NATGASMINI
Natural Gas Mini
Historical option data for NATGASMINI
12 Dec 2025 11:58 PM IST
| NATGASMINI 23-DEC-2025 350 CE | ||||||||||||||||
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Delta: 0.77
Vega: 0.20
Theta: -0.54
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 12 Dec | 376.50 | 32.05 | -0.55 | 60.18 | 1,202 | 159 | 159 | |||||||||
| 11 Dec | 381.40 | 30.05 | -11.25 | - | 4 | 6 | 0 | |||||||||
| 10 Dec | 417.40 | 65.65 | -1.75 | - | 8 | 6 | 55 | |||||||||
| 9 Dec | 420.00 | 71 | -11.95 | 57.55 | 10 | 6 | 49 | |||||||||
| 8 Dec | 446.00 | 106.45 | 0 | - | 2 | 43 | 43 | |||||||||
| 5 Dec | 486.00 | 100 | 0 | - | 2 | 6 | 0 | |||||||||
| 4 Dec | 451.00 | 100 | 0 | - | 2 | 6 | 0 | |||||||||
| 3 Dec | 449.70 | 98.3 | 3.35 | - | 6 | 6 | 41 | |||||||||
| 2 Dec | 437.50 | 95.5 | 9.3 | - | 6 | 0 | 35 | |||||||||
| 1 Dec | 436.80 | 85 | 8.6 | - | 39 | 17 | 35 | |||||||||
| 28 Nov | 426.30 | 79.05 | 16.45 | 59.22 | 16 | 1 | 18 | |||||||||
| 27 Nov | 413.20 | 62.9 | 4.65 | - | 4 | 0 | 17 | |||||||||
| 26 Nov | 408.30 | 58.25 | 1.7 | - | 1 | -1 | 17 | |||||||||
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| 25 Nov | 398.00 | 52 | -21.7 | 46.23 | 16 | 3 | 18 | |||||||||
| 24 Nov | 403.40 | 75.6 | -3.45 | 72.69 | 7 | -1 | 15 | |||||||||
| 21 Nov | 414.10 | 78.1 | 3.8 | - | 6 | 3 | 16 | |||||||||
| 20 Nov | 402.80 | 75 | 5.65 | 56.09 | 11 | 7 | 12 | |||||||||
| 19 Nov | 404.30 | 73 | 2.05 | 30.68 | 2 | 5 | 5 | |||||||||
| 18 Nov | 382.40 | 71 | 4.9 | 82.74 | 3 | 4 | 0 | |||||||||
| 17 Nov | 392.40 | 85.25 | 11.2 | - | 1 | 4 | 0 | |||||||||
| 14 Nov | 400.10 | 85.25 | 11.2 | - | 1 | 4 | 0 | |||||||||
| 13 Nov | 414.00 | 85.25 | 11.2 | 49.69 | 1 | 4 | 0 | |||||||||
| 12 Nov | 396.80 | 74.05 | 10.05 | 57.96 | 1 | 4 | 4 | |||||||||
| 11 Nov | 399.40 | 64 | -4.55 | - | 1 | 1 | 0 | |||||||||
| 10 Nov | 381.30 | 68.55 | 7.5 | 70.99 | 1 | 1 | 3 | |||||||||
| 7 Nov | 386.70 | 61.05 | 6.55 | 45.36 | 1 | 2 | 2 | |||||||||
| 5 Nov | 377.00 | 50 | 0 | - | 1 | 1 | 0 | |||||||||
| 4 Nov | 387.10 | 50 | 0 | - | 1 | 1 | 0 | |||||||||
| 3 Nov | 378.80 | 50 | 0 | - | 1 | 1 | 0 | |||||||||
| 31 Oct | 365.20 | 50 | 18.8 | 48.59 | 1 | 1 | 0 | |||||||||
| 30 Oct | 348.20 | 38.25 | 0 | - | 1 | 1 | 1 | |||||||||
| 29 Oct | 340.50 | 38.25 | 0 | - | 1 | 0 | 0 | |||||||||
| 28 Oct | 298.50 | 38.25 | 0 | - | 1 | 0 | 1 | |||||||||
| 27 Oct | 305.20 | 38.25 | 7.2 | 34.25 | 1 | 1 | 1 | |||||||||
| 24 Oct | 282.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Oct | 259.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Natural Gas Mini - strike price 350 expiring on 23DEC2025
Delta for 350 CE is 0.77
Historical price for 350 CE is as follows
On 12 Dec NATGASMINI was trading at 376.50. The strike last trading price was 32.05, which was -0.55 lower than the previous day. The implied volatity was 60.18, the open interest changed by 159 which increased total open position to 159
On 11 Dec NATGASMINI was trading at 381.40. The strike last trading price was 30.05, which was -11.25 lower than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 0
On 10 Dec NATGASMINI was trading at 417.40. The strike last trading price was 65.65, which was -1.75 lower than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 55
On 9 Dec NATGASMINI was trading at 420.00. The strike last trading price was 71, which was -11.95 lower than the previous day. The implied volatity was 57.55, the open interest changed by 6 which increased total open position to 49
On 8 Dec NATGASMINI was trading at 446.00. The strike last trading price was 106.45, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 43 which increased total open position to 43
On 5 Dec NATGASMINI was trading at 486.00. The strike last trading price was 100, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 0
On 4 Dec NATGASMINI was trading at 451.00. The strike last trading price was 100, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 0
On 3 Dec NATGASMINI was trading at 449.70. The strike last trading price was 98.3, which was 3.35 higher than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 41
On 2 Dec NATGASMINI was trading at 437.50. The strike last trading price was 95.5, which was 9.3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 35
On 1 Dec NATGASMINI was trading at 436.80. The strike last trading price was 85, which was 8.6 higher than the previous day. The implied volatity was -, the open interest changed by 17 which increased total open position to 35
On 28 Nov NATGASMINI was trading at 426.30. The strike last trading price was 79.05, which was 16.45 higher than the previous day. The implied volatity was 59.22, the open interest changed by 1 which increased total open position to 18
On 27 Nov NATGASMINI was trading at 413.20. The strike last trading price was 62.9, which was 4.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 17
On 26 Nov NATGASMINI was trading at 408.30. The strike last trading price was 58.25, which was 1.7 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 17
On 25 Nov NATGASMINI was trading at 398.00. The strike last trading price was 52, which was -21.7 lower than the previous day. The implied volatity was 46.23, the open interest changed by 3 which increased total open position to 18
On 24 Nov NATGASMINI was trading at 403.40. The strike last trading price was 75.6, which was -3.45 lower than the previous day. The implied volatity was 72.69, the open interest changed by -1 which decreased total open position to 15
On 21 Nov NATGASMINI was trading at 414.10. The strike last trading price was 78.1, which was 3.8 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 16
On 20 Nov NATGASMINI was trading at 402.80. The strike last trading price was 75, which was 5.65 higher than the previous day. The implied volatity was 56.09, the open interest changed by 7 which increased total open position to 12
On 19 Nov NATGASMINI was trading at 404.30. The strike last trading price was 73, which was 2.05 higher than the previous day. The implied volatity was 30.68, the open interest changed by 5 which increased total open position to 5
On 18 Nov NATGASMINI was trading at 382.40. The strike last trading price was 71, which was 4.9 higher than the previous day. The implied volatity was 82.74, the open interest changed by 4 which increased total open position to 0
On 17 Nov NATGASMINI was trading at 392.40. The strike last trading price was 85.25, which was 11.2 higher than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 0
On 14 Nov NATGASMINI was trading at 400.10. The strike last trading price was 85.25, which was 11.2 higher than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 0
On 13 Nov NATGASMINI was trading at 414.00. The strike last trading price was 85.25, which was 11.2 higher than the previous day. The implied volatity was 49.69, the open interest changed by 4 which increased total open position to 0
On 12 Nov NATGASMINI was trading at 396.80. The strike last trading price was 74.05, which was 10.05 higher than the previous day. The implied volatity was 57.96, the open interest changed by 4 which increased total open position to 4
On 11 Nov NATGASMINI was trading at 399.40. The strike last trading price was 64, which was -4.55 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 68.55, which was 7.5 higher than the previous day. The implied volatity was 70.99, the open interest changed by 1 which increased total open position to 3
On 7 Nov NATGASMINI was trading at 386.70. The strike last trading price was 61.05, which was 6.55 higher than the previous day. The implied volatity was 45.36, the open interest changed by 2 which increased total open position to 2
On 5 Nov NATGASMINI was trading at 377.00. The strike last trading price was 50, 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 4 Nov NATGASMINI was trading at 387.10. The strike last trading price was 50, 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 3 Nov NATGASMINI was trading at 378.80. The strike last trading price was 50, 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 31 Oct NATGASMINI was trading at 365.20. The strike last trading price was 50, which was 18.8 higher than the previous day. The implied volatity was 48.59, the open interest changed by 1 which increased total open position to 0
On 30 Oct NATGASMINI was trading at 348.20. The strike last trading price was 38.25, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1
On 29 Oct NATGASMINI was trading at 340.50. The strike last trading price was 38.25, 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 38.25, 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 27 Oct NATGASMINI was trading at 305.20. The strike last trading price was 38.25, which was 7.2 higher than the previous day. The implied volatity was 34.25, the open interest changed by 1 which increased total open position to 1
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 350 PE | |||||||
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Delta: -0.23
Vega: 0.20
Theta: -0.56
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 12 Dec | 376.50 | 5.9 | -0.4 | 61.92 | 18,529 | -410 | 1,229 |
| 11 Dec | 381.40 | 5.15 | -0.2 | 60.90 | 7,935 | 354 | 1,639 |
| 10 Dec | 417.40 | 1.25 | 0 | 60.99 | 4,173 | 651 | 1,285 |
| 9 Dec | 420.00 | 1.25 | 0 | 60.37 | 735 | 122 | 634 |
| 8 Dec | 446.00 | 0.85 | 0.25 | - | 214 | -85 | 512 |
| 5 Dec | 486.00 | 0.55 | -0.55 | - | 532 | 2 | 597 |
| 4 Dec | 451.00 | 1.1 | -0.1 | - | 415 | 83 | 595 |
| 3 Dec | 449.70 | 1.25 | -0.4 | - | 478 | -25 | 512 |
| 2 Dec | 437.50 | 1.75 | -0.4 | 62.11 | 396 | -34 | 537 |
| 1 Dec | 436.80 | 2.15 | -0.9 | 63.27 | 1,970 | -127 | 571 |
| 28 Nov | 426.30 | 3.1 | -0.8 | 60.38 | 1,148 | -127 | 698 |
| 27 Nov | 413.20 | 3.75 | -0.95 | 55.47 | 1,519 | -10 | 799 |
| 26 Nov | 408.30 | 4.65 | -1.75 | 55.57 | 1,755 | -99 | 809 |
| 25 Nov | 398.00 | 6.45 | 2 | 55.23 | 1,845 | 284 | 903 |
| 24 Nov | 403.40 | 4.5 | -0.1 | 57.65 | 1,197 | 41 | 639 |
| 21 Nov | 414.10 | 4.6 | -1.2 | 60.82 | 1,690 | 93 | 602 |
| 20 Nov | 402.80 | 5.55 | -1.1 | 59.23 | 639 | 203 | 486 |
| 19 Nov | 404.30 | 6.6 | -2.25 | 63.59 | 719 | 12 | 276 |
| 18 Nov | 382.40 | 9.05 | 1.9 | 60.24 | 535 | 201 | 272 |
| 17 Nov | 392.40 | 7.8 | -0.25 | 60.82 | 67 | 52 | 70 |
| 14 Nov | 400.10 | 7.6 | -0.75 | 60.91 | 2 | 1 | 18 |
| 13 Nov | 414.00 | 8.25 | -1.25 | 68.01 | 4 | 1 | 17 |
| 12 Nov | 396.80 | 9.5 | -0.5 | 63.37 | 3 | 1 | 16 |
| 11 Nov | 399.40 | 9.95 | 7.65 | 64.41 | 12 | 15 | 15 |
| 10 Nov | 381.30 | 12.5 | 0 | - | 1 | 7 | 0 |
| 7 Nov | 386.70 | 12.5 | 9.1 | 61.70 | 1 | 7 | 7 |
| 5 Nov | 377.00 | 12.9 | 4.6 | 58.39 | 1 | 1 | 6 |
| 4 Nov | 387.10 | 14 | 0.7 | - | 4 | 3 | 0 |
| 3 Nov | 378.80 | 14 | 2.05 | 59.83 | 4 | 3 | 6 |
| 31 Oct | 365.20 | 12.1 | 3 | 47.71 | 3 | 3 | 3 |
| 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 |
| 27 Oct | 305.20 | 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 350 expiring on 23DEC2025
Delta for 350 PE is -0.23
Historical price for 350 PE is as follows
On 12 Dec NATGASMINI was trading at 376.50. The strike last trading price was 5.9, which was -0.4 lower than the previous day. The implied volatity was 61.92, the open interest changed by -410 which decreased total open position to 1229
On 11 Dec NATGASMINI was trading at 381.40. The strike last trading price was 5.15, which was -0.2 lower than the previous day. The implied volatity was 60.90, the open interest changed by 354 which increased total open position to 1639
On 10 Dec NATGASMINI was trading at 417.40. The strike last trading price was 1.25, which was 0 lower than the previous day. The implied volatity was 60.99, the open interest changed by 651 which increased total open position to 1285
On 9 Dec NATGASMINI was trading at 420.00. The strike last trading price was 1.25, which was 0 lower than the previous day. The implied volatity was 60.37, the open interest changed by 122 which increased total open position to 634
On 8 Dec NATGASMINI was trading at 446.00. The strike last trading price was 0.85, which was 0.25 higher than the previous day. The implied volatity was -, the open interest changed by -85 which decreased total open position to 512
On 5 Dec NATGASMINI was trading at 486.00. The strike last trading price was 0.55, which was -0.55 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 597
On 4 Dec NATGASMINI was trading at 451.00. The strike last trading price was 1.1, which was -0.1 lower than the previous day. The implied volatity was -, the open interest changed by 83 which increased total open position to 595
On 3 Dec NATGASMINI was trading at 449.70. The strike last trading price was 1.25, which was -0.4 lower than the previous day. The implied volatity was -, the open interest changed by -25 which decreased total open position to 512
On 2 Dec NATGASMINI was trading at 437.50. The strike last trading price was 1.75, which was -0.4 lower than the previous day. The implied volatity was 62.11, the open interest changed by -34 which decreased total open position to 537
On 1 Dec NATGASMINI was trading at 436.80. The strike last trading price was 2.15, which was -0.9 lower than the previous day. The implied volatity was 63.27, the open interest changed by -127 which decreased total open position to 571
On 28 Nov NATGASMINI was trading at 426.30. The strike last trading price was 3.1, which was -0.8 lower than the previous day. The implied volatity was 60.38, the open interest changed by -127 which decreased total open position to 698
On 27 Nov NATGASMINI was trading at 413.20. The strike last trading price was 3.75, which was -0.95 lower than the previous day. The implied volatity was 55.47, the open interest changed by -10 which decreased total open position to 799
On 26 Nov NATGASMINI was trading at 408.30. The strike last trading price was 4.65, which was -1.75 lower than the previous day. The implied volatity was 55.57, the open interest changed by -99 which decreased total open position to 809
On 25 Nov NATGASMINI was trading at 398.00. The strike last trading price was 6.45, which was 2 higher than the previous day. The implied volatity was 55.23, the open interest changed by 284 which increased total open position to 903
On 24 Nov NATGASMINI was trading at 403.40. The strike last trading price was 4.5, which was -0.1 lower than the previous day. The implied volatity was 57.65, the open interest changed by 41 which increased total open position to 639
On 21 Nov NATGASMINI was trading at 414.10. The strike last trading price was 4.6, which was -1.2 lower than the previous day. The implied volatity was 60.82, the open interest changed by 93 which increased total open position to 602
On 20 Nov NATGASMINI was trading at 402.80. The strike last trading price was 5.55, which was -1.1 lower than the previous day. The implied volatity was 59.23, the open interest changed by 203 which increased total open position to 486
On 19 Nov NATGASMINI was trading at 404.30. The strike last trading price was 6.6, which was -2.25 lower than the previous day. The implied volatity was 63.59, the open interest changed by 12 which increased total open position to 276
On 18 Nov NATGASMINI was trading at 382.40. The strike last trading price was 9.05, which was 1.9 higher than the previous day. The implied volatity was 60.24, the open interest changed by 201 which increased total open position to 272
On 17 Nov NATGASMINI was trading at 392.40. The strike last trading price was 7.8, which was -0.25 lower than the previous day. The implied volatity was 60.82, the open interest changed by 52 which increased total open position to 70
On 14 Nov NATGASMINI was trading at 400.10. The strike last trading price was 7.6, which was -0.75 lower than the previous day. The implied volatity was 60.91, the open interest changed by 1 which increased total open position to 18
On 13 Nov NATGASMINI was trading at 414.00. The strike last trading price was 8.25, which was -1.25 lower than the previous day. The implied volatity was 68.01, the open interest changed by 1 which increased total open position to 17
On 12 Nov NATGASMINI was trading at 396.80. The strike last trading price was 9.5, which was -0.5 lower than the previous day. The implied volatity was 63.37, the open interest changed by 1 which increased total open position to 16
On 11 Nov NATGASMINI was trading at 399.40. The strike last trading price was 9.95, which was 7.65 higher than the previous day. The implied volatity was 64.41, the open interest changed by 15 which increased total open position to 15
On 10 Nov NATGASMINI was trading at 381.30. The strike last trading price was 12.5, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 7 which increased total open position to 0
On 7 Nov NATGASMINI was trading at 386.70. The strike last trading price was 12.5, which was 9.1 higher than the previous day. The implied volatity was 61.70, the open interest changed by 7 which increased total open position to 7
On 5 Nov NATGASMINI was trading at 377.00. The strike last trading price was 12.9, which was 4.6 higher than the previous day. The implied volatity was 58.39, the open interest changed by 1 which increased total open position to 6
On 4 Nov NATGASMINI was trading at 387.10. The strike last trading price was 14, which was 0.7 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0
On 3 Nov NATGASMINI was trading at 378.80. The strike last trading price was 14, which was 2.05 higher than the previous day. The implied volatity was 59.83, the open interest changed by 3 which increased total open position to 6
On 31 Oct NATGASMINI was trading at 365.20. The strike last trading price was 12.1, which was 3 higher than the previous day. The implied volatity was 47.71, the open interest changed by 3 which increased total open position to 3
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 27 Oct NATGASMINI was trading at 305.20. 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 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































































































































































































































