NATGASMINI
Natural Gas Mini
Historical option data for NATGASMINI
22 Sep 2025 08:00 PM IST
| NATGASMINI 24OCT2025 310 CE | ||||||||||||||||
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Delta: 0.29
Vega: 0.28
Theta: -0.23
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 22 Sept | 255.10 | 7.4 | -0.25 | 53.22 | 111 | 53 | 98 | |||||||||
| 21 Sept | 254.20 | 7.6 | -0.05 | 50.06 | 72 | 25 | 45 | |||||||||
| 18 Sept | 272.40 | 12.35 | -0.65 | 48.80 | 3 | 1 | 14 | |||||||||
| 14 Sept | 261.40 | 7.25 | 0 | 41.46 | 1 | 4 | 4 | |||||||||
For Natural Gas Mini - strike price 310 expiring on 24OCT2025
Delta for 310 CE is 0.29
Historical price for 310 CE is as follows
On 22 Sept NATGASMINI was trading at 255.10. The strike last trading price was 7.4, which was -0.25 lower than the previous day. The implied volatity was 53.22, the open interest changed by 53 which increased total open position to 98
On 21 Sept NATGASMINI was trading at 254.20. The strike last trading price was 7.6, which was -0.05 lower than the previous day. The implied volatity was 50.06, the open interest changed by 25 which increased total open position to 45
On 18 Sept NATGASMINI was trading at 272.40. The strike last trading price was 12.35, which was -0.65 lower than the previous day. The implied volatity was 48.80, the open interest changed by 1 which increased total open position to 14
On 14 Sept NATGASMINI was trading at 261.40. The strike last trading price was 7.25, which was 0 lower than the previous day. The implied volatity was 41.46, the open interest changed by 4 which increased total open position to 4
| NATGASMINI 24OCT2025 310 PE | |||||||
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Delta: -0.84
Vega: 0.20
Theta: -0.10
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 255.10 | 32.1 | 1.5 | 32.66 | 1 | 1 | 1 |
| 21 Sept | 254.20 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 18 Sept | 272.40 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 14 Sept | 261.40 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Natural Gas Mini - strike price 310 expiring on 24OCT2025
Delta for 310 PE is -0.84
Historical price for 310 PE is as follows
On 22 Sept NATGASMINI was trading at 255.10. The strike last trading price was 32.1, which was 1.5 higher than the previous day. The implied volatity was 32.66, the open interest changed by 1 which increased total open position to 1
On 21 Sept NATGASMINI was trading at 254.20. 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
On 18 Sept NATGASMINI was trading at 272.40. 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
On 14 Sept NATGASMINI was trading at 261.40. 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
