NATGASMINI
Natural Gas Mini
Historical option data for NATGASMINI
22 Sep 2025 08:00 PM IST
| NATGASMINI 24OCT2025 250 CE | ||||||||||||||||
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Delta: 0.75
Vega: 0.27
Theta: -0.28
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 255.10 | 39.5 | -1.8 | 67.53 | 3 | 1 | 4 | |||||||||
| 21 Sept | 254.20 | 38.7 | -2.6 | 56.43 | 3 | 3 | 3 | |||||||||
| 14 Sept | 261.40 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
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| 27 Aug | 253.10 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Natural Gas Mini - strike price 250 expiring on 24OCT2025
Delta for 250 CE is 0.75
Historical price for 250 CE is as follows
On 22 Sept NATGASMINI was trading at 255.10. The strike last trading price was 39.5, which was -1.8 lower than the previous day. The implied volatity was 67.53, the open interest changed by 1 which increased total open position to 4
On 21 Sept NATGASMINI was trading at 254.20. The strike last trading price was 38.7, which was -2.6 lower than the previous day. The implied volatity was 56.43, the open interest changed by 3 which increased total open position to 3
On 14 Sept NATGASMINI was trading at 261.40. 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 250 PE | |||||||
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Delta: -0.22
Vega: 0.25
Theta: -0.21
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 255.10 | 6.3 | 0.6 | 55.30 | 470 | 152 | 233 |
| 21 Sept | 254.20 | 5.5 | -0.2 | 51.29 | 141 | 81 | 81 |
| 14 Sept | 261.40 | 6 | 0 | 51.36 | 2 | 6 | 6 |
| 27 Aug | 253.10 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Natural Gas Mini - strike price 250 expiring on 24OCT2025
Delta for 250 PE is -0.22
Historical price for 250 PE is as follows
On 22 Sept NATGASMINI was trading at 255.10. The strike last trading price was 6.3, which was 0.6 higher than the previous day. The implied volatity was 55.30, the open interest changed by 152 which increased total open position to 233
On 21 Sept NATGASMINI was trading at 254.20. The strike last trading price was 5.5, which was -0.2 lower than the previous day. The implied volatity was 51.29, the open interest changed by 81 which increased total open position to 81
On 14 Sept NATGASMINI was trading at 261.40. The strike last trading price was 6, which was 0 lower than the previous day. The implied volatity was 51.36, the open interest changed by 6 which increased total open position to 6
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
