NATURALGAS
Natural Gas
Historical option data for NATURALGAS
22 Sep 2025 08:00 PM IST
| NATURALGAS 24OCT2025 250 CE | ||||||||||||||||
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Delta: 0.78
Vega: 0.25
Theta: -0.22
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 255.20 | 36.5 | -1.4 | 56.24 | 139 | 44 | 123 | |||||||||
| 21 Sept | 254.00 | 38.1 | 0.2 | 54.40 | 107 | 58 | 79 | |||||||||
| 18 Sept | 272.50 | 48.5 | -3.8 | 48.48 | 4 | 3 | 18 | |||||||||
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| 14 Sept | 261.90 | 43 | 2 | 57.58 | 8 | -1 | 0 | |||||||||
| 27 Aug | 253.00 | 39 | 1 | 41.63 | 4 | 3 | 6 | |||||||||
For Natural Gas - strike price 250 expiring on 24OCT2025
Delta for 250 CE is 0.78
Historical price for 250 CE is as follows
On 22 Sept NATURALGAS was trading at 255.20. The strike last trading price was 36.5, which was -1.4 lower than the previous day. The implied volatity was 56.24, the open interest changed by 44 which increased total open position to 123
On 21 Sept NATURALGAS was trading at 254.00. The strike last trading price was 38.1, which was 0.2 higher than the previous day. The implied volatity was 54.40, the open interest changed by 58 which increased total open position to 79
On 18 Sept NATURALGAS was trading at 272.50. The strike last trading price was 48.5, which was -3.8 lower than the previous day. The implied volatity was 48.48, the open interest changed by 3 which increased total open position to 18
On 14 Sept NATURALGAS was trading at 261.90. The strike last trading price was 43, which was 2 higher than the previous day. The implied volatity was 57.58, the open interest changed by -1 which decreased total open position to 0
On 27 Aug NATURALGAS was trading at 253.00. The strike last trading price was 39, which was 1 higher than the previous day. The implied volatity was 41.63, the open interest changed by 3 which increased total open position to 6
| NATURALGAS 24OCT2025 250 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.22
Vega: 0.25
Theta: -0.21
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 255.20 | 6.4 | 0.35 | 55.44 | 2,187 | 343 | 1,237 |
| 21 Sept | 254.00 | 5.95 | -0.1 | 53.01 | 1,839 | 338 | 894 |
| 18 Sept | 272.50 | 4 | -0.25 | 53.97 | 128 | 25 | 445 |
| 14 Sept | 261.90 | 6.05 | 0.15 | 51.33 | 167 | 37 | 167 |
| 27 Aug | 253.00 | 9 | 0.2 | 51.15 | 5 | 10 | 10 |
For Natural Gas - strike price 250 expiring on 24OCT2025
Delta for 250 PE is -0.22
Historical price for 250 PE is as follows
On 22 Sept NATURALGAS was trading at 255.20. The strike last trading price was 6.4, which was 0.35 higher than the previous day. The implied volatity was 55.44, the open interest changed by 343 which increased total open position to 1237
On 21 Sept NATURALGAS was trading at 254.00. The strike last trading price was 5.95, which was -0.1 lower than the previous day. The implied volatity was 53.01, the open interest changed by 338 which increased total open position to 894
On 18 Sept NATURALGAS was trading at 272.50. The strike last trading price was 4, which was -0.25 lower than the previous day. The implied volatity was 53.97, the open interest changed by 25 which increased total open position to 445
On 14 Sept NATURALGAS was trading at 261.90. The strike last trading price was 6.05, which was 0.15 higher than the previous day. The implied volatity was 51.33, the open interest changed by 37 which increased total open position to 167
On 27 Aug NATURALGAS was trading at 253.00. The strike last trading price was 9, which was 0.2 higher than the previous day. The implied volatity was 51.15, the open interest changed by 10 which increased total open position to 10
