NATURALGAS

Natural Gas

282.7 -0.70 (-0.25%)

L: 278 H: 288.9

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Historical option data for NATURALGAS
25 Oct 2025 03:50 PM IST

Strike Price

Expiry

Ltp Ltp OI Open Interest (OI) OI Chg Change Open Interest Volume Volume IV IV

Call
Put

Per Lot

NATURALGAS 20-NOV-2025 320 CE
Delta: 0.72 Vega: 0.32 Theta: -0.36 Gamma: 0.01
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
25 Oct	282.70	37.8 ₹ 47,250	1.05 1312.50	60.22	331 4,13,750	-59 -73,750	245 3,06,250
18 Oct	282.70	25.6 ₹ 32,000	0 0.00	54.05	485 6,06,250	129 1,61,250	217 2,71,250

15 Oct	282.70	28.1 ₹ 35,125	-0.6 -750.00	56.06	3 3,750	2 2,500	12 15,000
14 Oct	282.70	29.85 ₹ 37,312.5	0 0.00	61.78	1 1,250	4 5,000	0 0
28 Sept	282.70	39.5 ₹ 49,375	0 0.00	56.76	2 2,500	5 6,250	0 0
22 Sept	255.20	32.6 ₹ 40,750	2.65 3312.50	45.69	1 1,250	1 1,250	1 1,250
14 Sept	261.90	0 ₹ 0	0 0.00	0.00	0 0	0 0	0 0

For Natural Gas - strike price 320 expiring on 20NOV2025

Delta for 320 CE is 0.72

Historical price for 320 CE is as follows

On 25 Oct NATURALGAS was trading at 282.70. The strike last trading price was 37.8, which was 1.05 higher than the previous day. The implied volatity was 60.22, the open interest changed by -59 which decreased total open position to 245

On 18 Oct NATURALGAS was trading at 282.70. The strike last trading price was 25.6, which was 0 lower than the previous day. The implied volatity was 54.05, the open interest changed by 129 which increased total open position to 217

On 15 Oct NATURALGAS was trading at 282.70. The strike last trading price was 28.1, which was -0.6 lower than the previous day. The implied volatity was 56.06, the open interest changed by 2 which increased total open position to 12

On 14 Oct NATURALGAS was trading at 282.70. The strike last trading price was 29.85, which was 0 lower than the previous day. The implied volatity was 61.78, the open interest changed by 4 which increased total open position to 0

On 28 Sept NATURALGAS was trading at 282.70. The strike last trading price was 39.5, which was 0 lower than the previous day. The implied volatity was 56.76, the open interest changed by 5 which increased total open position to 0

On 22 Sept NATURALGAS was trading at 255.20. The strike last trading price was 32.6, which was 2.65 higher than the previous day. The implied volatity was 45.69, the open interest changed by 1 which increased total open position to 1

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

NATURALGAS 20NOV2025 320 PE
Delta: -0.28 Vega: 0.32 Theta: -0.35 Gamma: 0.01
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
25 Oct	282.70	10.9 ₹ 13,625	-0.55 -687.50	59.91	5,009 62,61,250	358 4,47,500	1,554 19,42,500
18 Oct	282.70	16.5 ₹ 20,625	-0.05 -62.50	51.23	406 5,07,500	81 1,01,250	249 3,11,250
15 Oct	282.70	18 ₹ 22,500	-0.3 -375.00	54.10	57 71,250	1 1,250	69 86,250
14 Oct	282.70	17.7 ₹ 22,125	0.75 937.50	52.11	44 55,000	-2 -2,500	66 82,500
28 Sept	282.70	18.7 ₹ 23,375	-0.5 -625.00	0.00	2 2,500	1 1,250	0 0
22 Sept	255.20	0 ₹ 0	0 0.00	0.00	0 0	0 0	0 0
14 Sept	261.90	0 ₹ 0	0 0.00	0.00	0 0	0 0	0 0

For Natural Gas - strike price 320 expiring on 20NOV2025

Delta for 320 PE is -0.28

Historical price for 320 PE is as follows

On 25 Oct NATURALGAS was trading at 282.70. The strike last trading price was 10.9, which was -0.55 lower than the previous day. The implied volatity was 59.91, the open interest changed by 358 which increased total open position to 1554

On 18 Oct NATURALGAS was trading at 282.70. The strike last trading price was 16.5, which was -0.05 lower than the previous day. The implied volatity was 51.23, the open interest changed by 81 which increased total open position to 249

On 15 Oct NATURALGAS was trading at 282.70. The strike last trading price was 18, which was -0.3 lower than the previous day. The implied volatity was 54.10, the open interest changed by 1 which increased total open position to 69

On 14 Oct NATURALGAS was trading at 282.70. The strike last trading price was 17.7, which was 0.75 higher than the previous day. The implied volatity was 52.11, the open interest changed by -2 which decreased total open position to 66

On 28 Sept NATURALGAS was trading at 282.70. The strike last trading price was 18.7, which was -0.5 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0

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

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