NATGASMINI
Natural Gas Mini
Historical option data for NATGASMINI
22 Sep 2025 08:00 PM IST
| NATGASMINI 24OCT2025 245 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 255.10 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
|
|
||||||||||||||||
| 27 Aug | 253.10 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Natural Gas Mini - strike price 245 expiring on 24OCT2025
Delta for 245 CE is 0.00
Historical price for 245 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
On 27 Aug NATGASMINI was trading at 253.10. 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 245 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.18
Vega: 0.22
Theta: -0.19
Gamma: 0.01
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 255.10 | 4.95 | 0.65 | 54.71 | 15 | 8 | 8 |
| 27 Aug | 253.10 | 7.55 | 0.5 | 51.13 | 1 | 1 | 1 |
For Natural Gas Mini - strike price 245 expiring on 24OCT2025
Delta for 245 PE is -0.18
Historical price for 245 PE is as follows
On 22 Sept NATGASMINI was trading at 255.10. The strike last trading price was 4.95, which was 0.65 higher than the previous day. The implied volatity was 54.71, the open interest changed by 8 which increased total open position to 8
On 27 Aug NATGASMINI was trading at 253.10. The strike last trading price was 7.55, which was 0.5 higher than the previous day. The implied volatity was 51.13, the open interest changed by 1 which increased total open position to 1
