NATGASMINI
Natural Gas Mini
Historical option data for NATGASMINI
24 Jul 2025 11:09 PM IST
| NATGASMINI 22AUG2025 260 CE | ||||||||||||||||
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Delta: 0.64
Vega: 0.29
Theta: -0.30
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 24 Jul | 267.00 | 25.35 | -4.75 | 61.59 | 124 | 36 | 38 | |||||||||
For Natural Gas Mini - strike price 260 expiring on 22AUG2025
Delta for 260 CE is 0.64
Historical price for 260 CE is as follows
On 24 Jul NATGASMINI was trading at 267.00. The strike last trading price was 25.35, which was -4.75 lower than the previous day. The implied volatity was 61.59, the open interest changed by 36 which increased total open position to 38
| NATGASMINI 22AUG2025 260 PE | |||||||
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Delta: -0.36
Vega: 0.29
Theta: -0.31
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 24 Jul | 267.00 | 13.2 | -0.05 | 62.45 | 1,311 | 159 | 361 |
For Natural Gas Mini - strike price 260 expiring on 22AUG2025
Delta for 260 PE is -0.36
Historical price for 260 PE is as follows
On 24 Jul NATGASMINI was trading at 267.00. The strike last trading price was 13.2, which was -0.05 lower than the previous day. The implied volatity was 62.45, the open interest changed by 159 which increased total open position to 361
