NATGASMINI
Natural Gas Mini
Historical option data for NATGASMINI
26 Dec 2025 11:58 PM IST
| NATGASMINI 22-JAN-2026 350 CE | ||||||||||||||||
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Delta: 0.55
Vega: 0.38
Theta: -0.55
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 26 Dec | 394.40 | 30.95 | -0.4 | 78.57 | 24,568 | -105 | 2,245 | |||||||||
| 24 Dec | 381.50 | 26.15 | 0.4 | 79.23 | 22,538 | 1,886 | 2,717 | |||||||||
| 23 Dec | 382.20 | 26.4 | 9.45 | 74.72 | 3,432 | -157 | 831 | |||||||||
| 22 Dec | 350.40 | 17.6 | 0.65 | 79.48 | 2,494 | 420 | 988 | |||||||||
| 19 Dec | 356.40 | 21.2 | -0.25 | 71.65 | 992 | 192 | 420 | |||||||||
| 18 Dec | 354.10 | 22.9 | -0.3 | 70.35 | 761 | 60 | 228 | |||||||||
| 17 Dec | 362.50 | 25.3 | -0.05 | 66.29 | 381 | 13 | 168 | |||||||||
| 16 Dec | 355.00 | 23.7 | -0.3 | 69.33 | 328 | 154 | 155 | |||||||||
| 15 Dec | 370.70 | 19.05 | -4 | 45.41 | 10 | 1 | 1 | |||||||||
| 12 Dec | 376.50 | 39.05 | 0 | - | 1 | 1 | 0 | |||||||||
| 10 Dec | 417.40 | 39.05 | 0 | 30.47 | 1 | 1 | 1 | |||||||||
| 9 Dec | 420.00 | 74.95 | 0 | - | 1 | -4 | 0 | |||||||||
| 8 Dec | 446.00 | 74.95 | 0 | - | 1 | -4 | 0 | |||||||||
| 5 Dec | 486.00 | 74.95 | 0 | - | 1 | -4 | 0 | |||||||||
| 4 Dec | 451.00 | 74.95 | 0 | - | 1 | -4 | 0 | |||||||||
| 3 Dec | 449.70 | 74.95 | 0 | - | 1 | -4 | 0 | |||||||||
| 2 Dec | 437.50 | 74.95 | 0 | - | 1 | -4 | 0 | |||||||||
| 28 Nov | 426.30 | 74.95 | 0 | - | 1 | -4 | 0 | |||||||||
| 27 Nov | 413.20 | 74.95 | 0 | - | 1 | -4 | 0 | |||||||||
| 26 Nov | 408.30 | 74.95 | 0 | - | 1 | -4 | 0 | |||||||||
| 25 Nov | 398.00 | 74.95 | 0 | - | 1 | -4 | 0 | |||||||||
| 24 Nov | 403.40 | 74.95 | 0 | - | 1 | -4 | 0 | |||||||||
| 21 Nov | 414.10 | 74.95 | 0 | - | 1 | -4 | 0 | |||||||||
| 20 Nov | 402.80 | 74.95 | 0 | - | 1 | -4 | 0 | |||||||||
| 13 Nov | 414.00 | 74.95 | 0 | - | 1 | -4 | 0 | |||||||||
| 12 Nov | 396.80 | 74.95 | 0 | - | 1 | -4 | 0 | |||||||||
| 11 Nov | 399.40 | 74.95 | 0 | - | 1 | -4 | 0 | |||||||||
| 10 Nov | 381.30 | 74.95 | 21.15 | 92.28 | 1 | -4 | 0 | |||||||||
| 7 Nov | 386.70 | 53 | 9.65 | 52.67 | 5 | -4 | 1 | |||||||||
| 6 Nov | 378.40 | 9 | -31.9 | - | 9 | 5 | 5 | |||||||||
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| 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 350 expiring on 22JAN2026
Delta for 350 CE is 0.55
Historical price for 350 CE is as follows
On 26 Dec NATGASMINI was trading at 394.40. The strike last trading price was 30.95, which was -0.4 lower than the previous day. The implied volatity was 78.57, the open interest changed by -105 which decreased total open position to 2245
On 24 Dec NATGASMINI was trading at 381.50. The strike last trading price was 26.15, which was 0.4 higher than the previous day. The implied volatity was 79.23, the open interest changed by 1886 which increased total open position to 2717
On 23 Dec NATGASMINI was trading at 382.20. The strike last trading price was 26.4, which was 9.45 higher than the previous day. The implied volatity was 74.72, the open interest changed by -157 which decreased total open position to 831
On 22 Dec NATGASMINI was trading at 350.40. The strike last trading price was 17.6, which was 0.65 higher than the previous day. The implied volatity was 79.48, the open interest changed by 420 which increased total open position to 988
On 19 Dec NATGASMINI was trading at 356.40. The strike last trading price was 21.2, which was -0.25 lower than the previous day. The implied volatity was 71.65, the open interest changed by 192 which increased total open position to 420
On 18 Dec NATGASMINI was trading at 354.10. The strike last trading price was 22.9, which was -0.3 lower than the previous day. The implied volatity was 70.35, the open interest changed by 60 which increased total open position to 228
On 17 Dec NATGASMINI was trading at 362.50. The strike last trading price was 25.3, which was -0.05 lower than the previous day. The implied volatity was 66.29, the open interest changed by 13 which increased total open position to 168
On 16 Dec NATGASMINI was trading at 355.00. The strike last trading price was 23.7, which was -0.3 lower than the previous day. The implied volatity was 69.33, the open interest changed by 154 which increased total open position to 155
On 15 Dec NATGASMINI was trading at 370.70. The strike last trading price was 19.05, which was -4 lower than the previous day. The implied volatity was 45.41, the open interest changed by 1 which increased total open position to 1
On 12 Dec NATGASMINI was trading at 376.50. The strike last trading price was 39.05, 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 10 Dec NATGASMINI was trading at 417.40. The strike last trading price was 39.05, which was 0 lower than the previous day. The implied volatity was 30.47, the open interest changed by 1 which increased total open position to 1
On 9 Dec NATGASMINI was trading at 420.00. The strike last trading price was 74.95, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 0
On 8 Dec NATGASMINI was trading at 446.00. The strike last trading price was 74.95, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 0
On 5 Dec NATGASMINI was trading at 486.00. The strike last trading price was 74.95, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 0
On 4 Dec NATGASMINI was trading at 451.00. The strike last trading price was 74.95, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 0
On 3 Dec NATGASMINI was trading at 449.70. The strike last trading price was 74.95, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 0
On 2 Dec NATGASMINI was trading at 437.50. The strike last trading price was 74.95, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 0
On 28 Nov NATGASMINI was trading at 426.30. The strike last trading price was 74.95, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 0
On 27 Nov NATGASMINI was trading at 413.20. The strike last trading price was 74.95, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 0
On 26 Nov NATGASMINI was trading at 408.30. The strike last trading price was 74.95, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 0
On 25 Nov NATGASMINI was trading at 398.00. The strike last trading price was 74.95, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 0
On 24 Nov NATGASMINI was trading at 403.40. The strike last trading price was 74.95, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 0
On 21 Nov NATGASMINI was trading at 414.10. The strike last trading price was 74.95, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 0
On 20 Nov NATGASMINI was trading at 402.80. The strike last trading price was 74.95, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 0
On 13 Nov NATGASMINI was trading at 414.00. The strike last trading price was 74.95, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 0
On 12 Nov NATGASMINI was trading at 396.80. The strike last trading price was 74.95, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 0
On 11 Nov NATGASMINI was trading at 399.40. The strike last trading price was 74.95, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 0
On 10 Nov NATGASMINI was trading at 381.30. The strike last trading price was 74.95, which was 21.15 higher than the previous day. The implied volatity was 92.28, the open interest changed by -4 which decreased total open position to 0
On 7 Nov NATGASMINI was trading at 386.70. The strike last trading price was 53, which was 9.65 higher than the previous day. The implied volatity was 52.67, the open interest changed by -4 which decreased total open position to 1
On 6 Nov NATGASMINI was trading at 378.40. The strike last trading price was 9, which was -31.9 lower than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 5
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
| NATGASMINI 22JAN2026 350 PE | |||||||
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Delta: -0.45
Vega: 0.38
Theta: -0.54
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 26 Dec | 394.40 | 28.8 | -0.15 | 77.92 | 25,274 | 850 | 1,539 |
| 24 Dec | 381.50 | 34.95 | -1.5 | 76.63 | 18,589 | 468 | 836 |
| 23 Dec | 382.20 | 33.75 | -1.8 | 76.12 | 1,113 | 101 | 369 |
| 22 Dec | 350.40 | 49 | 0 | 78.63 | 638 | 17 | 268 |
| 19 Dec | 356.40 | 39.05 | 0.2 | 68.77 | 443 | 33 | 223 |
| 18 Dec | 354.10 | 37 | 0.2 | 68.18 | 451 | 111 | 190 |
| 17 Dec | 362.50 | 31.7 | -0.8 | 64.20 | 106 | 20 | 79 |
| 16 Dec | 355.00 | 35.7 | -1.05 | 64.40 | 47 | 16 | 59 |
| 15 Dec | 370.70 | 35.55 | 1.05 | 76.03 | 56 | 19 | 43 |
| 12 Dec | 376.50 | 33 | 0.6 | 71.93 | 18 | 24 | 24 |
| 10 Dec | 417.40 | 15.55 | -0.65 | 59.48 | 5 | 1 | 20 |
| 9 Dec | 420.00 | 15 | 0.65 | 58.82 | 3 | 2 | 19 |
| 8 Dec | 446.00 | 10.2 | 0.4 | 58.62 | 8 | 0 | 17 |
| 5 Dec | 486.00 | 6 | -2.15 | 60.41 | 21 | -3 | 17 |
| 4 Dec | 451.00 | 10 | 0.25 | 61.13 | 7 | 5 | 20 |
| 3 Dec | 449.70 | 10 | -8.55 | 59.06 | 4 | 4 | 15 |
| 2 Dec | 437.50 | 19.05 | 13.9 | 71.28 | 5 | 11 | 11 |
| 28 Nov | 426.30 | 22.9 | 4.9 | 69.99 | 5 | 3 | 10 |
| 27 Nov | 413.20 | 18 | -0.85 | 54.19 | 1 | 1 | 7 |
| 26 Nov | 408.30 | 19 | -1.7 | 52.97 | 2 | 1 | 6 |
| 25 Nov | 398.00 | 23 | 5.5 | 55.79 | 4 | 4 | 5 |
| 24 Nov | 403.40 | 17.5 | 11.15 | 54.93 | 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 |
| 6 Nov | 378.40 | 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 350 expiring on 22JAN2026
Delta for 350 PE is -0.45
Historical price for 350 PE is as follows
On 26 Dec NATGASMINI was trading at 394.40. The strike last trading price was 28.8, which was -0.15 lower than the previous day. The implied volatity was 77.92, the open interest changed by 850 which increased total open position to 1539
On 24 Dec NATGASMINI was trading at 381.50. The strike last trading price was 34.95, which was -1.5 lower than the previous day. The implied volatity was 76.63, the open interest changed by 468 which increased total open position to 836
On 23 Dec NATGASMINI was trading at 382.20. The strike last trading price was 33.75, which was -1.8 lower than the previous day. The implied volatity was 76.12, the open interest changed by 101 which increased total open position to 369
On 22 Dec NATGASMINI was trading at 350.40. The strike last trading price was 49, which was 0 lower than the previous day. The implied volatity was 78.63, the open interest changed by 17 which increased total open position to 268
On 19 Dec NATGASMINI was trading at 356.40. The strike last trading price was 39.05, which was 0.2 higher than the previous day. The implied volatity was 68.77, the open interest changed by 33 which increased total open position to 223
On 18 Dec NATGASMINI was trading at 354.10. The strike last trading price was 37, which was 0.2 higher than the previous day. The implied volatity was 68.18, the open interest changed by 111 which increased total open position to 190
On 17 Dec NATGASMINI was trading at 362.50. The strike last trading price was 31.7, which was -0.8 lower than the previous day. The implied volatity was 64.20, the open interest changed by 20 which increased total open position to 79
On 16 Dec NATGASMINI was trading at 355.00. The strike last trading price was 35.7, which was -1.05 lower than the previous day. The implied volatity was 64.40, the open interest changed by 16 which increased total open position to 59
On 15 Dec NATGASMINI was trading at 370.70. The strike last trading price was 35.55, which was 1.05 higher than the previous day. The implied volatity was 76.03, the open interest changed by 19 which increased total open position to 43
On 12 Dec NATGASMINI was trading at 376.50. The strike last trading price was 33, which was 0.6 higher than the previous day. The implied volatity was 71.93, the open interest changed by 24 which increased total open position to 24
On 10 Dec NATGASMINI was trading at 417.40. The strike last trading price was 15.55, which was -0.65 lower than the previous day. The implied volatity was 59.48, the open interest changed by 1 which increased total open position to 20
On 9 Dec NATGASMINI was trading at 420.00. The strike last trading price was 15, which was 0.65 higher than the previous day. The implied volatity was 58.82, the open interest changed by 2 which increased total open position to 19
On 8 Dec NATGASMINI was trading at 446.00. The strike last trading price was 10.2, which was 0.4 higher than the previous day. The implied volatity was 58.62, the open interest changed by 0 which decreased total open position to 17
On 5 Dec NATGASMINI was trading at 486.00. The strike last trading price was 6, which was -2.15 lower than the previous day. The implied volatity was 60.41, the open interest changed by -3 which decreased total open position to 17
On 4 Dec NATGASMINI was trading at 451.00. The strike last trading price was 10, which was 0.25 higher than the previous day. The implied volatity was 61.13, the open interest changed by 5 which increased total open position to 20
On 3 Dec NATGASMINI was trading at 449.70. The strike last trading price was 10, which was -8.55 lower than the previous day. The implied volatity was 59.06, the open interest changed by 4 which increased total open position to 15
On 2 Dec NATGASMINI was trading at 437.50. The strike last trading price was 19.05, which was 13.9 higher than the previous day. The implied volatity was 71.28, the open interest changed by 11 which increased total open position to 11
On 28 Nov NATGASMINI was trading at 426.30. The strike last trading price was 22.9, which was 4.9 higher than the previous day. The implied volatity was 69.99, the open interest changed by 3 which increased total open position to 10
On 27 Nov NATGASMINI was trading at 413.20. The strike last trading price was 18, which was -0.85 lower than the previous day. The implied volatity was 54.19, the open interest changed by 1 which increased total open position to 7
On 26 Nov NATGASMINI was trading at 408.30. The strike last trading price was 19, which was -1.7 lower than the previous day. The implied volatity was 52.97, the open interest changed by 1 which increased total open position to 6
On 25 Nov NATGASMINI was trading at 398.00. The strike last trading price was 23, which was 5.5 higher than the previous day. The implied volatity was 55.79, the open interest changed by 4 which increased total open position to 5
On 24 Nov NATGASMINI was trading at 403.40. The strike last trading price was 17.5, which was 11.15 higher than the previous day. The implied volatity was 54.93, 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 6 Nov NATGASMINI was trading at 378.40. 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 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































































































































































































































