NATGASMINI
Natural Gas Mini
Historical option data for NATGASMINI
03 Feb 2025 11:29 PM IST
| NATGASMINI 21FEB2025 270 CE | ||||||||||
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Delta: 0.77
Vega: 0.20
Theta: -0.32
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 3 Feb | 0.00 | 29.5 | 15.55 | 57.46 | 4,552 | -1,586 | 407 | |||
| 1 Feb | 0.00 | 14.2 | 0.25 | 60.72 | 1,957 | -263 | 1,993 | |||
| 31 Jan | 0.00 | 13.2 | -1.65 | 60.91 | 8,811 | -51 | 2,335 | |||
| 30 Jan | 0.00 | 14.2 | -3.25 | 57.53 | 15,994 | 1,983 | 2,608 | |||
| 29 Jan | 0.00 | 17.45 | 1.55 | 57.20 | 5,385 | 326 | 662 | |||
| 28 Jan | 0.00 | 15.5 | -5.25 | 55.68 | 1,188 | 338 | 356 | |||
| 27 Jan | 0.00 | 22 | -9.6 | 57.76 | 67 | 19 | 19 | |||
| 24 Jan | 0.00 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 23 Jan | 0.00 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
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| 22 Jan | 0.00 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 21 Jan | 0.00 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 20 Jan | 0.00 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 17 Jan | 0.00 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 16 Jan | 0.00 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 15 Jan | 0.00 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 9 Jan | 0.00 | 0 | 0.00 | 0 | 0 | 0 | ||||
For Natural Gas Mini - strike price 270 expiring on 21FEB2025
Delta for 270 CE is 0.77
Historical price for 270 CE is as follows
On 3 Feb NATGASMINI was trading at 0.00. The strike last trading price was 29.5, which was 15.55 higher than the previous day. The implied volatity was 57.46, the open interest changed by -1586 which decreased total open position to 407
On 1 Feb NATGASMINI was trading at 0.00. The strike last trading price was 14.2, which was 0.25 higher than the previous day. The implied volatity was 60.72, the open interest changed by -263 which decreased total open position to 1993
On 31 Jan NATGASMINI was trading at 0.00. The strike last trading price was 13.2, which was -1.65 lower than the previous day. The implied volatity was 60.91, the open interest changed by -51 which decreased total open position to 2335
On 30 Jan NATGASMINI was trading at 0.00. The strike last trading price was 14.2, which was -3.25 lower than the previous day. The implied volatity was 57.53, the open interest changed by 1983 which increased total open position to 2608
On 29 Jan NATGASMINI was trading at 0.00. The strike last trading price was 17.45, which was 1.55 higher than the previous day. The implied volatity was 57.20, the open interest changed by 326 which increased total open position to 662
On 28 Jan NATGASMINI was trading at 0.00. The strike last trading price was 15.5, which was -5.25 lower than the previous day. The implied volatity was 55.68, the open interest changed by 338 which increased total open position to 356
On 27 Jan NATGASMINI was trading at 0.00. The strike last trading price was 22, which was -9.6 lower than the previous day. The implied volatity was 57.76, the open interest changed by 19 which increased total open position to 19
On 24 Jan NATGASMINI was trading at 0.00. 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 23 Jan NATGASMINI was trading at 0.00. The strike last trading price was 0, which was 0.00 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 22 Jan NATGASMINI was trading at 0.00. The strike last trading price was 0, which was 0.00 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 Jan NATGASMINI was trading at 0.00. The strike last trading price was 0, which was 0.00 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 20 Jan NATGASMINI was trading at 0.00. The strike last trading price was 0, which was 0.00 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 17 Jan NATGASMINI was trading at 0.00. The strike last trading price was 0, which was 0.00 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 16 Jan NATGASMINI was trading at 0.00. The strike last trading price was 0, which was 0.00 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 15 Jan NATGASMINI was trading at 0.00. The strike last trading price was 0, which was 0.00 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 9 Jan NATGASMINI was trading at 0.00. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
| NATGASMINI 21FEB2025 270 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.25
Vega: 0.21
Theta: -0.36
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 3 Feb | 0.00 | 6.75 | -9.5 | 63.54 | 2,697 | 191 | 514 |
| 1 Feb | 0.00 | 16.35 | 0.1 | 59.33 | 347 | -56 | 323 |
| 31 Jan | 0.00 | 18.3 | 2.45 | 60.51 | 4,814 | -153 | 404 |
| 30 Jan | 0.00 | 16.45 | 2.4 | 58.10 | 7,508 | 69 | 615 |
| 29 Jan | 0.00 | 14.3 | -0.65 | 58.49 | 4,865 | 344 | 605 |
| 28 Jan | 0.00 | 15.4 | 3.3 | 55.68 | 3,724 | 130 | 334 |
| 27 Jan | 0.00 | 12 | 4.05 | 57.04 | 1,574 | 177 | 252 |
| 24 Jan | 0.00 | 7.95 | 0.35 | 58.43 | 268 | -52 | 76 |
| 23 Jan | 0.00 | 7.3 | -0.90 | 55.26 | 48,250 | 88 | 123 |
| 22 Jan | 0.00 | 8.2 | -2.80 | 60.39 | 39 | 27 | 35 |
| 21 Jan | 0.00 | 11 | 1.00 | 60.32 | 0.008 | 1 | 8 |
| 20 Jan | 0.00 | 10 | 0.60 | 63.20 | 0.028 | 4 | 7 |
| 17 Jan | 0.00 | 9.4 | -1.10 | 66.48 | 0.016 | 2 | 3 |
| 16 Jan | 0.00 | 10.5 | 10.50 | 68.62 | 0.004 | 1 | 1 |
| 15 Jan | 0.00 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 9 Jan | 0.00 | 0 | 0.00 | 0 | 0 | 0 | |
For Natural Gas Mini - strike price 270 expiring on 21FEB2025
Delta for 270 PE is -0.25
Historical price for 270 PE is as follows
On 3 Feb NATGASMINI was trading at 0.00. The strike last trading price was 6.75, which was -9.5 lower than the previous day. The implied volatity was 63.54, the open interest changed by 191 which increased total open position to 514
On 1 Feb NATGASMINI was trading at 0.00. The strike last trading price was 16.35, which was 0.1 higher than the previous day. The implied volatity was 59.33, the open interest changed by -56 which decreased total open position to 323
On 31 Jan NATGASMINI was trading at 0.00. The strike last trading price was 18.3, which was 2.45 higher than the previous day. The implied volatity was 60.51, the open interest changed by -153 which decreased total open position to 404
On 30 Jan NATGASMINI was trading at 0.00. The strike last trading price was 16.45, which was 2.4 higher than the previous day. The implied volatity was 58.10, the open interest changed by 69 which increased total open position to 615
On 29 Jan NATGASMINI was trading at 0.00. The strike last trading price was 14.3, which was -0.65 lower than the previous day. The implied volatity was 58.49, the open interest changed by 344 which increased total open position to 605
On 28 Jan NATGASMINI was trading at 0.00. The strike last trading price was 15.4, which was 3.3 higher than the previous day. The implied volatity was 55.68, the open interest changed by 130 which increased total open position to 334
On 27 Jan NATGASMINI was trading at 0.00. The strike last trading price was 12, which was 4.05 higher than the previous day. The implied volatity was 57.04, the open interest changed by 177 which increased total open position to 252
On 24 Jan NATGASMINI was trading at 0.00. The strike last trading price was 7.95, which was 0.35 higher than the previous day. The implied volatity was 58.43, the open interest changed by -52 which decreased total open position to 76
On 23 Jan NATGASMINI was trading at 0.00. The strike last trading price was 7.3, which was -0.90 lower than the previous day. The implied volatity was 55.26, the open interest changed by 88 which increased total open position to 123
On 22 Jan NATGASMINI was trading at 0.00. The strike last trading price was 8.2, which was -2.80 lower than the previous day. The implied volatity was 60.39, the open interest changed by 27 which increased total open position to 35
On 21 Jan NATGASMINI was trading at 0.00. The strike last trading price was 11, which was 1.00 higher than the previous day. The implied volatity was 60.32, the open interest changed by 1 which increased total open position to 8
On 20 Jan NATGASMINI was trading at 0.00. The strike last trading price was 10, which was 0.60 higher than the previous day. The implied volatity was 63.20, the open interest changed by 4 which increased total open position to 7
On 17 Jan NATGASMINI was trading at 0.00. The strike last trading price was 9.4, which was -1.10 lower than the previous day. The implied volatity was 66.48, the open interest changed by 2 which increased total open position to 3
On 16 Jan NATGASMINI was trading at 0.00. The strike last trading price was 10.5, which was 10.50 higher than the previous day. The implied volatity was 68.62, the open interest changed by 1 which increased total open position to 1
On 15 Jan NATGASMINI was trading at 0.00. The strike last trading price was 0, which was 0.00 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 9 Jan NATGASMINI was trading at 0.00. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
