NATGASMINI
Natural Gas Mini
Historical option data for NATGASMINI
22 Sep 2025 08:00 PM IST
| NATGASMINI 24OCT2025 285 CE | ||||||||||||||||
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Delta: 0.49
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 | 15.25 | -1.15 | 52.29 | 258 | 99 | 131 | |||||||||
| 21 Sept | 254.20 | 16.05 | -0.35 | 50.04 | 64 | 28 | 32 | |||||||||
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| 18 Sept | 272.40 | 24 | 3.35 | 0.00 | 3 | 3 | 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 285 expiring on 24OCT2025
Delta for 285 CE is 0.49
Historical price for 285 CE is as follows
On 22 Sept NATGASMINI was trading at 255.10. The strike last trading price was 15.25, which was -1.15 lower than the previous day. The implied volatity was 52.29, the open interest changed by 99 which increased total open position to 131
On 21 Sept NATGASMINI was trading at 254.20. The strike last trading price was 16.05, which was -0.35 lower than the previous day. The implied volatity was 50.04, the open interest changed by 28 which increased total open position to 32
On 18 Sept NATGASMINI was trading at 272.40. The strike last trading price was 24, which was 3.35 higher than the previous day. The implied volatity was 0.00, the open interest changed by 3 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 285 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.51
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 | 20.25 | 0.3 | 52.89 | 155 | 41 | 47 |
| 21 Sept | 254.20 | 20.5 | 0.55 | 53.91 | 7 | 3 | 6 |
| 18 Sept | 272.40 | 10.1 | 0 | 0.00 | 2 | 2 | 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 285 expiring on 24OCT2025
Delta for 285 PE is -0.51
Historical price for 285 PE is as follows
On 22 Sept NATGASMINI was trading at 255.10. The strike last trading price was 20.25, which was 0.3 higher than the previous day. The implied volatity was 52.89, the open interest changed by 41 which increased total open position to 47
On 21 Sept NATGASMINI was trading at 254.20. The strike last trading price was 20.5, which was 0.55 higher than the previous day. The implied volatity was 53.91, the open interest changed by 3 which increased total open position to 6
On 18 Sept NATGASMINI was trading at 272.40. The strike last trading price was 10.1, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 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
