NATURALGAS
Natural Gas
Historical option data for NATURALGAS
22 Sep 2025 08:00 PM IST
| NATURALGAS 24OCT2025 305 CE | ||||||||||||||||
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Delta: 0.33
Vega: 0.30
Theta: -0.25
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 22 Sept | 255.20 | 8.85 | -0.3 | 54.05 | 158 | -34 | 38 | |||||||||
| 21 Sept | 254.00 | 9 | -0.15 | 50.44 | 230 | 60 | 72 | |||||||||
| 18 Sept | 272.50 | 15 | -0.85 | 0.00 | 65 | -29 | 0 | |||||||||
| 14 Sept | 261.90 | 12.95 | 1.6 | 53.57 | 3 | 1 | 1 | |||||||||
| 27 Aug | 253.00 | 15 | 5.9 | 52.08 | 2 | 2 | 2 | |||||||||
For Natural Gas - strike price 305 expiring on 24OCT2025
Delta for 305 CE is 0.33
Historical price for 305 CE is as follows
On 22 Sept NATURALGAS was trading at 255.20. The strike last trading price was 8.85, which was -0.3 lower than the previous day. The implied volatity was 54.05, the open interest changed by -34 which decreased total open position to 38
On 21 Sept NATURALGAS was trading at 254.00. The strike last trading price was 9, which was -0.15 lower than the previous day. The implied volatity was 50.44, the open interest changed by 60 which increased total open position to 72
On 18 Sept NATURALGAS was trading at 272.50. The strike last trading price was 15, which was -0.85 lower than the previous day. The implied volatity was 0.00, the open interest changed by -29 which decreased total open position to 0
On 14 Sept NATURALGAS was trading at 261.90. The strike last trading price was 12.95, which was 1.6 higher than the previous day. The implied volatity was 53.57, the open interest changed by 1 which increased total open position to 1
On 27 Aug NATURALGAS was trading at 253.00. The strike last trading price was 15, which was 5.9 higher than the previous day. The implied volatity was 52.08, the open interest changed by 2 which increased total open position to 2
| NATURALGAS 24OCT2025 305 PE | |||||||
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 255.20 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 21 Sept | 254.00 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 18 Sept | 272.50 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 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 305 expiring on 24OCT2025
Delta for 305 PE is 0.00
Historical price for 305 PE is as follows
On 22 Sept NATURALGAS was trading at 255.20. 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 21 Sept NATURALGAS was trading at 254.00. 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
On 18 Sept NATURALGAS was trading at 272.50. 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 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
