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NATGASMINI
Natural Gas Mini
282.7 -0.80 (-0.28%)

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Historical option data for NATGASMINI

26 Oct 2025 01:38 AM IST
Ltp Ltp OI Open Interest (OI) OI Chg Change Open Interest Volume Volume IV IV
NATGASMINI 20-NOV-2025 350 CE
Delta: 0.51
Vega: 0.38
Theta: -0.42
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
26 Oct 282.70 21.4 0 60.45 2,648 166 533
25 Oct 282.70 21.4 0 60.45 2,648 166 533
18 Oct 282.70 13.3 0.3 54.51 62 21 63
15 Oct 282.70 15.15 0.65 55.69 10 6 18
14 Oct 282.70 17 0 - 2 12 0
22 Sept 255.10 17.05 4.55 42.67 3 3 3

For Natural Gas Mini - strike price 350 expiring on 20NOV2025

Delta for 350 CE is 0.51

Historical price for 350 CE is as follows

On 26 Oct NATGASMINI was trading at 282.70. The strike last trading price was 21.4, which was 0 lower than the previous day. The implied volatity was 60.45, the open interest changed by 166 which increased total open position to 533


On 25 Oct NATGASMINI was trading at 282.70. The strike last trading price was 21.4, which was 0 lower than the previous day. The implied volatity was 60.45, the open interest changed by 166 which increased total open position to 533


On 18 Oct NATGASMINI was trading at 282.70. The strike last trading price was 13.3, which was 0.3 higher than the previous day. The implied volatity was 54.51, the open interest changed by 21 which increased total open position to 63


On 15 Oct NATGASMINI was trading at 282.70. The strike last trading price was 15.15, which was 0.65 higher than the previous day. The implied volatity was 55.69, the open interest changed by 6 which increased total open position to 18


On 14 Oct NATGASMINI was trading at 282.70. The strike last trading price was 17, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 12 which increased total open position to 0


On 22 Sept NATGASMINI was trading at 255.10. The strike last trading price was 17.05, which was 4.55 higher than the previous day. The implied volatity was 42.67, the open interest changed by 3 which increased total open position to 3


NATGASMINI 20NOV2025 350 PE
Delta: -0.49
Vega: 0.38
Theta: -0.43
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
26 Oct 282.70 24.95 -0.2 61.64 3,413 320 653
25 Oct 282.70 24.95 -0.2 61.64 3,413 320 653
18 Oct 282.70 35 -0.85 54.25 6 7 7
15 Oct 282.70 22.45 0.65 - 4 4 0
14 Oct 282.70 22.45 0.65 - 4 4 0
22 Sept 255.10 0 0 0.00 0 0 0

For Natural Gas Mini - strike price 350 expiring on 20NOV2025

Delta for 350 PE is -0.49

Historical price for 350 PE is as follows

On 26 Oct NATGASMINI was trading at 282.70. The strike last trading price was 24.95, which was -0.2 lower than the previous day. The implied volatity was 61.64, the open interest changed by 320 which increased total open position to 653


On 25 Oct NATGASMINI was trading at 282.70. The strike last trading price was 24.95, which was -0.2 lower than the previous day. The implied volatity was 61.64, the open interest changed by 320 which increased total open position to 653


On 18 Oct NATGASMINI was trading at 282.70. The strike last trading price was 35, which was -0.85 lower than the previous day. The implied volatity was 54.25, the open interest changed by 7 which increased total open position to 7


On 15 Oct NATGASMINI was trading at 282.70. The strike last trading price was 22.45, which was 0.65 higher than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 0


On 14 Oct NATGASMINI was trading at 282.70. The strike last trading price was 22.45, which was 0.65 higher than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 0


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