NATGASMINI
Natural Gas Mini
Historical option data for NATGASMINI
22 Sep 2025 08:00 PM IST
| NATGASMINI 24OCT2025 300 CE | ||||||||||||||||
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Delta: 0.36
Vega: 0.31
Theta: -0.26
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 255.10 | 10.2 | -0.35 | 53.54 | 535 | 118 | 540 | |||||||||
| 21 Sept | 254.20 | 10.75 | 0.2 | 51.11 | 512 | 60 | 422 | |||||||||
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| 18 Sept | 272.40 | 16.75 | -0.2 | 50.12 | 122 | 10 | 380 | |||||||||
| 14 Sept | 261.40 | 13.1 | -0.15 | 49.16 | 87 | 19 | 142 | |||||||||
| 27 Aug | 253.10 | 12.9 | 0.9 | 43.51 | 24 | 22 | 25 | |||||||||
For Natural Gas Mini - strike price 300 expiring on 24OCT2025
Delta for 300 CE is 0.36
Historical price for 300 CE is as follows
On 22 Sept NATGASMINI was trading at 255.10. The strike last trading price was 10.2, which was -0.35 lower than the previous day. The implied volatity was 53.54, the open interest changed by 118 which increased total open position to 540
On 21 Sept NATGASMINI was trading at 254.20. The strike last trading price was 10.75, which was 0.2 higher than the previous day. The implied volatity was 51.11, the open interest changed by 60 which increased total open position to 422
On 18 Sept NATGASMINI was trading at 272.40. The strike last trading price was 16.75, which was -0.2 lower than the previous day. The implied volatity was 50.12, the open interest changed by 10 which increased total open position to 380
On 14 Sept NATGASMINI was trading at 261.40. The strike last trading price was 13.1, which was -0.15 lower than the previous day. The implied volatity was 49.16, the open interest changed by 19 which increased total open position to 142
On 27 Aug NATGASMINI was trading at 253.10. The strike last trading price was 12.9, which was 0.9 higher than the previous day. The implied volatity was 43.51, the open interest changed by 22 which increased total open position to 25
| NATGASMINI 24OCT2025 300 PE | |||||||
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Delta: -0.64
Vega: 0.31
Theta: -0.25
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 255.10 | 29.3 | 1.2 | 51.30 | 153 | 87 | 177 |
| 21 Sept | 254.20 | 27.2 | -0.9 | 46.11 | 81 | 0 | 90 |
| 18 Sept | 272.40 | 20.75 | -0.35 | 49.45 | 28 | 9 | 70 |
| 14 Sept | 261.40 | 26.6 | -0.7 | 46.52 | 2 | 1 | 18 |
| 27 Aug | 253.10 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Natural Gas Mini - strike price 300 expiring on 24OCT2025
Delta for 300 PE is -0.64
Historical price for 300 PE is as follows
On 22 Sept NATGASMINI was trading at 255.10. The strike last trading price was 29.3, which was 1.2 higher than the previous day. The implied volatity was 51.30, the open interest changed by 87 which increased total open position to 177
On 21 Sept NATGASMINI was trading at 254.20. The strike last trading price was 27.2, which was -0.9 lower than the previous day. The implied volatity was 46.11, the open interest changed by 0 which decreased total open position to 90
On 18 Sept NATGASMINI was trading at 272.40. The strike last trading price was 20.75, which was -0.35 lower than the previous day. The implied volatity was 49.45, the open interest changed by 9 which increased total open position to 70
On 14 Sept NATGASMINI was trading at 261.40. The strike last trading price was 26.6, which was -0.7 lower than the previous day. The implied volatity was 46.52, the open interest changed by 1 which increased total open position to 18
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
