NATGASMINI
Natural Gas Mini
Historical option data for NATGASMINI
22 Sep 2025 08:00 PM IST
| NATGASMINI 24OCT2025 255 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.79
Vega: 0.24
Theta: -0.16
Gamma: 0.01
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 255.10 | 29.55 | 0 | 42.62 | 3 | 3 | 3 | |||||||||
| 21 Sept | 254.20 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
|
|
||||||||||||||||
| 14 Sept | 261.40 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 27 Aug | 253.10 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Natural Gas Mini - strike price 255 expiring on 24OCT2025
Delta for 255 CE is 0.79
Historical price for 255 CE is as follows
On 22 Sept NATGASMINI was trading at 255.10. The strike last trading price was 29.55, which was 0 lower than the previous day. The implied volatity was 42.62, the open interest changed by 3 which increased total open position to 3
On 21 Sept NATGASMINI was trading at 254.20. 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 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 255 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.26
Vega: 0.27
Theta: -0.24
Gamma: 0.01
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 255.10 | 8.05 | 5.65 | 56.29 | 235 | 114 | 114 |
| 21 Sept | 254.20 | 4.05 | -3.4 | 0.00 | 2 | 0 | 0 |
| 14 Sept | 261.40 | 17.5 | 6.7 | 83.12 | 5 | 1 | 1 |
| 27 Aug | 253.10 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Natural Gas Mini - strike price 255 expiring on 24OCT2025
Delta for 255 PE is -0.26
Historical price for 255 PE is as follows
On 22 Sept NATGASMINI was trading at 255.10. The strike last trading price was 8.05, which was 5.65 higher than the previous day. The implied volatity was 56.29, the open interest changed by 114 which increased total open position to 114
On 21 Sept NATGASMINI was trading at 254.20. The strike last trading price was 4.05, which was -3.4 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 14 Sept NATGASMINI was trading at 261.40. The strike last trading price was 17.5, which was 6.7 higher than the previous day. The implied volatity was 83.12, the open interest changed by 1 which increased total open position to 1
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
