NATGASMINI
Natural Gas Mini
Historical option data for NATGASMINI
09 Jan 2026 04:27 PM IST
| NATGASMINI 22-JAN-2026 320 CE | ||||||||||||||||
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Delta: 0.47
Vega: 0.24
Theta: -0.70
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 9 Jan | 312.50 | 15.9 | 2.55 | 78.42 | 11,405 | 93 | 3,523 | |||||||||
| 8 Jan | 306.50 | 13.2 | -0.15 | 77.90 | 35,830 | 1,524 | 3,513 | |||||||||
| 7 Jan | 319.60 | 20.4 | 6.15 | 79.13 | 47,271 | 1,298 | 3,867 | |||||||||
| 6 Jan | 306.10 | 13.75 | -0.5 | 75.78 | 16,383 | 1,431 | 3,245 | |||||||||
| 5 Jan | 316.30 | 19 | -0.25 | 75.50 | 31,088 | 2,246 | 2,843 | |||||||||
| 2 Jan | 332.50 | 30.65 | -0.05 | 78.06 | 12,500 | 528 | 975 | |||||||||
| 31 Dec | 334.70 | 32.5 | -1.8 | 75.99 | 933 | -11 | 209 | |||||||||
| 30 Dec | 362.00 | 51.2 | 2.6 | 72.25 | 615 | -11 | 219 | |||||||||
| 29 Dec | 357.20 | 47 | -0.55 | 68.95 | 638 | -44 | 264 | |||||||||
| 26 Dec | 394.40 | 46.7 | 0 | 76.40 | 486 | -46 | 325 | |||||||||
| 24 Dec | 381.50 | 37.6 | -0.3 | 70.64 | 942 | -68 | 376 | |||||||||
| 23 Dec | 382.20 | 40.35 | 13.6 | 71.57 | 2,583 | -346 | 444 | |||||||||
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| 22 Dec | 350.40 | 26.55 | -0.2 | 73.69 | 2,250 | 664 | 789 | |||||||||
| 19 Dec | 356.40 | 31.35 | -0.7 | 64.17 | 175 | 33 | 123 | |||||||||
| 18 Dec | 354.10 | 34.9 | -2.85 | 65.99 | 55 | -7 | 90 | |||||||||
| 17 Dec | 362.50 | 39.5 | -1.25 | 64.06 | 53 | 12 | 97 | |||||||||
| 16 Dec | 355.00 | 37.4 | -2.1 | 68.97 | 34 | 23 | 85 | |||||||||
| 15 Dec | 370.70 | 46.95 | -0.85 | 73.34 | 10 | 7 | 62 | |||||||||
| 12 Dec | 376.50 | 48.7 | -0.9 | 67.70 | 55 | 55 | 55 | |||||||||
| 9 Dec | 420.00 | 131 | -1 | - | 6 | 2 | 0 | |||||||||
| 5 Dec | 486.00 | 131 | -1 | - | 6 | 2 | 2 | |||||||||
| 27 Nov | 413.20 | 90 | 0 | - | 6 | 6 | 0 | |||||||||
| 25 Nov | 398.00 | 90 | 0 | - | 6 | 6 | 0 | |||||||||
| 21 Nov | 414.10 | 90 | 0 | - | 6 | 6 | 6 | |||||||||
| 20 Nov | 402.80 | 90 | -8.5 | 78.94 | 6 | 6 | 0 | |||||||||
| 19 Nov | 404.30 | 72 | 10.8 | - | 12 | 6 | 6 | |||||||||
For Natural Gas Mini - strike price 320 expiring on 22JAN2026
Delta for 320 CE is 0.47
Historical price for 320 CE is as follows
On 9 Jan NATGASMINI was trading at 312.50. The strike last trading price was 15.9, which was 2.55 higher than the previous day. The implied volatity was 78.42, the open interest changed by 93 which increased total open position to 3523
On 8 Jan NATGASMINI was trading at 306.50. The strike last trading price was 13.2, which was -0.15 lower than the previous day. The implied volatity was 77.90, the open interest changed by 1524 which increased total open position to 3513
On 7 Jan NATGASMINI was trading at 319.60. The strike last trading price was 20.4, which was 6.15 higher than the previous day. The implied volatity was 79.13, the open interest changed by 1298 which increased total open position to 3867
On 6 Jan NATGASMINI was trading at 306.10. The strike last trading price was 13.75, which was -0.5 lower than the previous day. The implied volatity was 75.78, the open interest changed by 1431 which increased total open position to 3245
On 5 Jan NATGASMINI was trading at 316.30. The strike last trading price was 19, which was -0.25 lower than the previous day. The implied volatity was 75.50, the open interest changed by 2246 which increased total open position to 2843
On 2 Jan NATGASMINI was trading at 332.50. The strike last trading price was 30.65, which was -0.05 lower than the previous day. The implied volatity was 78.06, the open interest changed by 528 which increased total open position to 975
On 31 Dec NATGASMINI was trading at 334.70. The strike last trading price was 32.5, which was -1.8 lower than the previous day. The implied volatity was 75.99, the open interest changed by -11 which decreased total open position to 209
On 30 Dec NATGASMINI was trading at 362.00. The strike last trading price was 51.2, which was 2.6 higher than the previous day. The implied volatity was 72.25, the open interest changed by -11 which decreased total open position to 219
On 29 Dec NATGASMINI was trading at 357.20. The strike last trading price was 47, which was -0.55 lower than the previous day. The implied volatity was 68.95, the open interest changed by -44 which decreased total open position to 264
On 26 Dec NATGASMINI was trading at 394.40. The strike last trading price was 46.7, which was 0 lower than the previous day. The implied volatity was 76.40, the open interest changed by -46 which decreased total open position to 325
On 24 Dec NATGASMINI was trading at 381.50. The strike last trading price was 37.6, which was -0.3 lower than the previous day. The implied volatity was 70.64, the open interest changed by -68 which decreased total open position to 376
On 23 Dec NATGASMINI was trading at 382.20. The strike last trading price was 40.35, which was 13.6 higher than the previous day. The implied volatity was 71.57, the open interest changed by -346 which decreased total open position to 444
On 22 Dec NATGASMINI was trading at 350.40. The strike last trading price was 26.55, which was -0.2 lower than the previous day. The implied volatity was 73.69, the open interest changed by 664 which increased total open position to 789
On 19 Dec NATGASMINI was trading at 356.40. The strike last trading price was 31.35, which was -0.7 lower than the previous day. The implied volatity was 64.17, the open interest changed by 33 which increased total open position to 123
On 18 Dec NATGASMINI was trading at 354.10. The strike last trading price was 34.9, which was -2.85 lower than the previous day. The implied volatity was 65.99, the open interest changed by -7 which decreased total open position to 90
On 17 Dec NATGASMINI was trading at 362.50. The strike last trading price was 39.5, which was -1.25 lower than the previous day. The implied volatity was 64.06, the open interest changed by 12 which increased total open position to 97
On 16 Dec NATGASMINI was trading at 355.00. The strike last trading price was 37.4, which was -2.1 lower than the previous day. The implied volatity was 68.97, the open interest changed by 23 which increased total open position to 85
On 15 Dec NATGASMINI was trading at 370.70. The strike last trading price was 46.95, which was -0.85 lower than the previous day. The implied volatity was 73.34, the open interest changed by 7 which increased total open position to 62
On 12 Dec NATGASMINI was trading at 376.50. The strike last trading price was 48.7, which was -0.9 lower than the previous day. The implied volatity was 67.70, the open interest changed by 55 which increased total open position to 55
On 9 Dec NATGASMINI was trading at 420.00. The strike last trading price was 131, which was -1 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0
On 5 Dec NATGASMINI was trading at 486.00. The strike last trading price was 131, which was -1 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 2
On 27 Nov NATGASMINI was trading at 413.20. The strike last trading price was 90, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 0
On 25 Nov NATGASMINI was trading at 398.00. The strike last trading price was 90, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 0
On 21 Nov NATGASMINI was trading at 414.10. The strike last trading price was 90, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 6
On 20 Nov NATGASMINI was trading at 402.80. The strike last trading price was 90, which was -8.5 lower than the previous day. The implied volatity was 78.94, the open interest changed by 6 which increased total open position to 0
On 19 Nov NATGASMINI was trading at 404.30. The strike last trading price was 72, which was 10.8 higher than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 6
| NATGASMINI 22JAN2026 320 PE | |||||||
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Delta: -0.53
Vega: 0.24
Theta: -0.69
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 9 Jan | 312.50 | 22.55 | -4.2 | 78.21 | 3,851 | 1 | 1,140 |
| 8 Jan | 306.50 | 27.3 | 0.55 | 80.43 | 25,971 | 171 | 1,530 |
| 7 Jan | 319.60 | 21.15 | -6.85 | 80.47 | 20,135 | 538 | 1,377 |
| 6 Jan | 306.10 | 27.7 | -0.3 | 75.98 | 7,965 | 11 | 900 |
| 5 Jan | 316.30 | 22.6 | -1.35 | 75.14 | 16,968 | -285 | 956 |
| 2 Jan | 332.50 | 17.6 | -0.2 | 76.21 | 22,794 | 634 | 1,735 |
| 31 Dec | 334.70 | 17.2 | 0.65 | 74.06 | 6,976 | -69 | 577 |
| 30 Dec | 362.00 | 9.55 | -1.2 | 73.54 | 4,855 | 18 | 748 |
| 29 Dec | 357.20 | 11.4 | 0.05 | 74.48 | 5,019 | 54 | 754 |
| 26 Dec | 394.40 | 13.9 | -0.35 | 73.65 | 5,028 | 7 | 742 |
| 24 Dec | 381.50 | 16.4 | -3 | 67.81 | 8,829 | 142 | 692 |
| 23 Dec | 382.20 | 17.7 | -1.05 | 73.11 | 3,050 | 196 | 551 |
| 22 Dec | 350.40 | 28.6 | 0.9 | 74.64 | 1,452 | 141 | 355 |
| 19 Dec | 356.40 | 20.5 | -0.5 | 64.55 | 343 | 1 | 212 |
| 18 Dec | 354.10 | 19.4 | 0.35 | 64.72 | 392 | 104 | 211 |
| 17 Dec | 362.50 | 15.95 | -0.25 | 61.88 | 121 | 30 | 107 |
| 16 Dec | 355.00 | 18.85 | -0.25 | 62.41 | 88 | 33 | 77 |
| 15 Dec | 370.70 | 20 | -0.1 | 73.96 | 30 | 5 | 44 |
| 12 Dec | 376.50 | 12.1 | -4.15 | 55.04 | 45 | 39 | 39 |
| 9 Dec | 420.00 | 4.45 | 0.45 | 50.85 | 4 | 9 | 9 |
| 5 Dec | 486.00 | 8.45 | 0 | - | 1 | 5 | 0 |
| 27 Nov | 413.20 | 8.45 | 4.6 | 53.66 | 1 | 5 | 5 |
| 25 Nov | 398.00 | 9.75 | 7.25 | 50.84 | 4 | 4 | 4 |
| 21 Nov | 414.10 | 0 | 0 | - | 0 | 0 | 0 |
| 20 Nov | 402.80 | 0 | 0 | - | 0 | 0 | 0 |
| 19 Nov | 404.30 | 0 | 0 | - | 0 | 0 | 0 |
For Natural Gas Mini - strike price 320 expiring on 22JAN2026
Delta for 320 PE is -0.53
Historical price for 320 PE is as follows
On 9 Jan NATGASMINI was trading at 312.50. The strike last trading price was 22.55, which was -4.2 lower than the previous day. The implied volatity was 78.21, the open interest changed by 1 which increased total open position to 1140
On 8 Jan NATGASMINI was trading at 306.50. The strike last trading price was 27.3, which was 0.55 higher than the previous day. The implied volatity was 80.43, the open interest changed by 171 which increased total open position to 1530
On 7 Jan NATGASMINI was trading at 319.60. The strike last trading price was 21.15, which was -6.85 lower than the previous day. The implied volatity was 80.47, the open interest changed by 538 which increased total open position to 1377
On 6 Jan NATGASMINI was trading at 306.10. The strike last trading price was 27.7, which was -0.3 lower than the previous day. The implied volatity was 75.98, the open interest changed by 11 which increased total open position to 900
On 5 Jan NATGASMINI was trading at 316.30. The strike last trading price was 22.6, which was -1.35 lower than the previous day. The implied volatity was 75.14, the open interest changed by -285 which decreased total open position to 956
On 2 Jan NATGASMINI was trading at 332.50. The strike last trading price was 17.6, which was -0.2 lower than the previous day. The implied volatity was 76.21, the open interest changed by 634 which increased total open position to 1735
On 31 Dec NATGASMINI was trading at 334.70. The strike last trading price was 17.2, which was 0.65 higher than the previous day. The implied volatity was 74.06, the open interest changed by -69 which decreased total open position to 577
On 30 Dec NATGASMINI was trading at 362.00. The strike last trading price was 9.55, which was -1.2 lower than the previous day. The implied volatity was 73.54, the open interest changed by 18 which increased total open position to 748
On 29 Dec NATGASMINI was trading at 357.20. The strike last trading price was 11.4, which was 0.05 higher than the previous day. The implied volatity was 74.48, the open interest changed by 54 which increased total open position to 754
On 26 Dec NATGASMINI was trading at 394.40. The strike last trading price was 13.9, which was -0.35 lower than the previous day. The implied volatity was 73.65, the open interest changed by 7 which increased total open position to 742
On 24 Dec NATGASMINI was trading at 381.50. The strike last trading price was 16.4, which was -3 lower than the previous day. The implied volatity was 67.81, the open interest changed by 142 which increased total open position to 692
On 23 Dec NATGASMINI was trading at 382.20. The strike last trading price was 17.7, which was -1.05 lower than the previous day. The implied volatity was 73.11, the open interest changed by 196 which increased total open position to 551
On 22 Dec NATGASMINI was trading at 350.40. The strike last trading price was 28.6, which was 0.9 higher than the previous day. The implied volatity was 74.64, the open interest changed by 141 which increased total open position to 355
On 19 Dec NATGASMINI was trading at 356.40. The strike last trading price was 20.5, which was -0.5 lower than the previous day. The implied volatity was 64.55, the open interest changed by 1 which increased total open position to 212
On 18 Dec NATGASMINI was trading at 354.10. The strike last trading price was 19.4, which was 0.35 higher than the previous day. The implied volatity was 64.72, the open interest changed by 104 which increased total open position to 211
On 17 Dec NATGASMINI was trading at 362.50. The strike last trading price was 15.95, which was -0.25 lower than the previous day. The implied volatity was 61.88, the open interest changed by 30 which increased total open position to 107
On 16 Dec NATGASMINI was trading at 355.00. The strike last trading price was 18.85, which was -0.25 lower than the previous day. The implied volatity was 62.41, the open interest changed by 33 which increased total open position to 77
On 15 Dec NATGASMINI was trading at 370.70. The strike last trading price was 20, which was -0.1 lower than the previous day. The implied volatity was 73.96, the open interest changed by 5 which increased total open position to 44
On 12 Dec NATGASMINI was trading at 376.50. The strike last trading price was 12.1, which was -4.15 lower than the previous day. The implied volatity was 55.04, the open interest changed by 39 which increased total open position to 39
On 9 Dec NATGASMINI was trading at 420.00. The strike last trading price was 4.45, which was 0.45 higher than the previous day. The implied volatity was 50.85, the open interest changed by 9 which increased total open position to 9
On 5 Dec NATGASMINI was trading at 486.00. The strike last trading price was 8.45, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 0
On 27 Nov NATGASMINI was trading at 413.20. The strike last trading price was 8.45, which was 4.6 higher than the previous day. The implied volatity was 53.66, the open interest changed by 5 which increased total open position to 5
On 25 Nov NATGASMINI was trading at 398.00. The strike last trading price was 9.75, which was 7.25 higher than the previous day. The implied volatity was 50.84, the open interest changed by 4 which increased total open position to 4
On 21 Nov NATGASMINI was trading at 414.10. 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 20 Nov NATGASMINI was trading at 402.80. 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 Nov NATGASMINI was trading at 404.30. 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































































































































































































































