NATURALGAS
Natural Gas
Historical option data for NATURALGAS
22 Sep 2025 08:00 PM IST
| NATURALGAS 24OCT2025 355 CE | ||||||||||||||||
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Delta: 0.10
Vega: 0.15
Theta: -0.14
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 255.20 | 2.3 | -1.25 | 59.27 | 2 | 1 | 29 | |||||||||
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| 21 Sept | 254.00 | 2 | -1.55 | 53.73 | 7 | 28 | 28 | |||||||||
| 18 Sept | 272.50 | 3.65 | 0 | 0.00 | 8 | 27 | 0 | |||||||||
| 14 Sept | 261.90 | 3.95 | -0.4 | 0.00 | 2 | 30 | 0 | |||||||||
| 27 Aug | 253.00 | 4.9 | 2.9 | 53.00 | 118 | 35 | 35 | |||||||||
For Natural Gas - strike price 355 expiring on 24OCT2025
Delta for 355 CE is 0.10
Historical price for 355 CE is as follows
On 22 Sept NATURALGAS was trading at 255.20. The strike last trading price was 2.3, which was -1.25 lower than the previous day. The implied volatity was 59.27, the open interest changed by 1 which increased total open position to 29
On 21 Sept NATURALGAS was trading at 254.00. The strike last trading price was 2, which was -1.55 lower than the previous day. The implied volatity was 53.73, the open interest changed by 28 which increased total open position to 28
On 18 Sept NATURALGAS was trading at 272.50. The strike last trading price was 3.65, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 27 which increased total open position to 0
On 14 Sept NATURALGAS was trading at 261.90. The strike last trading price was 3.95, which was -0.4 lower than the previous day. The implied volatity was 0.00, the open interest changed by 30 which increased total open position to 0
On 27 Aug NATURALGAS was trading at 253.00. The strike last trading price was 4.9, which was 2.9 higher than the previous day. The implied volatity was 53.00, the open interest changed by 35 which increased total open position to 35
| NATURALGAS 24OCT2025 355 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 355 expiring on 24OCT2025
Delta for 355 PE is 0.00
Historical price for 355 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
