NATGASMINI
Natural Gas Mini
Historical option data for NATGASMINI
29 Jan 2026 08:54 PM IST
| NATGASMINI 20-FEB-2026 340 CE | ||||||||||||||||
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Delta: 0.61
Vega: 0.34
Theta: -0.81
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 29 Jan | 353.00 | 43.85 | 6.45 | 108.27 | 7,797 | -135 | 1,517 | |||||||||
| 28 Jan | 344.00 | 37 | -0.4 | 101.86 | 34,789 | -72 | 1,652 | |||||||||
| 27 Jan | 600.00 | 44 | -1.05 | 106.16 | 39,678 | 655 | 1,724 | |||||||||
| 23 Jan | 487.50 | 30.9 | 1.15 | 94.61 | 27,047 | 146 | 2,157 | |||||||||
| 22 Jan | 454.00 | 32.4 | -1.45 | 110.51 | 8,539 | 410 | 1,812 | |||||||||
| 21 Jan | 437.50 | 29.65 | 1.1 | 101.21 | 3,635 | 76 | 407 | |||||||||
| 20 Jan | 350.70 | 11.35 | -0.15 | 80.31 | 1,751 | 158 | 422 | |||||||||
| 19 Jan | 329.90 | 7.6 | 0.6 | 83.52 | 1,330 | 87 | 264 | |||||||||
| 16 Jan | 281.10 | 2.75 | -0.5 | - | 42 | 18 | 177 | |||||||||
| 15 Jan | 284.20 | 3.15 | -0.5 | - | 20 | 10 | 169 | |||||||||
| 14 Jan | 280.50 | 3.2 | -0.45 | 75.4 | 94 | -4 | 126 | |||||||||
| 13 Jan | 305.80 | 5.05 | 0.1 | 76.14 | 178 | 38 | 125 | |||||||||
| 12 Jan | 305.20 | 3.15 | 0 | 70.12 | 61 | 21 | 91 | |||||||||
| 9 Jan | 292.20 | 3.6 | 0.05 | 67.59 | 9 | 24 | 70 | |||||||||
| 8 Jan | 306.50 | 5.2 | -0.45 | - | 14 | -2 | 46 | |||||||||
| 7 Jan | 319.60 | 4.6 | -0.3 | 64.88 | 12 | 6 | 48 | |||||||||
| 6 Jan | 306.10 | 4.5 | -0.4 | 67.82 | 11 | 2 | 38 | |||||||||
| 5 Jan | 316.30 | 5.5 | -0.9 | 68.83 | 32 | 3 | 36 | |||||||||
| 2 Jan | 332.50 | 11.5 | -0.1 | 72.17 | 3 | 0 | 33 | |||||||||
| 31 Dec | 334.70 | 14.4 | -0.95 | 74.51 | 11 | 9 | 30 | |||||||||
| 30 Dec | 362.00 | 19.45 | -1.3 | 69.97 | 11 | 6 | 20 | |||||||||
| 29 Dec | 357.20 | 16.5 | -1.5 | 62.76 | 2 | 4 | 0 | |||||||||
| 26 Dec | 394.40 | 20.8 | 1.6 | 74.42 | 11 | 4 | 14 | |||||||||
| 24 Dec | 381.50 | 16 | -3.7 | 69.45 | 11 | 6 | 10 | |||||||||
| 23 Dec | 382.20 | 14.6 | 0 | - | 1 | 1 | 0 | |||||||||
| 22 Dec | 350.40 | 14.6 | 0 | 76 | 1 | 1 | 4 | |||||||||
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| 19 Dec | 356.40 | 11.7 | - | - | 0 | 0 | 3 | |||||||||
| 18 Dec | 354.10 | - | - | - | 0 | 0 | 4 | |||||||||
| 17 Dec | 362.50 | - | - | - | 0 | 0 | 4 | |||||||||
| 16 Dec | 355.00 | - | - | - | 0 | 0 | 4 | |||||||||
| 15 Dec | 370.70 | 33 | 0.7 | 84.37 | 12 | -4 | 4 | |||||||||
| 12 Dec | 376.50 | 40 | 8.2 | 88.46 | 14 | 8 | 8 | |||||||||
| 11 Dec | 381.40 | 9 | - | - | 0 | 0 | 4 | |||||||||
| 10 Dec | 417.40 | 9 | -47.65 | - | 8 | 4 | 0 | |||||||||
| 9 Dec | 420.00 | 9 | -47.65 | - | 8 | 4 | 0 | |||||||||
| 8 Dec | 446.00 | - | - | - | 0 | 0 | 4 | |||||||||
| 5 Dec | 486.00 | 9 | -47.65 | - | 8 | 4 | 4 | |||||||||
| 4 Dec | 451.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Natural Gas Mini - strike price 340 expiring on 20FEB2026
Delta for 340 CE is 0.61
Historical price for 340 CE is as follows
On 29 Jan NATGASMINI was trading at 353.00. The strike last trading price was 43.85, which was 6.45 higher than the previous day. The implied volatity was 108.27, the open interest changed by -135 which decreased total open position to 1517
On 28 Jan NATGASMINI was trading at 344.00. The strike last trading price was 37, which was -0.4 lower than the previous day. The implied volatity was 101.86, the open interest changed by -72 which decreased total open position to 1652
On 27 Jan NATGASMINI was trading at 600.00. The strike last trading price was 44, which was -1.05 lower than the previous day. The implied volatity was 106.16, the open interest changed by 655 which increased total open position to 1724
On 23 Jan NATGASMINI was trading at 487.50. The strike last trading price was 30.9, which was 1.15 higher than the previous day. The implied volatity was 94.61, the open interest changed by 146 which increased total open position to 2157
On 22 Jan NATGASMINI was trading at 454.00. The strike last trading price was 32.4, which was -1.45 lower than the previous day. The implied volatity was 110.51, the open interest changed by 410 which increased total open position to 1812
On 21 Jan NATGASMINI was trading at 437.50. The strike last trading price was 29.65, which was 1.1 higher than the previous day. The implied volatity was 101.21, the open interest changed by 76 which increased total open position to 407
On 20 Jan NATGASMINI was trading at 350.70. The strike last trading price was 11.35, which was -0.15 lower than the previous day. The implied volatity was 80.31, the open interest changed by 158 which increased total open position to 422
On 19 Jan NATGASMINI was trading at 329.90. The strike last trading price was 7.6, which was 0.6 higher than the previous day. The implied volatity was 83.52, the open interest changed by 87 which increased total open position to 264
On 16 Jan NATGASMINI was trading at 281.10. The strike last trading price was 2.75, which was -0.5 lower than the previous day. The implied volatity was -, the open interest changed by 18 which increased total open position to 177
On 15 Jan NATGASMINI was trading at 284.20. The strike last trading price was 3.15, which was -0.5 lower than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 169
On 14 Jan NATGASMINI was trading at 280.50. The strike last trading price was 3.2, which was -0.45 lower than the previous day. The implied volatity was 75.4, the open interest changed by -4 which decreased total open position to 126
On 13 Jan NATGASMINI was trading at 305.80. The strike last trading price was 5.05, which was 0.1 higher than the previous day. The implied volatity was 76.14, the open interest changed by 38 which increased total open position to 125
On 12 Jan NATGASMINI was trading at 305.20. The strike last trading price was 3.15, which was 0 lower than the previous day. The implied volatity was 70.12, the open interest changed by 21 which increased total open position to 91
On 9 Jan NATGASMINI was trading at 292.20. The strike last trading price was 3.6, which was 0.05 higher than the previous day. The implied volatity was 67.59, the open interest changed by 24 which increased total open position to 70
On 8 Jan NATGASMINI was trading at 306.50. The strike last trading price was 5.2, which was -0.45 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 46
On 7 Jan NATGASMINI was trading at 319.60. The strike last trading price was 4.6, which was -0.3 lower than the previous day. The implied volatity was 64.88, the open interest changed by 6 which increased total open position to 48
On 6 Jan NATGASMINI was trading at 306.10. The strike last trading price was 4.5, which was -0.4 lower than the previous day. The implied volatity was 67.82, the open interest changed by 2 which increased total open position to 38
On 5 Jan NATGASMINI was trading at 316.30. The strike last trading price was 5.5, which was -0.9 lower than the previous day. The implied volatity was 68.83, the open interest changed by 3 which increased total open position to 36
On 2 Jan NATGASMINI was trading at 332.50. The strike last trading price was 11.5, which was -0.1 lower than the previous day. The implied volatity was 72.17, the open interest changed by 0 which decreased total open position to 33
On 31 Dec NATGASMINI was trading at 334.70. The strike last trading price was 14.4, which was -0.95 lower than the previous day. The implied volatity was 74.51, the open interest changed by 9 which increased total open position to 30
On 30 Dec NATGASMINI was trading at 362.00. The strike last trading price was 19.45, which was -1.3 lower than the previous day. The implied volatity was 69.97, the open interest changed by 6 which increased total open position to 20
On 29 Dec NATGASMINI was trading at 357.20. The strike last trading price was 16.5, which was -1.5 lower than the previous day. The implied volatity was 62.76, the open interest changed by 4 which increased total open position to 0
On 26 Dec NATGASMINI was trading at 394.40. The strike last trading price was 20.8, which was 1.6 higher than the previous day. The implied volatity was 74.42, the open interest changed by 4 which increased total open position to 14
On 24 Dec NATGASMINI was trading at 381.50. The strike last trading price was 16, which was -3.7 lower than the previous day. The implied volatity was 69.45, the open interest changed by 6 which increased total open position to 10
On 23 Dec NATGASMINI was trading at 382.20. The strike last trading price was 14.6, 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 22 Dec NATGASMINI was trading at 350.40. The strike last trading price was 14.6, which was 0 lower than the previous day. The implied volatity was 76, the open interest changed by 1 which increased total open position to 4
On 19 Dec NATGASMINI was trading at 356.40. The strike last trading price was 11.7, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 18 Dec NATGASMINI was trading at 354.10. 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 4
On 17 Dec NATGASMINI was trading at 362.50. 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 4
On 16 Dec NATGASMINI was trading at 355.00. 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 4
On 15 Dec NATGASMINI was trading at 370.70. The strike last trading price was 33, which was 0.7 higher than the previous day. The implied volatity was 84.37, the open interest changed by -4 which decreased total open position to 4
On 12 Dec NATGASMINI was trading at 376.50. The strike last trading price was 40, which was 8.2 higher than the previous day. The implied volatity was 88.46, the open interest changed by 8 which increased total open position to 8
On 11 Dec NATGASMINI was trading at 381.40. The strike last trading price was 9, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 10 Dec NATGASMINI was trading at 417.40. The strike last trading price was 9, which was -47.65 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 0
On 9 Dec NATGASMINI was trading at 420.00. The strike last trading price was 9, which was -47.65 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 0
On 8 Dec NATGASMINI was trading at 446.00. 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 4
On 5 Dec NATGASMINI was trading at 486.00. The strike last trading price was 9, which was -47.65 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 4
On 4 Dec NATGASMINI was trading at 451.00. 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
| NATGASMINI 20FEB2026 340 PE | |||||||
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Delta: -0.39
Vega: 0.34
Theta: -0.81
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 29 Jan | 353.00 | 30.8 | -3.75 | 108.42 | 10,832 | 383 | 1,806 |
| 28 Jan | 344.00 | 31.4 | -3.15 | 97.17 | 32,345 | 57 | 1,423 |
| 27 Jan | 600.00 | 32 | -0.35 | 106.45 | 27,917 | 888 | 1,366 |
| 23 Jan | 487.50 | 40 | -0.9 | 95.43 | 5,931 | 4 | 400 |
| 22 Jan | 454.00 | 49.5 | 2.65 | 106.1 | 2,134 | 60 | 219 |
| 21 Jan | 437.50 | 45 | -3.6 | 92.11 | 2 | 0 | 2 |
| 20 Jan | 350.70 | 71.15 | 0 | 116.34 | 1 | 0 | 0 |
| 19 Jan | 329.90 | 47.1 | 0 | - | 1 | 0 | 0 |
| 16 Jan | 281.10 | 47.1 | 0 | - | 1 | 0 | 0 |
| 15 Jan | 284.20 | 47.1 | 0 | - | 1 | 0 | 1 |
| 14 Jan | 280.50 | 47.1 | 0 | - | 1 | 0 | 0 |
| 13 Jan | 305.80 | 47.1 | 0 | - | 1 | 0 | 0 |
| 12 Jan | 305.20 | 47.1 | 0 | - | 1 | 0 | 0 |
| 9 Jan | 292.20 | 47.1 | 0 | - | 1 | 0 | 0 |
| 8 Jan | 306.50 | 47.1 | 0 | - | 1 | 0 | 0 |
| 7 Jan | 319.60 | 47.1 | 0 | - | 1 | 0 | 0 |
| 6 Jan | 306.10 | 47.1 | 0 | - | 1 | 0 | 0 |
| 5 Jan | 316.30 | 47.1 | 0 | - | 1 | 0 | 0 |
| 2 Jan | 332.50 | 47.1 | 0 | - | 1 | 0 | 0 |
| 31 Dec | 334.70 | 47.1 | 0 | - | 1 | 0 | 0 |
| 30 Dec | 362.00 | 47.1 | 0 | - | 1 | 0 | 1 |
| 29 Dec | 357.20 | 47.1 | 0 | - | 1 | 1 | 0 |
| 26 Dec | 394.40 | 47.1 | 0 | 44.38 | 1 | 1 | 0 |
| 24 Dec | 381.50 | 68 | 0 | - | 2 | 2 | 0 |
| 23 Dec | 382.20 | 68 | 0 | 80.21 | 2 | 2 | 0 |
| 22 Dec | 350.40 | 22.5 | -39 | - | 4 | 2 | 2 |
| 19 Dec | 356.40 | 0 | - | - | 0 | 0 | 0 |
| 18 Dec | 354.10 | - | - | - | 0 | 0 | 0 |
| 17 Dec | 362.50 | - | - | - | 0 | 0 | 0 |
| 16 Dec | 355.00 | - | - | - | 0 | 0 | 0 |
| 15 Dec | 370.70 | 0 | 0 | - | 0 | 0 | 0 |
| 12 Dec | 376.50 | 0 | 0 | - | 0 | 0 | 0 |
| 11 Dec | 381.40 | 0 | - | - | 0 | 0 | 0 |
| 10 Dec | 417.40 | 0 | 0 | - | 0 | 0 | 0 |
| 9 Dec | 420.00 | 0 | 0 | - | 0 | 0 | 0 |
| 8 Dec | 446.00 | - | - | - | 0 | 0 | 0 |
| 5 Dec | 486.00 | 0 | 0 | - | 0 | 0 | 0 |
| 4 Dec | 451.00 | 0 | 0 | - | 0 | 0 | 0 |
For Natural Gas Mini - strike price 340 expiring on 20FEB2026
Delta for 340 PE is -0.39
Historical price for 340 PE is as follows
On 29 Jan NATGASMINI was trading at 353.00. The strike last trading price was 30.8, which was -3.75 lower than the previous day. The implied volatity was 108.42, the open interest changed by 383 which increased total open position to 1806
On 28 Jan NATGASMINI was trading at 344.00. The strike last trading price was 31.4, which was -3.15 lower than the previous day. The implied volatity was 97.17, the open interest changed by 57 which increased total open position to 1423
On 27 Jan NATGASMINI was trading at 600.00. The strike last trading price was 32, which was -0.35 lower than the previous day. The implied volatity was 106.45, the open interest changed by 888 which increased total open position to 1366
On 23 Jan NATGASMINI was trading at 487.50. The strike last trading price was 40, which was -0.9 lower than the previous day. The implied volatity was 95.43, the open interest changed by 4 which increased total open position to 400
On 22 Jan NATGASMINI was trading at 454.00. The strike last trading price was 49.5, which was 2.65 higher than the previous day. The implied volatity was 106.1, the open interest changed by 60 which increased total open position to 219
On 21 Jan NATGASMINI was trading at 437.50. The strike last trading price was 45, which was -3.6 lower than the previous day. The implied volatity was 92.11, the open interest changed by 0 which decreased total open position to 2
On 20 Jan NATGASMINI was trading at 350.70. The strike last trading price was 71.15, which was 0 lower than the previous day. The implied volatity was 116.34, 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 47.1, 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 47.1, 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 15 Jan NATGASMINI was trading at 284.20. The strike last trading price was 47.1, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 14 Jan NATGASMINI was trading at 280.50. The strike last trading price was 47.1, 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 Jan NATGASMINI was trading at 305.80. The strike last trading price was 47.1, 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 Jan NATGASMINI was trading at 305.20. The strike last trading price was 47.1, 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 47.1, 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 8 Jan NATGASMINI was trading at 306.50. The strike last trading price was 47.1, 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 Jan NATGASMINI was trading at 319.60. The strike last trading price was 47.1, 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 6 Jan NATGASMINI was trading at 306.10. The strike last trading price was 47.1, 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 Jan NATGASMINI was trading at 316.30. The strike last trading price was 47.1, 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 Jan NATGASMINI was trading at 332.50. The strike last trading price was 47.1, 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 Dec NATGASMINI was trading at 334.70. The strike last trading price was 47.1, 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 Dec NATGASMINI was trading at 362.00. The strike last trading price was 47.1, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 29 Dec NATGASMINI was trading at 357.20. The strike last trading price was 47.1, 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 Dec NATGASMINI was trading at 394.40. The strike last trading price was 47.1, which was 0 lower than the previous day. The implied volatity was 44.38, the open interest changed by 1 which increased total open position to 0
On 24 Dec NATGASMINI was trading at 381.50. The strike last trading price was 68, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0
On 23 Dec NATGASMINI was trading at 382.20. The strike last trading price was 68, which was 0 lower than the previous day. The implied volatity was 80.21, the open interest changed by 2 which increased total open position to 0
On 22 Dec NATGASMINI was trading at 350.40. The strike last trading price was 22.5, which was -39 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 2
On 19 Dec NATGASMINI was trading at 356.40. The strike last trading price was 0, 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 18 Dec NATGASMINI was trading at 354.10. 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 17 Dec NATGASMINI was trading at 362.50. 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 16 Dec NATGASMINI was trading at 355.00. 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 15 Dec NATGASMINI was trading at 370.70. 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 12 Dec NATGASMINI was trading at 376.50. 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 11 Dec NATGASMINI was trading at 381.40. The strike last trading price was 0, 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 10 Dec NATGASMINI was trading at 417.40. 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 9 Dec NATGASMINI was trading at 420.00. 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 8 Dec NATGASMINI was trading at 446.00. 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 5 Dec NATGASMINI was trading at 486.00. 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 Dec NATGASMINI was trading at 451.00. 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






























































































































































































































