[--[65.84.65.76]--]

NATGASMINI

Natural Gas Mini
292.2 -2.20 (-0.75%)
L: 291.7 H: 315.9

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Historical option data for NATGASMINI

09 Jan 2026 11:58 PM IST
NATGASMINI 22-JAN-2026 305 CE
Delta: 0.42
Vega: 0.22
Theta: -0.65
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
9 Jan 292.20 12.3 -0.6 79.36 35,465 1,193 2,142
8 Jan 306.50 18.7 -0.45 74.56 12,981 147 706
7 Jan 319.60 27.9 7.85 77.69 10,528 -476 850
6 Jan 306.10 19.25 -0.8 72.80 22,962 1,910 2,166
5 Jan 316.30 26.25 0.45 74.72 12,826 714 755
2 Jan 332.50 39.05 -0.2 75.97 839 42 45
31 Dec 334.70 41 0 - 2 -1 0
30 Dec 362.00 41 0 - 2 -1 0
29 Dec 357.20 41 0 - 2 -1 0
26 Dec 394.40 41 0 - 2 -1 0
24 Dec 381.50 41 0 - 2 -1 0
23 Dec 382.20 41 0 - 2 -1 0
22 Dec 350.40 41 0 - 2 -1 0
19 Dec 356.40 41 0 66.96 2 -1 0
18 Dec 354.10 11.05 -47.35 - 4 2 2
17 Dec 362.50 0 0 - 0 0 0
16 Dec 355.00 0 0 - 0 0 0
15 Dec 370.70 0 0 - 0 0 0
12 Dec 376.50 0 0 - 0 0 0


For Natural Gas Mini - strike price 305 expiring on 22JAN2026

Delta for 305 CE is 0.42

Historical price for 305 CE is as follows

On 9 Jan NATGASMINI was trading at 292.20. The strike last trading price was 12.3, which was -0.6 lower than the previous day. The implied volatity was 79.36, the open interest changed by 1193 which increased total open position to 2142


On 8 Jan NATGASMINI was trading at 306.50. The strike last trading price was 18.7, which was -0.45 lower than the previous day. The implied volatity was 74.56, the open interest changed by 147 which increased total open position to 706


On 7 Jan NATGASMINI was trading at 319.60. The strike last trading price was 27.9, which was 7.85 higher than the previous day. The implied volatity was 77.69, the open interest changed by -476 which decreased total open position to 850


On 6 Jan NATGASMINI was trading at 306.10. The strike last trading price was 19.25, which was -0.8 lower than the previous day. The implied volatity was 72.80, the open interest changed by 1910 which increased total open position to 2166


On 5 Jan NATGASMINI was trading at 316.30. The strike last trading price was 26.25, which was 0.45 higher than the previous day. The implied volatity was 74.72, the open interest changed by 714 which increased total open position to 755


On 2 Jan NATGASMINI was trading at 332.50. The strike last trading price was 39.05, which was -0.2 lower than the previous day. The implied volatity was 75.97, the open interest changed by 42 which increased total open position to 45


On 31 Dec NATGASMINI was trading at 334.70. The strike last trading price was 41, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 0


On 30 Dec NATGASMINI was trading at 362.00. The strike last trading price was 41, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 0


On 29 Dec NATGASMINI was trading at 357.20. The strike last trading price was 41, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 0


On 26 Dec NATGASMINI was trading at 394.40. The strike last trading price was 41, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 0


On 24 Dec NATGASMINI was trading at 381.50. The strike last trading price was 41, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 0


On 23 Dec NATGASMINI was trading at 382.20. The strike last trading price was 41, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 0


On 22 Dec NATGASMINI was trading at 350.40. The strike last trading price was 41, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 0


On 19 Dec NATGASMINI was trading at 356.40. The strike last trading price was 41, which was 0 lower than the previous day. The implied volatity was 66.96, the open interest changed by -1 which decreased total open position to 0


On 18 Dec NATGASMINI was trading at 354.10. The strike last trading price was 11.05, which was -47.35 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 2


On 17 Dec NATGASMINI was trading at 362.50. 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 16 Dec NATGASMINI was trading at 355.00. 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 15 Dec NATGASMINI was trading at 370.70. 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 12 Dec NATGASMINI was trading at 376.50. 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


NATGASMINI 22JAN2026 305 PE
Delta: -0.58
Vega: 0.22
Theta: -0.65
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
9 Jan 292.20 25.1 1.4 79.36 42,750 -924 1,032
8 Jan 306.50 17.55 0 76.01 22,571 439 2,196
7 Jan 319.60 13.3 -5.6 77.69 15,417 145 1,976
6 Jan 306.10 19.6 0.7 78.46 33,324 952 1,853
5 Jan 316.30 15.05 -0.55 75.11 26,602 1,180 1,431
2 Jan 332.50 11.5 0.05 75.78 3,920 37 401
31 Dec 334.70 8.65 -1.8 63.96 1,792 76 152
30 Dec 362.00 6.3 -0.5 75.30 1,228 38 95
29 Dec 357.20 7.4 0.4 74.95 647 3 47
26 Dec 394.40 8.95 -0.35 72.69 356 15 63
24 Dec 381.50 11.9 -1.05 70.93 284 24 25
23 Dec 382.20 13 0.5 75.65 2 1 1
22 Dec 350.40 0 0 - 0 0 0
19 Dec 356.40 0 0 - 0 0 0
18 Dec 354.10 0 0 - 0 0 0
17 Dec 362.50 0 0 - 0 0 0
16 Dec 355.00 0 0 - 0 0 0
15 Dec 370.70 0 0 - 0 0 0
12 Dec 376.50 0 0 - 0 0 0


For Natural Gas Mini - strike price 305 expiring on 22JAN2026

Delta for 305 PE is -0.58

Historical price for 305 PE is as follows

On 9 Jan NATGASMINI was trading at 292.20. The strike last trading price was 25.1, which was 1.4 higher than the previous day. The implied volatity was 79.36, the open interest changed by -924 which decreased total open position to 1032


On 8 Jan NATGASMINI was trading at 306.50. The strike last trading price was 17.55, which was 0 lower than the previous day. The implied volatity was 76.01, the open interest changed by 439 which increased total open position to 2196


On 7 Jan NATGASMINI was trading at 319.60. The strike last trading price was 13.3, which was -5.6 lower than the previous day. The implied volatity was 77.69, the open interest changed by 145 which increased total open position to 1976


On 6 Jan NATGASMINI was trading at 306.10. The strike last trading price was 19.6, which was 0.7 higher than the previous day. The implied volatity was 78.46, the open interest changed by 952 which increased total open position to 1853


On 5 Jan NATGASMINI was trading at 316.30. The strike last trading price was 15.05, which was -0.55 lower than the previous day. The implied volatity was 75.11, the open interest changed by 1180 which increased total open position to 1431


On 2 Jan NATGASMINI was trading at 332.50. The strike last trading price was 11.5, which was 0.05 higher than the previous day. The implied volatity was 75.78, the open interest changed by 37 which increased total open position to 401


On 31 Dec NATGASMINI was trading at 334.70. The strike last trading price was 8.65, which was -1.8 lower than the previous day. The implied volatity was 63.96, the open interest changed by 76 which increased total open position to 152


On 30 Dec NATGASMINI was trading at 362.00. The strike last trading price was 6.3, which was -0.5 lower than the previous day. The implied volatity was 75.30, the open interest changed by 38 which increased total open position to 95


On 29 Dec NATGASMINI was trading at 357.20. The strike last trading price was 7.4, which was 0.4 higher than the previous day. The implied volatity was 74.95, the open interest changed by 3 which increased total open position to 47


On 26 Dec NATGASMINI was trading at 394.40. The strike last trading price was 8.95, which was -0.35 lower than the previous day. The implied volatity was 72.69, the open interest changed by 15 which increased total open position to 63


On 24 Dec NATGASMINI was trading at 381.50. The strike last trading price was 11.9, which was -1.05 lower than the previous day. The implied volatity was 70.93, the open interest changed by 24 which increased total open position to 25


On 23 Dec NATGASMINI was trading at 382.20. The strike last trading price was 13, which was 0.5 higher than the previous day. The implied volatity was 75.65, the open interest changed by 1 which increased total open position to 1


On 22 Dec NATGASMINI was trading at 350.40. 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 19 Dec NATGASMINI was trading at 356.40. 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 18 Dec NATGASMINI was trading at 354.10. 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 17 Dec NATGASMINI was trading at 362.50. 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 16 Dec NATGASMINI was trading at 355.00. 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 15 Dec NATGASMINI was trading at 370.70. 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 12 Dec NATGASMINI was trading at 376.50. 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