NATURALGAS
Natural Gas
Historical option data for NATURALGAS
22 Sep 2025 08:00 PM IST
| NATURALGAS 24OCT2025 300 CE | ||||||||||||||||
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Delta: 0.36
Vega: 0.31
Theta: -0.26
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 255.20 | 10 | -0.55 | 53.25 | 1,423 | 142 | 1,559 | |||||||||
| 21 Sept | 254.00 | 10.5 | -0.05 | 50.47 | 2,173 | 369 | 1,417 | |||||||||
| 18 Sept | 272.50 | 17.05 | 0.2 | 51.05 | 377 | 41 | 821 | |||||||||
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| 14 Sept | 261.90 | 12.9 | 0 | 48.96 | 511 | 9 | 457 | |||||||||
| 27 Aug | 253.00 | 17.3 | 2.35 | 53.46 | 20 | 11 | 97 | |||||||||
For Natural Gas - strike price 300 expiring on 24OCT2025
Delta for 300 CE is 0.36
Historical price for 300 CE is as follows
On 22 Sept NATURALGAS was trading at 255.20. The strike last trading price was 10, which was -0.55 lower than the previous day. The implied volatity was 53.25, the open interest changed by 142 which increased total open position to 1559
On 21 Sept NATURALGAS was trading at 254.00. The strike last trading price was 10.5, which was -0.05 lower than the previous day. The implied volatity was 50.47, the open interest changed by 369 which increased total open position to 1417
On 18 Sept NATURALGAS was trading at 272.50. The strike last trading price was 17.05, which was 0.2 higher than the previous day. The implied volatity was 51.05, the open interest changed by 41 which increased total open position to 821
On 14 Sept NATURALGAS was trading at 261.90. The strike last trading price was 12.9, which was 0 lower than the previous day. The implied volatity was 48.96, the open interest changed by 9 which increased total open position to 457
On 27 Aug NATURALGAS was trading at 253.00. The strike last trading price was 17.3, which was 2.35 higher than the previous day. The implied volatity was 53.46, the open interest changed by 11 which increased total open position to 97
| NATURALGAS 24OCT2025 300 PE | |||||||
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Delta: -0.64
Vega: 0.31
Theta: -0.25
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 255.20 | 30 | 1.55 | 52.93 | 254 | 71 | 762 |
| 21 Sept | 254.00 | 28.3 | -0.15 | 49.27 | 555 | 111 | 691 |
| 18 Sept | 272.50 | 21.25 | 0.3 | 50.92 | 198 | 44 | 536 |
| 14 Sept | 261.90 | 27.95 | 0.35 | 49.62 | 51 | 7 | 174 |
| 27 Aug | 253.00 | 30 | -4.2 | 0.00 | 8 | 4 | 0 |
For Natural Gas - strike price 300 expiring on 24OCT2025
Delta for 300 PE is -0.64
Historical price for 300 PE is as follows
On 22 Sept NATURALGAS was trading at 255.20. The strike last trading price was 30, which was 1.55 higher than the previous day. The implied volatity was 52.93, the open interest changed by 71 which increased total open position to 762
On 21 Sept NATURALGAS was trading at 254.00. The strike last trading price was 28.3, which was -0.15 lower than the previous day. The implied volatity was 49.27, the open interest changed by 111 which increased total open position to 691
On 18 Sept NATURALGAS was trading at 272.50. The strike last trading price was 21.25, which was 0.3 higher than the previous day. The implied volatity was 50.92, the open interest changed by 44 which increased total open position to 536
On 14 Sept NATURALGAS was trading at 261.90. The strike last trading price was 27.95, which was 0.35 higher than the previous day. The implied volatity was 49.62, the open interest changed by 7 which increased total open position to 174
On 27 Aug NATURALGAS was trading at 253.00. The strike last trading price was 30, which was -4.2 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
