NATGASMINI
Natural Gas Mini
Historical option data for NATGASMINI
24 Jul 2025 11:09 PM IST
| NATGASMINI 22AUG2025 320 CE | ||||||||||||||||
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Delta: 0.20
Vega: 0.22
Theta: -0.23
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 24 Jul | 267.00 | 4.9 | -0.25 | 61.59 | 605 | 105 | 433 | |||||||||
For Natural Gas Mini - strike price 320 expiring on 22AUG2025
Delta for 320 CE is 0.20
Historical price for 320 CE is as follows
On 24 Jul NATGASMINI was trading at 267.00. The strike last trading price was 4.9, which was -0.25 lower than the previous day. The implied volatity was 61.59, the open interest changed by 105 which increased total open position to 433
| NATGASMINI 22AUG2025 320 PE | |||||||
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Delta: -0.83
Vega: 0.20
Theta: -0.19
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 24 Jul | 267.00 | 51.55 | 0.9 | 56.03 | 30 | 26 | 45 |
For Natural Gas Mini - strike price 320 expiring on 22AUG2025
Delta for 320 PE is -0.83
Historical price for 320 PE is as follows
On 24 Jul NATGASMINI was trading at 267.00. The strike last trading price was 51.55, which was 0.9 higher than the previous day. The implied volatity was 56.03, the open interest changed by 26 which increased total open position to 45
