NATGASMINI
Natural Gas Mini
Historical option data for NATGASMINI
22 Sep 2025 08:00 PM IST
| NATGASMINI 24OCT2025 270 CE | ||||||||||||||||
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Delta: 0.62
Vega: 0.32
Theta: -0.27
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 255.10 | 23.25 | -1.2 | 54.15 | 211 | 26 | 150 | |||||||||
| 21 Sept | 254.20 | 24.1 | -0.35 | 51.28 | 157 | 107 | 124 | |||||||||
| 18 Sept | 272.40 | 28.1 | 0 | 0.00 | 1 | 1 | 0 | |||||||||
| 14 Sept | 261.40 | 35 | 0 | 0.00 | 1 | 2 | 0 | |||||||||
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| 27 Aug | 253.10 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Natural Gas Mini - strike price 270 expiring on 24OCT2025
Delta for 270 CE is 0.62
Historical price for 270 CE is as follows
On 22 Sept NATGASMINI was trading at 255.10. The strike last trading price was 23.25, which was -1.2 lower than the previous day. The implied volatity was 54.15, the open interest changed by 26 which increased total open position to 150
On 21 Sept NATGASMINI was trading at 254.20. The strike last trading price was 24.1, which was -0.35 lower than the previous day. The implied volatity was 51.28, the open interest changed by 107 which increased total open position to 124
On 18 Sept NATGASMINI was trading at 272.40. The strike last trading price was 28.1, 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 35, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased 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 270 PE | |||||||
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Delta: -0.38
Vega: 0.32
Theta: -0.26
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 255.10 | 13 | 0.85 | 53.99 | 242 | 63 | 299 |
| 21 Sept | 254.20 | 12.2 | 0.05 | 51.28 | 272 | 85 | 236 |
| 18 Sept | 272.40 | 8.7 | 0.4 | 52.91 | 28 | 24 | 71 |
| 14 Sept | 261.40 | 11.3 | 0 | 0.00 | 1 | 2 | 0 |
| 27 Aug | 253.10 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Natural Gas Mini - strike price 270 expiring on 24OCT2025
Delta for 270 PE is -0.38
Historical price for 270 PE is as follows
On 22 Sept NATGASMINI was trading at 255.10. The strike last trading price was 13, which was 0.85 higher than the previous day. The implied volatity was 53.99, the open interest changed by 63 which increased total open position to 299
On 21 Sept NATGASMINI was trading at 254.20. The strike last trading price was 12.2, which was 0.05 higher than the previous day. The implied volatity was 51.28, the open interest changed by 85 which increased total open position to 236
On 18 Sept NATGASMINI was trading at 272.40. The strike last trading price was 8.7, which was 0.4 higher than the previous day. The implied volatity was 52.91, the open interest changed by 24 which increased total open position to 71
On 14 Sept NATGASMINI was trading at 261.40. The strike last trading price was 11.3, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased 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
