NATGASMINI
Natural Gas Mini
Historical option data for NATGASMINI
15 Dec 2025 09:47 PM IST
| NATGASMINI 23-DEC-2025 380 CE | ||||||||||||||||
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Delta: 0.41
Vega: 0.22
Theta: -0.98
Gamma: 0.01
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| 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 | |||||||||
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| 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 | |||||||
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Delta: -0.59
Vega: 0.22
Theta: -0.96
Gamma: 0.01
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| 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































































































































































































































