NATGASMINI
Natural Gas Mini
Historical option data for NATGASMINI
22 Sep 2025 08:00 PM IST
| NATGASMINI 24OCT2025 240 CE | ||||||||||||||||
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 22 Sept | 255.10 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Natural Gas Mini - strike price 240 expiring on 24OCT2025
Delta for 240 CE is 0.00
Historical price for 240 CE is as follows
On 22 Sept NATGASMINI was trading at 255.10. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
| NATGASMINI 24OCT2025 240 PE | |||||||
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Delta: -0.15
Vega: 0.20
Theta: -0.16
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 255.10 | 3.85 | 3.2 | 54.58 | 41 | 27 | 27 |
For Natural Gas Mini - strike price 240 expiring on 24OCT2025
Delta for 240 PE is -0.15
Historical price for 240 PE is as follows
On 22 Sept NATGASMINI was trading at 255.10. The strike last trading price was 3.85, which was 3.2 higher than the previous day. The implied volatity was 54.58, the open interest changed by 27 which increased total open position to 27
