NATURALGAS
Natural Gas
Historical option data for NATURALGAS
22 Sep 2025 08:00 PM IST
| NATURALGAS 24OCT2025 255 CE | ||||||||||||||||
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Delta: 0.74
Vega: 0.27
Theta: -0.23
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 255.20 | 32.55 | -2.9 | 54.61 | 77 | 27 | 31 | |||||||||
| 21 Sept | 254.00 | 34.5 | -0.95 | 54.29 | 5 | 4 | 4 | |||||||||
| 18 Sept | 272.50 | 88 | 23.9 | 0.00 | 2 | 1 | 0 | |||||||||
| 14 Sept | 261.90 | 88 | 23.9 | 0.00 | 2 | 1 | 0 | |||||||||
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| 27 Aug | 253.00 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Natural Gas - strike price 255 expiring on 24OCT2025
Delta for 255 CE is 0.74
Historical price for 255 CE is as follows
On 22 Sept NATURALGAS was trading at 255.20. The strike last trading price was 32.55, which was -2.9 lower than the previous day. The implied volatity was 54.61, the open interest changed by 27 which increased total open position to 31
On 21 Sept NATURALGAS was trading at 254.00. The strike last trading price was 34.5, which was -0.95 lower than the previous day. The implied volatity was 54.29, the open interest changed by 4 which increased total open position to 4
On 18 Sept NATURALGAS was trading at 272.50. The strike last trading price was 88, which was 23.9 higher than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 14 Sept NATURALGAS was trading at 261.90. The strike last trading price was 88, which was 23.9 higher than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased 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 255 PE | |||||||
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Delta: -0.26
Vega: 0.27
Theta: -0.23
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 255.20 | 7.75 | 0.4 | 54.99 | 1,068 | 142 | 258 |
| 21 Sept | 254.00 | 7.45 | 0.1 | 53.39 | 374 | 70 | 116 |
| 18 Sept | 272.50 | 4.9 | -0.1 | 53.52 | 2 | 1 | 38 |
| 14 Sept | 261.90 | 8.35 | 0 | 54.48 | 4 | 5 | 5 |
| 27 Aug | 253.00 | 14.65 | 0.05 | 0.00 | 2 | 2 | 0 |
For Natural Gas - strike price 255 expiring on 24OCT2025
Delta for 255 PE is -0.26
Historical price for 255 PE is as follows
On 22 Sept NATURALGAS was trading at 255.20. The strike last trading price was 7.75, which was 0.4 higher than the previous day. The implied volatity was 54.99, the open interest changed by 142 which increased total open position to 258
On 21 Sept NATURALGAS was trading at 254.00. The strike last trading price was 7.45, which was 0.1 higher than the previous day. The implied volatity was 53.39, the open interest changed by 70 which increased total open position to 116
On 18 Sept NATURALGAS was trading at 272.50. The strike last trading price was 4.9, which was -0.1 lower than the previous day. The implied volatity was 53.52, the open interest changed by 1 which increased total open position to 38
On 14 Sept NATURALGAS was trading at 261.90. The strike last trading price was 8.35, which was 0 lower than the previous day. The implied volatity was 54.48, the open interest changed by 5 which increased total open position to 5
On 27 Aug NATURALGAS was trading at 253.00. The strike last trading price was 14.65, which was 0.05 higher than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
