NATURALGAS
Natural Gas
Historical option data for NATURALGAS
22 Sep 2025 08:00 PM IST
| NATURALGAS 24OCT2025 265 CE | ||||||||||||||||
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Delta: 0.66
Vega: 0.31
Theta: -0.27
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 22 Sept | 255.20 | 26.9 | -2.1 | 57.23 | 10 | 2 | 7 | |||||||||
| 21 Sept | 254.00 | 28.7 | -0.3 | 56.59 | 6 | 2 | 5 | |||||||||
| 18 Sept | 272.50 | 34.9 | 3.75 | 0.00 | 5 | 1 | 0 | |||||||||
| 14 Sept | 261.90 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 27 Aug | 253.00 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Natural Gas - strike price 265 expiring on 24OCT2025
Delta for 265 CE is 0.66
Historical price for 265 CE is as follows
On 22 Sept NATURALGAS was trading at 255.20. The strike last trading price was 26.9, which was -2.1 lower than the previous day. The implied volatity was 57.23, the open interest changed by 2 which increased total open position to 7
On 21 Sept NATURALGAS was trading at 254.00. The strike last trading price was 28.7, which was -0.3 lower than the previous day. The implied volatity was 56.59, the open interest changed by 2 which increased total open position to 5
On 18 Sept NATURALGAS was trading at 272.50. The strike last trading price was 34.9, which was 3.75 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 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 265 PE | |||||||
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Delta: -0.34
Vega: 0.30
Theta: -0.26
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 255.20 | 11.15 | 0.7 | 54.44 | 426 | 19 | 81 |
| 21 Sept | 254.00 | 10.3 | -0.15 | 51.51 | 245 | 28 | 62 |
| 18 Sept | 272.50 | 7.1 | -0.25 | 52.52 | 11 | 2 | 27 |
| 14 Sept | 261.90 | 11 | 1.1 | 52.22 | 27 | 3 | 8 |
| 27 Aug | 253.00 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Natural Gas - strike price 265 expiring on 24OCT2025
Delta for 265 PE is -0.34
Historical price for 265 PE is as follows
On 22 Sept NATURALGAS was trading at 255.20. The strike last trading price was 11.15, which was 0.7 higher than the previous day. The implied volatity was 54.44, the open interest changed by 19 which increased total open position to 81
On 21 Sept NATURALGAS was trading at 254.00. The strike last trading price was 10.3, which was -0.15 lower than the previous day. The implied volatity was 51.51, the open interest changed by 28 which increased total open position to 62
On 18 Sept NATURALGAS was trading at 272.50. The strike last trading price was 7.1, which was -0.25 lower than the previous day. The implied volatity was 52.52, the open interest changed by 2 which increased total open position to 27
On 14 Sept NATURALGAS was trading at 261.90. The strike last trading price was 11, which was 1.1 higher than the previous day. The implied volatity was 52.22, the open interest changed by 3 which increased total open position to 8
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
