NATGASMINI
Natural Gas Mini
Historical option data for NATGASMINI
12 Dec 2025 11:58 PM IST
| NATGASMINI 23-DEC-2025 340 CE | ||||||||||||||||
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Delta: 0.90
Vega: 0.12
Theta: -0.24
Gamma: 0.01
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| 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 | |||||||||
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| 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 | |||||||
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Delta: -0.16
Vega: 0.16
Theta: -0.45
Gamma: 0.01
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| 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































































































































































































































