[--[65.84.65.76]--]

Back to Option Chain


Historical option data for NATURALGAS

26 May 2026 11:58 PM IST
NATURALGAS 23-Jun-2026 (27d) 290 CE
Delta: 0.55
Vega: 0.32
Theta: -0.28
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
26 May 279.70 17.25 0.05 (0.29%) 49.97 22,595 -527 3,512
25 May 277.40 17.05 -0.35 (-2.01%) 49 38,221 2,039 2,990
22 May 276.90 16.7 -0.45 (-2.62%) 47.06 7,392 1,788 2,046
21 May 289.80 25.55 -0.15 (-0.58%) 50.07 1,091 109 258
20 May 291.30 28.7 0.15 (0.53%) 51.59 259 7 149
19 May 300.30 35.3 0.1 (0.28%) 47.17 337 -75 142
18 May 292.90 30 0.45 (1.52%) 50.57 383 103 217
15 May 283.90 24.55 -0.3 (-1.21%) 48.84 150 16 114
14 May 276.90 23.3 -0.35 (-1.48%) 50.33 182 6 98
13 May 275.40 23.2 1.3 (5.94%) 52.46 135 18 92
12 May 272.00 20.9 0.3 (1.46%) 47.87 65 39 74
11 May 278.00 24.6 0.85 (3.58%) 47.43 15 0 35
8 May 260.50 18 -2.35 (-11.55%) 48.94 3 2 35
7 May 263.00 22.45 0 (0.00%) 56.86 1 33 33
6 May 258.60 24.1 0.25 (1.05%) - 4 1 32
5 May 267.00 24.1 0.25 (1.05%) 49.45 4 1 32
4 May 274.50 28.35 0.35 (1.25%) 47.23 6 5 31
3 May 264.10 23.7 -1 (-4.05%) 50 19 -5 26
2 May 264.10 23.7 -1 (-4.05%) 50 19 -5 26
1 May 264.10 23.7 -1 (-4.05%) 49.99 19 -5 26
30 Apr 263.60 21.4 0.45 (2.15%) 46.84 36 17 31
29 Apr 252.20 16.95 -0.8 (-4.51%) 47.15 17 5 14
28 Apr 257.30 20 -1.1 (-5.21%) 47.93 5 0 9
27 Apr 242.80 23.35 1.05 (4.71%) 52.12 10 9 9
24 Apr 239.20 0 0 (0.00%) - 0 0 0
23 Apr 243.80 0 0 (0.00%) - 0 0 0
22 Apr 255.40 - - - 0 0 0
21 Apr 252.10 - - - 0 0 0
20 Apr 251.70 - - - 0 0 0
17 Apr 250.60 - - - 0 0 0
16 Apr 246.80 - - - 0 0 0
15 Apr 245.10 - - - 0 0 0
14 Apr 243.20 - - - 0 0 0
13 Apr 247.60 - - - 0 0 0
10 Apr 248.70 - - - 0 0 0
9 Apr 250.20 - - - 0 0 0
8 Apr 254.40 - - - 0 0 0
7 Apr 269.70 - - - 0 0 0
6 Apr 265.80 - - - 0 0 0
2 Apr 263.80 - - - 0 0 0
1 Apr 265.70 - - - 0 0 0
31 Mar 274.70 - - - 0 0 0
30 Mar 274.70 - - - 0 0 0
27 Mar 291.10 - - - 0 0 0


For Natural Gas - strike price 290 expiring on 23JUN2026

Delta for 290 CE is 0.55

Historical price for 290 CE is as follows

On 26 May NATURALGAS was trading at 279.70. The strike last trading price was 17.25, which was 0.05 higher than the previous day. The implied volatity was 49.97, the open interest changed by -527 which decreased total open position to 3512


On 25 May NATURALGAS was trading at 277.40. The strike last trading price was 17.05, which was -0.35 lower than the previous day. The implied volatity was 49, the open interest changed by 2039 which increased total open position to 2990


On 22 May NATURALGAS was trading at 276.90. The strike last trading price was 16.7, which was -0.45 lower than the previous day. The implied volatity was 47.06, the open interest changed by 1788 which increased total open position to 2046


On 21 May NATURALGAS was trading at 289.80. The strike last trading price was 25.55, which was -0.15 lower than the previous day. The implied volatity was 50.07, the open interest changed by 109 which increased total open position to 258


On 20 May NATURALGAS was trading at 291.30. The strike last trading price was 28.7, which was 0.15 higher than the previous day. The implied volatity was 51.59, the open interest changed by 7 which increased total open position to 149


On 19 May NATURALGAS was trading at 300.30. The strike last trading price was 35.3, which was 0.1 higher than the previous day. The implied volatity was 47.17, the open interest changed by -75 which decreased total open position to 142


On 18 May NATURALGAS was trading at 292.90. The strike last trading price was 30, which was 0.45 higher than the previous day. The implied volatity was 50.57, the open interest changed by 103 which increased total open position to 217


On 15 May NATURALGAS was trading at 283.90. The strike last trading price was 24.55, which was -0.3 lower than the previous day. The implied volatity was 48.84, the open interest changed by 16 which increased total open position to 114


On 14 May NATURALGAS was trading at 276.90. The strike last trading price was 23.3, which was -0.35 lower than the previous day. The implied volatity was 50.33, the open interest changed by 6 which increased total open position to 98


On 13 May NATURALGAS was trading at 275.40. The strike last trading price was 23.2, which was 1.3 higher than the previous day. The implied volatity was 52.46, the open interest changed by 18 which increased total open position to 92


On 12 May NATURALGAS was trading at 272.00. The strike last trading price was 20.9, which was 0.3 higher than the previous day. The implied volatity was 47.87, the open interest changed by 39 which increased total open position to 74


On 11 May NATURALGAS was trading at 278.00. The strike last trading price was 24.6, which was 0.85 higher than the previous day. The implied volatity was 47.43, the open interest changed by 0 which decreased total open position to 35


On 8 May NATURALGAS was trading at 260.50. The strike last trading price was 18, which was -2.35 lower than the previous day. The implied volatity was 48.94, the open interest changed by 2 which increased total open position to 35


On 7 May NATURALGAS was trading at 263.00. The strike last trading price was 22.45, which was 0 lower than the previous day. The implied volatity was 56.86, the open interest changed by 33 which increased total open position to 33


On 6 May NATURALGAS was trading at 258.60. The strike last trading price was 24.1, which was 0.25 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 32


On 5 May NATURALGAS was trading at 267.00. The strike last trading price was 24.1, which was 0.25 higher than the previous day. The implied volatity was 49.45, the open interest changed by 1 which increased total open position to 32


On 4 May NATURALGAS was trading at 274.50. The strike last trading price was 28.35, which was 0.35 higher than the previous day. The implied volatity was 47.23, the open interest changed by 5 which increased total open position to 31


On 3 May NATURALGAS was trading at 264.10. The strike last trading price was 23.7, which was -1 lower than the previous day. The implied volatity was 50, the open interest changed by -5 which decreased total open position to 26


On 2 May NATURALGAS was trading at 264.10. The strike last trading price was 23.7, which was -1 lower than the previous day. The implied volatity was 50, the open interest changed by -5 which decreased total open position to 26


On 1 May NATURALGAS was trading at 264.10. The strike last trading price was 23.7, which was -1 lower than the previous day. The implied volatity was 49.99, the open interest changed by -5 which decreased total open position to 26


On 30 Apr NATURALGAS was trading at 263.60. The strike last trading price was 21.4, which was 0.45 higher than the previous day. The implied volatity was 46.84, the open interest changed by 17 which increased total open position to 31


On 29 Apr NATURALGAS was trading at 252.20. The strike last trading price was 16.95, which was -0.8 lower than the previous day. The implied volatity was 47.15, the open interest changed by 5 which increased total open position to 14


On 28 Apr NATURALGAS was trading at 257.30. The strike last trading price was 20, which was -1.1 lower than the previous day. The implied volatity was 47.93, the open interest changed by 0 which decreased total open position to 9


On 27 Apr NATURALGAS was trading at 242.80. The strike last trading price was 23.35, which was 1.05 higher than the previous day. The implied volatity was 52.12, the open interest changed by 9 which increased total open position to 9


On 24 Apr NATURALGAS was trading at 239.20. 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 Apr NATURALGAS was trading at 243.80. 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 22 Apr NATURALGAS was trading at 255.40. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 21 Apr NATURALGAS was trading at 252.10. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 20 Apr NATURALGAS was trading at 251.70. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 17 Apr NATURALGAS was trading at 250.60. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 16 Apr NATURALGAS was trading at 246.80. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 15 Apr NATURALGAS was trading at 245.10. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 14 Apr NATURALGAS was trading at 243.20. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 13 Apr NATURALGAS was trading at 247.60. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 10 Apr NATURALGAS was trading at 248.70. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 9 Apr NATURALGAS was trading at 250.20. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 8 Apr NATURALGAS was trading at 254.40. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 7 Apr NATURALGAS was trading at 269.70. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 6 Apr NATURALGAS was trading at 265.80. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 2 Apr NATURALGAS was trading at 263.80. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 1 Apr NATURALGAS was trading at 265.70. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 31 Mar NATURALGAS was trading at 274.70. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 30 Mar NATURALGAS was trading at 274.70. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 27 Mar NATURALGAS was trading at 291.10. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


NATURALGAS 23-Jun-2026 (27d) 290 PE
Delta: -0.45
Vega: 0.32
Theta: -0.28
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
26 May 279.70 15 0 (0.00%) 49.82 37,622 -2,631 4,404
25 May 277.40 14.75 -1.15 (-7.23%) 47.78 44,476 5,092 3,698
22 May 276.90 16.1 0 (0.00%) 48.23 10,527 1,411 2,360
21 May 289.80 11.85 0.05 (0.42%) 50.07 5,887 94 949
20 May 291.30 11.4 0.1 (0.88%) 51.59 2,994 23 855
19 May 300.30 8 -0.25 (-3.03%) 50.06 1,967 375 832
18 May 292.90 10.9 0 (0.00%) 50.28 1,705 302 457
15 May 283.90 14.45 0.15 (1.05%) 49.9 329 110 155
14 May 276.90 16.15 0 (0.00%) 50.2 76 25 45
13 May 275.40 17.7 0.1 (0.57%) 51.43 28 9 20
12 May 272.00 18.6 1.15 (6.59%) 51.68 15 11 11
11 May 278.00 15.6 -1.8 (-10.34%) 49.96 5 1 5
8 May 260.50 20.9 0.1 (0.48%) - 5 1 5
7 May 263.00 20.9 0.1 (0.48%) 47.77 5 1 5
6 May 258.60 21.9 0 (0.00%) 47.55 2 4 4
5 May 267.00 16 -0.5 (-3.03%) - 2 -2 2
4 May 274.50 16 -0.5 (-3.03%) 50.66 2 -2 2
3 May 264.10 20 0 (0.00%) 48.42 3 2 4
2 May 264.10 20 0 (0.00%) 48.42 3 2 4
1 May 264.10 20 0 (0.00%) 48.41 3 2 4
30 Apr 263.60 24.5 -1.2 (-4.67%) 56.07 2 2 2
29 Apr 252.20 24.5 -0.7 (-2.78%) - 2 2 2
28 Apr 257.30 24.5 -0.7 (-2.78%) 50.61 2 2 2
27 Apr 242.80 0 0 (0.00%) - 0 0 0
24 Apr 239.20 0 0 (0.00%) - 0 0 0
23 Apr 243.80 0 0 (0.00%) - 0 0 0
22 Apr 255.40 - - - 0 0 0
21 Apr 252.10 - - - 0 0 0
20 Apr 251.70 - - - 0 0 0
17 Apr 250.60 - - - 0 0 0
16 Apr 246.80 - - - 0 0 0
15 Apr 245.10 - - - 0 0 0
14 Apr 243.20 - - - 0 0 0
13 Apr 247.60 - - - 0 0 0
10 Apr 248.70 - - - 0 0 0
9 Apr 250.20 - - - 0 0 0
8 Apr 254.40 - - - 0 0 0
7 Apr 269.70 - - - 0 0 0
6 Apr 265.80 - - - 0 0 0
2 Apr 263.80 - - - 0 0 0
1 Apr 265.70 - - - 0 0 0
31 Mar 274.70 - - - 0 0 0
30 Mar 274.70 - - - 0 0 0
27 Mar 291.10 - - - 0 0 0


For Natural Gas - strike price 290 expiring on 23JUN2026

Delta for 290 PE is -0.45

Historical price for 290 PE is as follows

On 26 May NATURALGAS was trading at 279.70. The strike last trading price was 15, which was 0 lower than the previous day. The implied volatity was 49.82, the open interest changed by -2631 which decreased total open position to 4404


On 25 May NATURALGAS was trading at 277.40. The strike last trading price was 14.75, which was -1.15 lower than the previous day. The implied volatity was 47.78, the open interest changed by 5092 which increased total open position to 3698


On 22 May NATURALGAS was trading at 276.90. The strike last trading price was 16.1, which was 0 lower than the previous day. The implied volatity was 48.23, the open interest changed by 1411 which increased total open position to 2360


On 21 May NATURALGAS was trading at 289.80. The strike last trading price was 11.85, which was 0.05 higher than the previous day. The implied volatity was 50.07, the open interest changed by 94 which increased total open position to 949


On 20 May NATURALGAS was trading at 291.30. The strike last trading price was 11.4, which was 0.1 higher than the previous day. The implied volatity was 51.59, the open interest changed by 23 which increased total open position to 855


On 19 May NATURALGAS was trading at 300.30. The strike last trading price was 8, which was -0.25 lower than the previous day. The implied volatity was 50.06, the open interest changed by 375 which increased total open position to 832


On 18 May NATURALGAS was trading at 292.90. The strike last trading price was 10.9, which was 0 lower than the previous day. The implied volatity was 50.28, the open interest changed by 302 which increased total open position to 457


On 15 May NATURALGAS was trading at 283.90. The strike last trading price was 14.45, which was 0.15 higher than the previous day. The implied volatity was 49.9, the open interest changed by 110 which increased total open position to 155


On 14 May NATURALGAS was trading at 276.90. The strike last trading price was 16.15, which was 0 lower than the previous day. The implied volatity was 50.2, the open interest changed by 25 which increased total open position to 45


On 13 May NATURALGAS was trading at 275.40. The strike last trading price was 17.7, which was 0.1 higher than the previous day. The implied volatity was 51.43, the open interest changed by 9 which increased total open position to 20


On 12 May NATURALGAS was trading at 272.00. The strike last trading price was 18.6, which was 1.15 higher than the previous day. The implied volatity was 51.68, the open interest changed by 11 which increased total open position to 11


On 11 May NATURALGAS was trading at 278.00. The strike last trading price was 15.6, which was -1.8 lower than the previous day. The implied volatity was 49.96, the open interest changed by 1 which increased total open position to 5


On 8 May NATURALGAS was trading at 260.50. The strike last trading price was 20.9, which was 0.1 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 5


On 7 May NATURALGAS was trading at 263.00. The strike last trading price was 20.9, which was 0.1 higher than the previous day. The implied volatity was 47.77, the open interest changed by 1 which increased total open position to 5


On 6 May NATURALGAS was trading at 258.60. The strike last trading price was 21.9, which was 0 lower than the previous day. The implied volatity was 47.55, the open interest changed by 4 which increased total open position to 4


On 5 May NATURALGAS was trading at 267.00. The strike last trading price was 16, which was -0.5 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 2


On 4 May NATURALGAS was trading at 274.50. The strike last trading price was 16, which was -0.5 lower than the previous day. The implied volatity was 50.66, the open interest changed by -2 which decreased total open position to 2


On 3 May NATURALGAS was trading at 264.10. The strike last trading price was 20, which was 0 lower than the previous day. The implied volatity was 48.42, the open interest changed by 2 which increased total open position to 4


On 2 May NATURALGAS was trading at 264.10. The strike last trading price was 20, which was 0 lower than the previous day. The implied volatity was 48.42, the open interest changed by 2 which increased total open position to 4


On 1 May NATURALGAS was trading at 264.10. The strike last trading price was 20, which was 0 lower than the previous day. The implied volatity was 48.41, the open interest changed by 2 which increased total open position to 4


On 30 Apr NATURALGAS was trading at 263.60. The strike last trading price was 24.5, which was -1.2 lower than the previous day. The implied volatity was 56.07, the open interest changed by 2 which increased total open position to 2


On 29 Apr NATURALGAS was trading at 252.20. The strike last trading price was 24.5, which was -0.7 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 2


On 28 Apr NATURALGAS was trading at 257.30. The strike last trading price was 24.5, which was -0.7 lower than the previous day. The implied volatity was 50.61, the open interest changed by 2 which increased total open position to 2


On 27 Apr NATURALGAS was trading at 242.80. 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 24 Apr NATURALGAS was trading at 239.20. 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 Apr NATURALGAS was trading at 243.80. 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 22 Apr NATURALGAS was trading at 255.40. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 21 Apr NATURALGAS was trading at 252.10. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 20 Apr NATURALGAS was trading at 251.70. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 17 Apr NATURALGAS was trading at 250.60. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 16 Apr NATURALGAS was trading at 246.80. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 15 Apr NATURALGAS was trading at 245.10. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 14 Apr NATURALGAS was trading at 243.20. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 13 Apr NATURALGAS was trading at 247.60. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 10 Apr NATURALGAS was trading at 248.70. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 9 Apr NATURALGAS was trading at 250.20. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 8 Apr NATURALGAS was trading at 254.40. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 7 Apr NATURALGAS was trading at 269.70. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 6 Apr NATURALGAS was trading at 265.80. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 2 Apr NATURALGAS was trading at 263.80. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 1 Apr NATURALGAS was trading at 265.70. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 31 Mar NATURALGAS was trading at 274.70. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 30 Mar NATURALGAS was trading at 274.70. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 27 Mar NATURALGAS was trading at 291.10. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0