NATGASMINI
Natural Gas Mini
Historical option data for NATGASMINI
12 Dec 2025 11:58 PM IST
| NATGASMINI 23-DEC-2025 370 CE | ||||||||||||||||
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Delta: 0.58
Vega: 0.26
Theta: -0.75
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 12 Dec | 376.50 | 20.4 | -0.2 | 64.94 | 17,797 | 1,376 | 1,548 | |||||||||
| 11 Dec | 381.40 | 24 | 0.25 | 64.63 | 1,157 | 72 | 172 | |||||||||
| 10 Dec | 417.40 | 51.7 | 0.65 | 65.27 | 79 | 54 | 100 | |||||||||
| 9 Dec | 420.00 | 55.8 | -0.8 | 72.45 | 27 | 22 | 46 | |||||||||
| 8 Dec | 446.00 | 89.55 | -0.65 | - | 7 | 24 | 24 | |||||||||
| 5 Dec | 486.00 | 88 | 0 | - | 1 | -2 | 0 | |||||||||
| 4 Dec | 451.00 | 83.65 | 0 | - | 1 | -2 | 0 | |||||||||
| 3 Dec | 449.70 | 83.65 | 14.55 | 68.87 | 1 | -2 | 0 | |||||||||
| 2 Dec | 437.50 | 68.15 | 0 | - | 1 | -2 | 0 | |||||||||
| 1 Dec | 436.80 | 68.15 | 1.35 | 45.91 | 1 | -2 | 0 | |||||||||
| 28 Nov | 426.30 | 74.75 | 24.85 | 96.84 | 10 | -2 | 18 | |||||||||
| 27 Nov | 413.20 | 51.45 | 0.9 | 57.16 | 26 | 6 | 20 | |||||||||
| 26 Nov | 408.30 | 48.5 | 8.6 | 58.77 | 20 | 1 | 14 | |||||||||
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| 25 Nov | 398.00 | 40.4 | -14.7 | 55.99 | 56 | 13 | 13 | |||||||||
| 24 Nov | 403.40 | 55.2 | -4.8 | 56.33 | 2 | 0 | 0 | |||||||||
| 21 Nov | 414.10 | 65.3 | 3.5 | - | 9 | 0 | 6 | |||||||||
| 20 Nov | 402.80 | 65.3 | 10.3 | 74.19 | 9 | 5 | 6 | |||||||||
| 19 Nov | 404.30 | 55 | 4.5 | 34.73 | 1 | -1 | 1 | |||||||||
| 18 Nov | 382.40 | 51 | 2.45 | 65.27 | 4 | 2 | 2 | |||||||||
| 17 Nov | 392.40 | 138 | 65 | - | 6 | 3 | 0 | |||||||||
| 14 Nov | 400.10 | 138 | 74.2 | 221.38 | 6 | 3 | 3 | |||||||||
| 13 Nov | 414.00 | 51 | 0 | - | 2 | 0 | 0 | |||||||||
| 12 Nov | 396.80 | 51 | 0 | - | 2 | 0 | 0 | |||||||||
| 11 Nov | 399.40 | 51 | 0 | - | 2 | 0 | 0 | |||||||||
| 10 Nov | 381.30 | 51 | 0 | - | 2 | 0 | 0 | |||||||||
| 7 Nov | 386.70 | 51 | 0 | - | 2 | 0 | 0 | |||||||||
| 5 Nov | 377.00 | 51 | 0 | - | 2 | 0 | 0 | |||||||||
| 4 Nov | 387.10 | 51 | 0 | - | 2 | 0 | 0 | |||||||||
| 3 Nov | 378.80 | 51 | 21.1 | 60.04 | 2 | 0 | 0 | |||||||||
| 31 Oct | 365.20 | 23.65 | 0 | - | 1 | 0 | 0 | |||||||||
| 30 Oct | 348.20 | 23.65 | 0 | - | 1 | 0 | 1 | |||||||||
| 29 Oct | 340.50 | 23.65 | 6.1 | 44.79 | 1 | 1 | 1 | |||||||||
| 28 Oct | 298.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Oct | 282.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Oct | 296.80 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Oct | 259.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Natural Gas Mini - strike price 370 expiring on 23DEC2025
Delta for 370 CE is 0.58
Historical price for 370 CE is as follows
On 12 Dec NATGASMINI was trading at 376.50. The strike last trading price was 20.4, which was -0.2 lower than the previous day. The implied volatity was 64.94, the open interest changed by 1376 which increased total open position to 1548
On 11 Dec NATGASMINI was trading at 381.40. The strike last trading price was 24, which was 0.25 higher than the previous day. The implied volatity was 64.63, the open interest changed by 72 which increased total open position to 172
On 10 Dec NATGASMINI was trading at 417.40. The strike last trading price was 51.7, which was 0.65 higher than the previous day. The implied volatity was 65.27, the open interest changed by 54 which increased total open position to 100
On 9 Dec NATGASMINI was trading at 420.00. The strike last trading price was 55.8, which was -0.8 lower than the previous day. The implied volatity was 72.45, the open interest changed by 22 which increased total open position to 46
On 8 Dec NATGASMINI was trading at 446.00. The strike last trading price was 89.55, which was -0.65 lower than the previous day. The implied volatity was -, the open interest changed by 24 which increased total open position to 24
On 5 Dec NATGASMINI was trading at 486.00. The strike last trading price was 88, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 0
On 4 Dec NATGASMINI was trading at 451.00. The strike last trading price was 83.65, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 0
On 3 Dec NATGASMINI was trading at 449.70. The strike last trading price was 83.65, which was 14.55 higher than the previous day. The implied volatity was 68.87, the open interest changed by -2 which decreased total open position to 0
On 2 Dec NATGASMINI was trading at 437.50. The strike last trading price was 68.15, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 0
On 1 Dec NATGASMINI was trading at 436.80. The strike last trading price was 68.15, which was 1.35 higher than the previous day. The implied volatity was 45.91, 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 74.75, which was 24.85 higher than the previous day. The implied volatity was 96.84, the open interest changed by -2 which decreased total open position to 18
On 27 Nov NATGASMINI was trading at 413.20. The strike last trading price was 51.45, which was 0.9 higher than the previous day. The implied volatity was 57.16, the open interest changed by 6 which increased total open position to 20
On 26 Nov NATGASMINI was trading at 408.30. The strike last trading price was 48.5, which was 8.6 higher than the previous day. The implied volatity was 58.77, the open interest changed by 1 which increased total open position to 14
On 25 Nov NATGASMINI was trading at 398.00. The strike last trading price was 40.4, which was -14.7 lower than the previous day. The implied volatity was 55.99, the open interest changed by 13 which increased total open position to 13
On 24 Nov NATGASMINI was trading at 403.40. The strike last trading price was 55.2, which was -4.8 lower than the previous day. The implied volatity was 56.33, 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 65.3, which was 3.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 20 Nov NATGASMINI was trading at 402.80. The strike last trading price was 65.3, which was 10.3 higher than the previous day. The implied volatity was 74.19, the open interest changed by 5 which increased total open position to 6
On 19 Nov NATGASMINI was trading at 404.30. The strike last trading price was 55, which was 4.5 higher than the previous day. The implied volatity was 34.73, the open interest changed by -1 which decreased total open position to 1
On 18 Nov NATGASMINI was trading at 382.40. The strike last trading price was 51, which was 2.45 higher than the previous day. The implied volatity was 65.27, the open interest changed by 2 which increased total open position to 2
On 17 Nov NATGASMINI was trading at 392.40. The strike last trading price was 138, which was 65 higher 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 138, which was 74.2 higher than the previous day. The implied volatity was 221.38, the open interest changed by 3 which increased total open position to 3
On 13 Nov NATGASMINI was trading at 414.00. The strike last trading price was 51, 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 51, 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 51, 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 51, 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 51, 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 51, 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 51, 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 51, which was 21.1 higher than the previous day. The implied volatity was 60.04, 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 23.65, 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 30 Oct NATGASMINI was trading at 348.20. The strike last trading price was 23.65, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 29 Oct NATGASMINI was trading at 340.50. The strike last trading price was 23.65, which was 6.1 higher than the previous day. The implied volatity was 44.79, 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 20 Oct NATGASMINI was trading at 296.80. 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 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 370 PE | |||||||
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Delta: -0.42
Vega: 0.26
Theta: -0.74
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 12 Dec | 376.50 | 13.7 | -0.9 | 64.16 | 42,622 | 776 | 1,568 |
| 11 Dec | 381.40 | 11.55 | -0.4 | 60.66 | 16,134 | 152 | 792 |
| 10 Dec | 417.40 | 3.25 | 0.3 | 59.36 | 8,238 | 2 | 640 |
| 9 Dec | 420.00 | 2.75 | 0.1 | 56.16 | 1,992 | 210 | 638 |
| 8 Dec | 446.00 | 1.5 | -0.05 | 61.15 | 736 | -2 | 428 |
| 5 Dec | 486.00 | 0.8 | 0 | - | 998 | -231 | 430 |
| 4 Dec | 451.00 | 1.9 | -0.15 | 60.04 | 520 | -84 | 661 |
| 3 Dec | 449.70 | 2.3 | -1 | 60.63 | 559 | 0 | 745 |
| 2 Dec | 437.50 | 3.35 | -1.2 | 58.86 | 1,075 | 176 | 745 |
| 1 Dec | 436.80 | 4.35 | -2 | 62.09 | 1,456 | 102 | 569 |
| 28 Nov | 426.30 | 6.15 | -2.15 | 59.73 | 1,499 | -77 | 467 |
| 27 Nov | 413.20 | 8.3 | -1.5 | 57.31 | 1,146 | -37 | 544 |
| 26 Nov | 408.30 | 9.65 | -2.95 | 56.90 | 1,716 | -6 | 581 |
| 25 Nov | 398.00 | 13.25 | 4.25 | 58.22 | 2,765 | 173 | 593 |
| 24 Nov | 403.40 | 9.1 | 0.25 | 58.99 | 1,610 | 159 | 430 |
| 21 Nov | 414.10 | 8.7 | -2 | 61.55 | 958 | 61 | 295 |
| 20 Nov | 402.80 | 10.25 | -0.9 | 59.91 | 520 | 105 | 212 |
| 19 Nov | 404.30 | 11 | -4.1 | 62.89 | 268 | 38 | 111 |
| 18 Nov | 382.40 | 15.25 | 2.1 | 60.55 | 95 | 29 | 69 |
| 17 Nov | 392.40 | 17.85 | 4.8 | 71.86 | 9 | 3 | 40 |
| 14 Nov | 400.10 | 13.1 | 0.45 | 61.91 | 7 | 6 | 36 |
| 13 Nov | 414.00 | 12 | -2 | 65.29 | 8 | 20 | 30 |
| 12 Nov | 396.80 | 13.95 | -1.4 | 60.78 | 17 | 4 | 10 |
| 11 Nov | 399.40 | 15 | 0.05 | 62.61 | 4 | 2 | 6 |
| 10 Nov | 381.30 | 14.95 | 8.65 | 53.11 | 4 | 4 | 4 |
| 7 Nov | 386.70 | 15 | 0 | - | 4 | 4 | 0 |
| 5 Nov | 377.00 | 15 | 0 | - | 4 | 4 | 0 |
| 4 Nov | 387.10 | 15 | 0 | - | 4 | 4 | 0 |
| 3 Nov | 378.80 | 15 | 0 | - | 4 | 4 | 0 |
| 31 Oct | 365.20 | 15 | 0 | - | 4 | 4 | 0 |
| 30 Oct | 348.20 | 15 | 0 | - | 4 | 4 | 0 |
| 29 Oct | 340.50 | 15 | 0 | - | 4 | 4 | 0 |
| 28 Oct | 298.50 | 15 | 0 | - | 4 | 4 | 0 |
| 24 Oct | 282.50 | 15 | 0 | - | 4 | 4 | 0 |
| 20 Oct | 296.80 | 2 | -21.3 | 8.80 | 8 | 4 | 4 |
| 16 Oct | 259.50 | 0 | 0 | - | 0 | 0 | 0 |
For Natural Gas Mini - strike price 370 expiring on 23DEC2025
Delta for 370 PE is -0.42
Historical price for 370 PE is as follows
On 12 Dec NATGASMINI was trading at 376.50. The strike last trading price was 13.7, which was -0.9 lower than the previous day. The implied volatity was 64.16, the open interest changed by 776 which increased total open position to 1568
On 11 Dec NATGASMINI was trading at 381.40. The strike last trading price was 11.55, which was -0.4 lower than the previous day. The implied volatity was 60.66, the open interest changed by 152 which increased total open position to 792
On 10 Dec NATGASMINI was trading at 417.40. The strike last trading price was 3.25, which was 0.3 higher than the previous day. The implied volatity was 59.36, the open interest changed by 2 which increased total open position to 640
On 9 Dec NATGASMINI was trading at 420.00. The strike last trading price was 2.75, which was 0.1 higher than the previous day. The implied volatity was 56.16, the open interest changed by 210 which increased total open position to 638
On 8 Dec NATGASMINI was trading at 446.00. The strike last trading price was 1.5, which was -0.05 lower than the previous day. The implied volatity was 61.15, the open interest changed by -2 which decreased total open position to 428
On 5 Dec NATGASMINI was trading at 486.00. The strike last trading price was 0.8, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by -231 which decreased total open position to 430
On 4 Dec NATGASMINI was trading at 451.00. The strike last trading price was 1.9, which was -0.15 lower than the previous day. The implied volatity was 60.04, the open interest changed by -84 which decreased total open position to 661
On 3 Dec NATGASMINI was trading at 449.70. The strike last trading price was 2.3, which was -1 lower than the previous day. The implied volatity was 60.63, the open interest changed by 0 which decreased total open position to 745
On 2 Dec NATGASMINI was trading at 437.50. The strike last trading price was 3.35, which was -1.2 lower than the previous day. The implied volatity was 58.86, the open interest changed by 176 which increased total open position to 745
On 1 Dec NATGASMINI was trading at 436.80. The strike last trading price was 4.35, which was -2 lower than the previous day. The implied volatity was 62.09, the open interest changed by 102 which increased total open position to 569
On 28 Nov NATGASMINI was trading at 426.30. The strike last trading price was 6.15, which was -2.15 lower than the previous day. The implied volatity was 59.73, the open interest changed by -77 which decreased total open position to 467
On 27 Nov NATGASMINI was trading at 413.20. The strike last trading price was 8.3, which was -1.5 lower than the previous day. The implied volatity was 57.31, the open interest changed by -37 which decreased total open position to 544
On 26 Nov NATGASMINI was trading at 408.30. The strike last trading price was 9.65, which was -2.95 lower than the previous day. The implied volatity was 56.90, the open interest changed by -6 which decreased total open position to 581
On 25 Nov NATGASMINI was trading at 398.00. The strike last trading price was 13.25, which was 4.25 higher than the previous day. The implied volatity was 58.22, the open interest changed by 173 which increased total open position to 593
On 24 Nov NATGASMINI was trading at 403.40. The strike last trading price was 9.1, which was 0.25 higher than the previous day. The implied volatity was 58.99, the open interest changed by 159 which increased total open position to 430
On 21 Nov NATGASMINI was trading at 414.10. The strike last trading price was 8.7, which was -2 lower than the previous day. The implied volatity was 61.55, the open interest changed by 61 which increased total open position to 295
On 20 Nov NATGASMINI was trading at 402.80. The strike last trading price was 10.25, which was -0.9 lower than the previous day. The implied volatity was 59.91, the open interest changed by 105 which increased total open position to 212
On 19 Nov NATGASMINI was trading at 404.30. The strike last trading price was 11, which was -4.1 lower than the previous day. The implied volatity was 62.89, the open interest changed by 38 which increased total open position to 111
On 18 Nov NATGASMINI was trading at 382.40. The strike last trading price was 15.25, which was 2.1 higher than the previous day. The implied volatity was 60.55, the open interest changed by 29 which increased total open position to 69
On 17 Nov NATGASMINI was trading at 392.40. The strike last trading price was 17.85, which was 4.8 higher than the previous day. The implied volatity was 71.86, the open interest changed by 3 which increased total open position to 40
On 14 Nov NATGASMINI was trading at 400.10. The strike last trading price was 13.1, which was 0.45 higher than the previous day. The implied volatity was 61.91, the open interest changed by 6 which increased total open position to 36
On 13 Nov NATGASMINI was trading at 414.00. The strike last trading price was 12, which was -2 lower than the previous day. The implied volatity was 65.29, the open interest changed by 20 which increased total open position to 30
On 12 Nov NATGASMINI was trading at 396.80. The strike last trading price was 13.95, which was -1.4 lower than the previous day. The implied volatity was 60.78, the open interest changed by 4 which increased total open position to 10
On 11 Nov NATGASMINI was trading at 399.40. The strike last trading price was 15, which was 0.05 higher than the previous day. The implied volatity was 62.61, the open interest changed by 2 which increased total open position to 6
On 10 Nov NATGASMINI was trading at 381.30. The strike last trading price was 14.95, which was 8.65 higher than the previous day. The implied volatity was 53.11, the open interest changed by 4 which increased total open position to 4
On 7 Nov NATGASMINI was trading at 386.70. The strike last trading price was 15, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 0
On 5 Nov NATGASMINI was trading at 377.00. The strike last trading price was 15, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 0
On 4 Nov NATGASMINI was trading at 387.10. The strike last trading price was 15, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 0
On 3 Nov NATGASMINI was trading at 378.80. The strike last trading price was 15, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 0
On 31 Oct NATGASMINI was trading at 365.20. The strike last trading price was 15, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 0
On 30 Oct NATGASMINI was trading at 348.20. The strike last trading price was 15, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 0
On 29 Oct NATGASMINI was trading at 340.50. The strike last trading price was 15, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 0
On 28 Oct NATGASMINI was trading at 298.50. The strike last trading price was 15, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 0
On 24 Oct NATGASMINI was trading at 282.50. The strike last trading price was 15, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 0
On 20 Oct NATGASMINI was trading at 296.80. The strike last trading price was 2, which was -21.3 lower than the previous day. The implied volatity was 8.80, the open interest changed by 4 which increased total open position to 4
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































































































































































































































