NATURALGAS
Natural Gas
Historical option data for NATURALGAS
26 Oct 2025 01:38 AM IST
| NATURALGAS 20-NOV-2025 350 CE | ||||||||||||||||
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Delta: 0.51
Vega: 0.38
Theta: -0.42
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 26 Oct | 282.70 | 21.65 | 0.25 | 61.25 | 10,503 | 2,108 | 3,918 | |||||||||
| 25 Oct | 282.70 | 21.65 | 0.25 | 61.25 | 10,503 | 2,108 | 3,918 | |||||||||
| 18 Oct | 282.70 | 13.4 | -0.05 | 54.97 | 768 | 25 | 526 | |||||||||
| 15 Oct | 282.70 | 14.6 | 0.15 | 54.43 | 215 | 50 | 324 | |||||||||
| 14 Oct | 282.70 | 14.7 | -2.25 | 55.58 | 128 | 25 | 299 | |||||||||
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| 28 Sept | 282.70 | 22 | 0.6 | 50.78 | 19 | 1 | 58 | |||||||||
| 18 Sept | 272.50 | 27.2 | 6.75 | 48.79 | 1 | 2 | 2 | |||||||||
For Natural Gas - strike price 350 expiring on 20NOV2025
Delta for 350 CE is 0.51
Historical price for 350 CE is as follows
On 26 Oct NATURALGAS was trading at 282.70. The strike last trading price was 21.65, which was 0.25 higher than the previous day. The implied volatity was 61.25, the open interest changed by 2108 which increased total open position to 3918
On 25 Oct NATURALGAS was trading at 282.70. The strike last trading price was 21.65, which was 0.25 higher than the previous day. The implied volatity was 61.25, the open interest changed by 2108 which increased total open position to 3918
On 18 Oct NATURALGAS was trading at 282.70. The strike last trading price was 13.4, which was -0.05 lower than the previous day. The implied volatity was 54.97, the open interest changed by 25 which increased total open position to 526
On 15 Oct NATURALGAS was trading at 282.70. The strike last trading price was 14.6, which was 0.15 higher than the previous day. The implied volatity was 54.43, the open interest changed by 50 which increased total open position to 324
On 14 Oct NATURALGAS was trading at 282.70. The strike last trading price was 14.7, which was -2.25 lower than the previous day. The implied volatity was 55.58, the open interest changed by 25 which increased total open position to 299
On 28 Sept NATURALGAS was trading at 282.70. The strike last trading price was 22, which was 0.6 higher than the previous day. The implied volatity was 50.78, the open interest changed by 1 which increased total open position to 58
On 18 Sept NATURALGAS was trading at 272.50. The strike last trading price was 27.2, which was 6.75 higher than the previous day. The implied volatity was 48.79, the open interest changed by 2 which increased total open position to 2
| NATURALGAS 20NOV2025 350 PE | |||||||
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Delta: -0.49
Vega: 0.38
Theta: -0.42
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 26 Oct | 282.70 | 24.85 | -0.8 | 61.25 | 8,804 | 632 | 1,634 |
| 25 Oct | 282.70 | 24.85 | -0.8 | 61.25 | 8,804 | 632 | 1,634 |
| 18 Oct | 282.70 | 34.5 | -0.05 | 52.62 | 75 | 15 | 169 |
| 15 Oct | 282.70 | 34.95 | 0.4 | 53.57 | 21 | 1 | 149 |
| 14 Oct | 282.70 | 34.4 | 1.7 | 50.35 | 14 | -1 | 147 |
| 28 Sept | 282.70 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 18 Sept | 272.50 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Natural Gas - strike price 350 expiring on 20NOV2025
Delta for 350 PE is -0.49
Historical price for 350 PE is as follows
On 26 Oct NATURALGAS was trading at 282.70. The strike last trading price was 24.85, which was -0.8 lower than the previous day. The implied volatity was 61.25, the open interest changed by 632 which increased total open position to 1634
On 25 Oct NATURALGAS was trading at 282.70. The strike last trading price was 24.85, which was -0.8 lower than the previous day. The implied volatity was 61.25, the open interest changed by 632 which increased total open position to 1634
On 18 Oct NATURALGAS was trading at 282.70. The strike last trading price was 34.5, which was -0.05 lower than the previous day. The implied volatity was 52.62, the open interest changed by 15 which increased total open position to 169
On 15 Oct NATURALGAS was trading at 282.70. The strike last trading price was 34.95, which was 0.4 higher than the previous day. The implied volatity was 53.57, the open interest changed by 1 which increased total open position to 149
On 14 Oct NATURALGAS was trading at 282.70. The strike last trading price was 34.4, which was 1.7 higher than the previous day. The implied volatity was 50.35, the open interest changed by -1 which decreased total open position to 147
On 28 Sept NATURALGAS was trading at 282.70. 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
