[--[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 375 CE
Delta: 0.54
Vega: 0.26
Theta: -0.74
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 376.50 17.4 -0.9 63.31 24,931 1,514 1,514
11 Dec 381.40 20.85 0.25 63.27 520 4 0
10 Dec 417.40 63.3 -11.8 - 1 4 0
9 Dec 420.00 63.3 0 116.85 1 4 0
8 Dec 446.00 57.15 6.35 - 11 4 0
5 Dec 486.00 57.15 6.35 - 11 4 0
4 Dec 451.00 57.15 6.35 - 11 4 0
3 Dec 449.70 57.15 6.35 - 11 4 0
2 Dec 437.50 57.15 6.35 - 11 4 0
1 Dec 436.80 57.15 6.35 - 11 4 0
28 Nov 426.30 57.15 15.4 55.27 11 4 4
27 Nov 413.20 50.5 0 - 1 0 0
26 Nov 408.30 50.5 0 - 1 0 0
25 Nov 398.00 50.5 4.95 88.59 1 0 0
24 Nov 403.40 54.65 -3.25 - 3 0 0
21 Nov 414.10 54.65 -3.25 - 3 0 1
20 Nov 402.80 62 12 74.22 2 1 1
19 Nov 404.30 0 0 - 0 0 0
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
17 Oct 264.10 0 0 - 0 0 0
16 Oct 259.50 0 0 - 0 0 0


For Natural Gas Mini - strike price 375 expiring on 23DEC2025

Delta for 375 CE is 0.54

Historical price for 375 CE is as follows

On 12 Dec NATGASMINI was trading at 376.50. The strike last trading price was 17.4, which was -0.9 lower than the previous day. The implied volatity was 63.31, the open interest changed by 1514 which increased total open position to 1514


On 11 Dec NATGASMINI was trading at 381.40. The strike last trading price was 20.85, which was 0.25 higher than the previous day. The implied volatity was 63.27, the open interest changed by 4 which increased total open position to 0


On 10 Dec NATGASMINI was trading at 417.40. The strike last trading price was 63.3, which was -11.8 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 0


On 9 Dec NATGASMINI was trading at 420.00. The strike last trading price was 63.3, which was 0 lower than the previous day. The implied volatity was 116.85, the open interest changed by 4 which increased total open position to 0


On 8 Dec NATGASMINI was trading at 446.00. The strike last trading price was 57.15, which was 6.35 higher than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 0


On 5 Dec NATGASMINI was trading at 486.00. The strike last trading price was 57.15, which was 6.35 higher than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 0


On 4 Dec NATGASMINI was trading at 451.00. The strike last trading price was 57.15, which was 6.35 higher than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 0


On 3 Dec NATGASMINI was trading at 449.70. The strike last trading price was 57.15, which was 6.35 higher than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 0


On 2 Dec NATGASMINI was trading at 437.50. The strike last trading price was 57.15, which was 6.35 higher than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 0


On 1 Dec NATGASMINI was trading at 436.80. The strike last trading price was 57.15, which was 6.35 higher than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 0


On 28 Nov NATGASMINI was trading at 426.30. The strike last trading price was 57.15, which was 15.4 higher than the previous day. The implied volatity was 55.27, the open interest changed by 4 which increased total open position to 4


On 27 Nov NATGASMINI was trading at 413.20. The strike last trading price was 50.5, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 26 Nov NATGASMINI was trading at 408.30. The strike last trading price was 50.5, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 25 Nov NATGASMINI was trading at 398.00. The strike last trading price was 50.5, which was 4.95 higher than the previous day. The implied volatity was 88.59, 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 54.65, which was -3.25 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 54.65, which was -3.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 20 Nov NATGASMINI was trading at 402.80. The strike last trading price was 62, which was 12 higher than the previous day. The implied volatity was 74.22, the open interest changed by 1 which increased total open position to 1


On 19 Nov NATGASMINI was trading at 404.30. 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 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 17 Oct NATGASMINI was trading at 264.10. 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 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 375 PE
Delta: -0.46
Vega: 0.26
Theta: -0.76
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 376.50 16.4 -0.6 65.22 38,436 504 880
11 Dec 381.40 14 -0.25 61.62 13,319 36 376
10 Dec 417.40 3.25 -0.4 54.72 7,164 31 340
9 Dec 420.00 3.45 0.05 55.83 1,223 118 309
8 Dec 446.00 2.05 0.2 62.16 422 -40 191
5 Dec 486.00 0.95 0 - 307 -13 231
4 Dec 451.00 2.3 -0.15 59.59 372 -65 244
3 Dec 449.70 2.95 -1.15 61.26 329 -22 309
2 Dec 437.50 4.25 -1.2 59.72 771 40 331
1 Dec 436.80 5.25 -2.2 62.35 1,161 169 291
28 Nov 426.30 7.6 -2.25 60.85 562 61 122
27 Nov 413.20 9.8 -1.6 57.67 492 8 61
26 Nov 408.30 11.05 -3.65 56.71 781 -91 53
25 Nov 398.00 15.5 4.7 59.20 975 116 161
24 Nov 403.40 10.5 0.2 59.03 225 21 46
21 Nov 414.10 10.1 -2.05 62.02 73 23 29
20 Nov 402.80 11.35 7.5 59.61 7 5 5
19 Nov 404.30 35 0 - 1 0 0
18 Nov 382.40 35 0 - 1 0 0
17 Nov 392.40 35 0 - 1 0 0
14 Nov 400.10 35 0 - 1 0 0
13 Nov 414.00 35 0 - 1 0 0
12 Nov 396.80 35 0 - 1 0 0
11 Nov 399.40 35 0 - 1 0 0
10 Nov 381.30 35 0 - 1 0 0
7 Nov 386.70 35 0 - 1 0 0
5 Nov 377.00 35 0 - 1 0 0
4 Nov 387.10 35 0 - 1 0 0
3 Nov 378.80 35 0 - 1 0 0
31 Oct 365.20 35 0 - 1 0 0
30 Oct 348.20 35 10.9 58.32 1 0 2
29 Oct 340.50 24.1 0 33.63 1 1 2
28 Oct 298.50 46 0 - 11 1 1
24 Oct 282.50 46 0 - 11 -10 0
17 Oct 264.10 46 -12.25 56.66 11 -10 1
16 Oct 259.50 48 17.6 54.69 25 11 11


For Natural Gas Mini - strike price 375 expiring on 23DEC2025

Delta for 375 PE is -0.46

Historical price for 375 PE is as follows

On 12 Dec NATGASMINI was trading at 376.50. The strike last trading price was 16.4, which was -0.6 lower than the previous day. The implied volatity was 65.22, the open interest changed by 504 which increased total open position to 880


On 11 Dec NATGASMINI was trading at 381.40. The strike last trading price was 14, which was -0.25 lower than the previous day. The implied volatity was 61.62, the open interest changed by 36 which increased total open position to 376


On 10 Dec NATGASMINI was trading at 417.40. The strike last trading price was 3.25, which was -0.4 lower than the previous day. The implied volatity was 54.72, the open interest changed by 31 which increased total open position to 340


On 9 Dec NATGASMINI was trading at 420.00. The strike last trading price was 3.45, which was 0.05 higher than the previous day. The implied volatity was 55.83, the open interest changed by 118 which increased total open position to 309


On 8 Dec NATGASMINI was trading at 446.00. The strike last trading price was 2.05, which was 0.2 higher than the previous day. The implied volatity was 62.16, the open interest changed by -40 which decreased total open position to 191


On 5 Dec NATGASMINI was trading at 486.00. The strike last trading price was 0.95, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by -13 which decreased total open position to 231


On 4 Dec NATGASMINI was trading at 451.00. The strike last trading price was 2.3, which was -0.15 lower than the previous day. The implied volatity was 59.59, the open interest changed by -65 which decreased total open position to 244


On 3 Dec NATGASMINI was trading at 449.70. The strike last trading price was 2.95, which was -1.15 lower than the previous day. The implied volatity was 61.26, the open interest changed by -22 which decreased total open position to 309


On 2 Dec NATGASMINI was trading at 437.50. The strike last trading price was 4.25, which was -1.2 lower than the previous day. The implied volatity was 59.72, the open interest changed by 40 which increased total open position to 331


On 1 Dec NATGASMINI was trading at 436.80. The strike last trading price was 5.25, which was -2.2 lower than the previous day. The implied volatity was 62.35, the open interest changed by 169 which increased total open position to 291


On 28 Nov NATGASMINI was trading at 426.30. The strike last trading price was 7.6, which was -2.25 lower than the previous day. The implied volatity was 60.85, the open interest changed by 61 which increased total open position to 122


On 27 Nov NATGASMINI was trading at 413.20. The strike last trading price was 9.8, which was -1.6 lower than the previous day. The implied volatity was 57.67, the open interest changed by 8 which increased total open position to 61


On 26 Nov NATGASMINI was trading at 408.30. The strike last trading price was 11.05, which was -3.65 lower than the previous day. The implied volatity was 56.71, the open interest changed by -91 which decreased total open position to 53


On 25 Nov NATGASMINI was trading at 398.00. The strike last trading price was 15.5, which was 4.7 higher than the previous day. The implied volatity was 59.20, the open interest changed by 116 which increased total open position to 161


On 24 Nov NATGASMINI was trading at 403.40. The strike last trading price was 10.5, which was 0.2 higher than the previous day. The implied volatity was 59.03, the open interest changed by 21 which increased total open position to 46


On 21 Nov NATGASMINI was trading at 414.10. The strike last trading price was 10.1, which was -2.05 lower than the previous day. The implied volatity was 62.02, the open interest changed by 23 which increased total open position to 29


On 20 Nov NATGASMINI was trading at 402.80. The strike last trading price was 11.35, which was 7.5 higher than the previous day. The implied volatity was 59.61, the open interest changed by 5 which increased total open position to 5


On 19 Nov NATGASMINI was trading at 404.30. The strike last trading price was 35, 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 18 Nov NATGASMINI was trading at 382.40. The strike last trading price was 35, 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 35, 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 35, 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 35, 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 35, 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 35, 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 35, 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 35, 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 35, 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 35, 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 35, 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 35, 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 35, which was 10.9 higher than the previous day. The implied volatity was 58.32, the open interest changed by 0 which decreased total open position to 2


On 29 Oct NATGASMINI was trading at 340.50. The strike last trading price was 24.1, which was 0 lower than the previous day. The implied volatity was 33.63, the open interest changed by 1 which increased total open position to 2


On 28 Oct NATGASMINI was trading at 298.50. The strike last trading price was 46, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1


On 24 Oct NATGASMINI was trading at 282.50. The strike last trading price was 46, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by -10 which decreased total open position to 0


On 17 Oct NATGASMINI was trading at 264.10. The strike last trading price was 46, which was -12.25 lower than the previous day. The implied volatity was 56.66, the open interest changed by -10 which decreased total open position to 1


On 16 Oct NATGASMINI was trading at 259.50. The strike last trading price was 48, which was 17.6 higher than the previous day. The implied volatity was 54.69, the open interest changed by 11 which increased total open position to 11