NATGASMINI
Natural Gas Mini
Historical option data for NATGASMINI
20 Feb 2026 11:58 PM IST
| NATGASMINI 24-MAR-2026 340 CE | ||||||||||||||||
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Delta: 0.22
Vega: 0.24
Theta: -0.3
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 20 Feb | 279.20 | 7.3 | -0.35 | 80.44 | 277 | 69 | 186 | |||||||||
| 19 Feb | 275.00 | 6.4 | -0.1 | 78.5 | 145 | 40 | 117 | |||||||||
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| 18 Feb | 271.50 | 5.95 | 0.3 | 79.55 | 103 | 20 | 77 | |||||||||
| 17 Feb | 276.00 | 7.85 | -0.05 | 83.36 | 61 | 14 | 57 | |||||||||
| 16 Feb | 280.50 | 8.4 | 0.4 | 81.61 | 48 | 1 | 49 | |||||||||
| 13 Feb | 296.60 | 11.05 | 0.75 | 77.88 | 48 | 44 | 48 | |||||||||
| 12 Feb | 293.00 | 9.25 | 0 | - | 1 | -1 | 4 | |||||||||
| 11 Feb | 289.00 | 9.25 | 0 | 72.16 | 1 | -1 | 4 | |||||||||
| 10 Feb | 288.40 | 30 | -12.4 | - | 8 | 0 | 5 | |||||||||
| 9 Feb | 287.00 | 30 | -12.4 | - | 8 | 0 | 5 | |||||||||
| 6 Feb | 316.80 | 30 | -12.4 | - | 8 | 0 | 5 | |||||||||
| 5 Feb | 317.70 | 30 | -12.4 | - | 8 | 0 | 5 | |||||||||
| 4 Feb | 314.60 | 30 | -12.4 | - | 8 | 0 | 5 | |||||||||
| 3 Feb | 300.00 | 30 | -12.4 | - | 8 | 0 | 5 | |||||||||
| 2 Feb | 297.10 | 30 | -12.4 | 112.78 | 8 | 5 | 5 | |||||||||
| 1 Feb | 406.70 | 23.05 | 18.7 | - | 38 | 1 | 0 | |||||||||
| 30 Jan | 383.20 | 23.05 | 18.7 | - | 38 | 1 | 0 | |||||||||
| 29 Jan | 351.40 | 23.05 | 18.7 | - | 38 | 1 | 0 | |||||||||
| 28 Jan | 344.00 | 23.05 | 18.7 | - | 38 | 1 | 0 | |||||||||
| 27 Jan | 600.00 | - | - | - | 0 | 0 | 0 | |||||||||
| 23 Jan | 487.50 | 23.05 | 18.7 | - | 38 | 1 | 0 | |||||||||
| 22 Jan | 454.00 | - | - | - | 0 | 0 | 0 | |||||||||
| 21 Jan | 437.50 | - | - | - | 0 | 0 | 0 | |||||||||
| 20 Jan | 350.70 | 23.05 | 18.7 | 83.97 | 38 | 1 | 1 | |||||||||
| 19 Jan | 329.90 | 2.7 | 0.5 | - | 80 | 1 | 0 | |||||||||
| 16 Jan | 281.10 | 2.7 | 0.5 | 54.47 | 80 | 1 | 1 | |||||||||
| 9 Jan | 292.20 | - | - | - | 0 | 0 | 0 | |||||||||
| 8 Jan | 306.50 | - | - | - | 0 | 0 | 0 | |||||||||
| 7 Jan | 319.60 | - | - | - | 0 | 0 | 0 | |||||||||
| 6 Jan | 306.10 | - | - | - | 0 | 0 | 0 | |||||||||
| 5 Jan | 316.30 | - | - | - | 0 | 0 | 0 | |||||||||
| 2 Jan | 332.50 | - | - | - | 0 | 0 | 0 | |||||||||
| 31 Dec | 334.70 | - | - | - | 0 | 0 | 0 | |||||||||
| 30 Dec | 362.00 | - | - | - | 0 | 0 | 0 | |||||||||
| 29 Dec | 357.20 | - | - | - | 0 | 0 | 0 | |||||||||
For Natural Gas Mini - strike price 340 expiring on 24MAR2026
Delta for 340 CE is 0.22
Historical price for 340 CE is as follows
On 20 Feb NATGASMINI was trading at 279.20. The strike last trading price was 7.3, which was -0.35 lower than the previous day. The implied volatity was 80.44, the open interest changed by 69 which increased total open position to 186
On 19 Feb NATGASMINI was trading at 275.00. The strike last trading price was 6.4, which was -0.1 lower than the previous day. The implied volatity was 78.5, the open interest changed by 40 which increased total open position to 117
On 18 Feb NATGASMINI was trading at 271.50. The strike last trading price was 5.95, which was 0.3 higher than the previous day. The implied volatity was 79.55, the open interest changed by 20 which increased total open position to 77
On 17 Feb NATGASMINI was trading at 276.00. The strike last trading price was 7.85, which was -0.05 lower than the previous day. The implied volatity was 83.36, the open interest changed by 14 which increased total open position to 57
On 16 Feb NATGASMINI was trading at 280.50. The strike last trading price was 8.4, which was 0.4 higher than the previous day. The implied volatity was 81.61, the open interest changed by 1 which increased total open position to 49
On 13 Feb NATGASMINI was trading at 296.60. The strike last trading price was 11.05, which was 0.75 higher than the previous day. The implied volatity was 77.88, the open interest changed by 44 which increased total open position to 48
On 12 Feb NATGASMINI was trading at 293.00. The strike last trading price was 9.25, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 4
On 11 Feb NATGASMINI was trading at 289.00. The strike last trading price was 9.25, which was 0 lower than the previous day. The implied volatity was 72.16, the open interest changed by -1 which decreased total open position to 4
On 10 Feb NATGASMINI was trading at 288.40. The strike last trading price was 30, which was -12.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 9 Feb NATGASMINI was trading at 287.00. The strike last trading price was 30, which was -12.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 6 Feb NATGASMINI was trading at 316.80. The strike last trading price was 30, which was -12.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 5 Feb NATGASMINI was trading at 317.70. The strike last trading price was 30, which was -12.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 4 Feb NATGASMINI was trading at 314.60. The strike last trading price was 30, which was -12.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 3 Feb NATGASMINI was trading at 300.00. The strike last trading price was 30, which was -12.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 2 Feb NATGASMINI was trading at 297.10. The strike last trading price was 30, which was -12.4 lower than the previous day. The implied volatity was 112.78, the open interest changed by 5 which increased total open position to 5
On 1 Feb NATGASMINI was trading at 406.70. The strike last trading price was 23.05, which was 18.7 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 30 Jan NATGASMINI was trading at 383.20. The strike last trading price was 23.05, which was 18.7 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 29 Jan NATGASMINI was trading at 351.40. The strike last trading price was 23.05, which was 18.7 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 28 Jan NATGASMINI was trading at 344.00. The strike last trading price was 23.05, which was 18.7 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 27 Jan NATGASMINI was trading at 600.00. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 23 Jan NATGASMINI was trading at 487.50. The strike last trading price was 23.05, which was 18.7 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 22 Jan NATGASMINI was trading at 454.00. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 21 Jan NATGASMINI was trading at 437.50. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 20 Jan NATGASMINI was trading at 350.70. The strike last trading price was 23.05, which was 18.7 higher than the previous day. The implied volatity was 83.97, the open interest changed by 1 which increased total open position to 1
On 19 Jan NATGASMINI was trading at 329.90. The strike last trading price was 2.7, which was 0.5 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 16 Jan NATGASMINI was trading at 281.10. The strike last trading price was 2.7, which was 0.5 higher than the previous day. The implied volatity was 54.47, the open interest changed by 1 which increased total open position to 1
On 9 Jan NATGASMINI was trading at 292.20. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 8 Jan NATGASMINI was trading at 306.50. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 Jan NATGASMINI was trading at 319.60. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Jan NATGASMINI was trading at 306.10. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 Jan NATGASMINI was trading at 316.30. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 2 Jan NATGASMINI was trading at 332.50. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 31 Dec NATGASMINI was trading at 334.70. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 30 Dec NATGASMINI was trading at 362.00. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 29 Dec NATGASMINI was trading at 357.20. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| NATGASMINI 24MAR2026 340 PE | |||||||
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Delta: -0.76
Vega: 0.25
Theta: -0.33
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 20 Feb | 279.20 | 74.4 | 0 | 85.73 | 1 | 1 | 1 |
| 19 Feb | 275.00 | 44 | -44.4 | - | 5 | -1 | 0 |
| 18 Feb | 271.50 | 44 | -44.4 | - | 5 | -1 | 0 |
| 17 Feb | 276.00 | 44 | -44.4 | - | 5 | -1 | 0 |
| 16 Feb | 280.50 | 44 | -44.4 | - | 5 | -1 | 0 |
| 13 Feb | 296.60 | 44 | -44.4 | - | 5 | -1 | 0 |
| 12 Feb | 293.00 | 44 | -44.4 | - | 5 | -1 | 0 |
| 11 Feb | 289.00 | 44 | -44.4 | - | 5 | -1 | 0 |
| 10 Feb | 288.40 | 44 | -44.4 | - | 5 | -1 | 0 |
| 9 Feb | 287.00 | 44 | -44.4 | - | 5 | -1 | 0 |
| 6 Feb | 316.80 | 48 | -22.8 | 50.66 | 5 | 3 | 3 |
| 5 Feb | 317.70 | 0 | 0 | - | 0 | 0 | 0 |
| 4 Feb | 314.60 | 0 | 0 | - | 0 | 0 | 0 |
| 3 Feb | 300.00 | 0 | 0 | - | 0 | 0 | 0 |
| 2 Feb | 297.10 | 0 | 0 | - | 0 | 0 | 0 |
| 1 Feb | 406.70 | 0 | 0 | - | 0 | 0 | 0 |
| 30 Jan | 383.20 | 0 | 0 | - | 0 | 0 | 0 |
| 29 Jan | 351.40 | 0 | 0 | - | 0 | 0 | 0 |
| 28 Jan | 344.00 | 0 | 0 | - | 0 | 0 | 0 |
| 27 Jan | 600.00 | - | - | - | 0 | 0 | 0 |
| 23 Jan | 487.50 | 0 | 0 | - | 0 | 0 | 0 |
| 22 Jan | 454.00 | - | - | - | 0 | 0 | 0 |
| 21 Jan | 437.50 | - | - | - | 0 | 0 | 0 |
| 20 Jan | 350.70 | 0 | 0 | - | 0 | 0 | 0 |
| 19 Jan | 329.90 | 0 | 0 | - | 0 | 0 | 0 |
| 16 Jan | 281.10 | 0 | 0 | - | 0 | 0 | 0 |
| 9 Jan | 292.20 | - | - | - | 0 | 0 | 0 |
| 8 Jan | 306.50 | - | - | - | 0 | 0 | 0 |
| 7 Jan | 319.60 | - | - | - | 0 | 0 | 0 |
| 6 Jan | 306.10 | - | - | - | 0 | 0 | 0 |
| 5 Jan | 316.30 | - | - | - | 0 | 0 | 0 |
| 2 Jan | 332.50 | - | - | - | 0 | 0 | 0 |
| 31 Dec | 334.70 | - | - | - | 0 | 0 | 0 |
| 30 Dec | 362.00 | - | - | - | 0 | 0 | 0 |
| 29 Dec | 357.20 | - | - | - | 0 | 0 | 0 |
For Natural Gas Mini - strike price 340 expiring on 24MAR2026
Delta for 340 PE is -0.76
Historical price for 340 PE is as follows
On 20 Feb NATGASMINI was trading at 279.20. The strike last trading price was 74.4, which was 0 lower than the previous day. The implied volatity was 85.73, the open interest changed by 1 which increased total open position to 1
On 19 Feb NATGASMINI was trading at 275.00. The strike last trading price was 44, which was -44.4 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 0
On 18 Feb NATGASMINI was trading at 271.50. The strike last trading price was 44, which was -44.4 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 0
On 17 Feb NATGASMINI was trading at 276.00. The strike last trading price was 44, which was -44.4 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 0
On 16 Feb NATGASMINI was trading at 280.50. The strike last trading price was 44, which was -44.4 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 0
On 13 Feb NATGASMINI was trading at 296.60. The strike last trading price was 44, which was -44.4 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 0
On 12 Feb NATGASMINI was trading at 293.00. The strike last trading price was 44, which was -44.4 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 0
On 11 Feb NATGASMINI was trading at 289.00. The strike last trading price was 44, which was -44.4 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 0
On 10 Feb NATGASMINI was trading at 288.40. The strike last trading price was 44, which was -44.4 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 0
On 9 Feb NATGASMINI was trading at 287.00. The strike last trading price was 44, which was -44.4 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 0
On 6 Feb NATGASMINI was trading at 316.80. The strike last trading price was 48, which was -22.8 lower than the previous day. The implied volatity was 50.66, the open interest changed by 3 which increased total open position to 3
On 5 Feb NATGASMINI was trading at 317.70. 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 4 Feb NATGASMINI was trading at 314.60. 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 3 Feb NATGASMINI was trading at 300.00. 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 2 Feb NATGASMINI was trading at 297.10. 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 1 Feb NATGASMINI was trading at 406.70. 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 30 Jan NATGASMINI was trading at 383.20. 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 Jan NATGASMINI was trading at 351.40. 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 Jan NATGASMINI was trading at 344.00. 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 27 Jan NATGASMINI was trading at 600.00. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 23 Jan NATGASMINI was trading at 487.50. 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 22 Jan NATGASMINI was trading at 454.00. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 21 Jan NATGASMINI was trading at 437.50. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 20 Jan NATGASMINI was trading at 350.70. 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 19 Jan NATGASMINI was trading at 329.90. 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 Jan NATGASMINI was trading at 281.10. 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 9 Jan NATGASMINI was trading at 292.20. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 8 Jan NATGASMINI was trading at 306.50. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 Jan NATGASMINI was trading at 319.60. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Jan NATGASMINI was trading at 306.10. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 Jan NATGASMINI was trading at 316.30. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 2 Jan NATGASMINI was trading at 332.50. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 31 Dec NATGASMINI was trading at 334.70. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 30 Dec NATGASMINI was trading at 362.00. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 29 Dec NATGASMINI was trading at 357.20. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
