[--[65.84.65.76]--]

NATGASMINI

Natural Gas Mini
282.7 -0.80 (-0.28%)
L: 278.2 H: 288.9

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Historical option data for NATGASMINI

25 Oct 2025 03:50 PM IST
NATGASMINI 20-NOV-2025 320 CE
Delta: 0.73
Vega: 0.31
Theta: -0.32
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
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
Delta: -0.28
Vega: 0.32
Theta: -0.35
Gamma: 0.01
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