NATGASMINI
Natural Gas Mini
Historical option data for NATGASMINI
12 Dec 2025 11:58 PM IST
| NATGASMINI 23-DEC-2025 355 CE | ||||||||||||||||
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Delta: 0.72
Vega: 0.22
Theta: -0.64
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 12 Dec | 376.50 | 29.45 | 0.65 | 64.61 | 544 | 102 | 102 | |||||||||
| 11 Dec | 381.40 | 85.65 | 0 | - | 2 | 0 | 0 | |||||||||
| 10 Dec | 417.40 | 85.65 | 0 | - | 2 | 0 | 0 | |||||||||
| 9 Dec | 420.00 | 85.65 | 0 | - | 2 | 0 | 0 | |||||||||
| 8 Dec | 446.00 | 85.65 | 0 | - | 2 | 0 | 0 | |||||||||
| 5 Dec | 486.00 | 85.65 | 0 | - | 2 | 0 | 0 | |||||||||
| 4 Dec | 451.00 | 85.65 | 0 | - | 2 | 0 | 0 | |||||||||
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| 3 Dec | 449.70 | 85.65 | 0 | - | 2 | 0 | 0 | |||||||||
| 2 Dec | 437.50 | 85.65 | 7 | 68.82 | 2 | 0 | 0 | |||||||||
| 1 Dec | 436.80 | 70.1 | -1.95 | - | 5 | 0 | 0 | |||||||||
| 28 Nov | 426.30 | 70.1 | -1.95 | - | 5 | 0 | 0 | |||||||||
| 27 Nov | 413.20 | 70.1 | -1.95 | - | 5 | 0 | 0 | |||||||||
| 26 Nov | 408.30 | 70.1 | -1.95 | - | 5 | 0 | 0 | |||||||||
| 25 Nov | 398.00 | 70.1 | -1.95 | - | 5 | 0 | 0 | |||||||||
| 24 Nov | 403.40 | 70.1 | -1.95 | - | 5 | 0 | 0 | |||||||||
| 21 Nov | 414.10 | 70.1 | -1.95 | - | 5 | 0 | 2 | |||||||||
| 20 Nov | 402.80 | 75 | 6 | 71.65 | 4 | 1 | 2 | |||||||||
| 19 Nov | 404.30 | 69 | 16.3 | 37.86 | 1 | 1 | 1 | |||||||||
| 18 Nov | 382.40 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Nov | 392.40 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 14 Nov | 400.10 | 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 | |||||||||
| 5 Nov | 377.00 | 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 355 expiring on 23DEC2025
Delta for 355 CE is 0.72
Historical price for 355 CE is as follows
On 12 Dec NATGASMINI was trading at 376.50. The strike last trading price was 29.45, which was 0.65 higher than the previous day. The implied volatity was 64.61, the open interest changed by 102 which increased total open position to 102
On 11 Dec NATGASMINI was trading at 381.40. The strike last trading price was 85.65, 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 Dec NATGASMINI was trading at 417.40. The strike last trading price was 85.65, 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 85.65, 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 85.65, 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 Dec NATGASMINI was trading at 486.00. The strike last trading price was 85.65, 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 85.65, 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 Dec NATGASMINI was trading at 449.70. The strike last trading price was 85.65, 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 Dec NATGASMINI was trading at 437.50. The strike last trading price was 85.65, which was 7 higher than the previous day. The implied volatity was 68.82, the open interest changed by 0 which decreased total open position to 0
On 1 Dec NATGASMINI was trading at 436.80. The strike last trading price was 70.1, which was -1.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 28 Nov NATGASMINI was trading at 426.30. The strike last trading price was 70.1, which was -1.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 27 Nov NATGASMINI was trading at 413.20. The strike last trading price was 70.1, which was -1.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 26 Nov NATGASMINI was trading at 408.30. The strike last trading price was 70.1, which was -1.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 25 Nov NATGASMINI was trading at 398.00. The strike last trading price was 70.1, which was -1.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 24 Nov NATGASMINI was trading at 403.40. The strike last trading price was 70.1, which was -1.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 21 Nov NATGASMINI was trading at 414.10. The strike last trading price was 70.1, which was -1.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 20 Nov NATGASMINI was trading at 402.80. The strike last trading price was 75, which was 6 higher than the previous day. The implied volatity was 71.65, the open interest changed by 1 which increased total open position to 2
On 19 Nov NATGASMINI was trading at 404.30. The strike last trading price was 69, which was 16.3 higher than the previous day. The implied volatity was 37.86, the open interest changed by 1 which increased total open position to 1
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 17 Nov NATGASMINI was trading at 392.40. 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 14 Nov NATGASMINI was trading at 400.10. 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 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 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 355 PE | |||||||
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Delta: -0.28
Vega: 0.22
Theta: -0.62
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 12 Dec | 376.50 | 7.5 | -0.45 | 62.58 | 9,932 | 232 | 398 |
| 11 Dec | 381.40 | 5.05 | -1.5 | 54.38 | 1,960 | 12 | 166 |
| 10 Dec | 417.40 | 1.65 | 0.05 | 60.93 | 1,124 | 107 | 154 |
| 9 Dec | 420.00 | 1.55 | 0.15 | 59.50 | 113 | -8 | 47 |
| 8 Dec | 446.00 | 1.4 | 0.4 | - | 69 | 25 | 55 |
| 5 Dec | 486.00 | 0.6 | -0.65 | - | 36 | -6 | 30 |
| 4 Dec | 451.00 | 1.3 | -0.4 | - | 21 | -9 | 36 |
| 3 Dec | 449.70 | 2 | 0.2 | - | 19 | -7 | 45 |
| 2 Dec | 437.50 | 1.85 | -1.05 | 59.63 | 87 | -14 | 52 |
| 1 Dec | 436.80 | 2.6 | -0.95 | 63.02 | 150 | -3 | 66 |
| 28 Nov | 426.30 | 3.8 | -0.65 | 60.25 | 190 | 9 | 69 |
| 27 Nov | 413.20 | 1.7 | -4 | 41.58 | 248 | -32 | 65 |
| 26 Nov | 408.30 | 5 | -2 | 53.38 | 121 | -21 | 97 |
| 25 Nov | 398.00 | 7.75 | 2.45 | 55.58 | 873 | 43 | 116 |
| 24 Nov | 403.40 | 5.5 | 0.05 | 58.18 | 376 | -10 | 84 |
| 21 Nov | 414.10 | 5.3 | -1.9 | 60.43 | 314 | 94 | 100 |
| 20 Nov | 402.80 | 6.45 | -0.1 | 59.55 | 17 | 3 | 7 |
| 19 Nov | 404.30 | 6.4 | 3.95 | 59.65 | 9 | 4 | 4 |
| 18 Nov | 382.40 | 28 | 11.55 | - | 9 | -8 | 0 |
| 17 Nov | 392.40 | 28 | 11.55 | - | 9 | -8 | 0 |
| 14 Nov | 400.10 | 28 | 11.55 | - | 9 | -8 | 0 |
| 13 Nov | 414.00 | 28 | 11.55 | - | 9 | -8 | 0 |
| 12 Nov | 396.80 | 28 | 11.55 | - | 9 | -8 | 0 |
| 11 Nov | 399.40 | 28 | 11.55 | - | 9 | -8 | 0 |
| 10 Nov | 381.30 | 28 | 11.55 | - | 9 | -8 | 0 |
| 7 Nov | 386.70 | 28 | 11.55 | - | 9 | -8 | 0 |
| 5 Nov | 377.00 | 28 | 11.55 | - | 9 | -8 | 0 |
| 4 Nov | 387.10 | 28 | 11.55 | - | 9 | -8 | 0 |
| 3 Nov | 378.80 | 28 | 11.55 | - | 9 | -8 | 0 |
| 31 Oct | 365.20 | 28 | -1.05 | 74.98 | 9 | -8 | 1 |
| 30 Oct | 348.20 | 2 | -11.75 | 13.71 | 18 | 9 | 9 |
| 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 355 expiring on 23DEC2025
Delta for 355 PE is -0.28
Historical price for 355 PE is as follows
On 12 Dec NATGASMINI was trading at 376.50. The strike last trading price was 7.5, which was -0.45 lower than the previous day. The implied volatity was 62.58, the open interest changed by 232 which increased total open position to 398
On 11 Dec NATGASMINI was trading at 381.40. The strike last trading price was 5.05, which was -1.5 lower than the previous day. The implied volatity was 54.38, the open interest changed by 12 which increased total open position to 166
On 10 Dec NATGASMINI was trading at 417.40. The strike last trading price was 1.65, which was 0.05 higher than the previous day. The implied volatity was 60.93, the open interest changed by 107 which increased total open position to 154
On 9 Dec NATGASMINI was trading at 420.00. The strike last trading price was 1.55, which was 0.15 higher than the previous day. The implied volatity was 59.50, the open interest changed by -8 which decreased total open position to 47
On 8 Dec NATGASMINI was trading at 446.00. The strike last trading price was 1.4, which was 0.4 higher than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 55
On 5 Dec NATGASMINI was trading at 486.00. The strike last trading price was 0.6, which was -0.65 lower than the previous day. The implied volatity was -, the open interest changed by -6 which decreased total open position to 30
On 4 Dec NATGASMINI was trading at 451.00. The strike last trading price was 1.3, which was -0.4 lower than the previous day. The implied volatity was -, the open interest changed by -9 which decreased total open position to 36
On 3 Dec NATGASMINI was trading at 449.70. The strike last trading price was 2, which was 0.2 higher than the previous day. The implied volatity was -, the open interest changed by -7 which decreased total open position to 45
On 2 Dec NATGASMINI was trading at 437.50. The strike last trading price was 1.85, which was -1.05 lower than the previous day. The implied volatity was 59.63, the open interest changed by -14 which decreased total open position to 52
On 1 Dec NATGASMINI was trading at 436.80. The strike last trading price was 2.6, which was -0.95 lower than the previous day. The implied volatity was 63.02, the open interest changed by -3 which decreased total open position to 66
On 28 Nov NATGASMINI was trading at 426.30. The strike last trading price was 3.8, which was -0.65 lower than the previous day. The implied volatity was 60.25, the open interest changed by 9 which increased total open position to 69
On 27 Nov NATGASMINI was trading at 413.20. The strike last trading price was 1.7, which was -4 lower than the previous day. The implied volatity was 41.58, the open interest changed by -32 which decreased total open position to 65
On 26 Nov NATGASMINI was trading at 408.30. The strike last trading price was 5, which was -2 lower than the previous day. The implied volatity was 53.38, the open interest changed by -21 which decreased total open position to 97
On 25 Nov NATGASMINI was trading at 398.00. The strike last trading price was 7.75, which was 2.45 higher than the previous day. The implied volatity was 55.58, the open interest changed by 43 which increased total open position to 116
On 24 Nov NATGASMINI was trading at 403.40. The strike last trading price was 5.5, which was 0.05 higher than the previous day. The implied volatity was 58.18, the open interest changed by -10 which decreased total open position to 84
On 21 Nov NATGASMINI was trading at 414.10. The strike last trading price was 5.3, which was -1.9 lower than the previous day. The implied volatity was 60.43, the open interest changed by 94 which increased total open position to 100
On 20 Nov NATGASMINI was trading at 402.80. The strike last trading price was 6.45, which was -0.1 lower than the previous day. The implied volatity was 59.55, the open interest changed by 3 which increased total open position to 7
On 19 Nov NATGASMINI was trading at 404.30. The strike last trading price was 6.4, which was 3.95 higher than the previous day. The implied volatity was 59.65, the open interest changed by 4 which increased total open position to 4
On 18 Nov NATGASMINI was trading at 382.40. The strike last trading price was 28, which was 11.55 higher than the previous day. The implied volatity was -, the open interest changed by -8 which decreased total open position to 0
On 17 Nov NATGASMINI was trading at 392.40. The strike last trading price was 28, which was 11.55 higher than the previous day. The implied volatity was -, the open interest changed by -8 which decreased total open position to 0
On 14 Nov NATGASMINI was trading at 400.10. The strike last trading price was 28, which was 11.55 higher than the previous day. The implied volatity was -, the open interest changed by -8 which decreased total open position to 0
On 13 Nov NATGASMINI was trading at 414.00. The strike last trading price was 28, which was 11.55 higher than the previous day. The implied volatity was -, the open interest changed by -8 which decreased total open position to 0
On 12 Nov NATGASMINI was trading at 396.80. The strike last trading price was 28, which was 11.55 higher than the previous day. The implied volatity was -, the open interest changed by -8 which decreased total open position to 0
On 11 Nov NATGASMINI was trading at 399.40. The strike last trading price was 28, which was 11.55 higher than the previous day. The implied volatity was -, the open interest changed by -8 which decreased total open position to 0
On 10 Nov NATGASMINI was trading at 381.30. The strike last trading price was 28, which was 11.55 higher than the previous day. The implied volatity was -, the open interest changed by -8 which decreased total open position to 0
On 7 Nov NATGASMINI was trading at 386.70. The strike last trading price was 28, which was 11.55 higher than the previous day. The implied volatity was -, the open interest changed by -8 which decreased total open position to 0
On 5 Nov NATGASMINI was trading at 377.00. The strike last trading price was 28, which was 11.55 higher than the previous day. The implied volatity was -, the open interest changed by -8 which decreased total open position to 0
On 4 Nov NATGASMINI was trading at 387.10. The strike last trading price was 28, which was 11.55 higher than the previous day. The implied volatity was -, the open interest changed by -8 which decreased total open position to 0
On 3 Nov NATGASMINI was trading at 378.80. The strike last trading price was 28, which was 11.55 higher than the previous day. The implied volatity was -, the open interest changed by -8 which decreased total open position to 0
On 31 Oct NATGASMINI was trading at 365.20. The strike last trading price was 28, which was -1.05 lower than the previous day. The implied volatity was 74.98, the open interest changed by -8 which decreased total open position to 1
On 30 Oct NATGASMINI was trading at 348.20. The strike last trading price was 2, which was -11.75 lower than the previous day. The implied volatity was 13.71, the open interest changed by 9 which increased total open position to 9
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































































































































































































































