[--[65.84.65.76]--]

NATGASMINI

Natural Gas Mini
313.2 +6.50 (2.12%)
L: 305.8 H: 315.9

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Historical option data for NATGASMINI

09 Jan 2026 04:27 PM IST
NATGASMINI 22-JAN-2026 320 CE
Delta: 0.47
Vega: 0.24
Theta: -0.70
Gamma: 0.01
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
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
Delta: -0.53
Vega: 0.24
Theta: -0.69
Gamma: 0.01
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