NATGASMINI
Natural Gas Mini
Historical option data for NATGASMINI
21 Dec 2025 11:59 PM IST
| NATGASMINI 22-JAN-2026 340 CE | ||||||||||||||||
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Delta: 0.49
Vega: 0.40
Theta: -0.40
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 30 Oct | 348.80 | 5 | -23.05 | - | 15 | 15 | 15 | |||||||||
| 31 Oct | 348.80 | 45 | 40 | 43.66 | 18 | -12 | 3 | |||||||||
| 1 Nov | 364.80 | 45 | -16.2 | 42.80 | 18 | -12 | 3 | |||||||||
| 2 Nov | 364.80 | 45 | -16.2 | 42.80 | 18 | -12 | 3 | |||||||||
| 8 Nov | 384.40 | 69 | 11 | - | 6 | 0 | 0 | |||||||||
| 9 Nov | 384.40 | 69 | 11 | - | 6 | 0 | 0 | |||||||||
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| 12 Nov | 384.40 | 54.9 | -1.4 | 28.11 | 10 | -1 | 9 | |||||||||
| 13 Nov | 384.40 | 54.9 | -1.4 | - | 10 | -1 | 0 | |||||||||
| 22 Nov | 416.70 | 54.9 | -1.4 | - | 10 | -1 | 0 | |||||||||
| 23 Nov | 416.70 | 54.9 | -1.4 | - | 10 | -1 | 0 | |||||||||
| 5 Dec | 486.00 | 54.9 | -1.4 | - | 10 | -1 | 0 | |||||||||
| 7 Dec | 486.00 | 54.9 | -1.4 | - | 10 | -1 | 0 | |||||||||
| 13 Dec | 376.50 | 49.75 | 0 | 94.83 | 2 | 2 | 2 | |||||||||
| 14 Dec | 376.50 | 49.75 | 0 | 94.83 | 2 | 2 | 2 | |||||||||
| 20 Dec | 356.40 | 23.1 | -1.3 | 66.91 | 296 | 65 | 99 | |||||||||
| 21 Dec | 356.40 | 23.1 | -1.3 | 66.91 | 296 | 65 | 99 | |||||||||
For Natural Gas Mini - strike price 340 expiring on 22JAN2026
Delta for 340 CE is 0.49
Historical price for 340 CE is as follows
On 30 Oct NATGASMINI was trading at 348.80. The strike last trading price was 5, which was -23.05 lower than the previous day. The implied volatity was -, the open interest changed by 15 which increased total open position to 15
On 31 Oct NATGASMINI was trading at 348.80. The strike last trading price was 45, which was 40 higher than the previous day. The implied volatity was 43.66, the open interest changed by -12 which decreased total open position to 3
On 1 Nov NATGASMINI was trading at 364.80. The strike last trading price was 45, which was -16.2 lower than the previous day. The implied volatity was 42.80, the open interest changed by -12 which decreased total open position to 3
On 2 Nov NATGASMINI was trading at 364.80. The strike last trading price was 45, which was -16.2 lower than the previous day. The implied volatity was 42.80, the open interest changed by -12 which decreased total open position to 3
On 8 Nov NATGASMINI was trading at 384.40. The strike last trading price was 69, which was 11 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 9 Nov NATGASMINI was trading at 384.40. The strike last trading price was 69, which was 11 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Nov NATGASMINI was trading at 384.40. The strike last trading price was 54.9, which was -1.4 lower than the previous day. The implied volatity was 28.11, the open interest changed by -1 which decreased total open position to 9
On 13 Nov NATGASMINI was trading at 384.40. The strike last trading price was 54.9, which was -1.4 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 0
On 22 Nov NATGASMINI was trading at 416.70. The strike last trading price was 54.9, which was -1.4 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 0
On 23 Nov NATGASMINI was trading at 416.70. The strike last trading price was 54.9, which was -1.4 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 0
On 5 Dec NATGASMINI was trading at 486.00. The strike last trading price was 54.9, which was -1.4 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 0
On 7 Dec NATGASMINI was trading at 486.00. The strike last trading price was 54.9, which was -1.4 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 0
On 13 Dec NATGASMINI was trading at 376.50. The strike last trading price was 49.75, which was 0 lower than the previous day. The implied volatity was 94.83, the open interest changed by 2 which increased total open position to 2
On 14 Dec NATGASMINI was trading at 376.50. The strike last trading price was 49.75, which was 0 lower than the previous day. The implied volatity was 94.83, the open interest changed by 2 which increased total open position to 2
On 20 Dec NATGASMINI was trading at 356.40. The strike last trading price was 23.1, which was -1.3 lower than the previous day. The implied volatity was 66.91, the open interest changed by 65 which increased total open position to 99
On 21 Dec NATGASMINI was trading at 356.40. The strike last trading price was 23.1, which was -1.3 lower than the previous day. The implied volatity was 66.91, the open interest changed by 65 which increased total open position to 99
| NATGASMINI 22JAN2026 340 PE | |||||||
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Delta: -0.51
Vega: 0.40
Theta: -0.41
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 30 Oct | 348.80 | 0 | 0 | - | 0 | 0 | 0 |
| 31 Oct | 348.80 | 0 | 0 | - | 0 | 0 | 0 |
| 1 Nov | 364.80 | 0 | 0 | - | 0 | 0 | 0 |
| 2 Nov | 364.80 | 0 | 0 | - | 0 | 0 | 0 |
| 8 Nov | 384.40 | 0 | 0 | - | 0 | 0 | 0 |
| 9 Nov | 384.40 | 0 | 0 | - | 0 | 0 | 0 |
| 12 Nov | 384.40 | 0 | 0 | - | 0 | 0 | 0 |
| 13 Nov | 384.40 | 0 | 0 | - | 0 | 0 | 0 |
| 22 Nov | 416.70 | 0 | 0 | - | 0 | 0 | 0 |
| 23 Nov | 416.70 | 0 | 0 | - | 0 | 0 | 0 |
| 5 Dec | 486.00 | 4 | -1.3 | 58.36 | 6 | 4 | 4 |
| 7 Dec | 486.00 | 4 | -1.3 | 58.38 | 6 | 4 | 4 |
| 13 Dec | 376.50 | 19.9 | 1.45 | - | 2 | 5 | 0 |
| 14 Dec | 376.50 | 19.9 | 1.45 | - | 2 | 5 | 0 |
| 20 Dec | 356.40 | 33.05 | 0.8 | 69.26 | 383 | 20 | 231 |
| 21 Dec | 356.40 | 33.05 | 0.8 | 69.26 | 383 | 20 | 231 |
For Natural Gas Mini - strike price 340 expiring on 22JAN2026
Delta for 340 PE is -0.51
Historical price for 340 PE is as follows
On 30 Oct NATGASMINI was trading at 348.80. 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
On 31 Oct NATGASMINI was trading at 348.80. 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
On 1 Nov NATGASMINI was trading at 364.80. 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
On 2 Nov NATGASMINI was trading at 364.80. 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
On 8 Nov NATGASMINI was trading at 384.40. 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
On 9 Nov NATGASMINI was trading at 384.40. 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
On 12 Nov NATGASMINI was trading at 384.40. 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
On 13 Nov NATGASMINI was trading at 384.40. 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
On 22 Nov NATGASMINI was trading at 416.70. 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
On 23 Nov NATGASMINI was trading at 416.70. 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
On 5 Dec NATGASMINI was trading at 486.00. The strike last trading price was 4, which was -1.3 lower than the previous day. The implied volatity was 58.36, the open interest changed by 4 which increased total open position to 4
On 7 Dec NATGASMINI was trading at 486.00. The strike last trading price was 4, which was -1.3 lower than the previous day. The implied volatity was 58.38, the open interest changed by 4 which increased total open position to 4
On 13 Dec NATGASMINI was trading at 376.50. The strike last trading price was 19.9, which was 1.45 higher than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 0
On 14 Dec NATGASMINI was trading at 376.50. The strike last trading price was 19.9, which was 1.45 higher than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 0
On 20 Dec NATGASMINI was trading at 356.40. The strike last trading price was 33.05, which was 0.8 higher than the previous day. The implied volatity was 69.26, the open interest changed by 20 which increased total open position to 231
On 21 Dec NATGASMINI was trading at 356.40. The strike last trading price was 33.05, which was 0.8 higher than the previous day. The implied volatity was 69.26, the open interest changed by 20 which increased total open position to 231































































































































































































































