Historical option data for NATGASMINI
23 Jun 2026 11:58 PM IST
| NATGASMINI 24-Jul-2026 (30d) 300 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.56
Vega: 0.35
Theta: -0.27
Gamma: 0.01
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 23 Jun | 299.30 | 18.8 | -0.15 (-0.79%) | 48.62 | 6,197 | 1,411 | 2,345 | |||||||||
| 22 Jun | 310.60 | 26.35 | 3.45 (15.07%) | 50.53 | 1,598 | 22 | 949 | |||||||||
| 19 Jun | 302.00 | 22.8 | -0.1 (-0.44%) | 49.54 | 1,768 | 92 | 927 | |||||||||
| 18 Jun | 303.40 | 23.35 | 0 (0.00%) | 50.47 | 2,688 | 52 | 835 | |||||||||
| 17 Jun | 297.00 | 20.3 | 0.25 (1.25%) | 51.19 | 1,578 | 89 | 783 | |||||||||
| 16 Jun | 306.00 | 24 | -1.05 (-4.19%) | 50.05 | 1,606 | 42 | 694 | |||||||||
| 15 Jun | 297.70 | 19.8 | 0.3 (1.54%) | 49.15 | 1,355 | 200 | 652 | |||||||||
| 12 Jun | 297.00 | 19.75 | -0.3 (-1.50%) | 46.58 | 845 | 370 | 452 | |||||||||
| 11 Jun | 294.90 | 19.65 | -0.25 (-1.26%) | 47.5 | 81 | 23 | 82 | |||||||||
| 10 Jun | 305.00 | 28 | 3.35 (13.59%) | 52.97 | 25 | 10 | 48 | |||||||||
| 9 Jun | 301.70 | 23.05 | -1.35 (-5.53%) | 45.17 | 28 | 5 | 38 | |||||||||
| 8 Jun | 301.50 | 23 | -1.95 (-7.82%) | 44.83 | 12 | 11 | 33 | |||||||||
| 5 Jun | 308.40 | 27.75 | -1.15 (-3.98%) | 45.79 | 2 | 2 | 22 | |||||||||
| 4 Jun | 322.50 | 31 | 0 (0.00%) | - | 5 | 0 | 20 | |||||||||
| 3 Jun | 309.30 | 31 | 0 (0.00%) | 50.94 | 5 | 0 | 20 | |||||||||
| 2 Jun | 302.20 | 33 | 0 (0.00%) | 65.31 | 1 | 1 | 20 | |||||||||
| 1 Jun | 302.90 | 31.4 | 0 (0.00%) | 60.04 | 1 | 1 | 20 | |||||||||
| 29 May | 315.80 | 35 | -1.3 (-3.58%) | 48.41 | 10 | 0 | 19 | |||||||||
| 28 May | 313.80 | 29 | 4.15 (16.70%) | 38.21 | 5 | 4 | 19 | |||||||||
| 27 May | 302.90 | 20.05 | 0 (0.00%) | 35.24 | 17 | 12 | 15 | |||||||||
| 26 May | 279.90 | 24.4 | 0.75 (3.17%) | 54.81 | 3 | 1 | 3 | |||||||||
| 25 May | 277.60 | 19.9 | 0 (0.00%) | 45.61 | 1 | 1 | 2 | |||||||||
| 22 May | 277.00 | 21.65 | 0 (0.00%) | 48.08 | 1 | 1 | 1 | |||||||||
| 21 May | 289.80 | - | - | - | 0 | 0 | 0 | |||||||||
| 19 May | 300.20 | - | - | - | 0 | 0 | 0 | |||||||||
| 18 May | 292.80 | - | - | - | 0 | 0 | 0 | |||||||||
| 15 May | 283.90 | - | - | - | 0 | 0 | 0 | |||||||||
| 14 May | 277.10 | - | - | - | 0 | 0 | 0 | |||||||||
| 13 May | 275.60 | - | - | - | 0 | 0 | 0 | |||||||||
| 12 May | 272.50 | - | - | - | 0 | 0 | 0 | |||||||||
| 11 May | 278.00 | - | - | - | 0 | 0 | 0 | |||||||||
| 8 May | 260.70 | - | - | - | 0 | 0 | 0 | |||||||||
| 7 May | 263.10 | - | - | - | 0 | 0 | 0 | |||||||||
| 6 May | 259.00 | - | - | - | 0 | 0 | 0 | |||||||||
| 5 May | 267.10 | - | - | - | 0 | 0 | 0 | |||||||||
| 4 May | 274.60 | - | - | - | 0 | 0 | 0 | |||||||||
| 1 May | 264.00 | - | - | - | 0 | 0 | 0 | |||||||||
| 30 Apr | 263.70 | - | - | - | 0 | 0 | 0 | |||||||||
| 29 Apr | 252.50 | - | - | - | 0 | 0 | 0 | |||||||||
| 28 Apr | 257.50 | - | - | - | 0 | 0 | 0 | |||||||||
For Natural Gas Mini - strike price 300 expiring on 24JUL2026
Delta for 300 CE is 0.56
Historical price for 300 CE is as follows
On 23 Jun NATGASMINI was trading at 299.30. The strike last trading price was 18.8, which was -0.15 lower than the previous day. The implied volatity was 48.62, the open interest changed by 1411 which increased total open position to 2345
On 22 Jun NATGASMINI was trading at 310.60. The strike last trading price was 26.35, which was 3.45 higher than the previous day. The implied volatity was 50.53, the open interest changed by 22 which increased total open position to 949
On 19 Jun NATGASMINI was trading at 302.00. The strike last trading price was 22.8, which was -0.1 lower than the previous day. The implied volatity was 49.54, the open interest changed by 92 which increased total open position to 927
On 18 Jun NATGASMINI was trading at 303.40. The strike last trading price was 23.35, which was 0 lower than the previous day. The implied volatity was 50.47, the open interest changed by 52 which increased total open position to 835
On 17 Jun NATGASMINI was trading at 297.00. The strike last trading price was 20.3, which was 0.25 higher than the previous day. The implied volatity was 51.19, the open interest changed by 89 which increased total open position to 783
On 16 Jun NATGASMINI was trading at 306.00. The strike last trading price was 24, which was -1.05 lower than the previous day. The implied volatity was 50.05, the open interest changed by 42 which increased total open position to 694
On 15 Jun NATGASMINI was trading at 297.70. The strike last trading price was 19.8, which was 0.3 higher than the previous day. The implied volatity was 49.15, the open interest changed by 200 which increased total open position to 652
On 12 Jun NATGASMINI was trading at 297.00. The strike last trading price was 19.75, which was -0.3 lower than the previous day. The implied volatity was 46.58, the open interest changed by 370 which increased total open position to 452
On 11 Jun NATGASMINI was trading at 294.90. The strike last trading price was 19.65, which was -0.25 lower than the previous day. The implied volatity was 47.5, the open interest changed by 23 which increased total open position to 82
On 10 Jun NATGASMINI was trading at 305.00. The strike last trading price was 28, which was 3.35 higher than the previous day. The implied volatity was 52.97, the open interest changed by 10 which increased total open position to 48
On 9 Jun NATGASMINI was trading at 301.70. The strike last trading price was 23.05, which was -1.35 lower than the previous day. The implied volatity was 45.17, the open interest changed by 5 which increased total open position to 38
On 8 Jun NATGASMINI was trading at 301.50. The strike last trading price was 23, which was -1.95 lower than the previous day. The implied volatity was 44.83, the open interest changed by 11 which increased total open position to 33
On 5 Jun NATGASMINI was trading at 308.40. The strike last trading price was 27.75, which was -1.15 lower than the previous day. The implied volatity was 45.79, the open interest changed by 2 which increased total open position to 22
On 4 Jun NATGASMINI was trading at 322.50. The strike last trading price was 31, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 20
On 3 Jun NATGASMINI was trading at 309.30. The strike last trading price was 31, which was 0 lower than the previous day. The implied volatity was 50.94, the open interest changed by 0 which decreased total open position to 20
On 2 Jun NATGASMINI was trading at 302.20. The strike last trading price was 33, which was 0 lower than the previous day. The implied volatity was 65.31, the open interest changed by 1 which increased total open position to 20
On 1 Jun NATGASMINI was trading at 302.90. The strike last trading price was 31.4, which was 0 lower than the previous day. The implied volatity was 60.04, the open interest changed by 1 which increased total open position to 20
On 29 May NATGASMINI was trading at 315.80. The strike last trading price was 35, which was -1.3 lower than the previous day. The implied volatity was 48.41, the open interest changed by 0 which decreased total open position to 19
On 28 May NATGASMINI was trading at 313.80. The strike last trading price was 29, which was 4.15 higher than the previous day. The implied volatity was 38.21, the open interest changed by 4 which increased total open position to 19
On 27 May NATGASMINI was trading at 302.90. The strike last trading price was 20.05, which was 0 lower than the previous day. The implied volatity was 35.24, the open interest changed by 12 which increased total open position to 15
On 26 May NATGASMINI was trading at 279.90. The strike last trading price was 24.4, which was 0.75 higher than the previous day. The implied volatity was 54.81, the open interest changed by 1 which increased total open position to 3
On 25 May NATGASMINI was trading at 277.60. The strike last trading price was 19.9, which was 0 lower than the previous day. The implied volatity was 45.61, the open interest changed by 1 which increased total open position to 2
On 22 May NATGASMINI was trading at 277.00. The strike last trading price was 21.65, which was 0 lower than the previous day. The implied volatity was 48.08, the open interest changed by 1 which increased total open position to 1
On 21 May NATGASMINI was trading at 289.80. 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 19 May NATGASMINI was trading at 300.20. 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 18 May NATGASMINI was trading at 292.80. 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 15 May NATGASMINI was trading at 283.90. 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 May NATGASMINI was trading at 277.10. 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 13 May NATGASMINI was trading at 275.60. 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 12 May NATGASMINI was trading at 272.50. 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 11 May NATGASMINI was trading at 278.00. 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 8 May NATGASMINI was trading at 260.70. 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 7 May NATGASMINI was trading at 263.10. 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 6 May NATGASMINI was trading at 259.00. 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 5 May NATGASMINI was trading at 267.10. 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 4 May NATGASMINI was trading at 274.60. 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 1 May 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 30 Apr NATGASMINI was trading at 263.70. 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 29 Apr NATGASMINI was trading at 252.50. 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 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 0
| NATGASMINI 24-Jul-2026 (30d) 300 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.44
Vega: 0.35
Theta: -0.28
Gamma: 0.01
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 23 Jun | 299.30 | 15.9 | 0.2 (1.27%) | 49.76 | 11,146 | -213 | 2,653 |
| 22 Jun | 310.60 | 12.4 | -2.65 (-17.61%) | 51.25 | 5,631 | 863 | 2,888 |
| 19 Jun | 302.00 | 14.95 | -0.1 (-0.66%) | 49.41 | 3,882 | 422 | 2,025 |
| 18 Jun | 303.40 | 15.5 | -0.2 (-1.27%) | 50.08 | 2,887 | 914 | 1,603 |
| 17 Jun | 297.00 | 18 | -0.15 (-0.83%) | 48.84 | 2,014 | -56 | 689 |
| 16 Jun | 306.00 | 16.5 | 0 (0.00%) | 51.86 | 1,515 | 358 | 745 |
| 15 Jun | 297.70 | 18.8 | -0.3 (-1.57%) | 49.15 | 722 | 282 | 387 |
| 12 Jun | 297.00 | 19.7 | 0.8 (4.23%) | 50.15 | 163 | 45 | 105 |
| 11 Jun | 294.90 | 20.5 | 1.2 (6.22%) | 50.06 | 55 | 28 | 60 |
| 10 Jun | 305.00 | 15.5 | -2.4 (-13.41%) | 47.9 | 13 | 2 | 32 |
| 9 Jun | 301.70 | 17 | -0.15 (-0.87%) | 47.9 | 9 | 1 | 30 |
| 8 Jun | 301.50 | 17.45 | 0.45 (2.65%) | 48.24 | 9 | 5 | 29 |
| 5 Jun | 308.40 | 18 | 0 (0.00%) | 53.49 | 3 | 2 | 24 |
| 4 Jun | 322.50 | 20 | 0 (0.00%) | - | 3 | 0 | 22 |
| 3 Jun | 309.30 | 20 | 0 (0.00%) | - | 3 | 0 | 22 |
| 2 Jun | 302.20 | 20 | 0 (0.00%) | 50.29 | 3 | 0 | 22 |
| 1 Jun | 302.90 | 16.6 | 2.55 (18.15%) | 43.19 | 5 | 5 | 22 |
| 29 May | 315.80 | 24.85 | 10.4 (71.97%) | 70.34 | 17 | 13 | 17 |
| 28 May | 313.80 | 16.2 | 0 (0.00%) | 49.54 | 1 | 1 | 4 |
| 27 May | 302.90 | 22.2 | -0.2 (-0.89%) | 51.88 | 3 | 3 | 3 |
| 26 May | 279.90 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 25 May | 277.60 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 22 May | 277.00 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 21 May | 289.80 | - | - | - | 0 | 0 | 0 |
| 19 May | 300.20 | - | - | - | 0 | 0 | 0 |
| 18 May | 292.80 | - | - | - | 0 | 0 | 0 |
| 15 May | 283.90 | - | - | - | 0 | 0 | 0 |
| 14 May | 277.10 | - | - | - | 0 | 0 | 0 |
| 13 May | 275.60 | - | - | - | 0 | 0 | 0 |
| 12 May | 272.50 | - | - | - | 0 | 0 | 0 |
| 11 May | 278.00 | - | - | - | 0 | 0 | 0 |
| 8 May | 260.70 | - | - | - | 0 | 0 | 0 |
| 7 May | 263.10 | - | - | - | 0 | 0 | 0 |
| 6 May | 259.00 | - | - | - | 0 | 0 | 0 |
| 5 May | 267.10 | - | - | - | 0 | 0 | 0 |
| 4 May | 274.60 | - | - | - | 0 | 0 | 0 |
| 1 May | 264.00 | - | - | - | 0 | 0 | 0 |
| 30 Apr | 263.70 | - | - | - | 0 | 0 | 0 |
| 29 Apr | 252.50 | - | - | - | 0 | 0 | 0 |
| 28 Apr | 257.50 | - | - | - | 0 | 0 | 0 |
For Natural Gas Mini - strike price 300 expiring on 24JUL2026
Delta for 300 PE is -0.44
Historical price for 300 PE is as follows
On 23 Jun NATGASMINI was trading at 299.30. The strike last trading price was 15.9, which was 0.2 higher than the previous day. The implied volatity was 49.76, the open interest changed by -213 which decreased total open position to 2653
On 22 Jun NATGASMINI was trading at 310.60. The strike last trading price was 12.4, which was -2.65 lower than the previous day. The implied volatity was 51.25, the open interest changed by 863 which increased total open position to 2888
On 19 Jun NATGASMINI was trading at 302.00. The strike last trading price was 14.95, which was -0.1 lower than the previous day. The implied volatity was 49.41, the open interest changed by 422 which increased total open position to 2025
On 18 Jun NATGASMINI was trading at 303.40. The strike last trading price was 15.5, which was -0.2 lower than the previous day. The implied volatity was 50.08, the open interest changed by 914 which increased total open position to 1603
On 17 Jun NATGASMINI was trading at 297.00. The strike last trading price was 18, which was -0.15 lower than the previous day. The implied volatity was 48.84, the open interest changed by -56 which decreased total open position to 689
On 16 Jun NATGASMINI was trading at 306.00. The strike last trading price was 16.5, which was 0 lower than the previous day. The implied volatity was 51.86, the open interest changed by 358 which increased total open position to 745
On 15 Jun NATGASMINI was trading at 297.70. The strike last trading price was 18.8, which was -0.3 lower than the previous day. The implied volatity was 49.15, the open interest changed by 282 which increased total open position to 387
On 12 Jun NATGASMINI was trading at 297.00. The strike last trading price was 19.7, which was 0.8 higher than the previous day. The implied volatity was 50.15, the open interest changed by 45 which increased total open position to 105
On 11 Jun NATGASMINI was trading at 294.90. The strike last trading price was 20.5, which was 1.2 higher than the previous day. The implied volatity was 50.06, the open interest changed by 28 which increased total open position to 60
On 10 Jun NATGASMINI was trading at 305.00. The strike last trading price was 15.5, which was -2.4 lower than the previous day. The implied volatity was 47.9, the open interest changed by 2 which increased total open position to 32
On 9 Jun NATGASMINI was trading at 301.70. The strike last trading price was 17, which was -0.15 lower than the previous day. The implied volatity was 47.9, the open interest changed by 1 which increased total open position to 30
On 8 Jun NATGASMINI was trading at 301.50. The strike last trading price was 17.45, which was 0.45 higher than the previous day. The implied volatity was 48.24, the open interest changed by 5 which increased total open position to 29
On 5 Jun NATGASMINI was trading at 308.40. The strike last trading price was 18, which was 0 lower than the previous day. The implied volatity was 53.49, the open interest changed by 2 which increased total open position to 24
On 4 Jun NATGASMINI was trading at 322.50. The strike last trading price was 20, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 22
On 3 Jun NATGASMINI was trading at 309.30. The strike last trading price was 20, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 22
On 2 Jun NATGASMINI was trading at 302.20. The strike last trading price was 20, which was 0 lower than the previous day. The implied volatity was 50.29, the open interest changed by 0 which decreased total open position to 22
On 1 Jun NATGASMINI was trading at 302.90. The strike last trading price was 16.6, which was 2.55 higher than the previous day. The implied volatity was 43.19, the open interest changed by 5 which increased total open position to 22
On 29 May NATGASMINI was trading at 315.80. The strike last trading price was 24.85, which was 10.4 higher than the previous day. The implied volatity was 70.34, the open interest changed by 13 which increased total open position to 17
On 28 May NATGASMINI was trading at 313.80. The strike last trading price was 16.2, which was 0 lower than the previous day. The implied volatity was 49.54, the open interest changed by 1 which increased total open position to 4
On 27 May NATGASMINI was trading at 302.90. The strike last trading price was 22.2, which was -0.2 lower than the previous day. The implied volatity was 51.88, the open interest changed by 3 which increased total open position to 3
On 26 May NATGASMINI was trading at 279.90. 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 25 May NATGASMINI was trading at 277.60. 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 May NATGASMINI was trading at 277.00. 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 May NATGASMINI was trading at 289.80. 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 19 May NATGASMINI was trading at 300.20. 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 18 May NATGASMINI was trading at 292.80. 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 15 May NATGASMINI was trading at 283.90. 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 May NATGASMINI was trading at 277.10. 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 13 May NATGASMINI was trading at 275.60. 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 12 May NATGASMINI was trading at 272.50. 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 11 May NATGASMINI was trading at 278.00. 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 8 May NATGASMINI was trading at 260.70. 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 7 May NATGASMINI was trading at 263.10. 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 6 May NATGASMINI was trading at 259.00. 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 5 May NATGASMINI was trading at 267.10. 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 4 May NATGASMINI was trading at 274.60. 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 1 May 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 30 Apr NATGASMINI was trading at 263.70. 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 29 Apr NATGASMINI was trading at 252.50. 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 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 0
