[--[65.84.65.76]--]

NATURALGAS

Natural Gas
324.1 +6.80 (2.14%)
L: 312.6 H: 324.2

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Historical option data for NATURALGAS

06 Feb 2026 05:26 PM IST
NATURALGAS 20-FEB-2026 315 CE
Delta: 0.59
Vega: 0.25
Theta: -1.03
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
6 Feb 323.40 34.9 4.85 119.81 11,021 -261 2,029
5 Feb 317.60 29.45 -0.6 109.36 55,196 126 2,290
4 Feb 314.90 30 -0.4 113.69 32,372 1,092 2,164
3 Feb 300.00 21.7 -1.1 107.48 12,124 476 1,072
2 Feb 297.00 22.95 1.05 114.43 6,597 519 596
1 Feb 406.10 94.3 11.2 54.02 22 -8 77
30 Jan 383.60 78.3 -4.8 99.84 154 -37 85
29 Jan 351.30 53.6 1.2 98.67 113 -12 122
28 Jan 344.20 48.6 0.4 96.45 401 -17 138
27 Jan 599.40 56.15 0.8 100.01 717 -34 155
23 Jan 486.00 39.1 0.85 85.86 6,744 273 241
22 Jan 452.00 38.6 -2.45 98.94 454 -17 123
21 Jan 437.80 37.25 -1 93.55 2,678 81 220
20 Jan 350.40 16.25 -0.05 74.52 580 -5 73
19 Jan 329.90 9.9 -0.25 74.68 416 70 78
16 Jan 281.00 4.75 0.25 76.42 3 -5 8
15 Jan 284.50 4.2 0.05 71.96 7 -3 10
14 Jan 280.70 5.5 -1.05 80.18 7 0 10
13 Jan 305.90 6.4 -0.15 67.51 6 0 0
12 Jan 305.00 6 1.1 70.73 5 0 0
9 Jan 292.00 6.6 -0.9 - 8 0 0
8 Jan 306.30 6.6 -0.9 66.84 8 0 4
7 Jan 320.10 7.5 3.35 62.14 9 1 4
6 Jan 306.10 9 -0.7 - 29 3 0
5 Jan 316.40 9 -0.7 68.05 29 3 3
2 Jan 332.80 0 0 - 0 0 0
31 Dec 334.20 0 0 - 0 0 0
30 Dec 361.60 0 0 - 0 0 0
29 Dec 357.20 0 0 - 0 0 0
26 Dec 394.60 0 0 - 0 0 0
24 Dec 381.60 0 0 - 0 0 0
23 Dec 382.80 0 0 - 0 0 0
22 Dec 350.60 0 0 - 0 0 0
19 Dec 356.90 - - - 0 0 0
18 Dec 353.70 - - - 0 0 0
17 Dec 362.40 - - - 0 0 0
16 Dec 354.70 - - - 0 0 0
15 Dec 370.60 0 0 - 0 0 0
12 Dec 377.10 - - - 0 0 0
11 Dec 381.80 - - - 0 0 0
10 Dec 417.40 - - - 0 0 0
9 Dec 419.70 - - - 0 0 0
8 Dec 445.70 - - - 0 0 0
5 Dec 485.80 - - - 0 0 0


For Natural Gas - strike price 315 expiring on 20FEB2026

Delta for 315 CE is 0.59

Historical price for 315 CE is as follows

On 6 Feb NATURALGAS was trading at 323.40. The strike last trading price was 34.9, which was 4.85 higher than the previous day. The implied volatity was 119.81, the open interest changed by -261 which decreased total open position to 2029


On 5 Feb NATURALGAS was trading at 317.60. The strike last trading price was 29.45, which was -0.6 lower than the previous day. The implied volatity was 109.36, the open interest changed by 126 which increased total open position to 2290


On 4 Feb NATURALGAS was trading at 314.90. The strike last trading price was 30, which was -0.4 lower than the previous day. The implied volatity was 113.69, the open interest changed by 1092 which increased total open position to 2164


On 3 Feb NATURALGAS was trading at 300.00. The strike last trading price was 21.7, which was -1.1 lower than the previous day. The implied volatity was 107.48, the open interest changed by 476 which increased total open position to 1072


On 2 Feb NATURALGAS was trading at 297.00. The strike last trading price was 22.95, which was 1.05 higher than the previous day. The implied volatity was 114.43, the open interest changed by 519 which increased total open position to 596


On 1 Feb NATURALGAS was trading at 406.10. The strike last trading price was 94.3, which was 11.2 higher than the previous day. The implied volatity was 54.02, the open interest changed by -8 which decreased total open position to 77


On 30 Jan NATURALGAS was trading at 383.60. The strike last trading price was 78.3, which was -4.8 lower than the previous day. The implied volatity was 99.84, the open interest changed by -37 which decreased total open position to 85


On 29 Jan NATURALGAS was trading at 351.30. The strike last trading price was 53.6, which was 1.2 higher than the previous day. The implied volatity was 98.67, the open interest changed by -12 which decreased total open position to 122


On 28 Jan NATURALGAS was trading at 344.20. The strike last trading price was 48.6, which was 0.4 higher than the previous day. The implied volatity was 96.45, the open interest changed by -17 which decreased total open position to 138


On 27 Jan NATURALGAS was trading at 599.40. The strike last trading price was 56.15, which was 0.8 higher than the previous day. The implied volatity was 100.01, the open interest changed by -34 which decreased total open position to 155


On 23 Jan NATURALGAS was trading at 486.00. The strike last trading price was 39.1, which was 0.85 higher than the previous day. The implied volatity was 85.86, the open interest changed by 273 which increased total open position to 241


On 22 Jan NATURALGAS was trading at 452.00. The strike last trading price was 38.6, which was -2.45 lower than the previous day. The implied volatity was 98.94, the open interest changed by -17 which decreased total open position to 123


On 21 Jan NATURALGAS was trading at 437.80. The strike last trading price was 37.25, which was -1 lower than the previous day. The implied volatity was 93.55, the open interest changed by 81 which increased total open position to 220


On 20 Jan NATURALGAS was trading at 350.40. The strike last trading price was 16.25, which was -0.05 lower than the previous day. The implied volatity was 74.52, the open interest changed by -5 which decreased total open position to 73


On 19 Jan NATURALGAS was trading at 329.90. The strike last trading price was 9.9, which was -0.25 lower than the previous day. The implied volatity was 74.68, the open interest changed by 70 which increased total open position to 78


On 16 Jan NATURALGAS was trading at 281.00. The strike last trading price was 4.75, which was 0.25 higher than the previous day. The implied volatity was 76.42, the open interest changed by -5 which decreased total open position to 8


On 15 Jan NATURALGAS was trading at 284.50. The strike last trading price was 4.2, which was 0.05 higher than the previous day. The implied volatity was 71.96, the open interest changed by -3 which decreased total open position to 10


On 14 Jan NATURALGAS was trading at 280.70. The strike last trading price was 5.5, which was -1.05 lower than the previous day. The implied volatity was 80.18, the open interest changed by 0 which decreased total open position to 10


On 13 Jan NATURALGAS was trading at 305.90. The strike last trading price was 6.4, which was -0.15 lower than the previous day. The implied volatity was 67.51, the open interest changed by 0 which decreased total open position to 0


On 12 Jan NATURALGAS was trading at 305.00. The strike last trading price was 6, which was 1.1 higher than the previous day. The implied volatity was 70.73, the open interest changed by 0 which decreased total open position to 0


On 9 Jan NATURALGAS was trading at 292.00. The strike last trading price was 6.6, which was -0.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 8 Jan NATURALGAS was trading at 306.30. The strike last trading price was 6.6, which was -0.9 lower than the previous day. The implied volatity was 66.84, the open interest changed by 0 which decreased total open position to 4


On 7 Jan NATURALGAS was trading at 320.10. The strike last trading price was 7.5, which was 3.35 higher than the previous day. The implied volatity was 62.14, the open interest changed by 1 which increased total open position to 4


On 6 Jan NATURALGAS was trading at 306.10. The strike last trading price was 9, which was -0.7 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0


On 5 Jan NATURALGAS was trading at 316.40. The strike last trading price was 9, which was -0.7 lower than the previous day. The implied volatity was 68.05, the open interest changed by 3 which increased total open position to 3


On 2 Jan NATURALGAS was trading at 332.80. 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 31 Dec NATURALGAS was trading at 334.20. 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 30 Dec NATURALGAS was trading at 361.60. 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 29 Dec NATURALGAS was trading at 357.20. 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 26 Dec NATURALGAS was trading at 394.60. 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 Dec NATURALGAS was trading at 381.60. 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 Dec NATURALGAS was trading at 382.80. 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 Dec NATURALGAS was trading at 350.60. 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 19 Dec NATURALGAS was trading at 356.90. 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 18 Dec NATURALGAS was trading at 353.70. 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 Dec NATURALGAS was trading at 362.40. 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 16 Dec NATURALGAS was trading at 354.70. 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 15 Dec NATURALGAS was trading at 370.60. 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 12 Dec NATURALGAS was trading at 377.10. 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 11 Dec NATURALGAS was trading at 381.80. 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 10 Dec NATURALGAS was trading at 417.40. 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 9 Dec NATURALGAS was trading at 419.70. 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 8 Dec NATURALGAS was trading at 445.70. 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 5 Dec NATURALGAS was trading at 485.80. 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


NATURALGAS 20FEB2026 315 PE
Delta: -0.41
Vega: 0.25
Theta: -1.04
Gamma: 0
Date Close Ltp Change IV Volume OI Chg OI
6 Feb 323.40 26.35 -1.35 120.41 10,382 801 3,068
5 Feb 317.60 25.3 -2.4 103.31 43,243 1,175 2,267
4 Feb 314.90 30.2 0.2 114.07 11,003 734 1,092
3 Feb 300.00 35.95 0.05 104.58 1,878 -160 358
2 Feb 297.00 42.5 0.3 120.31 17,732 -167 518
1 Feb 406.10 7.25 -2.95 - 722 -44 685
30 Jan 383.60 10.1 -0.1 101.48 3,832 92 728
29 Jan 351.30 17.35 -0.3 98.84 5,435 42 636
28 Jan 344.20 19.45 -0.95 96.61 7,035 -33 763
27 Jan 599.40 18.45 0.15 99.36 5,348 -109 796
23 Jan 486.00 23.05 -1.25 84.57 18,011 -115 883
22 Jan 452.00 31.1 -0.05 95.27 774 5 140
21 Jan 437.80 32.65 0.15 97.98 355 0 70
20 Jan 350.40 49.6 0 - 1 0 0
19 Jan 329.90 49.6 0 62.68 1 0 0
16 Jan 281.00 53.45 0 - 1 0 0
15 Jan 284.50 53.45 0 - 1 0 1
14 Jan 280.70 53.45 0 - 1 1 0
13 Jan 305.90 53.45 0 - 1 1 0
12 Jan 305.00 53.45 0 - 1 1 0
9 Jan 292.00 53.45 0 1.15 1 1 1
8 Jan 306.30 55 5 - 4 2 0
7 Jan 320.10 55 5 - 4 2 0
6 Jan 306.10 55 5 - 4 2 0
5 Jan 316.40 55 5 - 4 2 0
2 Jan 332.80 55 5 82.29 4 2 0
31 Dec 334.20 34 -8 - 2 0 0
30 Dec 361.60 34 -8 - 2 0 0
29 Dec 357.20 34 -8 61.4 2 0 0
26 Dec 394.60 13.05 -32.45 - 2 0 0
24 Dec 381.60 13.05 -32.45 - 2 1 1
23 Dec 382.80 0 0 - 0 0 0
22 Dec 350.60 0 0 - 0 0 0
19 Dec 356.90 - - - 0 0 0
18 Dec 353.70 - - - 0 0 0
17 Dec 362.40 - - - 0 0 0
16 Dec 354.70 - - - 0 0 0
15 Dec 370.60 0 0 - 0 0 0
12 Dec 377.10 - - - 0 0 0
11 Dec 381.80 - - - 0 0 0
10 Dec 417.40 - - - 0 0 0
9 Dec 419.70 - - - 0 0 0
8 Dec 445.70 - - - 0 0 0
5 Dec 485.80 - - - 0 0 0


For Natural Gas - strike price 315 expiring on 20FEB2026

Delta for 315 PE is -0.41

Historical price for 315 PE is as follows

On 6 Feb NATURALGAS was trading at 323.40. The strike last trading price was 26.35, which was -1.35 lower than the previous day. The implied volatity was 120.41, the open interest changed by 801 which increased total open position to 3068


On 5 Feb NATURALGAS was trading at 317.60. The strike last trading price was 25.3, which was -2.4 lower than the previous day. The implied volatity was 103.31, the open interest changed by 1175 which increased total open position to 2267


On 4 Feb NATURALGAS was trading at 314.90. The strike last trading price was 30.2, which was 0.2 higher than the previous day. The implied volatity was 114.07, the open interest changed by 734 which increased total open position to 1092


On 3 Feb NATURALGAS was trading at 300.00. The strike last trading price was 35.95, which was 0.05 higher than the previous day. The implied volatity was 104.58, the open interest changed by -160 which decreased total open position to 358


On 2 Feb NATURALGAS was trading at 297.00. The strike last trading price was 42.5, which was 0.3 higher than the previous day. The implied volatity was 120.31, the open interest changed by -167 which decreased total open position to 518


On 1 Feb NATURALGAS was trading at 406.10. The strike last trading price was 7.25, which was -2.95 lower than the previous day. The implied volatity was -, the open interest changed by -44 which decreased total open position to 685


On 30 Jan NATURALGAS was trading at 383.60. The strike last trading price was 10.1, which was -0.1 lower than the previous day. The implied volatity was 101.48, the open interest changed by 92 which increased total open position to 728


On 29 Jan NATURALGAS was trading at 351.30. The strike last trading price was 17.35, which was -0.3 lower than the previous day. The implied volatity was 98.84, the open interest changed by 42 which increased total open position to 636


On 28 Jan NATURALGAS was trading at 344.20. The strike last trading price was 19.45, which was -0.95 lower than the previous day. The implied volatity was 96.61, the open interest changed by -33 which decreased total open position to 763


On 27 Jan NATURALGAS was trading at 599.40. The strike last trading price was 18.45, which was 0.15 higher than the previous day. The implied volatity was 99.36, the open interest changed by -109 which decreased total open position to 796


On 23 Jan NATURALGAS was trading at 486.00. The strike last trading price was 23.05, which was -1.25 lower than the previous day. The implied volatity was 84.57, the open interest changed by -115 which decreased total open position to 883


On 22 Jan NATURALGAS was trading at 452.00. The strike last trading price was 31.1, which was -0.05 lower than the previous day. The implied volatity was 95.27, the open interest changed by 5 which increased total open position to 140


On 21 Jan NATURALGAS was trading at 437.80. The strike last trading price was 32.65, which was 0.15 higher than the previous day. The implied volatity was 97.98, the open interest changed by 0 which decreased total open position to 70


On 20 Jan NATURALGAS was trading at 350.40. The strike last trading price was 49.6, 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 19 Jan NATURALGAS was trading at 329.90. The strike last trading price was 49.6, which was 0 lower than the previous day. The implied volatity was 62.68, the open interest changed by 0 which decreased total open position to 0


On 16 Jan NATURALGAS was trading at 281.00. The strike last trading price was 53.45, 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 15 Jan NATURALGAS was trading at 284.50. The strike last trading price was 53.45, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 14 Jan NATURALGAS was trading at 280.70. The strike last trading price was 53.45, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 13 Jan NATURALGAS was trading at 305.90. The strike last trading price was 53.45, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 12 Jan NATURALGAS was trading at 305.00. The strike last trading price was 53.45, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 9 Jan NATURALGAS was trading at 292.00. The strike last trading price was 53.45, which was 0 lower than the previous day. The implied volatity was 1.15, the open interest changed by 1 which increased total open position to 1


On 8 Jan NATURALGAS was trading at 306.30. The strike last trading price was 55, which was 5 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0


On 7 Jan NATURALGAS was trading at 320.10. The strike last trading price was 55, which was 5 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0


On 6 Jan NATURALGAS was trading at 306.10. The strike last trading price was 55, which was 5 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0


On 5 Jan NATURALGAS was trading at 316.40. The strike last trading price was 55, which was 5 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0


On 2 Jan NATURALGAS was trading at 332.80. The strike last trading price was 55, which was 5 higher than the previous day. The implied volatity was 82.29, the open interest changed by 2 which increased total open position to 0


On 31 Dec NATURALGAS was trading at 334.20. The strike last trading price was 34, which was -8 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 30 Dec NATURALGAS was trading at 361.60. The strike last trading price was 34, which was -8 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 29 Dec NATURALGAS was trading at 357.20. The strike last trading price was 34, which was -8 lower than the previous day. The implied volatity was 61.4, the open interest changed by 0 which decreased total open position to 0


On 26 Dec NATURALGAS was trading at 394.60. The strike last trading price was 13.05, which was -32.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 24 Dec NATURALGAS was trading at 381.60. The strike last trading price was 13.05, which was -32.45 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1


On 23 Dec NATURALGAS was trading at 382.80. 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 Dec NATURALGAS was trading at 350.60. 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 19 Dec NATURALGAS was trading at 356.90. 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 18 Dec NATURALGAS was trading at 353.70. 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 Dec NATURALGAS was trading at 362.40. 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 16 Dec NATURALGAS was trading at 354.70. 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 15 Dec NATURALGAS was trading at 370.60. 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 12 Dec NATURALGAS was trading at 377.10. 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 11 Dec NATURALGAS was trading at 381.80. 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 10 Dec NATURALGAS was trading at 417.40. 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 9 Dec NATURALGAS was trading at 419.70. 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 8 Dec NATURALGAS was trading at 445.70. 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 5 Dec NATURALGAS was trading at 485.80. 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