[--[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 310 CE
Delta: 0.38
Vega: 0.21
Theta: -0.65
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
9 Jan 292.20 11 -0.35 81.25 92,714 3,207 6,467
8 Jan 306.50 16.85 -0.15 76.46 32,986 1,298 2,500
7 Jan 319.60 25.4 7.45 78.98 29,696 -572 2,371
6 Jan 306.10 17.1 -0.85 73.34 36,180 3,430 4,526
5 Jan 316.30 23.5 -0.05 74.48 35,699 2,444 2,608
2 Jan 332.50 35.6 -0.6 75.00 2,456 153 193
31 Dec 334.70 37.6 -1.95 73.20 273 -107 32
30 Dec 362.00 53.8 -3.6 47.17 88 14 139
29 Dec 357.20 58.1 0 83.40 51 11 129
26 Dec 394.40 54.5 1.55 80.23 69 12 118
24 Dec 381.50 44.25 -1.45 72.25 149 105 107
23 Dec 382.20 43.35 18.85 61.59 2 2 2
22 Dec 350.40 38 0 - 2 2 0
19 Dec 356.40 38 0 66.98 2 2 0
18 Dec 354.10 10 -33.45 - 6 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 310 expiring on 22JAN2026

Delta for 310 CE is 0.38

Historical price for 310 CE is as follows

On 9 Jan NATGASMINI was trading at 292.20. The strike last trading price was 11, which was -0.35 lower than the previous day. The implied volatity was 81.25, the open interest changed by 3207 which increased total open position to 6467


On 8 Jan NATGASMINI was trading at 306.50. The strike last trading price was 16.85, which was -0.15 lower than the previous day. The implied volatity was 76.46, the open interest changed by 1298 which increased total open position to 2500


On 7 Jan NATGASMINI was trading at 319.60. The strike last trading price was 25.4, which was 7.45 higher than the previous day. The implied volatity was 78.98, the open interest changed by -572 which decreased total open position to 2371


On 6 Jan NATGASMINI was trading at 306.10. The strike last trading price was 17.1, which was -0.85 lower than the previous day. The implied volatity was 73.34, the open interest changed by 3430 which increased total open position to 4526


On 5 Jan NATGASMINI was trading at 316.30. The strike last trading price was 23.5, which was -0.05 lower than the previous day. The implied volatity was 74.48, the open interest changed by 2444 which increased total open position to 2608


On 2 Jan NATGASMINI was trading at 332.50. The strike last trading price was 35.6, which was -0.6 lower than the previous day. The implied volatity was 75.00, the open interest changed by 153 which increased total open position to 193


On 31 Dec NATGASMINI was trading at 334.70. The strike last trading price was 37.6, which was -1.95 lower than the previous day. The implied volatity was 73.20, the open interest changed by -107 which decreased total open position to 32


On 30 Dec NATGASMINI was trading at 362.00. The strike last trading price was 53.8, which was -3.6 lower than the previous day. The implied volatity was 47.17, the open interest changed by 14 which increased total open position to 139


On 29 Dec NATGASMINI was trading at 357.20. The strike last trading price was 58.1, which was 0 lower than the previous day. The implied volatity was 83.40, the open interest changed by 11 which increased total open position to 129


On 26 Dec NATGASMINI was trading at 394.40. The strike last trading price was 54.5, which was 1.55 higher than the previous day. The implied volatity was 80.23, the open interest changed by 12 which increased total open position to 118


On 24 Dec NATGASMINI was trading at 381.50. The strike last trading price was 44.25, which was -1.45 lower than the previous day. The implied volatity was 72.25, the open interest changed by 105 which increased total open position to 107


On 23 Dec NATGASMINI was trading at 382.20. The strike last trading price was 43.35, which was 18.85 higher than the previous day. The implied volatity was 61.59, the open interest changed by 2 which increased total open position to 2


On 22 Dec NATGASMINI was trading at 350.40. The strike last trading price was 38, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0


On 19 Dec NATGASMINI was trading at 356.40. The strike last trading price was 38, which was 0 lower than the previous day. The implied volatity was 66.98, the open interest changed by 2 which increased total open position to 0


On 18 Dec NATGASMINI was trading at 354.10. The strike last trading price was 10, which was -33.45 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 310 PE
Delta: -0.61
Vega: 0.21
Theta: -0.68
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
9 Jan 292.20 29.45 2.2 84.31 49,820 180 1,446
8 Jan 306.50 20.75 0.3 78.12 38,969 849 2,388
7 Jan 319.60 15.85 -5.85 79.18 32,354 -824 1,953
6 Jan 306.10 21.35 -0.35 74.70 40,251 436 3,156
5 Jan 316.30 17.1 -1.2 74.11 43,370 632 3,097
2 Jan 332.50 13.15 -0.2 75.18 13,731 1,838 2,475
31 Dec 334.70 12.75 0.4 72.68 6,701 -77 557
30 Dec 362.00 7.15 -0.8 74.20 3,684 118 722
29 Dec 357.20 8.45 0 74.21 3,940 11 341
26 Dec 394.40 10.5 -0.2 73.18 2,776 86 380
24 Dec 381.50 14.15 -0.6 72.55 3,251 104 294
23 Dec 382.20 13.6 -0.95 72.24 715 130 191
22 Dec 350.40 22 -0.15 70.89 255 57 61
19 Dec 356.40 16.35 0 65.22 4 3 0
18 Dec 354.10 13.75 1.75 60.73 3 1 0
17 Dec 362.50 24.1 0 - 1 1 0
16 Dec 355.00 24.1 0 86.74 1 1 1
15 Dec 370.70 0 0 - 0 0 0
12 Dec 376.50 0 0 - 0 0 0


For Natural Gas Mini - strike price 310 expiring on 22JAN2026

Delta for 310 PE is -0.61

Historical price for 310 PE is as follows

On 9 Jan NATGASMINI was trading at 292.20. The strike last trading price was 29.45, which was 2.2 higher than the previous day. The implied volatity was 84.31, the open interest changed by 180 which increased total open position to 1446


On 8 Jan NATGASMINI was trading at 306.50. The strike last trading price was 20.75, which was 0.3 higher than the previous day. The implied volatity was 78.12, the open interest changed by 849 which increased total open position to 2388


On 7 Jan NATGASMINI was trading at 319.60. The strike last trading price was 15.85, which was -5.85 lower than the previous day. The implied volatity was 79.18, the open interest changed by -824 which decreased total open position to 1953


On 6 Jan NATGASMINI was trading at 306.10. The strike last trading price was 21.35, which was -0.35 lower than the previous day. The implied volatity was 74.70, the open interest changed by 436 which increased total open position to 3156


On 5 Jan NATGASMINI was trading at 316.30. The strike last trading price was 17.1, which was -1.2 lower than the previous day. The implied volatity was 74.11, the open interest changed by 632 which increased total open position to 3097


On 2 Jan NATGASMINI was trading at 332.50. The strike last trading price was 13.15, which was -0.2 lower than the previous day. The implied volatity was 75.18, the open interest changed by 1838 which increased total open position to 2475


On 31 Dec NATGASMINI was trading at 334.70. The strike last trading price was 12.75, which was 0.4 higher than the previous day. The implied volatity was 72.68, the open interest changed by -77 which decreased total open position to 557


On 30 Dec NATGASMINI was trading at 362.00. The strike last trading price was 7.15, which was -0.8 lower than the previous day. The implied volatity was 74.20, the open interest changed by 118 which increased total open position to 722


On 29 Dec NATGASMINI was trading at 357.20. The strike last trading price was 8.45, which was 0 lower than the previous day. The implied volatity was 74.21, the open interest changed by 11 which increased total open position to 341


On 26 Dec NATGASMINI was trading at 394.40. The strike last trading price was 10.5, which was -0.2 lower than the previous day. The implied volatity was 73.18, the open interest changed by 86 which increased total open position to 380


On 24 Dec NATGASMINI was trading at 381.50. The strike last trading price was 14.15, which was -0.6 lower than the previous day. The implied volatity was 72.55, the open interest changed by 104 which increased total open position to 294


On 23 Dec NATGASMINI was trading at 382.20. The strike last trading price was 13.6, which was -0.95 lower than the previous day. The implied volatity was 72.24, the open interest changed by 130 which increased total open position to 191


On 22 Dec NATGASMINI was trading at 350.40. The strike last trading price was 22, which was -0.15 lower than the previous day. The implied volatity was 70.89, the open interest changed by 57 which increased total open position to 61


On 19 Dec NATGASMINI was trading at 356.40. The strike last trading price was 16.35, which was 0 lower than the previous day. The implied volatity was 65.22, the open interest changed by 3 which increased total open position to 0


On 18 Dec NATGASMINI was trading at 354.10. The strike last trading price was 13.75, which was 1.75 higher than the previous day. The implied volatity was 60.73, the open interest changed by 1 which increased total open position to 0


On 17 Dec NATGASMINI was trading at 362.50. The strike last trading price was 24.1, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 16 Dec NATGASMINI was trading at 355.00. The strike last trading price was 24.1, which was 0 lower than the previous day. The implied volatity was 86.74, the open interest changed by 1 which increased total open position to 1


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