NATURALGAS

Natural Gas

356.9 +0.70 (0.20%)

L: 345.9 H: 359

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Historical option data for NATURALGAS
21 Dec 2025 11:59 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 22-JAN-2026 340 CE
Delta: 0.49 Vega: 0.40 Theta: -0.41 Gamma: 0.01
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
21 Dec	356.90	24.4 ₹ 30,500	-0.1 -125.00	69.76	1,616 20,20,000	152 1,90,000	809 10,11,250
20 Dec	356.90	24.4 ₹ 30,500	-0.1 -125.00	69.76	1,616 20,20,000	152 1,90,000	809 10,11,250
14 Dec	377.10	36.65 ₹ 45,812.5	-0.1 -125.00	66.20	24 30,000	23 28,750	23 28,750
13 Dec	377.10	36.65 ₹ 45,812.5	-0.1 -125.00	66.20	24 30,000	23 28,750	23 28,750
7 Dec	485.80	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
5 Dec	485.80	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
30 Nov	426.40	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
29 Nov	426.40	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
26 Nov	416.60	0 ₹ 0	0 0.00	-	0 0	0 0	0 0

23 Nov	416.60	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
22 Nov	416.60	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
12 Nov	384.40	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
30 Oct	348.80	0 ₹ 0	0 0.00	-	0 0	0 0	0 0

For Natural Gas - strike price 340 expiring on 22JAN2026

Delta for 340 CE is 0.49

Historical price for 340 CE is as follows

On 21 Dec NATURALGAS was trading at 356.90. The strike last trading price was 24.4, which was -0.1 lower than the previous day. The implied volatity was 69.76, the open interest changed by 152 which increased total open position to 809

On 20 Dec NATURALGAS was trading at 356.90. The strike last trading price was 24.4, which was -0.1 lower than the previous day. The implied volatity was 69.76, the open interest changed by 152 which increased total open position to 809

On 14 Dec NATURALGAS was trading at 377.10. The strike last trading price was 36.65, which was -0.1 lower than the previous day. The implied volatity was 66.20, the open interest changed by 23 which increased total open position to 23

On 13 Dec NATURALGAS was trading at 377.10. The strike last trading price was 36.65, which was -0.1 lower than the previous day. The implied volatity was 66.20, the open interest changed by 23 which increased total open position to 23

On 7 Dec NATURALGAS was trading at 485.80. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 5 Dec NATURALGAS was trading at 485.80. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 30 Nov NATURALGAS was trading at 426.40. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 29 Nov NATURALGAS was trading at 426.40. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 26 Nov NATURALGAS was trading at 416.60. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 23 Nov NATURALGAS was trading at 416.60. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 22 Nov NATURALGAS was trading at 416.60. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 12 Nov NATURALGAS was trading at 384.40. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 30 Oct NATURALGAS was trading at 348.80. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

NATURALGAS 22JAN2026 340 PE
Delta: -0.51 Vega: 0.40 Theta: -0.41 Gamma: 0.01
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
21 Dec	356.90	33.05 ₹ 41,312.5	0.8 1000.00	69.63	904 11,30,000	57 71,250	803 10,03,750
20 Dec	356.90	33.05 ₹ 41,312.5	0.8 1000.00	69.63	904 11,30,000	57 71,250	803 10,03,750
14 Dec	377.10	25.9 ₹ 32,375	-0.6 -750.00	67.63	266 3,32,500	125 1,56,250	401 5,01,250
13 Dec	377.10	25.9 ₹ 32,375	-0.6 -750.00	67.63	266 3,32,500	125 1,56,250	401 5,01,250
7 Dec	485.80	5.6 ₹ 7,000	0.3 375.00	64.65	416 5,20,000	16 20,000	72 90,000
5 Dec	485.80	5.6 ₹ 7,000	0.3 375.00	64.64	416 5,20,000	16 20,000	72 90,000
30 Nov	426.40	13.3 ₹ 16,625	-1.1 -1375.00	57.61	12 15,000	9 11,250	10 12,500
29 Nov	426.40	13.3 ₹ 16,625	-1.1 -1375.00	57.61	12 15,000	9 11,250	10 12,500
26 Nov	416.60	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
23 Nov	416.60	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
22 Nov	416.60	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
12 Nov	384.40	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
30 Oct	348.80	0 ₹ 0	0 0.00	-	0 0	0 0	0 0

For Natural Gas - strike price 340 expiring on 22JAN2026

Delta for 340 PE is -0.51

Historical price for 340 PE is as follows

On 21 Dec NATURALGAS was trading at 356.90. The strike last trading price was 33.05, which was 0.8 higher than the previous day. The implied volatity was 69.63, the open interest changed by 57 which increased total open position to 803

On 20 Dec NATURALGAS was trading at 356.90. The strike last trading price was 33.05, which was 0.8 higher than the previous day. The implied volatity was 69.63, the open interest changed by 57 which increased total open position to 803

On 14 Dec NATURALGAS was trading at 377.10. The strike last trading price was 25.9, which was -0.6 lower than the previous day. The implied volatity was 67.63, the open interest changed by 125 which increased total open position to 401

On 13 Dec NATURALGAS was trading at 377.10. The strike last trading price was 25.9, which was -0.6 lower than the previous day. The implied volatity was 67.63, the open interest changed by 125 which increased total open position to 401

On 7 Dec NATURALGAS was trading at 485.80. The strike last trading price was 5.6, which was 0.3 higher than the previous day. The implied volatity was 64.65, the open interest changed by 16 which increased total open position to 72

On 5 Dec NATURALGAS was trading at 485.80. The strike last trading price was 5.6, which was 0.3 higher than the previous day. The implied volatity was 64.64, the open interest changed by 16 which increased total open position to 72

On 30 Nov NATURALGAS was trading at 426.40. The strike last trading price was 13.3, which was -1.1 lower than the previous day. The implied volatity was 57.61, the open interest changed by 9 which increased total open position to 10

On 29 Nov NATURALGAS was trading at 426.40. The strike last trading price was 13.3, which was -1.1 lower than the previous day. The implied volatity was 57.61, the open interest changed by 9 which increased total open position to 10

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