NATGASMINI
Natural Gas Mini
Historical option data for NATGASMINI
22 Sep 2025 08:00 PM IST
| NATGASMINI 24OCT2025 260 CE | ||||||||||||||||
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Delta: 0.70
Vega: 0.29
Theta: -0.25
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 255.10 | 29.9 | -1.75 | 56.74 | 19 | 6 | 17 | |||||||||
| 21 Sept | 254.20 | 35.55 | 3.9 | 68.55 | 20 | 11 | 11 | |||||||||
| 18 Sept | 272.40 | 28.8 | 0 | 0.00 | 1 | 1 | 0 | |||||||||
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| 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 260 expiring on 24OCT2025
Delta for 260 CE is 0.70
Historical price for 260 CE is as follows
On 22 Sept NATGASMINI was trading at 255.10. The strike last trading price was 29.9, which was -1.75 lower than the previous day. The implied volatity was 56.74, the open interest changed by 6 which increased total open position to 17
On 21 Sept NATGASMINI was trading at 254.20. The strike last trading price was 35.55, which was 3.9 higher than the previous day. The implied volatity was 68.55, the open interest changed by 11 which increased total open position to 11
On 18 Sept NATGASMINI was trading at 272.40. The strike last trading price was 28.8, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased 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 260 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.29
Vega: 0.29
Theta: -0.24
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 255.10 | 9.25 | 0.65 | 54.69 | 720 | 72 | 461 |
| 21 Sept | 254.20 | 8.45 | -0.15 | 51.41 | 338 | 83 | 389 |
| 18 Sept | 272.40 | 6.05 | 0.05 | 53.55 | 63 | 1 | 356 |
| 14 Sept | 261.40 | 8.9 | 0.05 | 51.42 | 202 | 38 | 169 |
| 27 Aug | 253.10 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Natural Gas Mini - strike price 260 expiring on 24OCT2025
Delta for 260 PE is -0.29
Historical price for 260 PE is as follows
On 22 Sept NATGASMINI was trading at 255.10. The strike last trading price was 9.25, which was 0.65 higher than the previous day. The implied volatity was 54.69, the open interest changed by 72 which increased total open position to 461
On 21 Sept NATGASMINI was trading at 254.20. The strike last trading price was 8.45, which was -0.15 lower than the previous day. The implied volatity was 51.41, the open interest changed by 83 which increased total open position to 389
On 18 Sept NATGASMINI was trading at 272.40. The strike last trading price was 6.05, which was 0.05 higher than the previous day. The implied volatity was 53.55, the open interest changed by 1 which increased total open position to 356
On 14 Sept NATGASMINI was trading at 261.40. The strike last trading price was 8.9, which was 0.05 higher than the previous day. The implied volatity was 51.42, the open interest changed by 38 which increased total open position to 169
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
