[--[65.84.65.76]--]

NATURALGAS

Natural Gas
326.4 +9.10 (2.87%)
L: 312.6 H: 332.4

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Historical option data for NATURALGAS

06 Feb 2026 07:12 PM IST
NATURALGAS 20-FEB-2026 320 CE
Delta: 0.58
Vega: 0.25
Theta: -1.03
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
6 Feb 326.10 33.25 5.05 117.52 34,595 -335 4,480
5 Feb 317.60 27.2 -1 109.48 86,154 -460 4,815
4 Feb 314.90 28.3 -0.35 115.55 50,263 -307 5,275
3 Feb 300.00 20.4 -1 109.41 38,045 3,136 5,582
2 Feb 297.00 21.2 0.75 114.41 18,095 1,186 2,446
1 Feb 406.10 93 12.2 - 524 -52 1,260
30 Jan 383.60 74.35 -6.45 98.99 1,486 -482 1,312
29 Jan 351.30 51 -0.55 100.24 2,140 243 1,794
28 Jan 344.20 45.4 -0.45 95.56 6,208 222 1,560
27 Jan 599.40 53.65 -0.05 101.71 6,515 -229 1,338
23 Jan 486.00 36.15 -0.3 84.87 29,117 966 1,612
22 Jan 452.00 37 -2.35 100.9 5,043 -132 1,316
21 Jan 437.80 35.8 0.35 95.92 11,976 106 1,386
20 Jan 350.40 15.85 0.6 78.05 7,648 605 1,409
19 Jan 329.90 9.1 -0.25 75.62 3,614 -57 804
16 Jan 281.00 3.75 0.05 73.88 499 241 863
15 Jan 284.50 3.9 0.1 73.21 639 115 737
14 Jan 280.70 4.35 0.05 77.18 929 14 518
13 Jan 305.90 6.4 0.25 70.68 647 37 529
12 Jan 305.00 5.55 0.35 71.77 847 -46 521
9 Jan 292.00 3.7 -0.1 68.51 492 243 567
8 Jan 306.30 5.65 -0.1 65.98 787 179 256
7 Jan 320.10 8.9 1.95 70.03 161 8 85
6 Jan 306.10 6.8 -0.15 66.8 129 65 74
5 Jan 316.40 9 0 71.12 9 1 0
2 Jan 332.80 12.85 0 63.75 1 1 1
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
3 Dec 449.90 - - - 0 0 0
2 Dec 437.60 0 0 - 0 0 0


For Natural Gas - strike price 320 expiring on 20FEB2026

Delta for 320 CE is 0.58

Historical price for 320 CE is as follows

On 6 Feb NATURALGAS was trading at 326.10. The strike last trading price was 33.25, which was 5.05 higher than the previous day. The implied volatity was 117.52, the open interest changed by -335 which decreased total open position to 4480


On 5 Feb NATURALGAS was trading at 317.60. The strike last trading price was 27.2, which was -1 lower than the previous day. The implied volatity was 109.48, the open interest changed by -460 which decreased total open position to 4815


On 4 Feb NATURALGAS was trading at 314.90. The strike last trading price was 28.3, which was -0.35 lower than the previous day. The implied volatity was 115.55, the open interest changed by -307 which decreased total open position to 5275


On 3 Feb NATURALGAS was trading at 300.00. The strike last trading price was 20.4, which was -1 lower than the previous day. The implied volatity was 109.41, the open interest changed by 3136 which increased total open position to 5582


On 2 Feb NATURALGAS was trading at 297.00. The strike last trading price was 21.2, which was 0.75 higher than the previous day. The implied volatity was 114.41, the open interest changed by 1186 which increased total open position to 2446


On 1 Feb NATURALGAS was trading at 406.10. The strike last trading price was 93, which was 12.2 higher than the previous day. The implied volatity was -, the open interest changed by -52 which decreased total open position to 1260


On 30 Jan NATURALGAS was trading at 383.60. The strike last trading price was 74.35, which was -6.45 lower than the previous day. The implied volatity was 98.99, the open interest changed by -482 which decreased total open position to 1312


On 29 Jan NATURALGAS was trading at 351.30. The strike last trading price was 51, which was -0.55 lower than the previous day. The implied volatity was 100.24, the open interest changed by 243 which increased total open position to 1794


On 28 Jan NATURALGAS was trading at 344.20. The strike last trading price was 45.4, which was -0.45 lower than the previous day. The implied volatity was 95.56, the open interest changed by 222 which increased total open position to 1560


On 27 Jan NATURALGAS was trading at 599.40. The strike last trading price was 53.65, which was -0.05 lower than the previous day. The implied volatity was 101.71, the open interest changed by -229 which decreased total open position to 1338


On 23 Jan NATURALGAS was trading at 486.00. The strike last trading price was 36.15, which was -0.3 lower than the previous day. The implied volatity was 84.87, the open interest changed by 966 which increased total open position to 1612


On 22 Jan NATURALGAS was trading at 452.00. The strike last trading price was 37, which was -2.35 lower than the previous day. The implied volatity was 100.9, the open interest changed by -132 which decreased total open position to 1316


On 21 Jan NATURALGAS was trading at 437.80. The strike last trading price was 35.8, which was 0.35 higher than the previous day. The implied volatity was 95.92, the open interest changed by 106 which increased total open position to 1386


On 20 Jan NATURALGAS was trading at 350.40. The strike last trading price was 15.85, which was 0.6 higher than the previous day. The implied volatity was 78.05, the open interest changed by 605 which increased total open position to 1409


On 19 Jan NATURALGAS was trading at 329.90. The strike last trading price was 9.1, which was -0.25 lower than the previous day. The implied volatity was 75.62, the open interest changed by -57 which decreased total open position to 804


On 16 Jan NATURALGAS was trading at 281.00. The strike last trading price was 3.75, which was 0.05 higher than the previous day. The implied volatity was 73.88, the open interest changed by 241 which increased total open position to 863


On 15 Jan NATURALGAS was trading at 284.50. The strike last trading price was 3.9, which was 0.1 higher than the previous day. The implied volatity was 73.21, the open interest changed by 115 which increased total open position to 737


On 14 Jan NATURALGAS was trading at 280.70. The strike last trading price was 4.35, which was 0.05 higher than the previous day. The implied volatity was 77.18, the open interest changed by 14 which increased total open position to 518


On 13 Jan NATURALGAS was trading at 305.90. The strike last trading price was 6.4, which was 0.25 higher than the previous day. The implied volatity was 70.68, the open interest changed by 37 which increased total open position to 529


On 12 Jan NATURALGAS was trading at 305.00. The strike last trading price was 5.55, which was 0.35 higher than the previous day. The implied volatity was 71.77, the open interest changed by -46 which decreased total open position to 521


On 9 Jan NATURALGAS was trading at 292.00. The strike last trading price was 3.7, which was -0.1 lower than the previous day. The implied volatity was 68.51, the open interest changed by 243 which increased total open position to 567


On 8 Jan NATURALGAS was trading at 306.30. The strike last trading price was 5.65, which was -0.1 lower than the previous day. The implied volatity was 65.98, the open interest changed by 179 which increased total open position to 256


On 7 Jan NATURALGAS was trading at 320.10. The strike last trading price was 8.9, which was 1.95 higher than the previous day. The implied volatity was 70.03, the open interest changed by 8 which increased total open position to 85


On 6 Jan NATURALGAS was trading at 306.10. The strike last trading price was 6.8, which was -0.15 lower than the previous day. The implied volatity was 66.8, the open interest changed by 65 which increased total open position to 74


On 5 Jan NATURALGAS was trading at 316.40. The strike last trading price was 9, which was 0 lower than the previous day. The implied volatity was 71.12, the open interest changed by 1 which increased total open position to 0


On 2 Jan NATURALGAS was trading at 332.80. The strike last trading price was 12.85, which was 0 lower than the previous day. The implied volatity was 63.75, the open interest changed by 1 which increased total open position to 1


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


On 3 Dec NATURALGAS was trading at 449.90. 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 2 Dec NATURALGAS was trading at 437.60. 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


NATURALGAS 20FEB2026 320 PE
Delta: -0.42
Vega: 0.25
Theta: -1.02
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
6 Feb 326.10 26.75 -4.1 116.34 21,730 2,475 5,098
5 Feb 317.60 29.6 -1.25 109.48 37,978 19 2,623
4 Feb 314.90 33.3 0.15 115.18 7,739 299 2,604
3 Feb 300.00 40.3 1 109.03 3,242 -272 2,305
2 Feb 297.00 44 -1.85 113.64 48,720 -1,457 2,577
1 Feb 406.10 8.3 -3.2 - 4,301 72 4,034
30 Jan 383.60 11.75 0.25 102.93 18,137 1,019 3,962
29 Jan 351.30 19.55 -0.45 99.75 21,189 151 2,943
28 Jan 344.20 21.8 -1 97.45 27,823 467 2,904
27 Jan 599.40 20.95 0.15 101.09 17,371 532 2,437
23 Jan 486.00 26 -1.4 86.14 40,193 1,768 1,762
22 Jan 452.00 35.8 1.4 100.9 7,293 53 756
21 Jan 437.80 35 -0.1 97.02 2,090 13 241
20 Jan 350.40 76.25 0 172.89 1 -1 0
19 Jan 329.90 75 0 - 1 -1 0
16 Jan 281.00 75 0 48.72 1 -1 3
15 Jan 284.50 80 0 60.86 1 0 4
14 Jan 280.70 80 0 60.85 1 0 0
13 Jan 305.90 63 0 - 1 0 0
12 Jan 305.00 63 0 - 1 0 0
9 Jan 292.00 63 0 - 1 0 0
8 Jan 306.30 63 0 - 1 0 0
7 Jan 320.10 63 0 66.97 1 0 0
6 Jan 306.10 55 0 - 2 0 0
5 Jan 316.40 55 0 - 2 0 0
2 Jan 332.80 55 0 - 2 0 0
31 Dec 334.20 46 2 - 2 0 0
30 Dec 361.60 46 2 - 2 0 3
29 Dec 357.20 46 2 - 2 0 0
26 Dec 394.60 46 2 - 2 0 0
24 Dec 381.60 46 2 - 2 2 0
23 Dec 382.80 46 2 63.65 2 2 3
22 Dec 350.60 12.75 0 - 1 1 0
19 Dec 356.90 - - - 0 0 1
18 Dec 353.70 - - - 0 0 1
17 Dec 362.40 - - - 0 0 1
16 Dec 354.70 - - - 0 0 1
15 Dec 370.60 12.75 0 - 1 1 1
12 Dec 377.10 - - - 0 0 1
11 Dec 381.80 - - - 0 0 1
10 Dec 417.40 - - - 0 0 1
9 Dec 419.70 - - - 0 0 1
8 Dec 445.70 - - - 0 0 1
5 Dec 485.80 - - - 0 0 1
3 Dec 449.90 - - - 0 0 0
2 Dec 437.60 12.75 0.6 40.08 1 1 1


For Natural Gas - strike price 320 expiring on 20FEB2026

Delta for 320 PE is -0.42

Historical price for 320 PE is as follows

On 6 Feb NATURALGAS was trading at 326.10. The strike last trading price was 26.75, which was -4.1 lower than the previous day. The implied volatity was 116.34, the open interest changed by 2475 which increased total open position to 5098


On 5 Feb NATURALGAS was trading at 317.60. The strike last trading price was 29.6, which was -1.25 lower than the previous day. The implied volatity was 109.48, the open interest changed by 19 which increased total open position to 2623


On 4 Feb NATURALGAS was trading at 314.90. The strike last trading price was 33.3, which was 0.15 higher than the previous day. The implied volatity was 115.18, the open interest changed by 299 which increased total open position to 2604


On 3 Feb NATURALGAS was trading at 300.00. The strike last trading price was 40.3, which was 1 higher than the previous day. The implied volatity was 109.03, the open interest changed by -272 which decreased total open position to 2305


On 2 Feb NATURALGAS was trading at 297.00. The strike last trading price was 44, which was -1.85 lower than the previous day. The implied volatity was 113.64, the open interest changed by -1457 which decreased total open position to 2577


On 1 Feb NATURALGAS was trading at 406.10. The strike last trading price was 8.3, which was -3.2 lower than the previous day. The implied volatity was -, the open interest changed by 72 which increased total open position to 4034


On 30 Jan NATURALGAS was trading at 383.60. The strike last trading price was 11.75, which was 0.25 higher than the previous day. The implied volatity was 102.93, the open interest changed by 1019 which increased total open position to 3962


On 29 Jan NATURALGAS was trading at 351.30. The strike last trading price was 19.55, which was -0.45 lower than the previous day. The implied volatity was 99.75, the open interest changed by 151 which increased total open position to 2943


On 28 Jan NATURALGAS was trading at 344.20. The strike last trading price was 21.8, which was -1 lower than the previous day. The implied volatity was 97.45, the open interest changed by 467 which increased total open position to 2904


On 27 Jan NATURALGAS was trading at 599.40. The strike last trading price was 20.95, which was 0.15 higher than the previous day. The implied volatity was 101.09, the open interest changed by 532 which increased total open position to 2437


On 23 Jan NATURALGAS was trading at 486.00. The strike last trading price was 26, which was -1.4 lower than the previous day. The implied volatity was 86.14, the open interest changed by 1768 which increased total open position to 1762


On 22 Jan NATURALGAS was trading at 452.00. The strike last trading price was 35.8, which was 1.4 higher than the previous day. The implied volatity was 100.9, the open interest changed by 53 which increased total open position to 756


On 21 Jan NATURALGAS was trading at 437.80. The strike last trading price was 35, which was -0.1 lower than the previous day. The implied volatity was 97.02, the open interest changed by 13 which increased total open position to 241


On 20 Jan NATURALGAS was trading at 350.40. The strike last trading price was 76.25, which was 0 lower than the previous day. The implied volatity was 172.89, the open interest changed by -1 which decreased total open position to 0


On 19 Jan NATURALGAS was trading at 329.90. The strike last trading price was 75, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 0


On 16 Jan NATURALGAS was trading at 281.00. The strike last trading price was 75, which was 0 lower than the previous day. The implied volatity was 48.72, the open interest changed by -1 which decreased total open position to 3


On 15 Jan NATURALGAS was trading at 284.50. The strike last trading price was 80, which was 0 lower than the previous day. The implied volatity was 60.86, the open interest changed by 0 which decreased total open position to 4


On 14 Jan NATURALGAS was trading at 280.70. The strike last trading price was 80, which was 0 lower than the previous day. The implied volatity was 60.85, the open interest changed by 0 which decreased total open position to 0


On 13 Jan NATURALGAS was trading at 305.90. The strike last trading price was 63, 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 Jan NATURALGAS was trading at 305.00. The strike last trading price was 63, 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 9 Jan NATURALGAS was trading at 292.00. The strike last trading price was 63, 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 8 Jan NATURALGAS was trading at 306.30. The strike last trading price was 63, 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 7 Jan NATURALGAS was trading at 320.10. The strike last trading price was 63, which was 0 lower than the previous day. The implied volatity was 66.97, the open interest changed by 0 which decreased total open position to 0


On 6 Jan NATURALGAS was trading at 306.10. The strike last trading price was 55, 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 5 Jan NATURALGAS was trading at 316.40. The strike last trading price was 55, 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 2 Jan NATURALGAS was trading at 332.80. The strike last trading price was 55, 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 46, which was 2 higher 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 46, which was 2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3


On 29 Dec NATURALGAS was trading at 357.20. The strike last trading price was 46, which was 2 higher 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 46, which was 2 higher 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 46, which was 2 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0


On 23 Dec NATURALGAS was trading at 382.80. The strike last trading price was 46, which was 2 higher than the previous day. The implied volatity was 63.65, the open interest changed by 2 which increased total open position to 3


On 22 Dec NATURALGAS was trading at 350.60. The strike last trading price was 12.75, 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 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 1


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 1


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 1


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 1


On 15 Dec NATURALGAS was trading at 370.60. The strike last trading price was 12.75, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1


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 1


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 1


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 1


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 1


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 1


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 1


On 3 Dec NATURALGAS was trading at 449.90. 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 2 Dec NATURALGAS was trading at 437.60. The strike last trading price was 12.75, which was 0.6 higher than the previous day. The implied volatity was 40.08, the open interest changed by 1 which increased total open position to 1