NATGASMINI
Natural Gas Mini
Historical option data for NATGASMINI
24 Jul 2025 11:09 PM IST
| NATGASMINI 22AUG2025 285 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.43
Vega: 0.30
Theta: -0.32
Gamma: 0.01
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
|
|
||||||||||||||||
| 24 Jul | 267.00 | 13.6 | -0.25 | 61.23 | 290 | 38 | 148 | |||||||||
For Natural Gas Mini - strike price 285 expiring on 22AUG2025
Delta for 285 CE is 0.43
Historical price for 285 CE is as follows
On 24 Jul NATGASMINI was trading at 267.00. The strike last trading price was 13.6, which was -0.25 lower than the previous day. The implied volatity was 61.23, the open interest changed by 38 which increased total open position to 148
| NATGASMINI 22AUG2025 285 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.56
Vega: 0.30
Theta: -0.33
Gamma: 0.01
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 24 Jul | 267.00 | 27 | 0.1 | 63.86 | 91 | 0 | 96 |
For Natural Gas Mini - strike price 285 expiring on 22AUG2025
Delta for 285 PE is -0.56
Historical price for 285 PE is as follows
On 24 Jul NATGASMINI was trading at 267.00. The strike last trading price was 27, which was 0.1 higher than the previous day. The implied volatity was 63.86, the open interest changed by 0 which decreased total open position to 96
