NATURALGAS
Natural Gas
Historical option data for NATURALGAS
22 Sep 2025 08:00 PM IST
| NATURALGAS 24OCT2025 270 CE | ||||||||||||||||
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Delta: 0.62
Vega: 0.32
Theta: -0.27
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 255.20 | 23.25 | -1.2 | 54.74 | 794 | 9 | 647 | |||||||||
| 21 Sept | 254.00 | 24.3 | -0.15 | 52.08 | 737 | 318 | 638 | |||||||||
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| 18 Sept | 272.50 | 34 | 0.1 | 51.76 | 51 | 12 | 76 | |||||||||
| 14 Sept | 261.90 | 27.8 | -0.15 | 51.20 | 4 | -1 | 0 | |||||||||
| 27 Aug | 253.00 | 28.55 | 1.8 | 48.39 | 8 | 8 | 10 | |||||||||
For Natural Gas - strike price 270 expiring on 24OCT2025
Delta for 270 CE is 0.62
Historical price for 270 CE is as follows
On 22 Sept NATURALGAS was trading at 255.20. The strike last trading price was 23.25, which was -1.2 lower than the previous day. The implied volatity was 54.74, the open interest changed by 9 which increased total open position to 647
On 21 Sept NATURALGAS was trading at 254.00. The strike last trading price was 24.3, which was -0.15 lower than the previous day. The implied volatity was 52.08, the open interest changed by 318 which increased total open position to 638
On 18 Sept NATURALGAS was trading at 272.50. The strike last trading price was 34, which was 0.1 higher than the previous day. The implied volatity was 51.76, the open interest changed by 12 which increased total open position to 76
On 14 Sept NATURALGAS was trading at 261.90. The strike last trading price was 27.8, which was -0.15 lower than the previous day. The implied volatity was 51.20, 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 28.55, which was 1.8 higher than the previous day. The implied volatity was 48.39, the open interest changed by 8 which increased total open position to 10
| NATURALGAS 24OCT2025 270 PE | |||||||
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Delta: -0.38
Vega: 0.32
Theta: -0.27
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 255.20 | 13.2 | 0.85 | 54.26 | 1,725 | 126 | 888 |
| 21 Sept | 254.00 | 12.15 | -0.2 | 51.01 | 1,479 | 200 | 762 |
| 18 Sept | 272.50 | 8.95 | 0.2 | 53.81 | 363 | 104 | 598 |
| 14 Sept | 261.90 | 11.75 | -0.5 | 48.81 | 167 | 17 | 111 |
| 27 Aug | 253.00 | 20 | 0 | 0.00 | 1 | 1 | 0 |
For Natural Gas - strike price 270 expiring on 24OCT2025
Delta for 270 PE is -0.38
Historical price for 270 PE is as follows
On 22 Sept NATURALGAS was trading at 255.20. The strike last trading price was 13.2, which was 0.85 higher than the previous day. The implied volatity was 54.26, the open interest changed by 126 which increased total open position to 888
On 21 Sept NATURALGAS was trading at 254.00. The strike last trading price was 12.15, which was -0.2 lower than the previous day. The implied volatity was 51.01, the open interest changed by 200 which increased total open position to 762
On 18 Sept NATURALGAS was trading at 272.50. The strike last trading price was 8.95, which was 0.2 higher than the previous day. The implied volatity was 53.81, the open interest changed by 104 which increased total open position to 598
On 14 Sept NATURALGAS was trading at 261.90. The strike last trading price was 11.75, which was -0.5 lower than the previous day. The implied volatity was 48.81, the open interest changed by 17 which increased total open position to 111
On 27 Aug NATURALGAS was trading at 253.00. The strike last trading price was 20, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
