NATGASMINI
Natural Gas Mini
Historical option data for NATGASMINI
22 Sep 2025 08:00 PM IST
| NATGASMINI 24OCT2025 290 CE | ||||||||||||||||
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Delta: 0.45
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 | 13.5 | -0.35 | 53.11 | 388 | 88 | 326 | |||||||||
| 21 Sept | 254.20 | 13.75 | -0.1 | 49.45 | 351 | 87 | 238 | |||||||||
| 18 Sept | 272.40 | 21.7 | -0.3 | 50.68 | 22 | 9 | 36 | |||||||||
| 14 Sept | 261.40 | 16 | 3.3 | 46.57 | 3 | 5 | 5 | |||||||||
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| 27 Aug | 253.10 | 16.05 | 0 | 0.00 | 1 | 1 | 0 | |||||||||
For Natural Gas Mini - strike price 290 expiring on 24OCT2025
Delta for 290 CE is 0.45
Historical price for 290 CE is as follows
On 22 Sept NATGASMINI was trading at 255.10. The strike last trading price was 13.5, which was -0.35 lower than the previous day. The implied volatity was 53.11, the open interest changed by 88 which increased total open position to 326
On 21 Sept NATGASMINI was trading at 254.20. The strike last trading price was 13.75, which was -0.1 lower than the previous day. The implied volatity was 49.45, the open interest changed by 87 which increased total open position to 238
On 18 Sept NATGASMINI was trading at 272.40. The strike last trading price was 21.7, which was -0.3 lower than the previous day. The implied volatity was 50.68, the open interest changed by 9 which increased total open position to 36
On 14 Sept NATGASMINI was trading at 261.40. The strike last trading price was 16, which was 3.3 higher than the previous day. The implied volatity was 46.57, the open interest changed by 5 which increased total open position to 5
On 27 Aug NATGASMINI was trading at 253.10. The strike last trading price was 16.05, 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
| NATGASMINI 24OCT2025 290 PE | |||||||
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Delta: -0.56
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 | 23.2 | 1.65 | 52.81 | 166 | 36 | 93 |
| 21 Sept | 254.20 | 21.2 | -0.35 | 47.58 | 54 | 21 | 57 |
| 18 Sept | 272.40 | 16.45 | 0.8 | 51.91 | 33 | 6 | 25 |
| 14 Sept | 261.40 | 20 | 4.45 | 45.28 | 3 | 3 | 3 |
| 27 Aug | 253.10 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Natural Gas Mini - strike price 290 expiring on 24OCT2025
Delta for 290 PE is -0.56
Historical price for 290 PE is as follows
On 22 Sept NATGASMINI was trading at 255.10. The strike last trading price was 23.2, which was 1.65 higher than the previous day. The implied volatity was 52.81, the open interest changed by 36 which increased total open position to 93
On 21 Sept NATGASMINI was trading at 254.20. The strike last trading price was 21.2, which was -0.35 lower than the previous day. The implied volatity was 47.58, the open interest changed by 21 which increased total open position to 57
On 18 Sept NATGASMINI was trading at 272.40. The strike last trading price was 16.45, which was 0.8 higher than the previous day. The implied volatity was 51.91, the open interest changed by 6 which increased total open position to 25
On 14 Sept NATGASMINI was trading at 261.40. The strike last trading price was 20, which was 4.45 higher than the previous day. The implied volatity was 45.28, the open interest changed by 3 which increased total open position to 3
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
