NATGASMINI
Natural Gas Mini
Historical option data for NATGASMINI
24 Jul 2025 11:09 PM IST
| NATGASMINI 22AUG2025 250 CE | ||||||||||||||||
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Delta: 0.74
Vega: 0.25
Theta: -0.22
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 24 Jul | 267.00 | 29 | 0.2 | 52.38 | 12 | 4 | 4 | |||||||||
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| 30 May | 0.00 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Natural Gas Mini - strike price 250 expiring on 22AUG2025
Delta for 250 CE is 0.74
Historical price for 250 CE is as follows
On 24 Jul NATGASMINI was trading at 267.00. The strike last trading price was 29, which was 0.2 higher than the previous day. The implied volatity was 52.38, the open interest changed by 4 which increased total open position to 4
On 30 May NATGASMINI was trading at 0.00. 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 22AUG2025 250 PE | |||||||
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Delta: -0.28
Vega: 0.26
Theta: -0.28
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 24 Jul | 267.00 | 9.3 | 0.15 | 62.26 | 906 | 148 | 381 |
| 30 May | 0.00 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Natural Gas Mini - strike price 250 expiring on 22AUG2025
Delta for 250 PE is -0.28
Historical price for 250 PE is as follows
On 24 Jul NATGASMINI was trading at 267.00. The strike last trading price was 9.3, which was 0.15 higher than the previous day. The implied volatity was 62.26, the open interest changed by 148 which increased total open position to 381
On 30 May NATGASMINI was trading at 0.00. 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
