NATGASMINI
Natural Gas Mini
Historical option data for NATGASMINI
24 Jul 2025 11:09 PM IST
| NATGASMINI 22AUG2025 255 CE | ||||||||||||||||
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Delta: 0.67
Vega: 0.28
Theta: -0.31
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 24 Jul | 267.00 | 29 | 3.45 | 64.54 | 1 | 1 | 1 | |||||||||
For Natural Gas Mini - strike price 255 expiring on 22AUG2025
Delta for 255 CE is 0.67
Historical price for 255 CE is as follows
On 24 Jul NATGASMINI was trading at 267.00. The strike last trading price was 29, which was 3.45 higher than the previous day. The implied volatity was 64.54, the open interest changed by 1 which increased total open position to 1
| NATGASMINI 22AUG2025 255 PE | |||||||
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Delta: -0.35
Vega: 0.28
Theta: -0.42
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 24 Jul | 267.00 | 17.75 | 7.6 | 85.64 | 5 | 1 | 2 |
For Natural Gas Mini - strike price 255 expiring on 22AUG2025
Delta for 255 PE is -0.35
Historical price for 255 PE is as follows
On 24 Jul NATGASMINI was trading at 267.00. The strike last trading price was 17.75, which was 7.6 higher than the previous day. The implied volatity was 85.64, the open interest changed by 1 which increased total open position to 2
