[--[65.84.65.76]--]

NATGASMINI

Natural Gas Mini
368.2 -8.00 (-2.13%)
L: 363.4 H: 382.5

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Historical option data for NATGASMINI

15 Dec 2025 09:47 PM IST
NATGASMINI 23-DEC-2025 380 CE
Delta: 0.41
Vega: 0.22
Theta: -0.98
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
15 Dec 367.80 11.65 -4.75 75.04 35,872 1,990 4,666
12 Dec 376.50 16.15 -0.25 67.46 49,488 2,203 2,676
11 Dec 381.40 18.9 0.45 65.47 8,267 291 473
10 Dec 417.40 42.65 -1.65 59.97 835 87 182
9 Dec 420.00 45.8 -4.25 62.48 28 -1 95
8 Dec 446.00 71.2 -5.4 77.00 90 -27 96
5 Dec 486.00 107 0.15 - 28 3 123
4 Dec 451.00 69.6 -3.7 - 23 13 120
3 Dec 449.70 30 -32.3 - 39 17 107
2 Dec 437.50 65 6.2 69.63 49 -14 90
1 Dec 436.80 60 5.85 50.16 18 -4 104
28 Nov 426.30 52 7.65 49.63 341 -8 108
27 Nov 413.20 44.8 3.25 58.41 159 -4 116
26 Nov 408.30 41.1 4.45 57.03 278 -16 120
25 Nov 398.00 35.8 -12.95 59.85 703 19 141
24 Nov 403.40 50.05 -9.45 61.69 67 6 123
21 Nov 414.10 59.3 6.55 60.19 85 3 117
20 Nov 402.80 53.15 -3.2 60.92 122 69 114
19 Nov 404.30 57.65 15.35 65.11 95 -15 44
18 Nov 382.40 42.5 -14.85 60.06 106 55 61
17 Nov 392.40 57.35 0.2 77.73 1 -1 6
14 Nov 400.10 57.15 -7.85 65.09 1 7 7
13 Nov 414.00 65 22.35 61.00 1 5 0
12 Nov 396.80 57.95 10.45 - 2 5 0
11 Nov 399.40 57.95 10.45 - 2 5 0
10 Nov 381.30 37.05 3 45.14 1 6 6
7 Nov 386.70 35 0 - 3 2 0
6 Nov 378.40 35 0 - 3 2 0
5 Nov 377.00 35 0 - 3 2 0
4 Nov 387.10 35 0 - 3 2 0
3 Nov 378.80 35 0 - 3 2 0
31 Oct 365.20 35 19.75 53.29 3 2 5
30 Oct 348.20 20.25 0 - 2 0 3
29 Oct 340.50 20.25 1.25 46.05 2 2 3
28 Oct 298.50 19 0.4 42.89 1 1 1
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 380 expiring on 23DEC2025

Delta for 380 CE is 0.41

Historical price for 380 CE is as follows

On 15 Dec NATGASMINI was trading at 367.80. The strike last trading price was 11.65, which was -4.75 lower than the previous day. The implied volatity was 75.04, the open interest changed by 1990 which increased total open position to 4666


On 12 Dec NATGASMINI was trading at 376.50. The strike last trading price was 16.15, which was -0.25 lower than the previous day. The implied volatity was 67.46, the open interest changed by 2203 which increased total open position to 2676


On 11 Dec NATGASMINI was trading at 381.40. The strike last trading price was 18.9, which was 0.45 higher than the previous day. The implied volatity was 65.47, the open interest changed by 291 which increased total open position to 473


On 10 Dec NATGASMINI was trading at 417.40. The strike last trading price was 42.65, which was -1.65 lower than the previous day. The implied volatity was 59.97, the open interest changed by 87 which increased total open position to 182


On 9 Dec NATGASMINI was trading at 420.00. The strike last trading price was 45.8, which was -4.25 lower than the previous day. The implied volatity was 62.48, the open interest changed by -1 which decreased total open position to 95


On 8 Dec NATGASMINI was trading at 446.00. The strike last trading price was 71.2, which was -5.4 lower than the previous day. The implied volatity was 77.00, the open interest changed by -27 which decreased total open position to 96


On 5 Dec NATGASMINI was trading at 486.00. The strike last trading price was 107, which was 0.15 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 123


On 4 Dec NATGASMINI was trading at 451.00. The strike last trading price was 69.6, which was -3.7 lower than the previous day. The implied volatity was -, the open interest changed by 13 which increased total open position to 120


On 3 Dec NATGASMINI was trading at 449.70. The strike last trading price was 30, which was -32.3 lower than the previous day. The implied volatity was -, the open interest changed by 17 which increased total open position to 107


On 2 Dec NATGASMINI was trading at 437.50. The strike last trading price was 65, which was 6.2 higher than the previous day. The implied volatity was 69.63, the open interest changed by -14 which decreased total open position to 90


On 1 Dec NATGASMINI was trading at 436.80. The strike last trading price was 60, which was 5.85 higher than the previous day. The implied volatity was 50.16, the open interest changed by -4 which decreased total open position to 104


On 28 Nov NATGASMINI was trading at 426.30. The strike last trading price was 52, which was 7.65 higher than the previous day. The implied volatity was 49.63, the open interest changed by -8 which decreased total open position to 108


On 27 Nov NATGASMINI was trading at 413.20. The strike last trading price was 44.8, which was 3.25 higher than the previous day. The implied volatity was 58.41, the open interest changed by -4 which decreased total open position to 116


On 26 Nov NATGASMINI was trading at 408.30. The strike last trading price was 41.1, which was 4.45 higher than the previous day. The implied volatity was 57.03, the open interest changed by -16 which decreased total open position to 120


On 25 Nov NATGASMINI was trading at 398.00. The strike last trading price was 35.8, which was -12.95 lower than the previous day. The implied volatity was 59.85, the open interest changed by 19 which increased total open position to 141


On 24 Nov NATGASMINI was trading at 403.40. The strike last trading price was 50.05, which was -9.45 lower than the previous day. The implied volatity was 61.69, the open interest changed by 6 which increased total open position to 123


On 21 Nov NATGASMINI was trading at 414.10. The strike last trading price was 59.3, which was 6.55 higher than the previous day. The implied volatity was 60.19, the open interest changed by 3 which increased total open position to 117


On 20 Nov NATGASMINI was trading at 402.80. The strike last trading price was 53.15, which was -3.2 lower than the previous day. The implied volatity was 60.92, the open interest changed by 69 which increased total open position to 114


On 19 Nov NATGASMINI was trading at 404.30. The strike last trading price was 57.65, which was 15.35 higher than the previous day. The implied volatity was 65.11, the open interest changed by -15 which decreased total open position to 44


On 18 Nov NATGASMINI was trading at 382.40. The strike last trading price was 42.5, which was -14.85 lower than the previous day. The implied volatity was 60.06, the open interest changed by 55 which increased total open position to 61


On 17 Nov NATGASMINI was trading at 392.40. The strike last trading price was 57.35, which was 0.2 higher than the previous day. The implied volatity was 77.73, the open interest changed by -1 which decreased total open position to 6


On 14 Nov NATGASMINI was trading at 400.10. The strike last trading price was 57.15, which was -7.85 lower than the previous day. The implied volatity was 65.09, the open interest changed by 7 which increased total open position to 7


On 13 Nov NATGASMINI was trading at 414.00. The strike last trading price was 65, which was 22.35 higher than the previous day. The implied volatity was 61.00, the open interest changed by 5 which increased total open position to 0


On 12 Nov NATGASMINI was trading at 396.80. The strike last trading price was 57.95, which was 10.45 higher than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 0


On 11 Nov NATGASMINI was trading at 399.40. The strike last trading price was 57.95, which was 10.45 higher than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 0


On 10 Nov NATGASMINI was trading at 381.30. The strike last trading price was 37.05, which was 3 higher than the previous day. The implied volatity was 45.14, the open interest changed by 6 which increased total open position to 6


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 2 which increased total open position to 0


On 6 Nov NATGASMINI was trading at 378.40. The strike last trading price was 35, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased 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 2 which increased 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 2 which increased 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 2 which increased total open position to 0


On 31 Oct NATGASMINI was trading at 365.20. The strike last trading price was 35, which was 19.75 higher than the previous day. The implied volatity was 53.29, the open interest changed by 2 which increased total open position to 5


On 30 Oct NATGASMINI was trading at 348.20. The strike last trading price was 20.25, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3


On 29 Oct NATGASMINI was trading at 340.50. The strike last trading price was 20.25, which was 1.25 higher than the previous day. The implied volatity was 46.05, the open interest changed by 2 which increased total open position to 3


On 28 Oct NATGASMINI was trading at 298.50. The strike last trading price was 19, which was 0.4 higher than the previous day. The implied volatity was 42.89, 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 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 380 PE
Delta: -0.59
Vega: 0.22
Theta: -0.96
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
15 Dec 367.80 23.25 3.1 74.11 28,892 167 2,033
12 Dec 376.50 19.15 -1 65.56 55,424 1,027 1,866
11 Dec 381.40 16.6 -0.3 62.23 26,635 124 839
10 Dec 417.40 4.9 0.3 58.33 12,436 163 715
9 Dec 420.00 4.65 0.4 57.23 3,455 -158 552
8 Dec 446.00 2.55 0.4 61.97 1,385 -149 710
5 Dec 486.00 1.2 0 - 1,366 119 859
4 Dec 451.00 2.85 -0.15 59.62 1,244 -47 740
3 Dec 449.70 3.5 -1.4 60.70 1,061 1 787
2 Dec 437.50 5.2 -1.25 60.05 3,133 92 786
1 Dec 436.80 6.15 -2.6 62.13 2,302 -90 694
28 Nov 426.30 8.7 -2.8 60.56 1,983 1 784
27 Nov 413.20 11.3 -2.05 57.59 2,247 -79 787
26 Nov 408.30 13 -3.85 57.29 3,655 -246 866
25 Nov 398.00 17.75 5.25 59.73 4,385 159 1,076
24 Nov 403.40 12.55 0.95 60.40 2,896 172 886
21 Nov 414.10 11.65 -2.5 62.41 1,295 205 720
20 Nov 402.80 13.35 -0.8 60.19 918 165 494
19 Nov 404.30 14.15 -5 63.33 863 48 319
18 Nov 382.40 19.2 3.3 60.79 613 184 263
17 Nov 392.40 16.1 -1.25 60.03 49 33 78
14 Nov 400.10 16.6 0.5 62.41 29 17 45
13 Nov 414.00 15.75 -0.2 67.12 25 19 29
12 Nov 396.80 17.25 -1.95 60.44 6 1 10
11 Nov 399.40 16.5 7.75 58.89 8 9 9
10 Nov 381.30 18.8 0 - 2 2 0
7 Nov 386.70 18.8 0 53.27 2 2 5
6 Nov 378.40 18.8 6.5 49.08 3 3 3
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 380 expiring on 23DEC2025

Delta for 380 PE is -0.59

Historical price for 380 PE is as follows

On 15 Dec NATGASMINI was trading at 367.80. The strike last trading price was 23.25, which was 3.1 higher than the previous day. The implied volatity was 74.11, the open interest changed by 167 which increased total open position to 2033


On 12 Dec NATGASMINI was trading at 376.50. The strike last trading price was 19.15, which was -1 lower than the previous day. The implied volatity was 65.56, the open interest changed by 1027 which increased total open position to 1866


On 11 Dec NATGASMINI was trading at 381.40. The strike last trading price was 16.6, which was -0.3 lower than the previous day. The implied volatity was 62.23, the open interest changed by 124 which increased total open position to 839


On 10 Dec NATGASMINI was trading at 417.40. The strike last trading price was 4.9, which was 0.3 higher than the previous day. The implied volatity was 58.33, the open interest changed by 163 which increased total open position to 715


On 9 Dec NATGASMINI was trading at 420.00. The strike last trading price was 4.65, which was 0.4 higher than the previous day. The implied volatity was 57.23, the open interest changed by -158 which decreased total open position to 552


On 8 Dec NATGASMINI was trading at 446.00. The strike last trading price was 2.55, which was 0.4 higher than the previous day. The implied volatity was 61.97, the open interest changed by -149 which decreased total open position to 710


On 5 Dec NATGASMINI was trading at 486.00. The strike last trading price was 1.2, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 119 which increased total open position to 859


On 4 Dec NATGASMINI was trading at 451.00. The strike last trading price was 2.85, which was -0.15 lower than the previous day. The implied volatity was 59.62, the open interest changed by -47 which decreased total open position to 740


On 3 Dec NATGASMINI was trading at 449.70. The strike last trading price was 3.5, which was -1.4 lower than the previous day. The implied volatity was 60.70, the open interest changed by 1 which increased total open position to 787


On 2 Dec NATGASMINI was trading at 437.50. The strike last trading price was 5.2, which was -1.25 lower than the previous day. The implied volatity was 60.05, the open interest changed by 92 which increased total open position to 786


On 1 Dec NATGASMINI was trading at 436.80. The strike last trading price was 6.15, which was -2.6 lower than the previous day. The implied volatity was 62.13, the open interest changed by -90 which decreased total open position to 694


On 28 Nov NATGASMINI was trading at 426.30. The strike last trading price was 8.7, which was -2.8 lower than the previous day. The implied volatity was 60.56, the open interest changed by 1 which increased total open position to 784


On 27 Nov NATGASMINI was trading at 413.20. The strike last trading price was 11.3, which was -2.05 lower than the previous day. The implied volatity was 57.59, the open interest changed by -79 which decreased total open position to 787


On 26 Nov NATGASMINI was trading at 408.30. The strike last trading price was 13, which was -3.85 lower than the previous day. The implied volatity was 57.29, the open interest changed by -246 which decreased total open position to 866


On 25 Nov NATGASMINI was trading at 398.00. The strike last trading price was 17.75, which was 5.25 higher than the previous day. The implied volatity was 59.73, the open interest changed by 159 which increased total open position to 1076


On 24 Nov NATGASMINI was trading at 403.40. The strike last trading price was 12.55, which was 0.95 higher than the previous day. The implied volatity was 60.40, the open interest changed by 172 which increased total open position to 886


On 21 Nov NATGASMINI was trading at 414.10. The strike last trading price was 11.65, which was -2.5 lower than the previous day. The implied volatity was 62.41, the open interest changed by 205 which increased total open position to 720


On 20 Nov NATGASMINI was trading at 402.80. The strike last trading price was 13.35, which was -0.8 lower than the previous day. The implied volatity was 60.19, the open interest changed by 165 which increased total open position to 494


On 19 Nov NATGASMINI was trading at 404.30. The strike last trading price was 14.15, which was -5 lower than the previous day. The implied volatity was 63.33, the open interest changed by 48 which increased total open position to 319


On 18 Nov NATGASMINI was trading at 382.40. The strike last trading price was 19.2, which was 3.3 higher than the previous day. The implied volatity was 60.79, the open interest changed by 184 which increased total open position to 263


On 17 Nov NATGASMINI was trading at 392.40. The strike last trading price was 16.1, which was -1.25 lower than the previous day. The implied volatity was 60.03, the open interest changed by 33 which increased total open position to 78


On 14 Nov NATGASMINI was trading at 400.10. The strike last trading price was 16.6, which was 0.5 higher than the previous day. The implied volatity was 62.41, the open interest changed by 17 which increased total open position to 45


On 13 Nov NATGASMINI was trading at 414.00. The strike last trading price was 15.75, which was -0.2 lower than the previous day. The implied volatity was 67.12, the open interest changed by 19 which increased total open position to 29


On 12 Nov NATGASMINI was trading at 396.80. The strike last trading price was 17.25, which was -1.95 lower than the previous day. The implied volatity was 60.44, the open interest changed by 1 which increased total open position to 10


On 11 Nov NATGASMINI was trading at 399.40. The strike last trading price was 16.5, which was 7.75 higher than the previous day. The implied volatity was 58.89, the open interest changed by 9 which increased total open position to 9


On 10 Nov NATGASMINI was trading at 381.30. The strike last trading price was 18.8, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0


On 7 Nov NATGASMINI was trading at 386.70. The strike last trading price was 18.8, which was 0 lower than the previous day. The implied volatity was 53.27, the open interest changed by 2 which increased total open position to 5


On 6 Nov NATGASMINI was trading at 378.40. The strike last trading price was 18.8, which was 6.5 higher than the previous day. The implied volatity was 49.08, the open interest changed by 3 which increased total open position to 3


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