NATGASMINI

Natural Gas Mini

381.5 +1.80 (0.47%)

L: 375.5 H: 410.6

Back to Option Chain

Historical option data for NATGASMINI
24 Dec 2025 11:58 PM IST

Strike Price

Expiry

Ltp Ltp OI Open Interest (OI) OI Chg Change Open Interest Volume Volume IV IV

Call
Put

Per Lot

NATGASMINI 22-JAN-2026 340 CE
Delta: 0.54 Vega: 0.38 Theta: -0.50 Gamma: 0.01
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI

24 Dec	381.50	29.4 ₹ 7,350	0.1 25.00	76.46	12,367 30,91,750	803 2,00,750	1,368 3,42,000
23 Dec	382.20	31 ₹ 7,750	11.5 2875.00	75.04	3,039 7,59,750	-32 -8,000	563 1,40,750
22 Dec	350.40	20 ₹ 5,000	0.5 125.00	77.24	1,971 4,92,750	442 1,10,500	595 1,48,750
19 Dec	356.40	23.1 ₹ 5,775	-1.3 -325.00	66.88	296 74,000	65 16,250	99 24,750
18 Dec	354.10	26.45 ₹ 6,612.5	0 0.00	69.18	87 21,750	3 750	34 8,500
17 Dec	362.50	30.05 ₹ 7,512.5	0.35 87.50	66.97	64 16,000	24 6,000	31 7,750
16 Dec	355.00	27 ₹ 6,750	-0.85 -212.50	67.49	7 1,750	5 1,250	7 1,750
15 Dec	370.70	49.75 ₹ 12,437.5	0 0.00	-	2 500	0 0	2 500
12 Dec	376.50	49.75 ₹ 12,437.5	0 0.00	94.80	2 500	2 500	2 500
10 Dec	417.40	54.9 ₹ 13,725	-1.4 -350.00	-	10 2,500	-1 -250	0 0
9 Dec	420.00	54.9 ₹ 13,725	-1.4 -350.00	-	10 2,500	-1 -250	0 0
8 Dec	446.00	54.9 ₹ 13,725	-1.4 -350.00	-	10 2,500	-1 -250	0 0
5 Dec	486.00	54.9 ₹ 13,725	-1.4 -350.00	-	10 2,500	-1 -250	0 0
27 Nov	413.20	54.9 ₹ 13,725	-1.4 -350.00	-	10 2,500	-1 -250	0 0
25 Nov	398.00	54.9 ₹ 13,725	-1.4 -350.00	-	10 2,500	-1 -250	0 0
24 Nov	403.40	54.9 ₹ 13,725	-1.4 -350.00	-	10 2,500	-1 -250	0 0
21 Nov	414.10	54.9 ₹ 13,725	-1.4 -350.00	-	10 2,500	-1 -250	0 0
20 Nov	402.80	54.9 ₹ 13,725	-1.4 -350.00	-	10 2,500	-1 -250	0 0
13 Nov	414.00	54.9 ₹ 13,725	-1.4 -350.00	-	10 2,500	-1 -250	0 0
12 Nov	396.80	54.9 ₹ 13,725	-1.4 -350.00	-	10 2,500	-1 -250	0 0
11 Nov	399.40	54.9 ₹ 13,725	2.3 575.00	31.64	10 2,500	-1 -250	9 2,250
10 Nov	381.30	78 ₹ 19,500	29.1 7275.00	88.95	19 4,750	10 2,500	10 2,500
7 Nov	386.70	69 ₹ 17,250	11 2750.00	-	6 1,500	0 0	0 0
5 Nov	377.00	69 ₹ 17,250	11.5 2875.00	73.07	6 1,500	0 0	2 500
4 Nov	387.10	10 ₹ 2,500	-37.9 -9475.00	-	4 1,000	2 500	2 500
31 Oct	365.20	45 ₹ 11,250	40 10000.00	44.10	18 4,500	-12 -3,000	3 750
30 Oct	348.20	5 ₹ 1,250	-23.05 -5762.50	-	15 3,750	15 3,750	15 3,750

For Natural Gas Mini - strike price 340 expiring on 22JAN2026

Delta for 340 CE is 0.54

Historical price for 340 CE is as follows

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
Delta: -0.46 Vega: 0.38 Theta: -0.48 Gamma: 0.01
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
24 Dec	381.50	27.85 ₹ 6,962.5	-2.55 -637.50	72.92	17,229 43,07,250	585 1,46,250	1,044 2,61,000
23 Dec	382.20	27.6 ₹ 6,900	-1.95 -487.50	74.52	1,602 4,00,500	162 40,500	459 1,14,750
22 Dec	350.40	41.9 ₹ 10,475	1.35 337.50	77.78	823 2,05,750	99 24,750	297 74,250
19 Dec	356.40	33.05 ₹ 8,262.5	0.8 200.00	69.23	383 95,750	20 5,000	231 57,750
18 Dec	354.10	30.8 ₹ 7,700	0.7 175.00	67.61	435 1,08,750	113 28,250	211 52,750
17 Dec	362.50	25.75 ₹ 6,437.5	-0.3 -75.00	63.22	185 46,250	25 6,250	98 24,500
16 Dec	355.00	30 ₹ 7,500	0.8 200.00	64.92	110 27,500	39 9,750	73 18,250
15 Dec	370.70	29.6 ₹ 7,400	0.35 87.50	74.74	33 8,250	34 8,500	34 8,500
12 Dec	376.50	19.9 ₹ 4,975	1.45 362.50	-	2 500	5 1,250	0 0
10 Dec	417.40	10.85 ₹ 2,712.5	-0.55 -137.50	56.05	6 1,500	5 1,250	14 3,500
9 Dec	420.00	9.05 ₹ 2,262.5	0 0.00	51.98	3 750	3 750	9 2,250
8 Dec	446.00	7.05 ₹ 1,762.5	0.45 112.50	56.35	7 1,750	2 500	6 1,500
5 Dec	486.00	4 ₹ 1,000	-1.3 -325.00	58.36	6 1,500	4 1,000	4 1,000
27 Nov	413.20	19 ₹ 4,750	1.85 462.50	-	3 750	3 750	0 0
25 Nov	398.00	19 ₹ 4,750	4.5 1125.00	56.19	3 750	3 750	4 1,000
24 Nov	403.40	14.5 ₹ 3,625	10.1 2525.00	55.85	1 250	1 250	1 250
21 Nov	414.10	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
20 Nov	402.80	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
13 Nov	414.00	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
12 Nov	396.80	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
11 Nov	399.40	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
10 Nov	381.30	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
7 Nov	386.70	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
5 Nov	377.00	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
4 Nov	387.10	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
31 Oct	365.20	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
30 Oct	348.20	0 ₹ 0	0 0.00	-	0 0	0 0	0 0

For Natural Gas Mini - strike price 340 expiring on 22JAN2026

Delta for 340 PE is -0.46

Historical price for 340 PE is as follows

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

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