NATURALGAS
Natural Gas
Historical option data for NATURALGAS
22 Sep 2025 08:00 PM IST
| NATURALGAS 24OCT2025 290 CE | ||||||||||||||||
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Delta: 0.44
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 | 13.6 | -0.35 | 53.82 | 1,480 | 71 | 803 | |||||||||
| 21 Sept | 254.00 | 13.8 | -0.15 | 49.73 | 1,494 | 409 | 732 | |||||||||
| 18 Sept | 272.50 | 21.8 | 0.3 | 51.11 | 112 | 20 | 260 | |||||||||
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| 14 Sept | 261.90 | 16.6 | -0.2 | 48.50 | 204 | 51 | 95 | |||||||||
| 27 Aug | 253.00 | 21 | 3.25 | 53.17 | 1 | 1 | 0 | |||||||||
For Natural Gas - strike price 290 expiring on 24OCT2025
Delta for 290 CE is 0.44
Historical price for 290 CE is as follows
On 22 Sept NATURALGAS was trading at 255.20. The strike last trading price was 13.6, which was -0.35 lower than the previous day. The implied volatity was 53.82, the open interest changed by 71 which increased total open position to 803
On 21 Sept NATURALGAS was trading at 254.00. The strike last trading price was 13.8, which was -0.15 lower than the previous day. The implied volatity was 49.73, the open interest changed by 409 which increased total open position to 732
On 18 Sept NATURALGAS was trading at 272.50. The strike last trading price was 21.8, which was 0.3 higher than the previous day. The implied volatity was 51.11, the open interest changed by 20 which increased total open position to 260
On 14 Sept NATURALGAS was trading at 261.90. The strike last trading price was 16.6, which was -0.2 lower than the previous day. The implied volatity was 48.50, the open interest changed by 51 which increased total open position to 95
On 27 Aug NATURALGAS was trading at 253.00. The strike last trading price was 21, which was 3.25 higher than the previous day. The implied volatity was 53.17, the open interest changed by 1 which increased total open position to 0
| NATURALGAS 24OCT2025 290 PE | |||||||
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Delta: -0.56
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 | 23.5 | 1.7 | 53.21 | 747 | 100 | 434 |
| 21 Sept | 254.00 | 21.7 | -0.1 | 48.86 | 315 | 31 | 334 |
| 18 Sept | 272.50 | 16.25 | 0.55 | 51.24 | 248 | 69 | 289 |
| 14 Sept | 261.90 | 22.15 | 1.1 | 50.44 | 36 | 12 | 52 |
| 27 Aug | 253.00 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Natural Gas - strike price 290 expiring on 24OCT2025
Delta for 290 PE is -0.56
Historical price for 290 PE is as follows
On 22 Sept NATURALGAS was trading at 255.20. The strike last trading price was 23.5, which was 1.7 higher than the previous day. The implied volatity was 53.21, the open interest changed by 100 which increased total open position to 434
On 21 Sept NATURALGAS was trading at 254.00. The strike last trading price was 21.7, which was -0.1 lower than the previous day. The implied volatity was 48.86, the open interest changed by 31 which increased total open position to 334
On 18 Sept NATURALGAS was trading at 272.50. The strike last trading price was 16.25, which was 0.55 higher than the previous day. The implied volatity was 51.24, the open interest changed by 69 which increased total open position to 289
On 14 Sept NATURALGAS was trading at 261.90. The strike last trading price was 22.15, which was 1.1 higher than the previous day. The implied volatity was 50.44, the open interest changed by 12 which increased total open position to 52
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
