NATGASMINI
Natural Gas Mini
Historical option data for NATGASMINI
09 Jan 2026 11:58 PM IST
| NATGASMINI 22-JAN-2026 305 CE | ||||||||||||||||
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Delta: 0.42
Vega: 0.22
Theta: -0.65
Gamma: 0.01
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| 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 | |||||||||
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| 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 | |||||||
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Delta: -0.58
Vega: 0.22
Theta: -0.65
Gamma: 0.01
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| 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































































































































































































































