NATGASMINI
Natural Gas Mini
Historical option data for NATGASMINI
09 Jan 2026 11:58 PM IST
| NATGASMINI 22-JAN-2026 310 CE | ||||||||||||||||
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Delta: 0.38
Vega: 0.21
Theta: -0.65
Gamma: 0.01
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| 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 | |||||||||
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| 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 | |||||||
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Delta: -0.61
Vega: 0.21
Theta: -0.68
Gamma: 0.01
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| 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































































































































































































































