NATGASMINI
Natural Gas Mini
Historical option data for NATGASMINI
22 Sep 2025 08:00 PM IST
| NATGASMINI 24OCT2025 330 CE | ||||||||||||||||
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Delta: 0.17
Vega: 0.21
Theta: -0.17
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 22 Sept | 255.10 | 3.8 | -0.5 | 53.35 | 508 | 93 | 343 | |||||||||
| 21 Sept | 254.20 | 4.2 | -0.1 | 51.61 | 2,745 | 78 | 250 | |||||||||
| 18 Sept | 272.40 | 6.8 | -0.3 | 48.95 | 368 | 98 | 208 | |||||||||
| 14 Sept | 261.40 | 4.55 | 0 | 45.86 | 2 | 6 | 0 | |||||||||
For Natural Gas Mini - strike price 330 expiring on 24OCT2025
Delta for 330 CE is 0.17
Historical price for 330 CE is as follows
On 22 Sept NATGASMINI was trading at 255.10. The strike last trading price was 3.8, which was -0.5 lower than the previous day. The implied volatity was 53.35, the open interest changed by 93 which increased total open position to 343
On 21 Sept NATGASMINI was trading at 254.20. The strike last trading price was 4.2, which was -0.1 lower than the previous day. The implied volatity was 51.61, the open interest changed by 78 which increased total open position to 250
On 18 Sept NATGASMINI was trading at 272.40. The strike last trading price was 6.8, which was -0.3 lower than the previous day. The implied volatity was 48.95, the open interest changed by 98 which increased total open position to 208
On 14 Sept NATGASMINI was trading at 261.40. The strike last trading price was 4.55, which was 0 lower than the previous day. The implied volatity was 45.86, the open interest changed by 6 which increased total open position to 0
| NATGASMINI 24OCT2025 330 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 330 expiring on 24OCT2025
Delta for 330 PE is 0.00
Historical price for 330 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
