NATURALGAS
Natural Gas
Historical option data for NATURALGAS
22 Sep 2025 08:00 PM IST
| NATURALGAS 24OCT2025 350 CE | ||||||||||||||||
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Delta: 0.11
Vega: 0.15
Theta: -0.13
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 255.20 | 2.2 | -0.15 | 56.14 | 874 | 54 | 1,047 | |||||||||
| 21 Sept | 254.00 | 2.35 | 0 | 53.51 | 1,427 | 165 | 993 | |||||||||
| 18 Sept | 272.50 | 3.7 | 0 | 49.95 | 263 | 96 | 859 | |||||||||
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| 14 Sept | 261.90 | 3.5 | 0.15 | 52.43 | 120 | -4 | 371 | |||||||||
| 27 Aug | 253.00 | 5.95 | 1.2 | 54.35 | 241 | 39 | 165 | |||||||||
For Natural Gas - strike price 350 expiring on 24OCT2025
Delta for 350 CE is 0.11
Historical price for 350 CE is as follows
On 22 Sept NATURALGAS was trading at 255.20. The strike last trading price was 2.2, which was -0.15 lower than the previous day. The implied volatity was 56.14, the open interest changed by 54 which increased total open position to 1047
On 21 Sept NATURALGAS was trading at 254.00. The strike last trading price was 2.35, which was 0 lower than the previous day. The implied volatity was 53.51, the open interest changed by 165 which increased total open position to 993
On 18 Sept NATURALGAS was trading at 272.50. The strike last trading price was 3.7, which was 0 lower than the previous day. The implied volatity was 49.95, the open interest changed by 96 which increased total open position to 859
On 14 Sept NATURALGAS was trading at 261.90. The strike last trading price was 3.5, which was 0.15 higher than the previous day. The implied volatity was 52.43, the open interest changed by -4 which decreased total open position to 371
On 27 Aug NATURALGAS was trading at 253.00. The strike last trading price was 5.95, which was 1.2 higher than the previous day. The implied volatity was 54.35, the open interest changed by 39 which increased total open position to 165
| NATURALGAS 24OCT2025 350 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 350 expiring on 24OCT2025
Delta for 350 PE is 0.00
Historical price for 350 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
