NATURALGAS
Natural Gas
Historical option data for NATURALGAS
22 Sep 2025 08:00 PM IST
| NATURALGAS 24OCT2025 295 CE | ||||||||||||||||
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Delta: 0.40
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 | 11.75 | -0.5 | 53.69 | 276 | -20 | 139 | |||||||||
| 21 Sept | 254.00 | 12 | -0.25 | 49.95 | 313 | 41 | 159 | |||||||||
| 18 Sept | 272.50 | 19.45 | 0.4 | 51.43 | 58 | 10 | 66 | |||||||||
| 14 Sept | 261.90 | 14.3 | -0.15 | 47.81 | 18 | 14 | 22 | |||||||||
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| 27 Aug | 253.00 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Natural Gas - strike price 295 expiring on 24OCT2025
Delta for 295 CE is 0.40
Historical price for 295 CE is as follows
On 22 Sept NATURALGAS was trading at 255.20. The strike last trading price was 11.75, which was -0.5 lower than the previous day. The implied volatity was 53.69, the open interest changed by -20 which decreased total open position to 139
On 21 Sept NATURALGAS was trading at 254.00. The strike last trading price was 12, which was -0.25 lower than the previous day. The implied volatity was 49.95, the open interest changed by 41 which increased total open position to 159
On 18 Sept NATURALGAS was trading at 272.50. The strike last trading price was 19.45, which was 0.4 higher than the previous day. The implied volatity was 51.43, the open interest changed by 10 which increased total open position to 66
On 14 Sept NATURALGAS was trading at 261.90. The strike last trading price was 14.3, which was -0.15 lower than the previous day. The implied volatity was 47.81, the open interest changed by 14 which increased total open position to 22
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 295 PE | |||||||
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Delta: -0.61
Vega: 0.32
Theta: -0.25
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 255.20 | 26 | 1.15 | 51.05 | 8 | 2 | 33 |
| 21 Sept | 254.00 | 25.25 | 0.4 | 50.10 | 14 | 4 | 31 |
| 18 Sept | 272.50 | 18.8 | 1.55 | 51.29 | 14 | 2 | 19 |
| 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 295 expiring on 24OCT2025
Delta for 295 PE is -0.61
Historical price for 295 PE is as follows
On 22 Sept NATURALGAS was trading at 255.20. The strike last trading price was 26, which was 1.15 higher than the previous day. The implied volatity was 51.05, the open interest changed by 2 which increased total open position to 33
On 21 Sept NATURALGAS was trading at 254.00. The strike last trading price was 25.25, which was 0.4 higher than the previous day. The implied volatity was 50.10, the open interest changed by 4 which increased total open position to 31
On 18 Sept NATURALGAS was trading at 272.50. The strike last trading price was 18.8, which was 1.55 higher than the previous day. The implied volatity was 51.29, the open interest changed by 2 which increased total open position to 19
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
