NATGASMINI
Natural Gas Mini
Historical option data for NATGASMINI
25 Oct 2025 03:50 PM IST
| NATGASMINI 20-NOV-2025 320 CE | ||||||||||||||||
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Delta: 0.73
Vega: 0.31
Theta: -0.32
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
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| 25 Oct | 282.70 | 36.5 | -0.35 | 55.91 | 107 | 15 | 76 | |||||||||
| 18 Oct | 282.70 | 24.45 | -0.75 | 50.79 | 88 | 42 | 53 | |||||||||
| 15 Oct | 282.70 | 26 | 0.8 | 50.75 | 5 | 5 | 5 | |||||||||
| 14 Oct | 282.70 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Natural Gas Mini - strike price 320 expiring on 20NOV2025
Delta for 320 CE is 0.73
Historical price for 320 CE is as follows
On 25 Oct NATGASMINI was trading at 282.70. The strike last trading price was 36.5, which was -0.35 lower than the previous day. The implied volatity was 55.91, the open interest changed by 15 which increased total open position to 76
On 18 Oct NATGASMINI was trading at 282.70. The strike last trading price was 24.45, which was -0.75 lower than the previous day. The implied volatity was 50.79, the open interest changed by 42 which increased total open position to 53
On 15 Oct NATGASMINI was trading at 282.70. The strike last trading price was 26, which was 0.8 higher than the previous day. The implied volatity was 50.75, the open interest changed by 5 which increased total open position to 5
On 14 Oct NATGASMINI was trading at 282.70. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| NATGASMINI 20NOV2025 320 PE | |||||||
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Delta: -0.28
Vega: 0.32
Theta: -0.35
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 25 Oct | 282.70 | 10.8 | -0.65 | 59.69 | 466 | 55 | 302 |
| 18 Oct | 282.70 | 15.8 | -0.4 | 49.64 | 39 | 30 | 30 |
| 15 Oct | 282.70 | 17 | 1.9 | - | 2 | 1 | 0 |
| 14 Oct | 282.70 | 17 | 1.9 | - | 2 | 1 | 0 |
For Natural Gas Mini - strike price 320 expiring on 20NOV2025
Delta for 320 PE is -0.28
Historical price for 320 PE is as follows
On 25 Oct NATGASMINI was trading at 282.70. The strike last trading price was 10.8, which was -0.65 lower than the previous day. The implied volatity was 59.69, the open interest changed by 55 which increased total open position to 302
On 18 Oct NATGASMINI was trading at 282.70. The strike last trading price was 15.8, which was -0.4 lower than the previous day. The implied volatity was 49.64, the open interest changed by 30 which increased total open position to 30
On 15 Oct NATGASMINI was trading at 282.70. The strike last trading price was 17, which was 1.9 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 14 Oct NATGASMINI was trading at 282.70. The strike last trading price was 17, which was 1.9 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0




























































































































































































































