NATGASMINI
Natural Gas Mini
Historical option data for NATGASMINI
24 Jul 2025 11:09 PM IST
| NATGASMINI 22AUG2025 295 CE | ||||||||||||||||
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Delta: 0.35
Vega: 0.29
Theta: -0.30
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 24 Jul | 267.00 | 10.35 | -0.2 | 61.31 | 201 | 43 | 109 | |||||||||
For Natural Gas Mini - strike price 295 expiring on 22AUG2025
Delta for 295 CE is 0.35
Historical price for 295 CE is as follows
On 24 Jul NATGASMINI was trading at 267.00. The strike last trading price was 10.35, which was -0.2 lower than the previous day. The implied volatity was 61.31, the open interest changed by 43 which increased total open position to 109
| NATGASMINI 22AUG2025 295 PE | |||||||
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Delta: -0.64
Vega: 0.29
Theta: -0.31
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 24 Jul | 267.00 | 33.55 | 0.15 | 62.95 | 65 | 24 | 55 |
For Natural Gas Mini - strike price 295 expiring on 22AUG2025
Delta for 295 PE is -0.64
Historical price for 295 PE is as follows
On 24 Jul NATGASMINI was trading at 267.00. The strike last trading price was 33.55, which was 0.15 higher than the previous day. The implied volatity was 62.95, the open interest changed by 24 which increased total open position to 55
