NATGASMINI
Natural Gas Mini
Historical option data for NATGASMINI
24 Jul 2025 11:09 PM IST
| NATGASMINI 22AUG2025 310 CE | ||||||||||||||||
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Delta: 0.26
Vega: 0.25
Theta: -0.26
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 24 Jul | 267.00 | 6.75 | -0.1 | 61.66 | 471 | 13 | 410 | |||||||||
For Natural Gas Mini - strike price 310 expiring on 22AUG2025
Delta for 310 CE is 0.26
Historical price for 310 CE is as follows
On 24 Jul NATGASMINI was trading at 267.00. The strike last trading price was 6.75, which was -0.1 lower than the previous day. The implied volatity was 61.66, the open interest changed by 13 which increased total open position to 410
| NATGASMINI 22AUG2025 310 PE | |||||||
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Delta: -0.76
Vega: 0.24
Theta: -0.24
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 24 Jul | 267.00 | 43.55 | -0.5 | 57.76 | 19 | 15 | 48 |
For Natural Gas Mini - strike price 310 expiring on 22AUG2025
Delta for 310 PE is -0.76
Historical price for 310 PE is as follows
On 24 Jul NATGASMINI was trading at 267.00. The strike last trading price was 43.55, which was -0.5 lower than the previous day. The implied volatity was 57.76, the open interest changed by 15 which increased total open position to 48
