NATGASMINI
Natural Gas Mini
Historical option data for NATGASMINI
30 Jan 2026 11:58 PM IST
| NATGASMINI 20-FEB-2026 355 CE | ||||||||||||||||
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Delta: 0.66
Vega: 0.34
Theta: -0.86
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 30 Jan | 383.20 | 54 | -5.75 | 108.09 | 26,331 | -2,246 | 445 | |||||||||
| 29 Jan | 351.40 | 36.3 | -0.8 | 109.82 | 44,208 | 1,643 | 2,691 | |||||||||
| 28 Jan | 344.00 | 32.65 | 0.3 | 108.08 | 20,724 | 357 | 1,360 | |||||||||
| 27 Jan | 600.00 | 39.9 | 0.3 | 114.15 | 19,538 | 672 | 1,003 | |||||||||
| 23 Jan | 487.50 | 26 | 0.65 | 96.68 | 4,318 | 249 | 432 | |||||||||
| 22 Jan | 454.00 | 26.75 | -2.55 | 109.07 | 209 | 3 | 130 | |||||||||
| 21 Jan | 437.50 | 20.1 | -4.05 | 88.8 | 102 | 3 | 23 | |||||||||
| 20 Jan | 350.70 | 8.5 | -0.3 | 80.53 | 23 | 0 | 0 | |||||||||
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| 19 Jan | 329.90 | 2.6 | 2.25 | - | 20 | 0 | 0 | |||||||||
| 16 Jan | 281.10 | 2.6 | 2.25 | 51.36 | 20 | 0 | 0 | |||||||||
| 15 Jan | 284.20 | 6 | -41.25 | - | 8 | 0 | 0 | |||||||||
| 14 Jan | 280.50 | 6 | -41.25 | - | 8 | 0 | 0 | |||||||||
| 13 Jan | 305.80 | 6 | -41.25 | - | 8 | 0 | 0 | |||||||||
| 12 Jan | 305.20 | 6 | -41.25 | - | 8 | 0 | 0 | |||||||||
| 9 Jan | 292.20 | 6 | -41.25 | - | 0 | 0 | 0 | |||||||||
| 8 Jan | 306.50 | 6 | -41.25 | - | 8 | 0 | 0 | |||||||||
| 7 Jan | 319.60 | - | - | - | 0 | 0 | 0 | |||||||||
| 6 Jan | 306.10 | 6 | -41.25 | - | 8 | 0 | 0 | |||||||||
| 5 Jan | 316.30 | - | - | - | 0 | 0 | 0 | |||||||||
| 2 Jan | 332.50 | - | - | - | 0 | 0 | 0 | |||||||||
| 31 Dec | 334.70 | - | - | - | 0 | 0 | 0 | |||||||||
| 30 Dec | 362.00 | 6 | -41.25 | - | 8 | 0 | 0 | |||||||||
| 29 Dec | 357.20 | - | - | - | 0 | 0 | 0 | |||||||||
| 26 Dec | 394.40 | 6 | - | - | 0 | 0 | 0 | |||||||||
| 24 Dec | 381.50 | - | - | - | 0 | 0 | 0 | |||||||||
| 23 Dec | 382.20 | - | - | - | 0 | 0 | 0 | |||||||||
| 22 Dec | 350.40 | - | - | - | 0 | 0 | 0 | |||||||||
| 19 Dec | 356.40 | - | - | - | 0 | 0 | 0 | |||||||||
| 18 Dec | 354.10 | - | - | - | 0 | 0 | 0 | |||||||||
| 17 Dec | 362.50 | - | - | - | 0 | 0 | 0 | |||||||||
| 16 Dec | 355.00 | - | - | - | 0 | 0 | 0 | |||||||||
| 15 Dec | 370.70 | 6 | -41.25 | - | 8 | 0 | 0 | |||||||||
| 12 Dec | 376.50 | 6 | -41.25 | - | 8 | 0 | 0 | |||||||||
| 11 Dec | 381.40 | 6 | - | - | 0 | 0 | 0 | |||||||||
| 10 Dec | 417.40 | 6 | -41.25 | - | 8 | 0 | 0 | |||||||||
| 9 Dec | 420.00 | 6 | -41.25 | - | 8 | 0 | 0 | |||||||||
| 8 Dec | 446.00 | - | - | - | 0 | 0 | 0 | |||||||||
| 5 Dec | 486.00 | - | - | - | 0 | 0 | 0 | |||||||||
| 4 Dec | 451.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Natural Gas Mini - strike price 355 expiring on 20FEB2026
Delta for 355 CE is 0.66
Historical price for 355 CE is as follows
On 30 Jan NATGASMINI was trading at 383.20. The strike last trading price was 54, which was -5.75 lower than the previous day. The implied volatity was 108.09, the open interest changed by -2246 which decreased total open position to 445
On 29 Jan NATGASMINI was trading at 351.40. The strike last trading price was 36.3, which was -0.8 lower than the previous day. The implied volatity was 109.82, the open interest changed by 1643 which increased total open position to 2691
On 28 Jan NATGASMINI was trading at 344.00. The strike last trading price was 32.65, which was 0.3 higher than the previous day. The implied volatity was 108.08, the open interest changed by 357 which increased total open position to 1360
On 27 Jan NATGASMINI was trading at 600.00. The strike last trading price was 39.9, which was 0.3 higher than the previous day. The implied volatity was 114.15, the open interest changed by 672 which increased total open position to 1003
On 23 Jan NATGASMINI was trading at 487.50. The strike last trading price was 26, which was 0.65 higher than the previous day. The implied volatity was 96.68, the open interest changed by 249 which increased total open position to 432
On 22 Jan NATGASMINI was trading at 454.00. The strike last trading price was 26.75, which was -2.55 lower than the previous day. The implied volatity was 109.07, the open interest changed by 3 which increased total open position to 130
On 21 Jan NATGASMINI was trading at 437.50. The strike last trading price was 20.1, which was -4.05 lower than the previous day. The implied volatity was 88.8, the open interest changed by 3 which increased total open position to 23
On 20 Jan NATGASMINI was trading at 350.70. The strike last trading price was 8.5, which was -0.3 lower than the previous day. The implied volatity was 80.53, the open interest changed by 0 which decreased total open position to 0
On 19 Jan NATGASMINI was trading at 329.90. The strike last trading price was 2.6, which was 2.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 16 Jan NATGASMINI was trading at 281.10. The strike last trading price was 2.6, which was 2.25 higher than the previous day. The implied volatity was 51.36, the open interest changed by 0 which decreased total open position to 0
On 15 Jan NATGASMINI was trading at 284.20. The strike last trading price was 6, which was -41.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 Jan NATGASMINI was trading at 280.50. The strike last trading price was 6, which was -41.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Jan NATGASMINI was trading at 305.80. The strike last trading price was 6, which was -41.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Jan NATGASMINI was trading at 305.20. The strike last trading price was 6, which was -41.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 9 Jan NATGASMINI was trading at 292.20. The strike last trading price was 6, which was -41.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 8 Jan NATGASMINI was trading at 306.50. The strike last trading price was 6, which was -41.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 Jan NATGASMINI was trading at 319.60. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Jan NATGASMINI was trading at 306.10. The strike last trading price was 6, which was -41.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 Jan NATGASMINI was trading at 316.30. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 2 Jan NATGASMINI was trading at 332.50. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 31 Dec NATGASMINI was trading at 334.70. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 30 Dec NATGASMINI was trading at 362.00. The strike last trading price was 6, which was -41.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 29 Dec NATGASMINI was trading at 357.20. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 26 Dec NATGASMINI was trading at 394.40. The strike last trading price was 6, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 24 Dec NATGASMINI was trading at 381.50. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 23 Dec NATGASMINI was trading at 382.20. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 22 Dec NATGASMINI was trading at 350.40. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 19 Dec NATGASMINI was trading at 356.40. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 18 Dec NATGASMINI was trading at 354.10. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 17 Dec NATGASMINI was trading at 362.50. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 16 Dec NATGASMINI was trading at 355.00. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 15 Dec NATGASMINI was trading at 370.70. The strike last trading price was 6, which was -41.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Dec NATGASMINI was trading at 376.50. The strike last trading price was 6, which was -41.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Dec NATGASMINI was trading at 381.40. The strike last trading price was 6, which was - 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 6, which was -41.25 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 6, which was -41.25 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 -, which was - 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 -, which was - 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 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 20FEB2026 355 PE | |||||||
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Delta: -0.34
Vega: 0.34
Theta: -0.85
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 30 Jan | 383.20 | 25.65 | -0.05 | 107.64 | 21,642 | 430 | 839 |
| 29 Jan | 351.40 | 40 | -0.6 | 110.11 | 16,545 | 162 | 409 |
| 28 Jan | 344.00 | 42 | -2.1 | 103.31 | 8,868 | 91 | 361 |
| 27 Jan | 600.00 | 39.5 | -2.2 | 104.97 | 3,168 | 95 | 272 |
| 23 Jan | 487.50 | 51.3 | -0.85 | 100.79 | 292 | 28 | 51 |
| 22 Jan | 454.00 | 117.95 | 2.3 | - | 3 | 0 | 3 |
| 21 Jan | 437.50 | 117.95 | 2.3 | - | 3 | 0 | 3 |
| 20 Jan | 350.70 | 117.95 | 2.3 | - | 3 | 0 | 0 |
| 19 Jan | 329.90 | 0 | 0 | - | 0 | 0 | 0 |
| 16 Jan | 281.10 | 0 | 0 | - | 0 | 0 | 0 |
| 15 Jan | 284.20 | 0 | 0 | - | 0 | 0 | 0 |
| 14 Jan | 280.50 | 0 | 0 | - | 0 | 0 | 0 |
| 13 Jan | 305.80 | 0 | 0 | - | 0 | 0 | 0 |
| 12 Jan | 305.20 | 0 | 0 | - | 0 | 0 | 0 |
| 9 Jan | 292.20 | 0 | 0 | - | 0 | 0 | 0 |
| 8 Jan | 306.50 | 0 | 0 | - | 0 | 0 | 0 |
| 7 Jan | 319.60 | - | - | - | 0 | 0 | 0 |
| 6 Jan | 306.10 | 0 | 0 | - | 0 | 0 | 0 |
| 5 Jan | 316.30 | - | - | - | 0 | 0 | 0 |
| 2 Jan | 332.50 | - | - | - | 0 | 0 | 0 |
| 31 Dec | 334.70 | - | - | - | 0 | 0 | 0 |
| 30 Dec | 362.00 | 0 | 0 | - | 0 | 0 | 0 |
| 29 Dec | 357.20 | - | - | - | 0 | 0 | 0 |
| 26 Dec | 394.40 | 0 | - | - | 0 | 0 | 0 |
| 24 Dec | 381.50 | - | - | - | 0 | 0 | 0 |
| 23 Dec | 382.20 | - | - | - | 0 | 0 | 0 |
| 22 Dec | 350.40 | - | - | - | 0 | 0 | 0 |
| 19 Dec | 356.40 | - | - | - | 0 | 0 | 0 |
| 18 Dec | 354.10 | - | - | - | 0 | 0 | 0 |
| 17 Dec | 362.50 | - | - | - | 0 | 0 | 0 |
| 16 Dec | 355.00 | - | - | - | 0 | 0 | 0 |
| 15 Dec | 370.70 | 0 | 0 | - | 0 | 0 | 0 |
| 12 Dec | 376.50 | 0 | 0 | - | 0 | 0 | 0 |
| 11 Dec | 381.40 | 0 | - | - | 0 | 0 | 0 |
| 10 Dec | 417.40 | 0 | 0 | - | 0 | 0 | 0 |
| 9 Dec | 420.00 | 0 | 0 | - | 0 | 0 | 0 |
| 8 Dec | 446.00 | - | - | - | 0 | 0 | 0 |
| 5 Dec | 486.00 | - | - | - | 0 | 0 | 0 |
| 4 Dec | 451.00 | 0 | 0 | - | 0 | 0 | 0 |
For Natural Gas Mini - strike price 355 expiring on 20FEB2026
Delta for 355 PE is -0.34
Historical price for 355 PE is as follows
On 30 Jan NATGASMINI was trading at 383.20. The strike last trading price was 25.65, which was -0.05 lower than the previous day. The implied volatity was 107.64, the open interest changed by 430 which increased total open position to 839
On 29 Jan NATGASMINI was trading at 351.40. The strike last trading price was 40, which was -0.6 lower than the previous day. The implied volatity was 110.11, the open interest changed by 162 which increased total open position to 409
On 28 Jan NATGASMINI was trading at 344.00. The strike last trading price was 42, which was -2.1 lower than the previous day. The implied volatity was 103.31, the open interest changed by 91 which increased total open position to 361
On 27 Jan NATGASMINI was trading at 600.00. The strike last trading price was 39.5, which was -2.2 lower than the previous day. The implied volatity was 104.97, the open interest changed by 95 which increased total open position to 272
On 23 Jan NATGASMINI was trading at 487.50. The strike last trading price was 51.3, which was -0.85 lower than the previous day. The implied volatity was 100.79, the open interest changed by 28 which increased total open position to 51
On 22 Jan NATGASMINI was trading at 454.00. The strike last trading price was 117.95, which was 2.3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 21 Jan NATGASMINI was trading at 437.50. The strike last trading price was 117.95, which was 2.3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 20 Jan NATGASMINI was trading at 350.70. The strike last trading price was 117.95, which was 2.3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 19 Jan NATGASMINI was trading at 329.90. 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 Jan NATGASMINI was trading at 281.10. 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 15 Jan NATGASMINI was trading at 284.20. 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 14 Jan NATGASMINI was trading at 280.50. 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 13 Jan NATGASMINI was trading at 305.80. 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 12 Jan 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 9 Jan NATGASMINI was trading at 292.20. 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 8 Jan NATGASMINI was trading at 306.50. 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 7 Jan NATGASMINI was trading at 319.60. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Jan NATGASMINI was trading at 306.10. 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 5 Jan NATGASMINI was trading at 316.30. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 2 Jan NATGASMINI was trading at 332.50. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 31 Dec NATGASMINI was trading at 334.70. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 30 Dec NATGASMINI was trading at 362.00. 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 29 Dec NATGASMINI was trading at 357.20. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 26 Dec NATGASMINI was trading at 394.40. The strike last trading price was 0, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 24 Dec NATGASMINI was trading at 381.50. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 23 Dec NATGASMINI was trading at 382.20. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 22 Dec NATGASMINI was trading at 350.40. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 19 Dec NATGASMINI was trading at 356.40. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 18 Dec NATGASMINI was trading at 354.10. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 17 Dec NATGASMINI was trading at 362.50. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 16 Dec NATGASMINI was trading at 355.00. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 15 Dec NATGASMINI was trading at 370.70. 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 12 Dec NATGASMINI was trading at 376.50. 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 11 Dec NATGASMINI was trading at 381.40. The strike last trading price was 0, which was - 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 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 9 Dec NATGASMINI was trading at 420.00. 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 8 Dec NATGASMINI was trading at 446.00. The strike last trading price was -, which was - 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 -, which was - 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 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






























































































































































































































