NATGASMINI
Natural Gas Mini
Historical option data for NATGASMINI
24 Jul 2025 11:09 PM IST
| NATGASMINI 22AUG2025 275 CE | ||||||||||||||||
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Delta: 0.51
Vega: 0.31
Theta: -0.32
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 24 Jul | 267.00 | 17.5 | -0.15 | 60.79 | 1,102 | 190 | 390 | |||||||||
For Natural Gas Mini - strike price 275 expiring on 22AUG2025
Delta for 275 CE is 0.51
Historical price for 275 CE is as follows
On 24 Jul NATGASMINI was trading at 267.00. The strike last trading price was 17.5, which was -0.15 lower than the previous day. The implied volatity was 60.79, the open interest changed by 190 which increased total open position to 390
| NATGASMINI 22AUG2025 275 PE | |||||||
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Delta: -0.49
Vega: 0.31
Theta: -0.33
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 24 Jul | 267.00 | 20.45 | -0.65 | 61.93 | 561 | 113 | 169 |
For Natural Gas Mini - strike price 275 expiring on 22AUG2025
Delta for 275 PE is -0.49
Historical price for 275 PE is as follows
On 24 Jul NATGASMINI was trading at 267.00. The strike last trading price was 20.45, which was -0.65 lower than the previous day. The implied volatity was 61.93, the open interest changed by 113 which increased total open position to 169
