NATURALGAS
Natural Gas
Historical option data for NATURALGAS
22 Sep 2025 08:00 PM IST
| NATURALGAS 24OCT2025 310 CE | ||||||||||||||||
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Delta: 0.29
Vega: 0.28
Theta: -0.23
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 22 Sept | 255.20 | 7.4 | -0.35 | 53.52 | 525 | 83 | 487 | |||||||||
| 21 Sept | 254.00 | 7.75 | 0 | 50.65 | 1,090 | -18 | 404 | |||||||||
| 18 Sept | 272.50 | 13.05 | 0.25 | 50.84 | 163 | 18 | 412 | |||||||||
| 14 Sept | 261.90 | 10.05 | -0.2 | 49.77 | 162 | -15 | 259 | |||||||||
| 27 Aug | 253.00 | 11.65 | 0.05 | 0.00 | 7 | 7 | 0 | |||||||||
For Natural Gas - strike price 310 expiring on 24OCT2025
Delta for 310 CE is 0.29
Historical price for 310 CE is as follows
On 22 Sept NATURALGAS was trading at 255.20. The strike last trading price was 7.4, which was -0.35 lower than the previous day. The implied volatity was 53.52, the open interest changed by 83 which increased total open position to 487
On 21 Sept NATURALGAS was trading at 254.00. The strike last trading price was 7.75, which was 0 lower than the previous day. The implied volatity was 50.65, the open interest changed by -18 which decreased total open position to 404
On 18 Sept NATURALGAS was trading at 272.50. The strike last trading price was 13.05, which was 0.25 higher than the previous day. The implied volatity was 50.84, the open interest changed by 18 which increased total open position to 412
On 14 Sept NATURALGAS was trading at 261.90. The strike last trading price was 10.05, which was -0.2 lower than the previous day. The implied volatity was 49.77, the open interest changed by -15 which decreased total open position to 259
On 27 Aug NATURALGAS was trading at 253.00. The strike last trading price was 11.65, which was 0.05 higher than the previous day. The implied volatity was 0.00, the open interest changed by 7 which increased total open position to 0
| NATURALGAS 24OCT2025 310 PE | |||||||
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Delta: -0.77
Vega: 0.25
Theta: -0.17
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 255.20 | 34.7 | -1.3 | 43.19 | 16 | 6 | 150 |
| 21 Sept | 254.00 | 36.7 | 0.7 | 53.10 | 163 | 76 | 144 |
| 18 Sept | 272.50 | 26.5 | 0.75 | 48.23 | 10 | 10 | 59 |
| 14 Sept | 261.90 | 31.2 | 0.15 | 0.00 | 3 | 3 | 0 |
| 27 Aug | 253.00 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Natural Gas - strike price 310 expiring on 24OCT2025
Delta for 310 PE is -0.77
Historical price for 310 PE is as follows
On 22 Sept NATURALGAS was trading at 255.20. The strike last trading price was 34.7, which was -1.3 lower than the previous day. The implied volatity was 43.19, the open interest changed by 6 which increased total open position to 150
On 21 Sept NATURALGAS was trading at 254.00. The strike last trading price was 36.7, which was 0.7 higher than the previous day. The implied volatity was 53.10, the open interest changed by 76 which increased total open position to 144
On 18 Sept NATURALGAS was trading at 272.50. The strike last trading price was 26.5, which was 0.75 higher than the previous day. The implied volatity was 48.23, the open interest changed by 10 which increased total open position to 59
On 14 Sept NATURALGAS was trading at 261.90. The strike last trading price was 31.2, which was 0.15 higher than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased 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
