NATGASMINI
Natural Gas Mini
Historical option data for NATGASMINI
24 Jul 2025 11:09 PM IST
| NATGASMINI 22AUG2025 280 CE | ||||||||||||||||
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Delta: 0.47
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 | 15.7 | 0.2 | 61.82 | 2,335 | 315 | 988 | |||||||||
For Natural Gas Mini - strike price 280 expiring on 22AUG2025
Delta for 280 CE is 0.47
Historical price for 280 CE is as follows
On 24 Jul NATGASMINI was trading at 267.00. The strike last trading price was 15.7, which was 0.2 higher than the previous day. The implied volatity was 61.82, the open interest changed by 315 which increased total open position to 988
| NATGASMINI 22AUG2025 280 PE | |||||||
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Delta: -0.53
Vega: 0.31
Theta: -0.32
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 24 Jul | 267.00 | 23.25 | -0.5 | 61.66 | 845 | 134 | 629 |
For Natural Gas Mini - strike price 280 expiring on 22AUG2025
Delta for 280 PE is -0.53
Historical price for 280 PE is as follows
On 24 Jul NATGASMINI was trading at 267.00. The strike last trading price was 23.25, which was -0.5 lower than the previous day. The implied volatity was 61.66, the open interest changed by 134 which increased total open position to 629
