NATURALGAS
Natural Gas
Historical option data for NATURALGAS
22 Sep 2025 08:00 PM IST
| NATURALGAS 24OCT2025 245 CE | ||||||||||||||||
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 255.20 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 21 Sept | 254.00 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 18 Sept | 272.50 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 14 Sept | 261.90 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
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| 27 Aug | 253.00 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Natural Gas - strike price 245 expiring on 24OCT2025
Delta for 245 CE is 0.00
Historical price for 245 CE is as follows
On 22 Sept NATURALGAS was trading at 255.20. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 21 Sept NATURALGAS was trading at 254.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 18 Sept NATURALGAS was trading at 272.50. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 14 Sept NATURALGAS was trading at 261.90. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 27 Aug NATURALGAS was trading at 253.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
| NATURALGAS 24OCT2025 245 PE | |||||||
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Delta: -0.19
Vega: 0.22
Theta: -0.19
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 255.20 | 5.05 | 0.2 | 55.16 | 71 | 15 | 69 |
| 21 Sept | 254.00 | 4.4 | -0.45 | 51.45 | 110 | 43 | 54 |
| 18 Sept | 272.50 | 3.5 | -0.15 | 0.00 | 8 | 3 | 0 |
| 14 Sept | 261.90 | 4.05 | 0 | 47.85 | 1 | 1 | 1 |
| 27 Aug | 253.00 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Natural Gas - strike price 245 expiring on 24OCT2025
Delta for 245 PE is -0.19
Historical price for 245 PE is as follows
On 22 Sept NATURALGAS was trading at 255.20. The strike last trading price was 5.05, which was 0.2 higher than the previous day. The implied volatity was 55.16, the open interest changed by 15 which increased total open position to 69
On 21 Sept NATURALGAS was trading at 254.00. The strike last trading price was 4.4, which was -0.45 lower than the previous day. The implied volatity was 51.45, the open interest changed by 43 which increased total open position to 54
On 18 Sept NATURALGAS was trading at 272.50. The strike last trading price was 3.5, which was -0.15 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 14 Sept NATURALGAS was trading at 261.90. The strike last trading price was 4.05, which was 0 lower than the previous day. The implied volatity was 47.85, the open interest changed by 1 which increased total open position to 1
On 27 Aug NATURALGAS was trading at 253.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
