What is the NATURALGAS straddle price?
A straddle is buying (or selling) the call and the put of the same strike and expiry. The NATURALGAS straddle price here is the at-the-money (ATM) call premium plus the ATM put premium for the nearest expiry. The ATM strike is the one closest to the current futures price, so it moves as NATURALGAS moves.
How to read this chart
- Straddle falling: premiums are decaying (time decay or falling volatility), which usually suits option sellers.
- Straddle rising: the market is moving sharply or volatility is rising, which usually suits option buyers.
- Small sudden jumps happen when the ATM strike changes as NATURALGAS crosses into a new strike.
- Synthetic future = strike + call − put: where the options market prices NATURALGAS.
Frequently asked questions
How is the NATURALGAS straddle price calculated?
It is the ATM call premium plus the ATM put premium of the nearest NATURALGAS expiry. The ATM strike is the strike closest to the current futures price.
What time is the NATURALGAS straddle chart live?
During MCX market hours, 09:00 to 23:30 IST on trading days. Outside market hours the chart shows the last session's data.
Why does the NATURALGAS straddle price fall during the day?
Options lose time value as expiry gets closer (theta decay). If NATURALGAS stays in a range, the combined premium of the ATM call and put usually falls through the day.
Is this chart free?
Yes. The NATURALGAS live straddle chart on ScreenerCharts is free to use.