[--[65.84.65.76]--]

NATGASMINI

Natural Gas Mini
376.5 -4.80 (-1.26%)
L: 369.1 H: 386.3

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Historical option data for NATGASMINI

12 Dec 2025 11:58 PM IST
NATGASMINI 23-DEC-2025 360 CE
Delta: 0.69
Vega: 0.23
Theta: -0.62
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 376.50 24.85 -1.15 59.01 3,293 333 346
11 Dec 381.40 29.7 0.1 62.43 140 13 13
10 Dec 417.40 64.4 -24.9 - 7 12 0
9 Dec 420.00 64.4 -2.8 74.85 7 12 12
8 Dec 446.00 79.5 -1.6 - 5 5 0
5 Dec 486.00 79.5 -1.6 - 5 5 0
4 Dec 451.00 79.5 -1.6 - 5 5 0
3 Dec 449.70 79.5 -1.6 - 5 5 0
2 Dec 437.50 79.5 5.7 58.22 5 5 5
1 Dec 436.80 58.1 2 - 3 -2 0
28 Nov 426.30 58.1 2 - 3 -2 0
27 Nov 413.20 58.1 -1.85 53.29 3 -2 9
26 Nov 408.30 56.9 -14.3 62.26 5 1 11
25 Nov 398.00 65.5 -2.25 - 12 0 0
24 Nov 403.40 65.5 -2.25 - 12 0 0
21 Nov 414.10 65.5 -2.25 - 12 0 9
20 Nov 402.80 66.05 0.05 53.86 9 7 7
19 Nov 404.30 66 17.6 45.26 1 3 0
18 Nov 382.40 65 0 - 1 3 0
17 Nov 392.40 65 0 - 1 3 0
14 Nov 400.10 65 0 - 1 3 0
13 Nov 414.00 65 0 - 1 3 0
12 Nov 396.80 65 0 - 1 3 0
11 Nov 399.40 65 0 - 1 3 0
10 Nov 381.30 65 16.05 77.29 1 3 3
7 Nov 386.70 40 0 - 2 1 0
5 Nov 377.00 40 0 - 2 1 0
4 Nov 387.10 40 0 - 2 1 0
3 Nov 378.80 40 0 - 2 1 0
31 Oct 365.20 40 14.95 41.92 2 1 2
30 Oct 348.20 29.5 0 - 1 0 1
29 Oct 340.50 29.5 7.15 46.80 1 1 1
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 360 expiring on 23DEC2025

Delta for 360 CE is 0.69

Historical price for 360 CE is as follows

On 12 Dec NATGASMINI was trading at 376.50. The strike last trading price was 24.85, which was -1.15 lower than the previous day. The implied volatity was 59.01, the open interest changed by 333 which increased total open position to 346


On 11 Dec NATGASMINI was trading at 381.40. The strike last trading price was 29.7, which was 0.1 higher than the previous day. The implied volatity was 62.43, the open interest changed by 13 which increased total open position to 13


On 10 Dec NATGASMINI was trading at 417.40. The strike last trading price was 64.4, which was -24.9 lower than the previous day. The implied volatity was -, the open interest changed by 12 which increased total open position to 0


On 9 Dec NATGASMINI was trading at 420.00. The strike last trading price was 64.4, which was -2.8 lower than the previous day. The implied volatity was 74.85, the open interest changed by 12 which increased total open position to 12


On 8 Dec NATGASMINI was trading at 446.00. The strike last trading price was 79.5, which was -1.6 lower than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 0


On 5 Dec NATGASMINI was trading at 486.00. The strike last trading price was 79.5, which was -1.6 lower than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 0


On 4 Dec NATGASMINI was trading at 451.00. The strike last trading price was 79.5, which was -1.6 lower than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 0


On 3 Dec NATGASMINI was trading at 449.70. The strike last trading price was 79.5, which was -1.6 lower than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 0


On 2 Dec NATGASMINI was trading at 437.50. The strike last trading price was 79.5, which was 5.7 higher than the previous day. The implied volatity was 58.22, the open interest changed by 5 which increased total open position to 5


On 1 Dec NATGASMINI was trading at 436.80. The strike last trading price was 58.1, which was 2 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 0


On 28 Nov NATGASMINI was trading at 426.30. The strike last trading price was 58.1, which was 2 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 0


On 27 Nov NATGASMINI was trading at 413.20. The strike last trading price was 58.1, which was -1.85 lower than the previous day. The implied volatity was 53.29, the open interest changed by -2 which decreased total open position to 9


On 26 Nov NATGASMINI was trading at 408.30. The strike last trading price was 56.9, which was -14.3 lower than the previous day. The implied volatity was 62.26, the open interest changed by 1 which increased total open position to 11


On 25 Nov NATGASMINI was trading at 398.00. The strike last trading price was 65.5, which was -2.25 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 65.5, which was -2.25 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 65.5, which was -2.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9


On 20 Nov NATGASMINI was trading at 402.80. The strike last trading price was 66.05, which was 0.05 higher than the previous day. The implied volatity was 53.86, the open interest changed by 7 which increased total open position to 7


On 19 Nov NATGASMINI was trading at 404.30. The strike last trading price was 66, which was 17.6 higher than the previous day. The implied volatity was 45.26, the open interest changed by 3 which increased total open position to 0


On 18 Nov NATGASMINI was trading at 382.40. The strike last trading price was 65, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0


On 17 Nov NATGASMINI was trading at 392.40. The strike last trading price was 65, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0


On 14 Nov NATGASMINI was trading at 400.10. The strike last trading price was 65, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0


On 13 Nov NATGASMINI was trading at 414.00. The strike last trading price was 65, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0


On 12 Nov NATGASMINI was trading at 396.80. The strike last trading price was 65, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0


On 11 Nov NATGASMINI was trading at 399.40. The strike last trading price was 65, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0


On 10 Nov NATGASMINI was trading at 381.30. The strike last trading price was 65, which was 16.05 higher than the previous day. The implied volatity was 77.29, the open interest changed by 3 which increased total open position to 3


On 7 Nov NATGASMINI was trading at 386.70. The strike last trading price was 40, 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 5 Nov NATGASMINI was trading at 377.00. The strike last trading price was 40, 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 40, 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 40, 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 40, which was 14.95 higher than the previous day. The implied volatity was 41.92, the open interest changed by 1 which increased total open position to 2


On 30 Oct NATGASMINI was trading at 348.20. The strike last trading price was 29.5, 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 29 Oct NATGASMINI was trading at 340.50. The strike last trading price was 29.5, which was 7.15 higher than the previous day. The implied volatity was 46.80, the open interest changed by 1 which increased total open position to 1


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 360 PE
Delta: -0.32
Vega: 0.24
Theta: -0.66
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 376.50 9.15 -0.6 62.40 15,653 138 619
11 Dec 381.40 7.85 -0.25 60.53 7,352 130 481
10 Dec 417.40 2.1 0.15 60.51 2,549 53 351
9 Dec 420.00 1.9 0.05 58.52 898 -43 298
8 Dec 446.00 1 0 62.68 432 -30 341
5 Dec 486.00 0.6 -0.9 - 385 120 371
4 Dec 451.00 1.4 -0.1 62.17 193 -18 251
3 Dec 449.70 1.7 -0.65 - 909 -5 269
2 Dec 437.50 2.35 -0.75 60.00 392 -24 274
1 Dec 436.80 2.95 -1.5 61.90 647 -66 298
28 Nov 426.30 4.2 -1.65 59.06 1,135 -98 364
27 Nov 413.20 5.7 -1.1 56.31 847 -83 463
26 Nov 408.30 6.75 -2.25 55.92 1,648 35 547
25 Nov 398.00 9.55 3.05 56.92 2,177 152 500
24 Nov 403.40 6.5 -0.05 58.18 963 43 282
21 Nov 414.10 6.5 -1.4 61.48 562 2 283
20 Nov 402.80 7.7 -0.85 59.71 597 72 236
19 Nov 404.30 8.35 -2.65 62.58 284 35 163
18 Nov 382.40 11.8 1.55 60.18 150 60 125
17 Nov 392.40 9.5 -0.85 58.82 39 17 65
14 Nov 400.10 10.4 0.6 62.18 20 12 48
13 Nov 414.00 9.2 7 64.49 6 36 36
12 Nov 396.80 12.95 0.35 - 5 0 0
11 Nov 399.40 12.95 0.35 - 5 0 0
10 Nov 381.30 12.95 -0.75 56.34 5 0 34
7 Nov 386.70 14.65 -2.7 59.61 51 34 34
5 Nov 377.00 8.55 -8.7 - 2 -2 0
4 Nov 387.10 8.55 -10.35 46.38 2 -2 0
3 Nov 378.80 17 -1.85 59.10 5 -2 5
31 Oct 365.20 18.8 5.95 53.86 5 1 7
30 Oct 348.20 13.8 -5 - 5 0 6
29 Oct 340.50 13.8 0 29.60 5 4 6
28 Oct 298.50 13.8 3.1 29.86 2 2 2
24 Oct 282.50 0 0 - 0 0 0
16 Oct 259.50 0 0 - 0 0 0


For Natural Gas Mini - strike price 360 expiring on 23DEC2025

Delta for 360 PE is -0.32

Historical price for 360 PE is as follows

On 12 Dec NATGASMINI was trading at 376.50. The strike last trading price was 9.15, which was -0.6 lower than the previous day. The implied volatity was 62.40, the open interest changed by 138 which increased total open position to 619


On 11 Dec NATGASMINI was trading at 381.40. The strike last trading price was 7.85, which was -0.25 lower than the previous day. The implied volatity was 60.53, the open interest changed by 130 which increased total open position to 481


On 10 Dec NATGASMINI was trading at 417.40. The strike last trading price was 2.1, which was 0.15 higher than the previous day. The implied volatity was 60.51, the open interest changed by 53 which increased total open position to 351


On 9 Dec NATGASMINI was trading at 420.00. The strike last trading price was 1.9, which was 0.05 higher than the previous day. The implied volatity was 58.52, the open interest changed by -43 which decreased total open position to 298


On 8 Dec NATGASMINI was trading at 446.00. The strike last trading price was 1, which was 0 lower than the previous day. The implied volatity was 62.68, the open interest changed by -30 which decreased total open position to 341


On 5 Dec NATGASMINI was trading at 486.00. The strike last trading price was 0.6, which was -0.9 lower than the previous day. The implied volatity was -, the open interest changed by 120 which increased total open position to 371


On 4 Dec NATGASMINI was trading at 451.00. The strike last trading price was 1.4, which was -0.1 lower than the previous day. The implied volatity was 62.17, the open interest changed by -18 which decreased total open position to 251


On 3 Dec NATGASMINI was trading at 449.70. The strike last trading price was 1.7, which was -0.65 lower than the previous day. The implied volatity was -, the open interest changed by -5 which decreased total open position to 269


On 2 Dec NATGASMINI was trading at 437.50. The strike last trading price was 2.35, which was -0.75 lower than the previous day. The implied volatity was 60.00, the open interest changed by -24 which decreased total open position to 274


On 1 Dec NATGASMINI was trading at 436.80. The strike last trading price was 2.95, which was -1.5 lower than the previous day. The implied volatity was 61.90, the open interest changed by -66 which decreased total open position to 298


On 28 Nov NATGASMINI was trading at 426.30. The strike last trading price was 4.2, which was -1.65 lower than the previous day. The implied volatity was 59.06, the open interest changed by -98 which decreased total open position to 364


On 27 Nov NATGASMINI was trading at 413.20. The strike last trading price was 5.7, which was -1.1 lower than the previous day. The implied volatity was 56.31, the open interest changed by -83 which decreased total open position to 463


On 26 Nov NATGASMINI was trading at 408.30. The strike last trading price was 6.75, which was -2.25 lower than the previous day. The implied volatity was 55.92, the open interest changed by 35 which increased total open position to 547


On 25 Nov NATGASMINI was trading at 398.00. The strike last trading price was 9.55, which was 3.05 higher than the previous day. The implied volatity was 56.92, the open interest changed by 152 which increased total open position to 500


On 24 Nov NATGASMINI was trading at 403.40. The strike last trading price was 6.5, which was -0.05 lower than the previous day. The implied volatity was 58.18, the open interest changed by 43 which increased total open position to 282


On 21 Nov NATGASMINI was trading at 414.10. The strike last trading price was 6.5, which was -1.4 lower than the previous day. The implied volatity was 61.48, the open interest changed by 2 which increased total open position to 283


On 20 Nov NATGASMINI was trading at 402.80. The strike last trading price was 7.7, which was -0.85 lower than the previous day. The implied volatity was 59.71, the open interest changed by 72 which increased total open position to 236


On 19 Nov NATGASMINI was trading at 404.30. The strike last trading price was 8.35, which was -2.65 lower than the previous day. The implied volatity was 62.58, the open interest changed by 35 which increased total open position to 163


On 18 Nov NATGASMINI was trading at 382.40. The strike last trading price was 11.8, which was 1.55 higher than the previous day. The implied volatity was 60.18, the open interest changed by 60 which increased total open position to 125


On 17 Nov NATGASMINI was trading at 392.40. The strike last trading price was 9.5, which was -0.85 lower than the previous day. The implied volatity was 58.82, the open interest changed by 17 which increased total open position to 65


On 14 Nov NATGASMINI was trading at 400.10. The strike last trading price was 10.4, which was 0.6 higher than the previous day. The implied volatity was 62.18, the open interest changed by 12 which increased total open position to 48


On 13 Nov NATGASMINI was trading at 414.00. The strike last trading price was 9.2, which was 7 higher than the previous day. The implied volatity was 64.49, the open interest changed by 36 which increased total open position to 36


On 12 Nov NATGASMINI was trading at 396.80. The strike last trading price was 12.95, which was 0.35 higher 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 12.95, which was 0.35 higher 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 12.95, which was -0.75 lower than the previous day. The implied volatity was 56.34, the open interest changed by 0 which decreased total open position to 34


On 7 Nov NATGASMINI was trading at 386.70. The strike last trading price was 14.65, which was -2.7 lower than the previous day. The implied volatity was 59.61, the open interest changed by 34 which increased total open position to 34


On 5 Nov NATGASMINI was trading at 377.00. The strike last trading price was 8.55, which was -8.7 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 0


On 4 Nov NATGASMINI was trading at 387.10. The strike last trading price was 8.55, which was -10.35 lower than the previous day. The implied volatity was 46.38, the open interest changed by -2 which decreased total open position to 0


On 3 Nov NATGASMINI was trading at 378.80. The strike last trading price was 17, which was -1.85 lower than the previous day. The implied volatity was 59.10, the open interest changed by -2 which decreased total open position to 5


On 31 Oct NATGASMINI was trading at 365.20. The strike last trading price was 18.8, which was 5.95 higher than the previous day. The implied volatity was 53.86, the open interest changed by 1 which increased total open position to 7


On 30 Oct NATGASMINI was trading at 348.20. The strike last trading price was 13.8, which was -5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6


On 29 Oct NATGASMINI was trading at 340.50. The strike last trading price was 13.8, which was 0 lower than the previous day. The implied volatity was 29.60, the open interest changed by 4 which increased total open position to 6


On 28 Oct NATGASMINI was trading at 298.50. The strike last trading price was 13.8, which was 3.1 higher than the previous day. The implied volatity was 29.86, the open interest changed by 2 which increased total open position to 2


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