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Historical option data for NATGASMINI

27 May 2026 11:58 PM IST
NATGASMINI 23-Jun-2026 (26d) 300 CE
Delta: 0.56
Vega: 0.33
Theta: -0.3
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
27 May 302.90 17.9 0.95 (5.60%) 49.99 62,554 -3,592 3,195
26 May 279.90 12.9 -0.15 (-1.15%) 50.01 51,265 2,031 6,787
25 May 277.60 13.2 -0.05 (-0.38%) 50.76 42,114 2,065 3,905
22 May 277.00 13 -0.25 (-1.89%) 48.93 10,528 1,966 2,607
21 May 289.80 20.75 0.2 (0.97%) 51.44 2,577 90 641
20 May 291.40 22.5 -0.55 (-2.39%) 49.93 1,234 -10 551
19 May 300.20 28.6 -0.05 (-0.17%) 47.78 1,295 95 561
18 May 292.80 24.15 0.2 (0.84%) 50.85 1,439 12 466
15 May 283.90 19.25 -0.55 (-2.78%) 48.57 1,082 79 454
14 May 277.10 19 0.25 (1.33%) 51.57 610 51 376
13 May 275.60 17.5 -0.1 (-0.57%) 49.7 563 78 325
12 May 272.50 16.95 0.3 (1.80%) 49.44 408 15 247
11 May 278.00 20.1 0.45 (2.29%) 48.99 397 39 232
8 May 260.70 14.55 -0.05 (-0.34%) 50.62 166 41 193
7 May 263.10 15.6 -0.2 (-1.27%) 49.88 275 30 152
6 May 259.00 15.3 -0.35 (-2.24%) 50.66 148 53 122
5 May 267.10 19.45 -1 (-4.89%) 49.41 80 10 69
4 May 274.60 23.5 0.7 (3.07%) 47.78 38 59 59
3 May 264.00 18 0 (0.00%) - 1 34 0
2 May 264.00 18 0 (0.00%) - 1 34 0
1 May 264.00 18 0 (0.00%) - 1 34 34
30 Apr 263.70 18 0 (0.00%) - 1 34 34
29 Apr 252.50 18 0 (0.00%) - 1 34 34
28 Apr 257.50 - - - 0 0 34
27 Apr 242.90 17 0.95 (5.92%) 47.81 9 34 34
24 Apr 238.80 16.95 -1.35 (-7.38%) - 25 22 30
23 Apr 244.40 16.95 -1.35 (-7.38%) 46.21 25 22 30
22 Apr 255.50 20.7 0.1 (0.49%) 45.99 8 8 8
21 Apr 252.10 - - - 0 0 0
20 Apr 251.50 - - - 0 0 0
17 Apr 250.60 - - - 0 0 0
16 Apr 247.00 - - - 0 0 0
15 Apr 245.10 - - - 0 0 0
14 Apr 243.20 - - - 0 0 0
13 Apr 247.70 - - - 0 0 0
10 Apr 248.80 - - - 0 0 0
9 Apr 250.30 - - - 0 0 0
8 Apr 254.60 - - - 0 0 0
7 Apr 270.20 - - - 0 0 0
6 Apr 266.00 - - - 0 0 0
2 Apr 264.00 - - - 0 0 0
1 Apr 265.70 - - - 0 0 0
31 Mar 274.50 - - - 0 0 0
30 Mar 274.50 - - - 0 0 0
27 Mar 290.80 - - - 0 0 0


For Natural Gas Mini - strike price 300 expiring on 23JUN2026

Delta for 300 CE is 0.56

Historical price for 300 CE is as follows

On 27 May NATGASMINI was trading at 302.90. The strike last trading price was 17.9, which was 0.95 higher than the previous day. The implied volatity was 49.99, the open interest changed by -3592 which decreased total open position to 3195


On 26 May NATGASMINI was trading at 279.90. The strike last trading price was 12.9, which was -0.15 lower than the previous day. The implied volatity was 50.01, the open interest changed by 2031 which increased total open position to 6787


On 25 May NATGASMINI was trading at 277.60. The strike last trading price was 13.2, which was -0.05 lower than the previous day. The implied volatity was 50.76, the open interest changed by 2065 which increased total open position to 3905


On 22 May NATGASMINI was trading at 277.00. The strike last trading price was 13, which was -0.25 lower than the previous day. The implied volatity was 48.93, the open interest changed by 1966 which increased total open position to 2607


On 21 May NATGASMINI was trading at 289.80. The strike last trading price was 20.75, which was 0.2 higher than the previous day. The implied volatity was 51.44, the open interest changed by 90 which increased total open position to 641


On 20 May NATGASMINI was trading at 291.40. The strike last trading price was 22.5, which was -0.55 lower than the previous day. The implied volatity was 49.93, the open interest changed by -10 which decreased total open position to 551


On 19 May NATGASMINI was trading at 300.20. The strike last trading price was 28.6, which was -0.05 lower than the previous day. The implied volatity was 47.78, the open interest changed by 95 which increased total open position to 561


On 18 May NATGASMINI was trading at 292.80. The strike last trading price was 24.15, which was 0.2 higher than the previous day. The implied volatity was 50.85, the open interest changed by 12 which increased total open position to 466


On 15 May NATGASMINI was trading at 283.90. The strike last trading price was 19.25, which was -0.55 lower than the previous day. The implied volatity was 48.57, the open interest changed by 79 which increased total open position to 454


On 14 May NATGASMINI was trading at 277.10. The strike last trading price was 19, which was 0.25 higher than the previous day. The implied volatity was 51.57, the open interest changed by 51 which increased total open position to 376


On 13 May NATGASMINI was trading at 275.60. The strike last trading price was 17.5, which was -0.1 lower than the previous day. The implied volatity was 49.7, the open interest changed by 78 which increased total open position to 325


On 12 May NATGASMINI was trading at 272.50. The strike last trading price was 16.95, which was 0.3 higher than the previous day. The implied volatity was 49.44, the open interest changed by 15 which increased total open position to 247


On 11 May NATGASMINI was trading at 278.00. The strike last trading price was 20.1, which was 0.45 higher than the previous day. The implied volatity was 48.99, the open interest changed by 39 which increased total open position to 232


On 8 May NATGASMINI was trading at 260.70. The strike last trading price was 14.55, which was -0.05 lower than the previous day. The implied volatity was 50.62, the open interest changed by 41 which increased total open position to 193


On 7 May NATGASMINI was trading at 263.10. The strike last trading price was 15.6, which was -0.2 lower than the previous day. The implied volatity was 49.88, the open interest changed by 30 which increased total open position to 152


On 6 May NATGASMINI was trading at 259.00. The strike last trading price was 15.3, which was -0.35 lower than the previous day. The implied volatity was 50.66, the open interest changed by 53 which increased total open position to 122


On 5 May NATGASMINI was trading at 267.10. The strike last trading price was 19.45, which was -1 lower than the previous day. The implied volatity was 49.41, the open interest changed by 10 which increased total open position to 69


On 4 May NATGASMINI was trading at 274.60. The strike last trading price was 23.5, which was 0.7 higher than the previous day. The implied volatity was 47.78, the open interest changed by 59 which increased total open position to 59


On 3 May NATGASMINI was trading at 264.00. The strike last trading price was 18, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 34 which increased total open position to 0


On 2 May NATGASMINI was trading at 264.00. The strike last trading price was 18, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 34 which increased total open position to 0


On 1 May NATGASMINI was trading at 264.00. The strike last trading price was 18, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 34 which increased total open position to 34


On 30 Apr NATGASMINI was trading at 263.70. The strike last trading price was 18, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 34 which increased total open position to 34


On 29 Apr NATGASMINI was trading at 252.50. The strike last trading price was 18, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 34 which increased total open position to 34


On 28 Apr NATGASMINI was trading at 257.50. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 34


On 27 Apr NATGASMINI was trading at 242.90. The strike last trading price was 17, which was 0.95 higher than the previous day. The implied volatity was 47.81, the open interest changed by 34 which increased total open position to 34


On 24 Apr NATGASMINI was trading at 238.80. The strike last trading price was 16.95, which was -1.35 lower than the previous day. The implied volatity was -, the open interest changed by 22 which increased total open position to 30


On 23 Apr NATGASMINI was trading at 244.40. The strike last trading price was 16.95, which was -1.35 lower than the previous day. The implied volatity was 46.21, the open interest changed by 22 which increased total open position to 30


On 22 Apr NATGASMINI was trading at 255.50. The strike last trading price was 20.7, which was 0.1 higher than the previous day. The implied volatity was 45.99, the open interest changed by 8 which increased total open position to 8


On 21 Apr NATGASMINI was trading at 252.10. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 20 Apr NATGASMINI was trading at 251.50. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 17 Apr NATGASMINI was trading at 250.60. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 16 Apr NATGASMINI was trading at 247.00. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 15 Apr NATGASMINI was trading at 245.10. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 14 Apr NATGASMINI was trading at 243.20. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 13 Apr NATGASMINI was trading at 247.70. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 10 Apr NATGASMINI was trading at 248.80. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 9 Apr NATGASMINI was trading at 250.30. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 8 Apr NATGASMINI was trading at 254.60. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 7 Apr NATGASMINI was trading at 270.20. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 6 Apr NATGASMINI was trading at 266.00. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 2 Apr NATGASMINI was trading at 264.00. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 1 Apr NATGASMINI was trading at 265.70. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 31 Mar NATGASMINI was trading at 274.50. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 30 Mar NATGASMINI was trading at 274.50. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 27 Mar NATGASMINI was trading at 290.80. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


NATGASMINI 23-Jun-2026 (26d) 300 PE
Delta: -0.44
Vega: 0.33
Theta: -0.31
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
27 May 302.90 15.3 -0.65 (-4.08%) 50.91 26,824 2,653 4,434
26 May 279.90 21 0.3 (1.45%) 51.56 21,958 135 1,781
25 May 277.60 21.45 -0.05 (-0.23%) 51.21 11,495 566 1,251
22 May 277.00 21.65 -0.2 (-0.92%) 47.91 7,814 -74 1,127
21 May 289.80 16.35 -0.3 (-1.80%) 50.34 4,488 51 1,201
20 May 291.40 15.55 0 (0.00%) 51.43 3,701 113 1,150
19 May 300.20 11.65 -0.3 (-2.51%) 50.45 2,016 479 1,037
18 May 292.80 15.4 -0.1 (-0.65%) 50.99 1,442 179 558
15 May 283.90 18.25 -0.5 (-2.67%) 47.04 986 145 379
14 May 277.10 21.95 0.65 (3.05%) 51.95 207 69 234
13 May 275.60 22.75 -0.15 (-0.66%) 50.83 63 27 165
12 May 272.50 23 -0.45 (-1.92%) 49.07 194 103 138
11 May 278.00 20.25 -0.5 (-2.41%) 49.11 25 35 35
8 May 260.70 24 0 (0.00%) - 1 0 13
7 May 263.10 24 0 (0.00%) - 1 0 13
6 May 259.00 24 0 (0.00%) - 1 0 13
5 May 267.10 24 0 (0.00%) 49.99 1 0 13
4 May 274.60 13.9 -0.5 (-3.47%) 35.62 14 9 13
3 May 264.00 24.25 7 (40.58%) 45.47 2 4 4
2 May 264.00 24.25 7 (40.58%) 45.47 2 4 4
1 May 264.00 24.25 7 (40.58%) 45.46 2 4 4
30 Apr 263.70 23.85 0 (0.00%) - 1 3 3
29 Apr 252.50 23.85 0 (0.00%) - 1 3 3
28 Apr 257.50 - - - 0 0 3
27 Apr 242.90 23.85 0 (0.00%) 37.95 1 3 3
24 Apr 238.80 24.2 0 (0.00%) - 2 2 2
23 Apr 244.40 24.2 0 (0.00%) 37.32 2 2 2
22 Apr 255.50 0 0 (0.00%) - 0 0 0
21 Apr 252.10 - - - 0 0 0
20 Apr 251.50 - - - 0 0 0
17 Apr 250.60 - - - 0 0 0
16 Apr 247.00 - - - 0 0 0
15 Apr 245.10 - - - 0 0 0
14 Apr 243.20 - - - 0 0 0
13 Apr 247.70 - - - 0 0 0
10 Apr 248.80 - - - 0 0 0
9 Apr 250.30 - - - 0 0 0
8 Apr 254.60 - - - 0 0 0
7 Apr 270.20 - - - 0 0 0
6 Apr 266.00 - - - 0 0 0
2 Apr 264.00 - - - 0 0 0
1 Apr 265.70 - - - 0 0 0
31 Mar 274.50 - - - 0 0 0
30 Mar 274.50 - - - 0 0 0
27 Mar 290.80 - - - 0 0 0


For Natural Gas Mini - strike price 300 expiring on 23JUN2026

Delta for 300 PE is -0.44

Historical price for 300 PE is as follows

On 27 May NATGASMINI was trading at 302.90. The strike last trading price was 15.3, which was -0.65 lower than the previous day. The implied volatity was 50.91, the open interest changed by 2653 which increased total open position to 4434


On 26 May NATGASMINI was trading at 279.90. The strike last trading price was 21, which was 0.3 higher than the previous day. The implied volatity was 51.56, the open interest changed by 135 which increased total open position to 1781


On 25 May NATGASMINI was trading at 277.60. The strike last trading price was 21.45, which was -0.05 lower than the previous day. The implied volatity was 51.21, the open interest changed by 566 which increased total open position to 1251


On 22 May NATGASMINI was trading at 277.00. The strike last trading price was 21.65, which was -0.2 lower than the previous day. The implied volatity was 47.91, the open interest changed by -74 which decreased total open position to 1127


On 21 May NATGASMINI was trading at 289.80. The strike last trading price was 16.35, which was -0.3 lower than the previous day. The implied volatity was 50.34, the open interest changed by 51 which increased total open position to 1201


On 20 May NATGASMINI was trading at 291.40. The strike last trading price was 15.55, which was 0 lower than the previous day. The implied volatity was 51.43, the open interest changed by 113 which increased total open position to 1150


On 19 May NATGASMINI was trading at 300.20. The strike last trading price was 11.65, which was -0.3 lower than the previous day. The implied volatity was 50.45, the open interest changed by 479 which increased total open position to 1037


On 18 May NATGASMINI was trading at 292.80. The strike last trading price was 15.4, which was -0.1 lower than the previous day. The implied volatity was 50.99, the open interest changed by 179 which increased total open position to 558


On 15 May NATGASMINI was trading at 283.90. The strike last trading price was 18.25, which was -0.5 lower than the previous day. The implied volatity was 47.04, the open interest changed by 145 which increased total open position to 379


On 14 May NATGASMINI was trading at 277.10. The strike last trading price was 21.95, which was 0.65 higher than the previous day. The implied volatity was 51.95, the open interest changed by 69 which increased total open position to 234


On 13 May NATGASMINI was trading at 275.60. The strike last trading price was 22.75, which was -0.15 lower than the previous day. The implied volatity was 50.83, the open interest changed by 27 which increased total open position to 165


On 12 May NATGASMINI was trading at 272.50. The strike last trading price was 23, which was -0.45 lower than the previous day. The implied volatity was 49.07, the open interest changed by 103 which increased total open position to 138


On 11 May NATGASMINI was trading at 278.00. The strike last trading price was 20.25, which was -0.5 lower than the previous day. The implied volatity was 49.11, the open interest changed by 35 which increased total open position to 35


On 8 May NATGASMINI was trading at 260.70. The strike last trading price was 24, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 13


On 7 May NATGASMINI was trading at 263.10. The strike last trading price was 24, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 13


On 6 May NATGASMINI was trading at 259.00. The strike last trading price was 24, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 13


On 5 May NATGASMINI was trading at 267.10. The strike last trading price was 24, which was 0 lower than the previous day. The implied volatity was 49.99, the open interest changed by 0 which decreased total open position to 13


On 4 May NATGASMINI was trading at 274.60. The strike last trading price was 13.9, which was -0.5 lower than the previous day. The implied volatity was 35.62, the open interest changed by 9 which increased total open position to 13


On 3 May NATGASMINI was trading at 264.00. The strike last trading price was 24.25, which was 7 higher than the previous day. The implied volatity was 45.47, the open interest changed by 4 which increased total open position to 4


On 2 May NATGASMINI was trading at 264.00. The strike last trading price was 24.25, which was 7 higher than the previous day. The implied volatity was 45.47, the open interest changed by 4 which increased total open position to 4


On 1 May NATGASMINI was trading at 264.00. The strike last trading price was 24.25, which was 7 higher than the previous day. The implied volatity was 45.46, the open interest changed by 4 which increased total open position to 4


On 30 Apr NATGASMINI was trading at 263.70. The strike last trading price was 23.85, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 3


On 29 Apr NATGASMINI was trading at 252.50. The strike last trading price was 23.85, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 3


On 28 Apr NATGASMINI was trading at 257.50. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3


On 27 Apr NATGASMINI was trading at 242.90. The strike last trading price was 23.85, which was 0 lower than the previous day. The implied volatity was 37.95, the open interest changed by 3 which increased total open position to 3


On 24 Apr NATGASMINI was trading at 238.80. The strike last trading price was 24.2, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 2


On 23 Apr NATGASMINI was trading at 244.40. The strike last trading price was 24.2, which was 0 lower than the previous day. The implied volatity was 37.32, the open interest changed by 2 which increased total open position to 2


On 22 Apr NATGASMINI was trading at 255.50. 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 21 Apr NATGASMINI was trading at 252.10. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 20 Apr NATGASMINI was trading at 251.50. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 17 Apr NATGASMINI was trading at 250.60. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 16 Apr NATGASMINI was trading at 247.00. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 15 Apr NATGASMINI was trading at 245.10. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 14 Apr NATGASMINI was trading at 243.20. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 13 Apr NATGASMINI was trading at 247.70. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 10 Apr NATGASMINI was trading at 248.80. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 9 Apr NATGASMINI was trading at 250.30. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 8 Apr NATGASMINI was trading at 254.60. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 7 Apr NATGASMINI was trading at 270.20. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 6 Apr NATGASMINI was trading at 266.00. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 2 Apr NATGASMINI was trading at 264.00. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 1 Apr NATGASMINI was trading at 265.70. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 31 Mar NATGASMINI was trading at 274.50. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 30 Mar NATGASMINI was trading at 274.50. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 27 Mar NATGASMINI was trading at 290.80. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0