NATURALGAS
Natural Gas
Historical option data for NATURALGAS
22 Sep 2025 08:00 PM IST
| NATURALGAS 24OCT2025 260 CE | ||||||||||||||||
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Delta: 0.70
Vega: 0.29
Theta: -0.25
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 255.20 | 29.7 | -1.15 | 56.29 | 531 | 104 | 200 | |||||||||
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| 21 Sept | 254.00 | 30.55 | -0.3 | 52.33 | 314 | 41 | 96 | |||||||||
| 18 Sept | 272.50 | 39.9 | -2.95 | 0.00 | 9 | 6 | 0 | |||||||||
| 14 Sept | 261.90 | 32.95 | -1.5 | 47.53 | 4 | 2 | 0 | |||||||||
| 27 Aug | 253.00 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Natural Gas - strike price 260 expiring on 24OCT2025
Delta for 260 CE is 0.70
Historical price for 260 CE is as follows
On 22 Sept NATURALGAS was trading at 255.20. The strike last trading price was 29.7, which was -1.15 lower than the previous day. The implied volatity was 56.29, the open interest changed by 104 which increased total open position to 200
On 21 Sept NATURALGAS was trading at 254.00. The strike last trading price was 30.55, which was -0.3 lower than the previous day. The implied volatity was 52.33, the open interest changed by 41 which increased total open position to 96
On 18 Sept NATURALGAS was trading at 272.50. The strike last trading price was 39.9, which was -2.95 lower than the previous day. The implied volatity was 0.00, the open interest changed by 6 which increased total open position to 0
On 14 Sept NATURALGAS was trading at 261.90. The strike last trading price was 32.95, which was -1.5 lower than the previous day. The implied volatity was 47.53, the open interest changed by 2 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 260 PE | |||||||
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Delta: -0.30
Vega: 0.29
Theta: -0.24
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 255.20 | 9.35 | 0.7 | 54.73 | 2,586 | 304 | 886 |
| 21 Sept | 254.00 | 8.65 | 0 | 51.99 | 2,309 | -76 | 582 |
| 18 Sept | 272.50 | 6.25 | 0.05 | 54.24 | 164 | -43 | 515 |
| 14 Sept | 261.90 | 8.7 | 0.1 | 50.54 | 350 | 21 | 249 |
| 27 Aug | 253.00 | 11 | -1.45 | 47.56 | 10 | 10 | 10 |
For Natural Gas - strike price 260 expiring on 24OCT2025
Delta for 260 PE is -0.30
Historical price for 260 PE is as follows
On 22 Sept NATURALGAS was trading at 255.20. The strike last trading price was 9.35, which was 0.7 higher than the previous day. The implied volatity was 54.73, the open interest changed by 304 which increased total open position to 886
On 21 Sept NATURALGAS was trading at 254.00. The strike last trading price was 8.65, which was 0 lower than the previous day. The implied volatity was 51.99, the open interest changed by -76 which decreased total open position to 582
On 18 Sept NATURALGAS was trading at 272.50. The strike last trading price was 6.25, which was 0.05 higher than the previous day. The implied volatity was 54.24, the open interest changed by -43 which decreased total open position to 515
On 14 Sept NATURALGAS was trading at 261.90. The strike last trading price was 8.7, which was 0.1 higher than the previous day. The implied volatity was 50.54, the open interest changed by 21 which increased total open position to 249
On 27 Aug NATURALGAS was trading at 253.00. The strike last trading price was 11, which was -1.45 lower than the previous day. The implied volatity was 47.56, the open interest changed by 10 which increased total open position to 10
