NATGASMINI
Natural Gas Mini
Historical option data for NATGASMINI
22 Sep 2025 08:00 PM IST
| NATGASMINI 24OCT2025 275 CE | ||||||||||||||||
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Delta: 0.58
Vega: 0.33
Theta: -0.31
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 255.10 | 23.15 | 1.35 | 62.06 | 5 | 0 | 3 | |||||||||
| 21 Sept | 254.20 | 21.7 | -0.1 | 52.35 | 4 | 3 | 3 | |||||||||
| 18 Sept | 272.40 | 20.55 | 0 | 0.00 | 1 | 1 | 0 | |||||||||
| 14 Sept | 261.40 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
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| 27 Aug | 253.10 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Natural Gas Mini - strike price 275 expiring on 24OCT2025
Delta for 275 CE is 0.58
Historical price for 275 CE is as follows
On 22 Sept NATGASMINI was trading at 255.10. The strike last trading price was 23.15, which was 1.35 higher than the previous day. The implied volatity was 62.06, the open interest changed by 0 which decreased total open position to 3
On 21 Sept NATGASMINI was trading at 254.20. The strike last trading price was 21.7, which was -0.1 lower than the previous day. The implied volatity was 52.35, the open interest changed by 3 which increased total open position to 3
On 18 Sept NATGASMINI was trading at 272.40. The strike last trading price was 20.55, 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 275 PE | |||||||
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Delta: -0.42
Vega: 0.33
Theta: -0.29
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 255.10 | 16.55 | 2.75 | 57.51 | 16 | 9 | 13 |
| 21 Sept | 254.20 | 14.45 | 0.65 | 51.32 | 16 | 1 | 4 |
| 18 Sept | 272.40 | 7.05 | 0 | 0.00 | 1 | 1 | 0 |
| 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 275 expiring on 24OCT2025
Delta for 275 PE is -0.42
Historical price for 275 PE is as follows
On 22 Sept NATGASMINI was trading at 255.10. The strike last trading price was 16.55, which was 2.75 higher than the previous day. The implied volatity was 57.51, the open interest changed by 9 which increased total open position to 13
On 21 Sept NATGASMINI was trading at 254.20. The strike last trading price was 14.45, which was 0.65 higher than the previous day. The implied volatity was 51.32, the open interest changed by 1 which increased total open position to 4
On 18 Sept NATGASMINI was trading at 272.40. The strike last trading price was 7.05, 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
