[--[65.84.65.76]--]

NATURALGAS

Natural Gas
377.1 -4.00 (-1.05%)
L: 369.1 H: 386.2

Back to Option Chain


Historical option data for NATURALGAS

12 Dec 2025 11:58 PM IST
NATURALGAS 23-DEC-2025 390 CE
Delta: 0.41
Vega: 0.26
Theta: -0.77
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 377.10 12.4 -0.15 67.57 62,419 1,812 4,787
11 Dec 381.80 14.8 0.65 66.09 35,846 2,310 2,975
10 Dec 417.40 34.15 -2.65 55.70 4,566 125 665
9 Dec 419.70 36.2 -2.2 54.87 180 -27 540
8 Dec 445.70 59.3 -6.55 60.13 69 -49 567
5 Dec 485.80 96.8 -2 57.53 73 -20 616
4 Dec 450.70 58.4 -3.7 - 125 -43 636
3 Dec 449.90 65.55 10.45 64.46 81 -8 679
2 Dec 437.60 54.05 2.05 56.68 66 -14 687
1 Dec 436.70 53.9 6.15 57.40 117 14 701
28 Nov 426.10 47.4 9 58.96 527 32 689
27 Nov 413.10 38.35 2.55 58.59 622 -1 657
26 Nov 408.20 35.4 3.8 58.16 4,058 -286 658
25 Nov 397.90 30.7 -12.9 60.69 6,521 906 1,086
24 Nov 403.40 43.5 -9.35 61.60 775 64 192
21 Nov 414.20 53.05 7.2 61.49 400 -23 133
20 Nov 403.00 47.1 -2.9 61.22 240 25 155
19 Nov 404.20 52.5 14.25 67.93 454 12 136
18 Nov 382.60 37.5 -7.45 61.26 693 140 159
17 Nov 392.40 43.25 6.05 59.87 34 20 20
14 Nov 400.00 43.65 2.7 - 12 14 0
13 Nov 413.80 43.65 2.7 - 12 14 0
12 Nov 396.80 43.65 2.7 - 12 14 0
11 Nov 399.20 43.65 18.3 51.28 12 14 14
10 Nov 381.30 37.6 -1.6 - 10 5 0
7 Nov 386.60 37.6 -1.6 - 10 5 0
6 Nov 378.40 37.6 -1.6 - 10 5 0
5 Nov 377.00 37.6 -1.6 - 10 5 0
4 Nov 387.20 37.6 -1.6 - 10 5 0
3 Nov 378.70 37.6 18.15 55.84 10 5 5
31 Oct 365.40 14.3 0 - 1 1 0
30 Oct 348.40 14.3 0 - 1 1 1
29 Oct 340.80 14.3 0 - 1 1 0
28 Oct 298.20 14.3 0 41.01 1 1 1
27 Oct 305.10 0 0 - 0 0 0
24 Oct 282.60 0 0 - 0 0 0
23 Oct 295.60 0 0 - 0 0 0
20 Oct 296.90 0 0 - 0 0 0
17 Oct 263.90 0 0 - 0 0 0
14 Oct 269.60 0 0 - 0 0 0
9 Oct 291.00 0 0 - 0 0 0


For Natural Gas - strike price 390 expiring on 23DEC2025

Delta for 390 CE is 0.41

Historical price for 390 CE is as follows

On 12 Dec NATURALGAS was trading at 377.10. The strike last trading price was 12.4, which was -0.15 lower than the previous day. The implied volatity was 67.57, the open interest changed by 1812 which increased total open position to 4787


On 11 Dec NATURALGAS was trading at 381.80. The strike last trading price was 14.8, which was 0.65 higher than the previous day. The implied volatity was 66.09, the open interest changed by 2310 which increased total open position to 2975


On 10 Dec NATURALGAS was trading at 417.40. The strike last trading price was 34.15, which was -2.65 lower than the previous day. The implied volatity was 55.70, the open interest changed by 125 which increased total open position to 665


On 9 Dec NATURALGAS was trading at 419.70. The strike last trading price was 36.2, which was -2.2 lower than the previous day. The implied volatity was 54.87, the open interest changed by -27 which decreased total open position to 540


On 8 Dec NATURALGAS was trading at 445.70. The strike last trading price was 59.3, which was -6.55 lower than the previous day. The implied volatity was 60.13, the open interest changed by -49 which decreased total open position to 567


On 5 Dec NATURALGAS was trading at 485.80. The strike last trading price was 96.8, which was -2 lower than the previous day. The implied volatity was 57.53, the open interest changed by -20 which decreased total open position to 616


On 4 Dec NATURALGAS was trading at 450.70. The strike last trading price was 58.4, which was -3.7 lower than the previous day. The implied volatity was -, the open interest changed by -43 which decreased total open position to 636


On 3 Dec NATURALGAS was trading at 449.90. The strike last trading price was 65.55, which was 10.45 higher than the previous day. The implied volatity was 64.46, the open interest changed by -8 which decreased total open position to 679


On 2 Dec NATURALGAS was trading at 437.60. The strike last trading price was 54.05, which was 2.05 higher than the previous day. The implied volatity was 56.68, the open interest changed by -14 which decreased total open position to 687


On 1 Dec NATURALGAS was trading at 436.70. The strike last trading price was 53.9, which was 6.15 higher than the previous day. The implied volatity was 57.40, the open interest changed by 14 which increased total open position to 701


On 28 Nov NATURALGAS was trading at 426.10. The strike last trading price was 47.4, which was 9 higher than the previous day. The implied volatity was 58.96, the open interest changed by 32 which increased total open position to 689


On 27 Nov NATURALGAS was trading at 413.10. The strike last trading price was 38.35, which was 2.55 higher than the previous day. The implied volatity was 58.59, the open interest changed by -1 which decreased total open position to 657


On 26 Nov NATURALGAS was trading at 408.20. The strike last trading price was 35.4, which was 3.8 higher than the previous day. The implied volatity was 58.16, the open interest changed by -286 which decreased total open position to 658


On 25 Nov NATURALGAS was trading at 397.90. The strike last trading price was 30.7, which was -12.9 lower than the previous day. The implied volatity was 60.69, the open interest changed by 906 which increased total open position to 1086


On 24 Nov NATURALGAS was trading at 403.40. The strike last trading price was 43.5, which was -9.35 lower than the previous day. The implied volatity was 61.60, the open interest changed by 64 which increased total open position to 192


On 21 Nov NATURALGAS was trading at 414.20. The strike last trading price was 53.05, which was 7.2 higher than the previous day. The implied volatity was 61.49, the open interest changed by -23 which decreased total open position to 133


On 20 Nov NATURALGAS was trading at 403.00. The strike last trading price was 47.1, which was -2.9 lower than the previous day. The implied volatity was 61.22, the open interest changed by 25 which increased total open position to 155


On 19 Nov NATURALGAS was trading at 404.20. The strike last trading price was 52.5, which was 14.25 higher than the previous day. The implied volatity was 67.93, the open interest changed by 12 which increased total open position to 136


On 18 Nov NATURALGAS was trading at 382.60. The strike last trading price was 37.5, which was -7.45 lower than the previous day. The implied volatity was 61.26, the open interest changed by 140 which increased total open position to 159


On 17 Nov NATURALGAS was trading at 392.40. The strike last trading price was 43.25, which was 6.05 higher than the previous day. The implied volatity was 59.87, the open interest changed by 20 which increased total open position to 20


On 14 Nov NATURALGAS was trading at 400.00. The strike last trading price was 43.65, which was 2.7 higher than the previous day. The implied volatity was -, the open interest changed by 14 which increased total open position to 0


On 13 Nov NATURALGAS was trading at 413.80. The strike last trading price was 43.65, which was 2.7 higher than the previous day. The implied volatity was -, the open interest changed by 14 which increased total open position to 0


On 12 Nov NATURALGAS was trading at 396.80. The strike last trading price was 43.65, which was 2.7 higher than the previous day. The implied volatity was -, the open interest changed by 14 which increased total open position to 0


On 11 Nov NATURALGAS was trading at 399.20. The strike last trading price was 43.65, which was 18.3 higher than the previous day. The implied volatity was 51.28, the open interest changed by 14 which increased total open position to 14


On 10 Nov NATURALGAS was trading at 381.30. The strike last trading price was 37.6, which was -1.6 lower than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 0


On 7 Nov NATURALGAS was trading at 386.60. The strike last trading price was 37.6, which was -1.6 lower than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 0


On 6 Nov NATURALGAS was trading at 378.40. The strike last trading price was 37.6, which was -1.6 lower than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 0


On 5 Nov NATURALGAS was trading at 377.00. The strike last trading price was 37.6, which was -1.6 lower than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 0


On 4 Nov NATURALGAS was trading at 387.20. The strike last trading price was 37.6, which was -1.6 lower than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 0


On 3 Nov NATURALGAS was trading at 378.70. The strike last trading price was 37.6, which was 18.15 higher than the previous day. The implied volatity was 55.84, the open interest changed by 5 which increased total open position to 5


On 31 Oct NATURALGAS was trading at 365.40. The strike last trading price was 14.3, 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 30 Oct NATURALGAS was trading at 348.40. The strike last trading price was 14.3, 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 29 Oct NATURALGAS was trading at 340.80. The strike last trading price was 14.3, 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 28 Oct NATURALGAS was trading at 298.20. The strike last trading price was 14.3, which was 0 lower than the previous day. The implied volatity was 41.01, the open interest changed by 1 which increased total open position to 1


On 27 Oct NATURALGAS was trading at 305.10. 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 Oct NATURALGAS was trading at 282.60. 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 Oct NATURALGAS was trading at 295.60. 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 20 Oct NATURALGAS was trading at 296.90. 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 17 Oct NATURALGAS was trading at 263.90. 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 14 Oct NATURALGAS was trading at 269.60. 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 9 Oct NATURALGAS was trading at 291.00. 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 23DEC2025 390 PE
Delta: -0.59
Vega: 0.26
Theta: -0.79
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 377.10 25.6 -0.4 68.74 24,949 -1,342 4,158
11 Dec 381.80 22.65 -0.35 64.83 74,366 564 5,500
10 Dec 417.40 7.25 0.4 57.69 55,832 1,342 4,936
9 Dec 419.70 6.8 0.3 56.05 26,172 330 3,594
8 Dec 445.70 3.9 0.55 61.70 13,772 -1,812 3,264
5 Dec 485.80 1.5 0.05 62.46 8,846 834 5,076
4 Dec 450.70 3.85 -0.35 57.64 8,161 -511 4,242
3 Dec 449.90 4.9 -2.1 60.18 9,646 689 4,752
2 Dec 437.60 7.25 -1.8 60.21 16,723 1,486 4,063
1 Dec 436.70 8.4 -3.55 62.05 16,230 724 2,577
28 Nov 426.10 11.7 -3.65 60.61 10,311 84 1,892
27 Nov 413.10 15.2 -2.45 58.55 8,214 -81 1,807
26 Nov 408.20 17.4 -4.6 58.81 12,951 192 1,888
25 Nov 397.90 22.95 6.6 61.27 19,853 705 1,874
24 Nov 403.40 16.5 1.45 61.36 7,366 398 1,332
21 Nov 414.20 15.05 -3.1 63.14 5,995 417 1,039
20 Nov 403.00 17.5 -0.4 61.89 3,307 274 613
19 Nov 404.20 17.8 -5.85 63.54 1,393 202 360
18 Nov 382.60 23.8 4.3 61.31 918 98 187
17 Nov 392.40 20.15 0.25 60.14 262 58 89
14 Nov 400.00 19.25 -0.45 59.95 105 30 33
13 Nov 413.80 22 0.55 72.78 2 3 3
12 Nov 396.80 17.4 -7.5 53.14 6 2 0
11 Nov 399.20 24.9 12.5 67.69 1 2 2
10 Nov 381.30 22.7 -2.2 - 7 1 0
7 Nov 386.60 23.55 8.7 54.48 6 2 2
6 Nov 378.40 0 0 - 0 0 0
5 Nov 377.00 0 0 - 0 0 0
4 Nov 387.20 0 0 - 0 0 0
3 Nov 378.70 0 0 - 0 0 0
31 Oct 365.40 0 0 - 0 0 0
30 Oct 348.40 0 0 - 0 0 0
29 Oct 340.80 0 0 - 0 0 0
28 Oct 298.20 0 0 - 0 0 0
27 Oct 305.10 0 0 - 0 0 0
24 Oct 282.60 0 0 - 0 0 0
23 Oct 295.60 0 0 - 0 0 0
20 Oct 296.90 0 0 - 0 0 0
17 Oct 263.90 0 0 - 0 0 0
14 Oct 269.60 0 0 - 0 0 0
9 Oct 291.00 0 0 - 0 0 0


For Natural Gas - strike price 390 expiring on 23DEC2025

Delta for 390 PE is -0.59

Historical price for 390 PE is as follows

On 12 Dec NATURALGAS was trading at 377.10. The strike last trading price was 25.6, which was -0.4 lower than the previous day. The implied volatity was 68.74, the open interest changed by -1342 which decreased total open position to 4158


On 11 Dec NATURALGAS was trading at 381.80. The strike last trading price was 22.65, which was -0.35 lower than the previous day. The implied volatity was 64.83, the open interest changed by 564 which increased total open position to 5500


On 10 Dec NATURALGAS was trading at 417.40. The strike last trading price was 7.25, which was 0.4 higher than the previous day. The implied volatity was 57.69, the open interest changed by 1342 which increased total open position to 4936


On 9 Dec NATURALGAS was trading at 419.70. The strike last trading price was 6.8, which was 0.3 higher than the previous day. The implied volatity was 56.05, the open interest changed by 330 which increased total open position to 3594


On 8 Dec NATURALGAS was trading at 445.70. The strike last trading price was 3.9, which was 0.55 higher than the previous day. The implied volatity was 61.70, the open interest changed by -1812 which decreased total open position to 3264


On 5 Dec NATURALGAS was trading at 485.80. The strike last trading price was 1.5, which was 0.05 higher than the previous day. The implied volatity was 62.46, the open interest changed by 834 which increased total open position to 5076


On 4 Dec NATURALGAS was trading at 450.70. The strike last trading price was 3.85, which was -0.35 lower than the previous day. The implied volatity was 57.64, the open interest changed by -511 which decreased total open position to 4242


On 3 Dec NATURALGAS was trading at 449.90. The strike last trading price was 4.9, which was -2.1 lower than the previous day. The implied volatity was 60.18, the open interest changed by 689 which increased total open position to 4752


On 2 Dec NATURALGAS was trading at 437.60. The strike last trading price was 7.25, which was -1.8 lower than the previous day. The implied volatity was 60.21, the open interest changed by 1486 which increased total open position to 4063


On 1 Dec NATURALGAS was trading at 436.70. The strike last trading price was 8.4, which was -3.55 lower than the previous day. The implied volatity was 62.05, the open interest changed by 724 which increased total open position to 2577


On 28 Nov NATURALGAS was trading at 426.10. The strike last trading price was 11.7, which was -3.65 lower than the previous day. The implied volatity was 60.61, the open interest changed by 84 which increased total open position to 1892


On 27 Nov NATURALGAS was trading at 413.10. The strike last trading price was 15.2, which was -2.45 lower than the previous day. The implied volatity was 58.55, the open interest changed by -81 which decreased total open position to 1807


On 26 Nov NATURALGAS was trading at 408.20. The strike last trading price was 17.4, which was -4.6 lower than the previous day. The implied volatity was 58.81, the open interest changed by 192 which increased total open position to 1888


On 25 Nov NATURALGAS was trading at 397.90. The strike last trading price was 22.95, which was 6.6 higher than the previous day. The implied volatity was 61.27, the open interest changed by 705 which increased total open position to 1874


On 24 Nov NATURALGAS was trading at 403.40. The strike last trading price was 16.5, which was 1.45 higher than the previous day. The implied volatity was 61.36, the open interest changed by 398 which increased total open position to 1332


On 21 Nov NATURALGAS was trading at 414.20. The strike last trading price was 15.05, which was -3.1 lower than the previous day. The implied volatity was 63.14, the open interest changed by 417 which increased total open position to 1039


On 20 Nov NATURALGAS was trading at 403.00. The strike last trading price was 17.5, which was -0.4 lower than the previous day. The implied volatity was 61.89, the open interest changed by 274 which increased total open position to 613


On 19 Nov NATURALGAS was trading at 404.20. The strike last trading price was 17.8, which was -5.85 lower than the previous day. The implied volatity was 63.54, the open interest changed by 202 which increased total open position to 360


On 18 Nov NATURALGAS was trading at 382.60. The strike last trading price was 23.8, which was 4.3 higher than the previous day. The implied volatity was 61.31, the open interest changed by 98 which increased total open position to 187


On 17 Nov NATURALGAS was trading at 392.40. The strike last trading price was 20.15, which was 0.25 higher than the previous day. The implied volatity was 60.14, the open interest changed by 58 which increased total open position to 89


On 14 Nov NATURALGAS was trading at 400.00. The strike last trading price was 19.25, which was -0.45 lower than the previous day. The implied volatity was 59.95, the open interest changed by 30 which increased total open position to 33


On 13 Nov NATURALGAS was trading at 413.80. The strike last trading price was 22, which was 0.55 higher than the previous day. The implied volatity was 72.78, the open interest changed by 3 which increased total open position to 3


On 12 Nov NATURALGAS was trading at 396.80. The strike last trading price was 17.4, which was -7.5 lower than the previous day. The implied volatity was 53.14, the open interest changed by 2 which increased total open position to 0


On 11 Nov NATURALGAS was trading at 399.20. The strike last trading price was 24.9, which was 12.5 higher than the previous day. The implied volatity was 67.69, the open interest changed by 2 which increased total open position to 2


On 10 Nov NATURALGAS was trading at 381.30. The strike last trading price was 22.7, which was -2.2 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 7 Nov NATURALGAS was trading at 386.60. The strike last trading price was 23.55, which was 8.7 higher than the previous day. The implied volatity was 54.48, the open interest changed by 2 which increased total open position to 2


On 6 Nov NATURALGAS was trading at 378.40. 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 5 Nov NATURALGAS was trading at 377.00. 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 4 Nov NATURALGAS was trading at 387.20. 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 3 Nov NATURALGAS was trading at 378.70. 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 Oct NATURALGAS was trading at 365.40. 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 Oct NATURALGAS was trading at 348.40. 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 Oct NATURALGAS was trading at 340.80. 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 28 Oct NATURALGAS was trading at 298.20. 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 27 Oct NATURALGAS was trading at 305.10. 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 Oct NATURALGAS was trading at 282.60. 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 Oct NATURALGAS was trading at 295.60. 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 20 Oct NATURALGAS was trading at 296.90. 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 17 Oct NATURALGAS was trading at 263.90. 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 14 Oct NATURALGAS was trading at 269.60. 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 9 Oct NATURALGAS was trading at 291.00. 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