NATURALGAS
Natural Gas
Historical option data for NATURALGAS
22 Sep 2025 08:00 PM IST
| NATURALGAS 24OCT2025 280 CE | ||||||||||||||||
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Delta: 0.53
Vega: 0.33
Theta: -0.27
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 255.20 | 17.8 | -0.8 | 53.71 | 3,401 | 375 | 1,150 | |||||||||
| 21 Sept | 254.00 | 18.3 | -0.3 | 50.00 | 1,867 | 525 | 775 | |||||||||
| 18 Sept | 272.50 | 27.1 | -0.25 | 50.30 | 70 | 19 | 253 | |||||||||
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| 14 Sept | 261.90 | 21.5 | -1.2 | 49.06 | 75 | 45 | 61 | |||||||||
| 27 Aug | 253.00 | 25 | 2.7 | 52.14 | 5 | 4 | 7 | |||||||||
For Natural Gas - strike price 280 expiring on 24OCT2025
Delta for 280 CE is 0.53
Historical price for 280 CE is as follows
On 22 Sept NATURALGAS was trading at 255.20. The strike last trading price was 17.8, which was -0.8 lower than the previous day. The implied volatity was 53.71, the open interest changed by 375 which increased total open position to 1150
On 21 Sept NATURALGAS was trading at 254.00. The strike last trading price was 18.3, which was -0.3 lower than the previous day. The implied volatity was 50.00, the open interest changed by 525 which increased total open position to 775
On 18 Sept NATURALGAS was trading at 272.50. The strike last trading price was 27.1, which was -0.25 lower than the previous day. The implied volatity was 50.30, the open interest changed by 19 which increased total open position to 253
On 14 Sept NATURALGAS was trading at 261.90. The strike last trading price was 21.5, which was -1.2 lower than the previous day. The implied volatity was 49.06, the open interest changed by 45 which increased total open position to 61
On 27 Aug NATURALGAS was trading at 253.00. The strike last trading price was 25, which was 2.7 higher than the previous day. The implied volatity was 52.14, the open interest changed by 4 which increased total open position to 7
| NATURALGAS 24OCT2025 280 PE | |||||||
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Delta: -0.47
Vega: 0.33
Theta: -0.27
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 255.20 | 17.7 | 1.15 | 53.10 | 2,620 | 304 | 1,013 |
| 21 Sept | 254.00 | 16.35 | -0.2 | 49.57 | 1,412 | 368 | 709 |
| 18 Sept | 272.50 | 12 | 0.15 | 51.76 | 297 | -2 | 379 |
| 14 Sept | 261.90 | 15.75 | -0.6 | 47.61 | 79 | 4 | 109 |
| 27 Aug | 253.00 | 20.3 | -1.95 | 48.78 | 7 | 7 | 7 |
For Natural Gas - strike price 280 expiring on 24OCT2025
Delta for 280 PE is -0.47
Historical price for 280 PE is as follows
On 22 Sept NATURALGAS was trading at 255.20. The strike last trading price was 17.7, which was 1.15 higher than the previous day. The implied volatity was 53.10, the open interest changed by 304 which increased total open position to 1013
On 21 Sept NATURALGAS was trading at 254.00. The strike last trading price was 16.35, which was -0.2 lower than the previous day. The implied volatity was 49.57, the open interest changed by 368 which increased total open position to 709
On 18 Sept NATURALGAS was trading at 272.50. The strike last trading price was 12, which was 0.15 higher than the previous day. The implied volatity was 51.76, the open interest changed by -2 which decreased total open position to 379
On 14 Sept NATURALGAS was trading at 261.90. The strike last trading price was 15.75, which was -0.6 lower than the previous day. The implied volatity was 47.61, the open interest changed by 4 which increased total open position to 109
On 27 Aug NATURALGAS was trading at 253.00. The strike last trading price was 20.3, which was -1.95 lower than the previous day. The implied volatity was 48.78, the open interest changed by 7 which increased total open position to 7
