NATGASMINI
Natural Gas Mini
Historical option data for NATGASMINI
12 Dec 2025 11:58 PM IST
| NATGASMINI 23-DEC-2025 375 CE | ||||||||||||||||
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Delta: 0.54
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 | 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 | |||||||||
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| 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 | |||||||
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Delta: -0.46
Vega: 0.26
Theta: -0.76
Gamma: 0.01
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| 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































































































































































































































