NATGASMINI
Natural Gas Mini
Historical option data for NATGASMINI
05 Jan 2026 09:33 AM IST
| NATGASMINI 22-JAN-2026 340 CE | ||||||||||||||||
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Delta: 0.36
Vega: 0.26
Theta: -0.59
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 5 Jan | 313.50 | 12.4 | -9.25 | 80.99 | 993 | 24 | 2,592 | |||||||||
| 2 Jan | 332.50 | 21.25 | -0.4 | 78.71 | 21,845 | 580 | 3,096 | |||||||||
| 31 Dec | 334.70 | 23.3 | -1.65 | 77.99 | 20,026 | 2,540 | 2,922 | |||||||||
| 30 Dec | 362.00 | 38.55 | 2.55 | 73.98 | 2,340 | -98 | 395 | |||||||||
| 29 Dec | 357.20 | 36.9 | 0.5 | 76.74 | 6,159 | 143 | 698 | |||||||||
| 26 Dec | 394.40 | 35 | -0.8 | 76.17 | 5,052 | -491 | 644 | |||||||||
| 24 Dec | 381.50 | 29.4 | 0.1 | 76.46 | 12,367 | 803 | 1,368 | |||||||||
| 23 Dec | 382.20 | 31 | 11.5 | 75.04 | 3,039 | -32 | 563 | |||||||||
| 22 Dec | 350.40 | 20 | 0.5 | 77.24 | 1,971 | 442 | 595 | |||||||||
| 19 Dec | 356.40 | 23.1 | -1.3 | 66.88 | 296 | 65 | 99 | |||||||||
| 18 Dec | 354.10 | 26.45 | 0 | 69.18 | 87 | 3 | 34 | |||||||||
| 17 Dec | 362.50 | 30.05 | 0.35 | 66.97 | 64 | 24 | 31 | |||||||||
| 16 Dec | 355.00 | 27 | -0.85 | 67.49 | 7 | 5 | 7 | |||||||||
| 15 Dec | 370.70 | 49.75 | 0 | - | 2 | 0 | 2 | |||||||||
| 12 Dec | 376.50 | 49.75 | 0 | 94.80 | 2 | 2 | 2 | |||||||||
| 10 Dec | 417.40 | 54.9 | -1.4 | - | 10 | -1 | 0 | |||||||||
| 9 Dec | 420.00 | 54.9 | -1.4 | - | 10 | -1 | 0 | |||||||||
| 8 Dec | 446.00 | 54.9 | -1.4 | - | 10 | -1 | 0 | |||||||||
| 5 Dec | 486.00 | 54.9 | -1.4 | - | 10 | -1 | 0 | |||||||||
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| 27 Nov | 413.20 | 54.9 | -1.4 | - | 10 | -1 | 0 | |||||||||
| 25 Nov | 398.00 | 54.9 | -1.4 | - | 10 | -1 | 0 | |||||||||
| 24 Nov | 403.40 | 54.9 | -1.4 | - | 10 | -1 | 0 | |||||||||
| 21 Nov | 414.10 | 54.9 | -1.4 | - | 10 | -1 | 0 | |||||||||
| 20 Nov | 402.80 | 54.9 | -1.4 | - | 10 | -1 | 0 | |||||||||
| 13 Nov | 414.00 | 54.9 | -1.4 | - | 10 | -1 | 0 | |||||||||
| 12 Nov | 396.80 | 54.9 | -1.4 | - | 10 | -1 | 0 | |||||||||
| 11 Nov | 399.40 | 54.9 | 2.3 | 31.64 | 10 | -1 | 9 | |||||||||
| 10 Nov | 381.30 | 78 | 29.1 | 88.95 | 19 | 10 | 10 | |||||||||
| 7 Nov | 386.70 | 69 | 11 | - | 6 | 0 | 0 | |||||||||
| 5 Nov | 377.00 | 69 | 11.5 | 73.07 | 6 | 0 | 2 | |||||||||
| 4 Nov | 387.10 | 10 | -37.9 | - | 4 | 2 | 2 | |||||||||
| 31 Oct | 365.20 | 45 | 40 | 44.10 | 18 | -12 | 3 | |||||||||
| 30 Oct | 348.20 | 5 | -23.05 | - | 15 | 15 | 15 | |||||||||
For Natural Gas Mini - strike price 340 expiring on 22JAN2026
Delta for 340 CE is 0.36
Historical price for 340 CE is as follows
On 5 Jan NATGASMINI was trading at 313.50. The strike last trading price was 12.4, which was -9.25 lower than the previous day. The implied volatity was 80.99, the open interest changed by 24 which increased total open position to 2592
On 2 Jan NATGASMINI was trading at 332.50. The strike last trading price was 21.25, which was -0.4 lower than the previous day. The implied volatity was 78.71, the open interest changed by 580 which increased total open position to 3096
On 31 Dec NATGASMINI was trading at 334.70. The strike last trading price was 23.3, which was -1.65 lower than the previous day. The implied volatity was 77.99, the open interest changed by 2540 which increased total open position to 2922
On 30 Dec NATGASMINI was trading at 362.00. The strike last trading price was 38.55, which was 2.55 higher than the previous day. The implied volatity was 73.98, the open interest changed by -98 which decreased total open position to 395
On 29 Dec NATGASMINI was trading at 357.20. The strike last trading price was 36.9, which was 0.5 higher than the previous day. The implied volatity was 76.74, the open interest changed by 143 which increased total open position to 698
On 26 Dec NATGASMINI was trading at 394.40. The strike last trading price was 35, which was -0.8 lower than the previous day. The implied volatity was 76.17, the open interest changed by -491 which decreased total open position to 644
On 24 Dec NATGASMINI was trading at 381.50. The strike last trading price was 29.4, which was 0.1 higher than the previous day. The implied volatity was 76.46, the open interest changed by 803 which increased total open position to 1368
On 23 Dec NATGASMINI was trading at 382.20. The strike last trading price was 31, which was 11.5 higher than the previous day. The implied volatity was 75.04, the open interest changed by -32 which decreased total open position to 563
On 22 Dec NATGASMINI was trading at 350.40. The strike last trading price was 20, which was 0.5 higher than the previous day. The implied volatity was 77.24, the open interest changed by 442 which increased total open position to 595
On 19 Dec NATGASMINI was trading at 356.40. The strike last trading price was 23.1, which was -1.3 lower than the previous day. The implied volatity was 66.88, the open interest changed by 65 which increased total open position to 99
On 18 Dec NATGASMINI was trading at 354.10. The strike last trading price was 26.45, which was 0 lower than the previous day. The implied volatity was 69.18, the open interest changed by 3 which increased total open position to 34
On 17 Dec NATGASMINI was trading at 362.50. The strike last trading price was 30.05, which was 0.35 higher than the previous day. The implied volatity was 66.97, the open interest changed by 24 which increased total open position to 31
On 16 Dec NATGASMINI was trading at 355.00. The strike last trading price was 27, which was -0.85 lower than the previous day. The implied volatity was 67.49, the open interest changed by 5 which increased total open position to 7
On 15 Dec NATGASMINI was trading at 370.70. The strike last trading price was 49.75, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 12 Dec NATGASMINI was trading at 376.50. The strike last trading price was 49.75, which was 0 lower than the previous day. The implied volatity was 94.80, the open interest changed by 2 which increased total open position to 2
On 10 Dec NATGASMINI was trading at 417.40. The strike last trading price was 54.9, which was -1.4 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 0
On 9 Dec NATGASMINI was trading at 420.00. The strike last trading price was 54.9, which was -1.4 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 0
On 8 Dec NATGASMINI was trading at 446.00. The strike last trading price was 54.9, which was -1.4 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 0
On 5 Dec NATGASMINI was trading at 486.00. The strike last trading price was 54.9, which was -1.4 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 0
On 27 Nov NATGASMINI was trading at 413.20. The strike last trading price was 54.9, which was -1.4 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 0
On 25 Nov NATGASMINI was trading at 398.00. The strike last trading price was 54.9, which was -1.4 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 0
On 24 Nov NATGASMINI was trading at 403.40. The strike last trading price was 54.9, which was -1.4 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 0
On 21 Nov NATGASMINI was trading at 414.10. The strike last trading price was 54.9, which was -1.4 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 0
On 20 Nov NATGASMINI was trading at 402.80. The strike last trading price was 54.9, which was -1.4 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 0
On 13 Nov NATGASMINI was trading at 414.00. The strike last trading price was 54.9, which was -1.4 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 0
On 12 Nov NATGASMINI was trading at 396.80. The strike last trading price was 54.9, which was -1.4 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 0
On 11 Nov NATGASMINI was trading at 399.40. The strike last trading price was 54.9, which was 2.3 higher than the previous day. The implied volatity was 31.64, the open interest changed by -1 which decreased total open position to 9
On 10 Nov NATGASMINI was trading at 381.30. The strike last trading price was 78, which was 29.1 higher than the previous day. The implied volatity was 88.95, the open interest changed by 10 which increased total open position to 10
On 7 Nov NATGASMINI was trading at 386.70. The strike last trading price was 69, which was 11 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 Nov NATGASMINI was trading at 377.00. The strike last trading price was 69, which was 11.5 higher than the previous day. The implied volatity was 73.07, the open interest changed by 0 which decreased total open position to 2
On 4 Nov NATGASMINI was trading at 387.10. The strike last trading price was 10, which was -37.9 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 2
On 31 Oct NATGASMINI was trading at 365.20. The strike last trading price was 45, which was 40 higher than the previous day. The implied volatity was 44.10, the open interest changed by -12 which decreased total open position to 3
On 30 Oct NATGASMINI was trading at 348.20. The strike last trading price was 5, which was -23.05 lower than the previous day. The implied volatity was -, the open interest changed by 15 which increased total open position to 15
| NATGASMINI 22JAN2026 340 PE | |||||||
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Delta: -0.64
Vega: 0.26
Theta: -0.58
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 5 Jan | 313.50 | 38.8 | 10.05 | 80.61 | 278 | -89 | 657 |
| 2 Jan | 332.50 | 28.75 | 0 | 78.71 | 4,709 | -119 | 743 |
| 31 Dec | 334.70 | 28.5 | 1.3 | 77.69 | 28,565 | 428 | 1,205 |
| 30 Dec | 362.00 | 16.85 | -1.85 | 74.88 | 9,870 | 145 | 969 |
| 29 Dec | 357.20 | 19.05 | -0.6 | 74.86 | 11,472 | 103 | 862 |
| 26 Dec | 394.40 | 23.1 | -0.35 | 76.17 | 10,708 | 218 | 984 |
| 24 Dec | 381.50 | 27.85 | -2.55 | 72.92 | 17,229 | 585 | 1,044 |
| 23 Dec | 382.20 | 27.6 | -1.95 | 74.52 | 1,602 | 162 | 459 |
| 22 Dec | 350.40 | 41.9 | 1.35 | 77.78 | 823 | 99 | 297 |
| 19 Dec | 356.40 | 33.05 | 0.8 | 69.23 | 383 | 20 | 231 |
| 18 Dec | 354.10 | 30.8 | 0.7 | 67.61 | 435 | 113 | 211 |
| 17 Dec | 362.50 | 25.75 | -0.3 | 63.22 | 185 | 25 | 98 |
| 16 Dec | 355.00 | 30 | 0.8 | 64.92 | 110 | 39 | 73 |
| 15 Dec | 370.70 | 29.6 | 0.35 | 74.74 | 33 | 34 | 34 |
| 12 Dec | 376.50 | 19.9 | 1.45 | - | 2 | 5 | 0 |
| 10 Dec | 417.40 | 10.85 | -0.55 | 56.05 | 6 | 5 | 14 |
| 9 Dec | 420.00 | 9.05 | 0 | 51.98 | 3 | 3 | 9 |
| 8 Dec | 446.00 | 7.05 | 0.45 | 56.35 | 7 | 2 | 6 |
| 5 Dec | 486.00 | 4 | -1.3 | 58.36 | 6 | 4 | 4 |
| 27 Nov | 413.20 | 19 | 1.85 | - | 3 | 3 | 0 |
| 25 Nov | 398.00 | 19 | 4.5 | 56.19 | 3 | 3 | 4 |
| 24 Nov | 403.40 | 14.5 | 10.1 | 55.85 | 1 | 1 | 1 |
| 21 Nov | 414.10 | 0 | 0 | - | 0 | 0 | 0 |
| 20 Nov | 402.80 | 0 | 0 | - | 0 | 0 | 0 |
| 13 Nov | 414.00 | 0 | 0 | - | 0 | 0 | 0 |
| 12 Nov | 396.80 | 0 | 0 | - | 0 | 0 | 0 |
| 11 Nov | 399.40 | 0 | 0 | - | 0 | 0 | 0 |
| 10 Nov | 381.30 | 0 | 0 | - | 0 | 0 | 0 |
| 7 Nov | 386.70 | 0 | 0 | - | 0 | 0 | 0 |
| 5 Nov | 377.00 | 0 | 0 | - | 0 | 0 | 0 |
| 4 Nov | 387.10 | 0 | 0 | - | 0 | 0 | 0 |
| 31 Oct | 365.20 | 0 | 0 | - | 0 | 0 | 0 |
| 30 Oct | 348.20 | 0 | 0 | - | 0 | 0 | 0 |
For Natural Gas Mini - strike price 340 expiring on 22JAN2026
Delta for 340 PE is -0.64
Historical price for 340 PE is as follows
On 5 Jan NATGASMINI was trading at 313.50. The strike last trading price was 38.8, which was 10.05 higher than the previous day. The implied volatity was 80.61, the open interest changed by -89 which decreased total open position to 657
On 2 Jan NATGASMINI was trading at 332.50. The strike last trading price was 28.75, which was 0 lower than the previous day. The implied volatity was 78.71, the open interest changed by -119 which decreased total open position to 743
On 31 Dec NATGASMINI was trading at 334.70. The strike last trading price was 28.5, which was 1.3 higher than the previous day. The implied volatity was 77.69, the open interest changed by 428 which increased total open position to 1205
On 30 Dec NATGASMINI was trading at 362.00. The strike last trading price was 16.85, which was -1.85 lower than the previous day. The implied volatity was 74.88, the open interest changed by 145 which increased total open position to 969
On 29 Dec NATGASMINI was trading at 357.20. The strike last trading price was 19.05, which was -0.6 lower than the previous day. The implied volatity was 74.86, the open interest changed by 103 which increased total open position to 862
On 26 Dec NATGASMINI was trading at 394.40. The strike last trading price was 23.1, which was -0.35 lower than the previous day. The implied volatity was 76.17, the open interest changed by 218 which increased total open position to 984
On 24 Dec NATGASMINI was trading at 381.50. The strike last trading price was 27.85, which was -2.55 lower than the previous day. The implied volatity was 72.92, the open interest changed by 585 which increased total open position to 1044
On 23 Dec NATGASMINI was trading at 382.20. The strike last trading price was 27.6, which was -1.95 lower than the previous day. The implied volatity was 74.52, the open interest changed by 162 which increased total open position to 459
On 22 Dec NATGASMINI was trading at 350.40. The strike last trading price was 41.9, which was 1.35 higher than the previous day. The implied volatity was 77.78, the open interest changed by 99 which increased total open position to 297
On 19 Dec NATGASMINI was trading at 356.40. The strike last trading price was 33.05, which was 0.8 higher than the previous day. The implied volatity was 69.23, the open interest changed by 20 which increased total open position to 231
On 18 Dec NATGASMINI was trading at 354.10. The strike last trading price was 30.8, which was 0.7 higher than the previous day. The implied volatity was 67.61, the open interest changed by 113 which increased total open position to 211
On 17 Dec NATGASMINI was trading at 362.50. The strike last trading price was 25.75, which was -0.3 lower than the previous day. The implied volatity was 63.22, the open interest changed by 25 which increased total open position to 98
On 16 Dec NATGASMINI was trading at 355.00. The strike last trading price was 30, which was 0.8 higher than the previous day. The implied volatity was 64.92, the open interest changed by 39 which increased total open position to 73
On 15 Dec NATGASMINI was trading at 370.70. The strike last trading price was 29.6, which was 0.35 higher than the previous day. The implied volatity was 74.74, the open interest changed by 34 which increased total open position to 34
On 12 Dec NATGASMINI was trading at 376.50. The strike last trading price was 19.9, which was 1.45 higher than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 0
On 10 Dec NATGASMINI was trading at 417.40. The strike last trading price was 10.85, which was -0.55 lower than the previous day. The implied volatity was 56.05, the open interest changed by 5 which increased total open position to 14
On 9 Dec NATGASMINI was trading at 420.00. The strike last trading price was 9.05, which was 0 lower than the previous day. The implied volatity was 51.98, the open interest changed by 3 which increased total open position to 9
On 8 Dec NATGASMINI was trading at 446.00. The strike last trading price was 7.05, which was 0.45 higher than the previous day. The implied volatity was 56.35, the open interest changed by 2 which increased total open position to 6
On 5 Dec NATGASMINI was trading at 486.00. The strike last trading price was 4, which was -1.3 lower than the previous day. The implied volatity was 58.36, the open interest changed by 4 which increased total open position to 4
On 27 Nov NATGASMINI was trading at 413.20. The strike last trading price was 19, which was 1.85 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0
On 25 Nov NATGASMINI was trading at 398.00. The strike last trading price was 19, which was 4.5 higher than the previous day. The implied volatity was 56.19, the open interest changed by 3 which increased total open position to 4
On 24 Nov NATGASMINI was trading at 403.40. The strike last trading price was 14.5, which was 10.1 higher than the previous day. The implied volatity was 55.85, the open interest changed by 1 which increased total open position to 1
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 13 Nov NATGASMINI was trading at 414.00. 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 12 Nov NATGASMINI was trading at 396.80. 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 11 Nov NATGASMINI was trading at 399.40. 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 10 Nov NATGASMINI was trading at 381.30. 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
On 7 Nov NATGASMINI was trading at 386.70. 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 5 Nov NATGASMINI was trading at 377.00. 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 4 Nov NATGASMINI was trading at 387.10. 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 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































































































































































































































