NATURALGAS
Natural Gas
Historical option data for NATURALGAS
22 Sep 2025 08:00 PM IST
| NATURALGAS 24OCT2025 340 CE | ||||||||||||||||
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Delta: 0.14
Vega: 0.18
Theta: -0.16
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 255.20 | 3 | -0.3 | 55.45 | 499 | 105 | 455 | |||||||||
| 21 Sept | 254.00 | 3.3 | 0 | 53.41 | 665 | 266 | 350 | |||||||||
| 18 Sept | 272.50 | 5.2 | -0.2 | 50.11 | 25 | -1 | 48 | |||||||||
| 14 Sept | 261.90 | 4.8 | 0.35 | 52.66 | 8 | 11 | 11 | |||||||||
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| 27 Aug | 253.00 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Natural Gas - strike price 340 expiring on 24OCT2025
Delta for 340 CE is 0.14
Historical price for 340 CE is as follows
On 22 Sept NATURALGAS was trading at 255.20. The strike last trading price was 3, which was -0.3 lower than the previous day. The implied volatity was 55.45, the open interest changed by 105 which increased total open position to 455
On 21 Sept NATURALGAS was trading at 254.00. The strike last trading price was 3.3, which was 0 lower than the previous day. The implied volatity was 53.41, the open interest changed by 266 which increased total open position to 350
On 18 Sept NATURALGAS was trading at 272.50. The strike last trading price was 5.2, which was -0.2 lower than the previous day. The implied volatity was 50.11, the open interest changed by -1 which decreased total open position to 48
On 14 Sept NATURALGAS was trading at 261.90. The strike last trading price was 4.8, which was 0.35 higher than the previous day. The implied volatity was 52.66, the open interest changed by 11 which increased total open position to 11
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
| NATURALGAS 24OCT2025 340 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 340 expiring on 24OCT2025
Delta for 340 PE is 0.00
Historical price for 340 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
