NATGASMINI
Natural Gas Mini
Historical option data for NATGASMINI
12 Dec 2025 11:58 PM IST
| NATGASMINI 23-DEC-2025 345 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 12 Dec | 376.50 | 59.25 | 2.4 | - | 11 | 1 | 0 | |||||||||
| 11 Dec | 381.40 | 59.25 | 2.4 | - | 11 | 1 | 0 | |||||||||
| 10 Dec | 417.40 | 59.25 | 2.4 | - | 11 | 1 | 0 | |||||||||
| 9 Dec | 420.00 | 59.25 | 2.4 | - | 11 | 1 | 0 | |||||||||
| 8 Dec | 446.00 | 59.25 | 2.4 | - | 11 | 1 | 0 | |||||||||
| 5 Dec | 486.00 | 59.25 | 2.4 | - | 11 | 1 | 0 | |||||||||
| 4 Dec | 451.00 | 59.25 | 2.4 | - | 11 | 1 | 0 | |||||||||
| 3 Dec | 449.70 | 59.25 | 2.4 | - | 11 | 1 | 0 | |||||||||
| 2 Dec | 437.50 | 59.25 | 2.4 | - | 11 | 1 | 0 | |||||||||
| 1 Dec | 436.80 | 59.25 | 2.4 | - | 11 | 1 | 0 | |||||||||
| 28 Nov | 426.30 | 59.25 | 2.4 | - | 11 | 1 | 0 | |||||||||
| 27 Nov | 413.20 | 59.25 | 2.4 | - | 11 | 1 | 0 | |||||||||
| 26 Nov | 408.30 | 59.25 | 2.4 | - | 11 | 1 | 0 | |||||||||
| 25 Nov | 398.00 | 55.25 | -17.3 | 41.67 | 9 | 1 | 1 | |||||||||
| 24 Nov | 403.40 | 60 | -30 | - | 2 | 1 | 0 | |||||||||
| 21 Nov | 414.10 | 60 | -30 | - | 2 | 1 | 0 | |||||||||
| 20 Nov | 402.80 | 60 | -30 | - | 2 | 1 | 0 | |||||||||
| 19 Nov | 404.30 | 60 | -30 | - | 2 | 1 | 0 | |||||||||
| 18 Nov | 382.40 | 60 | -30 | - | 2 | 1 | 0 | |||||||||
| 13 Nov | 414.00 | 60 | -30 | - | 2 | 1 | 0 | |||||||||
| 11 Nov | 399.40 | 60 | -30 | - | 2 | 1 | 0 | |||||||||
| 10 Nov | 381.30 | 60 | -30 | - | 2 | 1 | 0 | |||||||||
| 7 Nov | 386.70 | 60 | -30 | - | 2 | 1 | 0 | |||||||||
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| 4 Nov | 387.10 | 9 | -48.15 | - | 1 | 1 | 1 | |||||||||
| 3 Nov | 378.80 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 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 345 expiring on 23DEC2025
Delta for 345 CE is -
Historical price for 345 CE is as follows
On 12 Dec NATGASMINI was trading at 376.50. The strike last trading price was 59.25, which was 2.4 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 11 Dec NATGASMINI was trading at 381.40. The strike last trading price was 59.25, which was 2.4 higher 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 59.25, which was 2.4 higher 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 59.25, which was 2.4 higher 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 59.25, which was 2.4 higher 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 59.25, which was 2.4 higher 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 59.25, which was 2.4 higher 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 59.25, which was 2.4 higher 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 59.25, which was 2.4 higher 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 59.25, which was 2.4 higher 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 59.25, which was 2.4 higher 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 59.25, which was 2.4 higher 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 59.25, which was 2.4 higher 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 55.25, which was -17.3 lower than the previous day. The implied volatity was 41.67, the open interest changed by 1 which increased total open position to 1
On 24 Nov NATGASMINI was trading at 403.40. The strike last trading price was 60, which was -30 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 60, which was -30 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 60, which was -30 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 60, which was -30 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 60, which was -30 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 60, which was -30 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 60, which was -30 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 60, which was -30 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 60, which was -30 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 4 Nov NATGASMINI was trading at 387.10. The strike last trading price was 9, which was -48.15 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1
On 3 Nov NATGASMINI was trading at 378.80. 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 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 345 PE | |||||||
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Delta: -0.20
Vega: 0.18
Theta: -0.51
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 12 Dec | 376.50 | 4.75 | -0.45 | 62.39 | 7,912 | 205 | 337 |
| 11 Dec | 381.40 | 4.35 | 0.05 | 62.53 | 1,441 | 33 | 132 |
| 10 Dec | 417.40 | 1.4 | 0.3 | 66.60 | 312 | 30 | 99 |
| 9 Dec | 420.00 | 1.15 | 0.1 | 63.03 | 42 | 6 | 69 |
| 8 Dec | 446.00 | 0.8 | 0.2 | - | 86 | 2 | 63 |
| 5 Dec | 486.00 | 0.6 | -0.25 | - | 10 | 4 | 61 |
| 4 Dec | 451.00 | 1 | 0 | - | 87 | -18 | 57 |
| 3 Dec | 449.70 | 0.35 | -1.4 | 54.26 | 22 | 0 | 75 |
| 2 Dec | 437.50 | 1.55 | -0.55 | 63.43 | 168 | 9 | 75 |
| 1 Dec | 436.80 | 3.95 | 1.25 | - | 103 | 9 | 66 |
| 28 Nov | 426.30 | 4 | 0.7 | 68.31 | 88 | -8 | 57 |
| 27 Nov | 413.20 | 3 | -0.15 | 55.10 | 293 | 13 | 65 |
| 26 Nov | 408.30 | 2.55 | -2.7 | 49.26 | 198 | -20 | 52 |
| 25 Nov | 398.00 | 5.4 | 2.65 | 55.23 | 834 | 79 | 93 |
| 24 Nov | 403.40 | 3.5 | -0.9 | 56.49 | 36 | -5 | 14 |
| 21 Nov | 414.10 | 4.75 | 4 | 64.56 | 29 | 20 | 20 |
| 20 Nov | 402.80 | 0 | 0 | - | 0 | 0 | 0 |
| 19 Nov | 404.30 | 0 | 0 | - | 0 | 0 | 0 |
| 18 Nov | 382.40 | 0 | 0 | - | 0 | 0 | 0 |
| 13 Nov | 414.00 | 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 |
| 4 Nov | 387.10 | 0 | 0 | - | 0 | 0 | 0 |
| 3 Nov | 378.80 | 0 | 0 | - | 0 | 0 | 0 |
| 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 345 expiring on 23DEC2025
Delta for 345 PE is -0.20
Historical price for 345 PE is as follows
On 12 Dec NATGASMINI was trading at 376.50. The strike last trading price was 4.75, which was -0.45 lower than the previous day. The implied volatity was 62.39, the open interest changed by 205 which increased total open position to 337
On 11 Dec NATGASMINI was trading at 381.40. The strike last trading price was 4.35, which was 0.05 higher than the previous day. The implied volatity was 62.53, the open interest changed by 33 which increased total open position to 132
On 10 Dec NATGASMINI was trading at 417.40. The strike last trading price was 1.4, which was 0.3 higher than the previous day. The implied volatity was 66.60, the open interest changed by 30 which increased total open position to 99
On 9 Dec NATGASMINI was trading at 420.00. The strike last trading price was 1.15, which was 0.1 higher than the previous day. The implied volatity was 63.03, the open interest changed by 6 which increased total open position to 69
On 8 Dec NATGASMINI was trading at 446.00. The strike last trading price was 0.8, which was 0.2 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 63
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 61
On 4 Dec NATGASMINI was trading at 451.00. The strike last trading price was 1, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by -18 which decreased total open position to 57
On 3 Dec NATGASMINI was trading at 449.70. The strike last trading price was 0.35, which was -1.4 lower than the previous day. The implied volatity was 54.26, the open interest changed by 0 which decreased total open position to 75
On 2 Dec NATGASMINI was trading at 437.50. The strike last trading price was 1.55, which was -0.55 lower than the previous day. The implied volatity was 63.43, the open interest changed by 9 which increased total open position to 75
On 1 Dec NATGASMINI was trading at 436.80. The strike last trading price was 3.95, which was 1.25 higher than the previous day. The implied volatity was -, the open interest changed by 9 which increased total open position to 66
On 28 Nov NATGASMINI was trading at 426.30. The strike last trading price was 4, which was 0.7 higher than the previous day. The implied volatity was 68.31, the open interest changed by -8 which decreased total open position to 57
On 27 Nov NATGASMINI was trading at 413.20. The strike last trading price was 3, which was -0.15 lower than the previous day. The implied volatity was 55.10, the open interest changed by 13 which increased total open position to 65
On 26 Nov NATGASMINI was trading at 408.30. The strike last trading price was 2.55, which was -2.7 lower than the previous day. The implied volatity was 49.26, the open interest changed by -20 which decreased total open position to 52
On 25 Nov NATGASMINI was trading at 398.00. The strike last trading price was 5.4, which was 2.65 higher than the previous day. The implied volatity was 55.23, the open interest changed by 79 which increased total open position to 93
On 24 Nov NATGASMINI was trading at 403.40. The strike last trading price was 3.5, which was -0.9 lower than the previous day. The implied volatity was 56.49, the open interest changed by -5 which decreased total open position to 14
On 21 Nov NATGASMINI was trading at 414.10. The strike last trading price was 4.75, which was 4 higher than the previous day. The implied volatity was 64.56, the open interest changed by 20 which increased total open position to 20
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 19 Nov NATGASMINI was trading at 404.30. 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 18 Nov NATGASMINI was trading at 382.40. 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 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 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 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 3 Nov NATGASMINI was trading at 378.80. 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 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































































































































































































































