NATGASMINI
Natural Gas Mini
Historical option data for NATGASMINI
22 Sep 2025 08:00 PM IST
| NATGASMINI 24OCT2025 280 CE | ||||||||||||||||
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Delta: 0.53
Vega: 0.33
Theta: -0.27
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 255.10 | 17.9 | -0.6 | 53.53 | 753 | 115 | 300 | |||||||||
| 21 Sept | 254.20 | 18.5 | 0 | 50.42 | 477 | 82 | 185 | |||||||||
| 18 Sept | 272.40 | 28.75 | -3 | 54.92 | 24 | -1 | 27 | |||||||||
| 14 Sept | 261.40 | 22.85 | 0 | 0.00 | 1 | 1 | 0 | |||||||||
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| 27 Aug | 253.10 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Natural Gas Mini - strike price 280 expiring on 24OCT2025
Delta for 280 CE is 0.53
Historical price for 280 CE is as follows
On 22 Sept NATGASMINI was trading at 255.10. The strike last trading price was 17.9, which was -0.6 lower than the previous day. The implied volatity was 53.53, the open interest changed by 115 which increased total open position to 300
On 21 Sept NATGASMINI was trading at 254.20. The strike last trading price was 18.5, which was 0 lower than the previous day. The implied volatity was 50.42, the open interest changed by 82 which increased total open position to 185
On 18 Sept NATGASMINI was trading at 272.40. The strike last trading price was 28.75, which was -3 lower than the previous day. The implied volatity was 54.92, the open interest changed by -1 which decreased total open position to 27
On 14 Sept NATGASMINI was trading at 261.40. The strike last trading price was 22.85, 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 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 280 PE | |||||||
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Delta: -0.47
Vega: 0.33
Theta: -0.27
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 255.10 | 17.65 | 1.35 | 53.37 | 1,017 | 193 | 541 |
| 21 Sept | 254.20 | 16.05 | -0.25 | 48.83 | 498 | 141 | 348 |
| 18 Sept | 272.40 | 12 | 0.1 | 51.86 | 79 | 23 | 135 |
| 14 Sept | 261.40 | 10.4 | 0 | 0.00 | 2 | 4 | 0 |
| 27 Aug | 253.10 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Natural Gas Mini - strike price 280 expiring on 24OCT2025
Delta for 280 PE is -0.47
Historical price for 280 PE is as follows
On 22 Sept NATGASMINI was trading at 255.10. The strike last trading price was 17.65, which was 1.35 higher than the previous day. The implied volatity was 53.37, the open interest changed by 193 which increased total open position to 541
On 21 Sept NATGASMINI was trading at 254.20. The strike last trading price was 16.05, which was -0.25 lower than the previous day. The implied volatity was 48.83, the open interest changed by 141 which increased total open position to 348
On 18 Sept NATGASMINI was trading at 272.40. The strike last trading price was 12, which was 0.1 higher than the previous day. The implied volatity was 51.86, the open interest changed by 23 which increased total open position to 135
On 14 Sept NATGASMINI was trading at 261.40. The strike last trading price was 10.4, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 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
