NATGASMINI
Natural Gas Mini
Historical option data for NATGASMINI
24 Jul 2025 11:09 PM IST
| NATGASMINI 22AUG2025 265 CE | ||||||||||||||||
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Delta: 0.60
Vega: 0.30
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 | 22.6 | 2.85 | 61.58 | 323 | 91 | 91 | |||||||||
For Natural Gas Mini - strike price 265 expiring on 22AUG2025
Delta for 265 CE is 0.60
Historical price for 265 CE is as follows
On 24 Jul NATGASMINI was trading at 267.00. The strike last trading price was 22.6, which was 2.85 higher than the previous day. The implied volatity was 61.58, the open interest changed by 91 which increased total open position to 91
| NATGASMINI 22AUG2025 265 PE | |||||||
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Delta: -0.40
Vega: 0.30
Theta: -0.32
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 24 Jul | 267.00 | 15.7 | 0 | 63.26 | 680 | 224 | 298 |
For Natural Gas Mini - strike price 265 expiring on 22AUG2025
Delta for 265 PE is -0.40
Historical price for 265 PE is as follows
On 24 Jul NATGASMINI was trading at 267.00. The strike last trading price was 15.7, which was 0 lower than the previous day. The implied volatity was 63.26, the open interest changed by 224 which increased total open position to 298
