NATGASMINI
Natural Gas Mini
Historical option data for NATGASMINI
22 Sep 2025 08:00 PM IST
| NATGASMINI 24OCT2025 320 CE | ||||||||||||||||
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Delta: 0.22
Vega: 0.25
Theta: -0.20
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 22 Sept | 255.10 | 5.1 | -0.9 | 52.30 | 189 | -3 | 187 | |||||||||
| 21 Sept | 254.20 | 6.05 | 0.05 | 52.27 | 113 | 0 | 190 | |||||||||
| 18 Sept | 272.40 | 9.65 | 0.35 | 49.98 | 53 | 20 | 238 | |||||||||
| 14 Sept | 261.40 | 6.65 | -0.05 | 46.75 | 5 | 13 | 13 | |||||||||
For Natural Gas Mini - strike price 320 expiring on 24OCT2025
Delta for 320 CE is 0.22
Historical price for 320 CE is as follows
On 22 Sept NATGASMINI was trading at 255.10. The strike last trading price was 5.1, which was -0.9 lower than the previous day. The implied volatity was 52.30, the open interest changed by -3 which decreased total open position to 187
On 21 Sept NATGASMINI was trading at 254.20. The strike last trading price was 6.05, which was 0.05 higher than the previous day. The implied volatity was 52.27, the open interest changed by 0 which decreased total open position to 190
On 18 Sept NATGASMINI was trading at 272.40. The strike last trading price was 9.65, which was 0.35 higher than the previous day. The implied volatity was 49.98, the open interest changed by 20 which increased total open position to 238
On 14 Sept NATGASMINI was trading at 261.40. The strike last trading price was 6.65, which was -0.05 lower than the previous day. The implied volatity was 46.75, the open interest changed by 13 which increased total open position to 13
| NATGASMINI 24OCT2025 320 PE | |||||||
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 255.10 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 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 320 expiring on 24OCT2025
Delta for 320 PE is 0.00
Historical price for 320 PE is as follows
On 22 Sept NATGASMINI was trading at 255.10. 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 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
