NATGASMINI
Natural Gas Mini
Historical option data for NATGASMINI
24 Jul 2025 11:09 PM IST
| NATGASMINI 22AUG2025 290 CE | ||||||||||||||||
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Delta: 0.39
Vega: 0.30
Theta: -0.31
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 24 Jul | 267.00 | 11.95 | -0.05 | 61.48 | 1,388 | 70 | 860 | |||||||||
For Natural Gas Mini - strike price 290 expiring on 22AUG2025
Delta for 290 CE is 0.39
Historical price for 290 CE is as follows
On 24 Jul NATGASMINI was trading at 267.00. The strike last trading price was 11.95, which was -0.05 lower than the previous day. The implied volatity was 61.48, the open interest changed by 70 which increased total open position to 860
| NATGASMINI 22AUG2025 290 PE | |||||||
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Delta: -0.61
Vega: 0.30
Theta: -0.31
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 24 Jul | 267.00 | 29.35 | -0.7 | 60.60 | 315 | 60 | 328 |
For Natural Gas Mini - strike price 290 expiring on 22AUG2025
Delta for 290 PE is -0.61
Historical price for 290 PE is as follows
On 24 Jul NATGASMINI was trading at 267.00. The strike last trading price was 29.35, which was -0.7 lower than the previous day. The implied volatity was 60.60, the open interest changed by 60 which increased total open position to 328
