[--[65.84.65.76]--]

NATGASMINI

Natural Gas Mini
376.5 -4.80 (-1.26%)
L: 369.1 H: 386.3

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Historical option data for NATGASMINI

12 Dec 2025 11:58 PM IST
NATGASMINI 23-DEC-2025 340 CE
Delta: 0.90
Vega: 0.12
Theta: -0.24
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 376.50 38 1.8 46.72 3 1 1
11 Dec 381.40 130 0 - 1 1 0
10 Dec 417.40 130 0 - 1 1 0
9 Dec 420.00 130 0 - 1 1 0
8 Dec 446.00 130 0 - 1 1 0
5 Dec 486.00 130 0 - 1 1 0
4 Dec 451.00 130 0 - 1 1 0
3 Dec 449.70 130 0 - 1 1 0
2 Dec 437.50 130 0 - 1 1 0
1 Dec 436.80 130 0 - 1 1 0
28 Nov 426.30 130 0 - 1 1 0
27 Nov 413.20 130 0 - 1 1 0
26 Nov 408.30 130 0 - 1 1 0
25 Nov 398.00 130 0 - 1 1 0
24 Nov 403.40 130 0 - 1 1 0
21 Nov 414.10 130 0 - 1 1 0
20 Nov 402.80 130 0 - 1 1 0
19 Nov 404.30 130 0 - 1 1 0
18 Nov 382.40 130 0 - 1 1 0
13 Nov 414.00 130 0 - 1 1 0
11 Nov 399.40 130 0 - 1 1 0
10 Nov 381.30 130 0 - 1 1 0
7 Nov 386.70 130 0 - 1 1 0
3 Nov 378.80 70 18.8 57.90 5 1 1
31 Oct 365.20 0 0 - 0 0 0
30 Oct 348.20 0 0 - 0 0 0
29 Oct 340.50 0 0 - 0 0 0
28 Oct 298.50 0 0 - 0 0 0
24 Oct 282.50 0 0 - 0 0 0
16 Oct 259.50 0 0 - 0 0 0


For Natural Gas Mini - strike price 340 expiring on 23DEC2025

Delta for 340 CE is 0.90

Historical price for 340 CE is as follows

On 12 Dec NATGASMINI was trading at 376.50. The strike last trading price was 38, which was 1.8 higher than the previous day. The implied volatity was 46.72, the open interest changed by 1 which increased total open position to 1


On 11 Dec NATGASMINI was trading at 381.40. The strike last trading price was 130, 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 10 Dec NATGASMINI was trading at 417.40. The strike last trading price was 130, 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 9 Dec NATGASMINI was trading at 420.00. The strike last trading price was 130, 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 8 Dec NATGASMINI was trading at 446.00. The strike last trading price was 130, 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 5 Dec NATGASMINI was trading at 486.00. The strike last trading price was 130, 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 4 Dec NATGASMINI was trading at 451.00. The strike last trading price was 130, 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 3 Dec NATGASMINI was trading at 449.70. The strike last trading price was 130, 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 2 Dec NATGASMINI was trading at 437.50. The strike last trading price was 130, 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 1 Dec NATGASMINI was trading at 436.80. The strike last trading price was 130, 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 28 Nov NATGASMINI was trading at 426.30. The strike last trading price was 130, 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 27 Nov NATGASMINI was trading at 413.20. The strike last trading price was 130, 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 26 Nov NATGASMINI was trading at 408.30. The strike last trading price was 130, 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 25 Nov NATGASMINI was trading at 398.00. The strike last trading price was 130, 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 24 Nov NATGASMINI was trading at 403.40. The strike last trading price was 130, 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 21 Nov NATGASMINI was trading at 414.10. The strike last trading price was 130, 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 20 Nov NATGASMINI was trading at 402.80. The strike last trading price was 130, 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 19 Nov NATGASMINI was trading at 404.30. The strike last trading price was 130, 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 18 Nov NATGASMINI was trading at 382.40. The strike last trading price was 130, 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 13 Nov NATGASMINI was trading at 414.00. The strike last trading price was 130, 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 11 Nov NATGASMINI was trading at 399.40. The strike last trading price was 130, 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 10 Nov NATGASMINI was trading at 381.30. The strike last trading price was 130, 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 7 Nov NATGASMINI was trading at 386.70. The strike last trading price was 130, 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 3 Nov NATGASMINI was trading at 378.80. The strike last trading price was 70, which was 18.8 higher than the previous day. The implied volatity was 57.90, the open interest changed by 1 which increased total open position to 1


On 31 Oct NATGASMINI was trading at 365.20. 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 30 Oct NATGASMINI was trading at 348.20. 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 29 Oct NATGASMINI was trading at 340.50. 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 28 Oct NATGASMINI was trading at 298.50. 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 24 Oct NATGASMINI was trading at 282.50. 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 Oct NATGASMINI was trading at 259.50. 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 23DEC2025 340 PE
Delta: -0.16
Vega: 0.16
Theta: -0.45
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 376.50 3.75 -0.35 62.67 11,371 417 797
11 Dec 381.40 3.55 0 63.44 3,188 -44 380
10 Dec 417.40 0.9 0 - 1,775 155 424
9 Dec 420.00 1 0.05 - 281 9 269
8 Dec 446.00 0.75 0.2 - 141 14 260
5 Dec 486.00 0.6 -0.25 - 159 4 246
4 Dec 451.00 0.8 -0.15 - 266 -191 242
3 Dec 449.70 0.95 -0.2 - 297 -135 433
2 Dec 437.50 1.2 -0.35 - 787 187 568
1 Dec 436.80 1.4 -0.75 - 468 6 381
28 Nov 426.30 2.2 -0.55 61.25 485 61 375
27 Nov 413.20 2.65 -0.5 56.45 509 -92 313
26 Nov 408.30 3.1 -1.3 55.38 621 -66 405
25 Nov 398.00 4.4 1.25 54.90 1,695 272 458
24 Nov 403.40 3.2 -0.05 58.14 465 73 200
21 Nov 414.10 3.2 -1.1 60.50 550 29 131
20 Nov 402.80 4.45 0 61.29 164 68 102
19 Nov 404.30 4.45 -2.75 61.92 34 25 36
18 Nov 382.40 9 2.95 67.36 15 8 11
13 Nov 414.00 6.05 0.05 66.89 1 2 2
11 Nov 399.40 10 0 - 2 1 0
10 Nov 381.30 10 0 - 2 1 0
7 Nov 386.70 10 0 - 2 1 0
3 Nov 378.80 10 0 - 2 1 0
31 Oct 365.20 10 0 - 2 1 0
30 Oct 348.20 10 0 - 2 1 1
29 Oct 340.50 10 0 - 2 1 0
28 Oct 298.50 10 0 - 2 1 1
24 Oct 282.50 10 5.4 39.16 2 1 1
16 Oct 259.50 0 0 - 0 0 0


For Natural Gas Mini - strike price 340 expiring on 23DEC2025

Delta for 340 PE is -0.16

Historical price for 340 PE is as follows

On 12 Dec NATGASMINI was trading at 376.50. The strike last trading price was 3.75, which was -0.35 lower than the previous day. The implied volatity was 62.67, the open interest changed by 417 which increased total open position to 797


On 11 Dec NATGASMINI was trading at 381.40. The strike last trading price was 3.55, which was 0 lower than the previous day. The implied volatity was 63.44, the open interest changed by -44 which decreased total open position to 380


On 10 Dec NATGASMINI was trading at 417.40. The strike last trading price was 0.9, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 155 which increased total open position to 424


On 9 Dec NATGASMINI was trading at 420.00. The strike last trading price was 1, which was 0.05 higher than the previous day. The implied volatity was -, the open interest changed by 9 which increased total open position to 269


On 8 Dec NATGASMINI was trading at 446.00. The strike last trading price was 0.75, which was 0.2 higher than the previous day. The implied volatity was -, the open interest changed by 14 which increased total open position to 260


On 5 Dec NATGASMINI was trading at 486.00. The strike last trading price was 0.6, which was -0.25 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 246


On 4 Dec NATGASMINI was trading at 451.00. The strike last trading price was 0.8, which was -0.15 lower than the previous day. The implied volatity was -, the open interest changed by -191 which decreased total open position to 242


On 3 Dec NATGASMINI was trading at 449.70. The strike last trading price was 0.95, which was -0.2 lower than the previous day. The implied volatity was -, the open interest changed by -135 which decreased total open position to 433


On 2 Dec NATGASMINI was trading at 437.50. The strike last trading price was 1.2, which was -0.35 lower than the previous day. The implied volatity was -, the open interest changed by 187 which increased total open position to 568


On 1 Dec NATGASMINI was trading at 436.80. The strike last trading price was 1.4, which was -0.75 lower than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 381


On 28 Nov NATGASMINI was trading at 426.30. The strike last trading price was 2.2, which was -0.55 lower than the previous day. The implied volatity was 61.25, the open interest changed by 61 which increased total open position to 375


On 27 Nov NATGASMINI was trading at 413.20. The strike last trading price was 2.65, which was -0.5 lower than the previous day. The implied volatity was 56.45, the open interest changed by -92 which decreased total open position to 313


On 26 Nov NATGASMINI was trading at 408.30. The strike last trading price was 3.1, which was -1.3 lower than the previous day. The implied volatity was 55.38, the open interest changed by -66 which decreased total open position to 405


On 25 Nov NATGASMINI was trading at 398.00. The strike last trading price was 4.4, which was 1.25 higher than the previous day. The implied volatity was 54.90, the open interest changed by 272 which increased total open position to 458


On 24 Nov NATGASMINI was trading at 403.40. The strike last trading price was 3.2, which was -0.05 lower than the previous day. The implied volatity was 58.14, the open interest changed by 73 which increased total open position to 200


On 21 Nov NATGASMINI was trading at 414.10. The strike last trading price was 3.2, which was -1.1 lower than the previous day. The implied volatity was 60.50, the open interest changed by 29 which increased total open position to 131


On 20 Nov NATGASMINI was trading at 402.80. The strike last trading price was 4.45, which was 0 lower than the previous day. The implied volatity was 61.29, the open interest changed by 68 which increased total open position to 102


On 19 Nov NATGASMINI was trading at 404.30. The strike last trading price was 4.45, which was -2.75 lower than the previous day. The implied volatity was 61.92, the open interest changed by 25 which increased total open position to 36


On 18 Nov NATGASMINI was trading at 382.40. The strike last trading price was 9, which was 2.95 higher than the previous day. The implied volatity was 67.36, the open interest changed by 8 which increased total open position to 11


On 13 Nov NATGASMINI was trading at 414.00. The strike last trading price was 6.05, which was 0.05 higher than the previous day. The implied volatity was 66.89, the open interest changed by 2 which increased total open position to 2


On 11 Nov NATGASMINI was trading at 399.40. The strike last trading price was 10, 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 10 Nov NATGASMINI was trading at 381.30. The strike last trading price was 10, 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 7 Nov NATGASMINI was trading at 386.70. The strike last trading price was 10, 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 3 Nov NATGASMINI was trading at 378.80. The strike last trading price was 10, 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 31 Oct NATGASMINI was trading at 365.20. The strike last trading price was 10, 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 30 Oct NATGASMINI was trading at 348.20. The strike last trading price was 10, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1


On 29 Oct NATGASMINI was trading at 340.50. The strike last trading price was 10, 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 28 Oct NATGASMINI was trading at 298.50. The strike last trading price was 10, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1


On 24 Oct NATGASMINI was trading at 282.50. The strike last trading price was 10, which was 5.4 higher than the previous day. The implied volatity was 39.16, the open interest changed by 1 which increased total open position to 1


On 16 Oct NATGASMINI was trading at 259.50. 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