 26 Nov NATURALGAS was trading at 408.20. 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 25 Nov NATURALGAS was trading at 397.90. 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 24 Nov NATURALGAS was trading at 403.40. 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 21 Nov NATURALGAS was trading at 414.20. 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 20 Nov NATURALGAS was trading at 403.00. 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 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

Related Pages for NATURALGAS

NATURALGAS

360ONE

ABB

ABCAPITAL

ADANIENSOL

ADANIENT

ADANIGREEN

ADANIPORTS

ALKEM

AMBER

AMBUJACEM

ANGELONE

APLAPOLLO

APOLLOHOSP

ASHOKLEY

ASIANPAINT

ASTRAL

AUBANK

AUROPHARMA

AXISBANK

BAJAJ-AUTO

BAJAJFINSV

BAJFINANCE

BANDHANBNK

BANKBARODA

BANKEX

BANKINDIA

BANKNIFTY

BDL

BEL

BHARATFORG

BHARTIARTL

BHEL

BIOCON

BLUESTARCO

BOSCHLTD

BPCL

BRITANNIA

BSE

CAMS

CANBK

CDSL

CGPOWER

CHOLAFIN

CIPLA

COALINDIA

COFORGE

COLPAL

CONCOR

COPPER

CROMPTON

CRUDEOIL

CRUDEOILM

CUMMINSIND

CYIENT

DABUR

DALBHARAT

DELHIVERY

DIVISLAB

DIXON

DLF

DMART

DRREDDY

EICHERMOT

ETERNAL

EURINR

EURUSD

EXIDEIND

FEDERALBNK

FINNIFTY

FORTIS

GAIL

GBPINR

GBPUSD

GLENMARK

GMRAIRPORT

GODREJCP

GODREJPROP

GOLD