NATGASMINI
Natural Gas Mini
Historical option data for NATGASMINI
24 Jul 2025 11:09 PM IST
| NATGASMINI 22AUG2025 300 CE | ||||||||||||||||
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Delta: 0.32
Vega: 0.28
Theta: -0.29
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 24 Jul | 267.00 | 9.05 | 0.1 | 61.60 | 2,257 | 536 | 1,793 | |||||||||
For Natural Gas Mini - strike price 300 expiring on 22AUG2025
Delta for 300 CE is 0.32
Historical price for 300 CE is as follows
On 24 Jul NATGASMINI was trading at 267.00. The strike last trading price was 9.05, which was 0.1 higher than the previous day. The implied volatity was 61.60, the open interest changed by 536 which increased total open position to 1793
| NATGASMINI 22AUG2025 300 PE | |||||||
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Delta: -0.67
Vega: 0.28
Theta: -0.30
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 24 Jul | 267.00 | 37.15 | -0.15 | 63.41 | 192 | 98 | 436 |
For Natural Gas Mini - strike price 300 expiring on 22AUG2025
Delta for 300 PE is -0.67
Historical price for 300 PE is as follows
On 24 Jul NATGASMINI was trading at 267.00. The strike last trading price was 37.15, which was -0.15 lower than the previous day. The implied volatity was 63.41, the open interest changed by 98 which increased total open position to 436
