NATURALGAS
Natural Gas
Historical option data for NATURALGAS
22 Sep 2025 08:00 PM IST
| NATURALGAS 24OCT2025 320 CE | ||||||||||||||||
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Delta: 0.22
Vega: 0.25
Theta: -0.21
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 255.20 | 5.35 | -0.5 | 53.58 | 543 | 74 | 511 | |||||||||
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| 21 Sept | 254.00 | 6 | 0.15 | 52.18 | 815 | 58 | 437 | |||||||||
| 18 Sept | 272.50 | 9.65 | -0.1 | 50.18 | 132 | 24 | 395 | |||||||||
| 14 Sept | 261.90 | 8.15 | 0.65 | 51.64 | 188 | 0 | 210 | |||||||||
| 27 Aug | 253.00 | 11.4 | 1.7 | 53.66 | 48 | 33 | 100 | |||||||||
For Natural Gas - strike price 320 expiring on 24OCT2025
Delta for 320 CE is 0.22
Historical price for 320 CE is as follows
On 22 Sept NATURALGAS was trading at 255.20. The strike last trading price was 5.35, which was -0.5 lower than the previous day. The implied volatity was 53.58, the open interest changed by 74 which increased total open position to 511
On 21 Sept NATURALGAS was trading at 254.00. The strike last trading price was 6, which was 0.15 higher than the previous day. The implied volatity was 52.18, the open interest changed by 58 which increased total open position to 437
On 18 Sept NATURALGAS was trading at 272.50. The strike last trading price was 9.65, which was -0.1 lower than the previous day. The implied volatity was 50.18, the open interest changed by 24 which increased total open position to 395
On 14 Sept NATURALGAS was trading at 261.90. The strike last trading price was 8.15, which was 0.65 higher than the previous day. The implied volatity was 51.64, the open interest changed by 0 which decreased total open position to 210
On 27 Aug NATURALGAS was trading at 253.00. The strike last trading price was 11.4, which was 1.7 higher than the previous day. The implied volatity was 53.66, the open interest changed by 33 which increased total open position to 100
| NATURALGAS 24OCT2025 320 PE | |||||||
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Delta: -0.85
Vega: 0.19
Theta: -0.12
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 255.20 | 42.5 | 3.2 | 40.35 | 29 | 29 | 29 |
| 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 320 expiring on 24OCT2025
Delta for 320 PE is -0.85
Historical price for 320 PE is as follows
On 22 Sept NATURALGAS was trading at 255.20. The strike last trading price was 42.5, which was 3.2 higher than the previous day. The implied volatity was 40.35, the open interest changed by 29 which increased total open position to 29
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
