NATURALGAS
Natural Gas
Historical option data for NATURALGAS
22 Sep 2025 08:00 PM IST
| NATURALGAS 24OCT2025 285 CE | ||||||||||||||||
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Delta: 0.49
Vega: 0.33
Theta: -0.28
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 22 Sept | 255.20 | 15.6 | -0.6 | 53.78 | 1,414 | 203 | 404 | |||||||||
| 21 Sept | 254.00 | 16.15 | -0.05 | 50.47 | 734 | 122 | 201 | |||||||||
| 18 Sept | 272.50 | 25.2 | 1.2 | 53.13 | 30 | -23 | 28 | |||||||||
| 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 285 expiring on 24OCT2025
Delta for 285 CE is 0.49
Historical price for 285 CE is as follows
On 22 Sept NATURALGAS was trading at 255.20. The strike last trading price was 15.6, which was -0.6 lower than the previous day. The implied volatity was 53.78, the open interest changed by 203 which increased total open position to 404
On 21 Sept NATURALGAS was trading at 254.00. The strike last trading price was 16.15, which was -0.05 lower than the previous day. The implied volatity was 50.47, the open interest changed by 122 which increased total open position to 201
On 18 Sept NATURALGAS was trading at 272.50. The strike last trading price was 25.2, which was 1.2 higher than the previous day. The implied volatity was 53.13, the open interest changed by -23 which decreased total open position to 28
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 285 PE | |||||||
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Delta: -0.51
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 | 20.55 | 1.3 | 53.33 | 675 | 147 | 269 |
| 21 Sept | 254.00 | 19.15 | -0.1 | 49.90 | 322 | 56 | 122 |
| 18 Sept | 272.50 | 13.9 | 0.3 | 51.16 | 38 | 18 | 43 |
| 14 Sept | 261.90 | 16 | 0 | 0.00 | 5 | 6 | 0 |
| 27 Aug | 253.00 | 25.85 | 0 | 0.00 | 1 | 1 | 0 |
For Natural Gas - strike price 285 expiring on 24OCT2025
Delta for 285 PE is -0.51
Historical price for 285 PE is as follows
On 22 Sept NATURALGAS was trading at 255.20. The strike last trading price was 20.55, which was 1.3 higher than the previous day. The implied volatity was 53.33, the open interest changed by 147 which increased total open position to 269
On 21 Sept NATURALGAS was trading at 254.00. The strike last trading price was 19.15, which was -0.1 lower than the previous day. The implied volatity was 49.90, the open interest changed by 56 which increased total open position to 122
On 18 Sept NATURALGAS was trading at 272.50. The strike last trading price was 13.9, which was 0.3 higher than the previous day. The implied volatity was 51.16, the open interest changed by 18 which increased total open position to 43
On 14 Sept NATURALGAS was trading at 261.90. The strike last trading price was 16, which was 0 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 27 Aug NATURALGAS was trading at 253.00. The strike last trading price was 25.85, 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
