[--[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 385 CE
Delta: 0.45
Vega: 0.26
Theta: -0.79
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 376.50 14.15 -0.25 67.91 28,529 1,824 2,043
11 Dec 381.40 16.7 0.45 65.95 8,870 149 219
10 Dec 417.40 39.7 -0.2 63.52 477 39 70
9 Dec 420.00 50 -3.45 92.37 3 2 31
8 Dec 446.00 64.75 -0.45 65.20 9 29 29
5 Dec 486.00 60.5 -1.7 - 7 22 0
4 Dec 451.00 60.5 -1.7 - 7 22 22
3 Dec 449.70 61.85 0.25 - 3 5 0
2 Dec 437.50 61.85 11.35 71.59 3 5 0
1 Dec 436.80 52.05 2.9 - 9 5 0
28 Nov 426.30 52.05 12 62.66 9 5 21
27 Nov 413.20 41.55 2.8 58.55 78 5 16
26 Nov 408.30 38.4 4.05 58.19 355 -4 11
25 Nov 398.00 33.25 -11.9 60.46 257 4 29
24 Nov 403.40 47.2 -8.9 62.77 9 -5 25
21 Nov 414.10 56 5.35 60.78 56 31 38
20 Nov 402.80 54.3 12.2 71.05 5 6 6
19 Nov 404.30 35.6 -5.75 - 9 4 0
18 Nov 382.40 35.6 -1.3 51.37 9 4 4
17 Nov 392.40 42.35 10.65 - 4 0 0
14 Nov 400.10 42.35 10.65 - 4 0 0
13 Nov 414.00 42.35 10.65 - 4 0 0
12 Nov 396.80 42.35 10.65 - 4 0 0
11 Nov 399.40 42.35 10.65 - 4 0 0
10 Nov 381.30 42.35 10.65 - 4 0 0
7 Nov 386.70 42.35 10.65 - 4 0 0
6 Nov 378.40 42.35 10.65 - 4 0 0
5 Nov 377.00 42.35 10.65 - 4 0 0
4 Nov 387.10 42.35 10.65 - 4 0 0
3 Nov 378.80 42.35 10.65 - 4 0 0
31 Oct 365.20 42.35 18.7 70.02 4 0 4
30 Oct 348.20 25 14.4 53.55 3 4 4
29 Oct 340.50 16 -0.55 - 3 3 0
28 Oct 298.50 16 -0.4 40.84 3 3 3
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
15 Oct 263.90 0 0 - 0 0 0


For Natural Gas Mini - strike price 385 expiring on 23DEC2025

Delta for 385 CE is 0.45

Historical price for 385 CE is as follows

On 12 Dec NATGASMINI was trading at 376.50. The strike last trading price was 14.15, which was -0.25 lower than the previous day. The implied volatity was 67.91, the open interest changed by 1824 which increased total open position to 2043


On 11 Dec NATGASMINI was trading at 381.40. The strike last trading price was 16.7, which was 0.45 higher than the previous day. The implied volatity was 65.95, the open interest changed by 149 which increased total open position to 219


On 10 Dec NATGASMINI was trading at 417.40. The strike last trading price was 39.7, which was -0.2 lower than the previous day. The implied volatity was 63.52, the open interest changed by 39 which increased total open position to 70


On 9 Dec NATGASMINI was trading at 420.00. The strike last trading price was 50, which was -3.45 lower than the previous day. The implied volatity was 92.37, the open interest changed by 2 which increased total open position to 31


On 8 Dec NATGASMINI was trading at 446.00. The strike last trading price was 64.75, which was -0.45 lower than the previous day. The implied volatity was 65.20, the open interest changed by 29 which increased total open position to 29


On 5 Dec NATGASMINI was trading at 486.00. The strike last trading price was 60.5, which was -1.7 lower than the previous day. The implied volatity was -, the open interest changed by 22 which increased total open position to 0


On 4 Dec NATGASMINI was trading at 451.00. The strike last trading price was 60.5, which was -1.7 lower than the previous day. The implied volatity was -, the open interest changed by 22 which increased total open position to 22


On 3 Dec NATGASMINI was trading at 449.70. The strike last trading price was 61.85, which was 0.25 higher than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 0


On 2 Dec NATGASMINI was trading at 437.50. The strike last trading price was 61.85, which was 11.35 higher than the previous day. The implied volatity was 71.59, the open interest changed by 5 which increased total open position to 0


On 1 Dec NATGASMINI was trading at 436.80. The strike last trading price was 52.05, which was 2.9 higher than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 0


On 28 Nov NATGASMINI was trading at 426.30. The strike last trading price was 52.05, which was 12 higher than the previous day. The implied volatity was 62.66, the open interest changed by 5 which increased total open position to 21


On 27 Nov NATGASMINI was trading at 413.20. The strike last trading price was 41.55, which was 2.8 higher than the previous day. The implied volatity was 58.55, the open interest changed by 5 which increased total open position to 16


On 26 Nov NATGASMINI was trading at 408.30. The strike last trading price was 38.4, which was 4.05 higher than the previous day. The implied volatity was 58.19, the open interest changed by -4 which decreased total open position to 11


On 25 Nov NATGASMINI was trading at 398.00. The strike last trading price was 33.25, which was -11.9 lower than the previous day. The implied volatity was 60.46, the open interest changed by 4 which increased total open position to 29


On 24 Nov NATGASMINI was trading at 403.40. The strike last trading price was 47.2, which was -8.9 lower than the previous day. The implied volatity was 62.77, the open interest changed by -5 which decreased total open position to 25


On 21 Nov NATGASMINI was trading at 414.10. The strike last trading price was 56, which was 5.35 higher than the previous day. The implied volatity was 60.78, the open interest changed by 31 which increased total open position to 38


On 20 Nov NATGASMINI was trading at 402.80. The strike last trading price was 54.3, which was 12.2 higher than the previous day. The implied volatity was 71.05, the open interest changed by 6 which increased total open position to 6


On 19 Nov NATGASMINI was trading at 404.30. The strike last trading price was 35.6, which was -5.75 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 0


On 18 Nov NATGASMINI was trading at 382.40. The strike last trading price was 35.6, which was -1.3 lower than the previous day. The implied volatity was 51.37, the open interest changed by 4 which increased total open position to 4


On 17 Nov NATGASMINI was trading at 392.40. The strike last trading price was 42.35, which was 10.65 higher 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 42.35, which was 10.65 higher 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 42.35, which was 10.65 higher 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 42.35, which was 10.65 higher 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 42.35, which was 10.65 higher 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 42.35, which was 10.65 higher 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 42.35, which was 10.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 6 Nov NATGASMINI was trading at 378.40. The strike last trading price was 42.35, which was 10.65 higher 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 42.35, which was 10.65 higher 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 42.35, which was 10.65 higher 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 42.35, which was 10.65 higher 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 42.35, which was 18.7 higher than the previous day. The implied volatity was 70.02, the open interest changed by 0 which decreased total open position to 4


On 30 Oct NATGASMINI was trading at 348.20. The strike last trading price was 25, which was 14.4 higher than the previous day. The implied volatity was 53.55, the open interest changed by 4 which increased total open position to 4


On 29 Oct NATGASMINI was trading at 340.50. The strike last trading price was 16, which was -0.55 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0


On 28 Oct NATGASMINI was trading at 298.50. The strike last trading price was 16, which was -0.4 lower than the previous day. The implied volatity was 40.84, the open interest changed by 3 which increased total open position to 3


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


On 15 Oct NATGASMINI was trading at 263.90. 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 385 PE
Delta: -0.55
Vega: 0.26
Theta: -0.76
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 376.50 22.1 -0.95 65.81 18,520 -257 325
11 Dec 381.40 19.85 0.1 64.33 24,532 128 582
10 Dec 417.40 5.95 0.35 57.85 12,981 125 454
9 Dec 420.00 5.4 0.1 55.72 2,146 39 329
8 Dec 446.00 2.4 -0.3 57.19 935 -27 290
5 Dec 486.00 1.3 -0.1 - 521 141 317
4 Dec 451.00 3.2 -0.25 58.10 359 -67 176
3 Dec 449.70 4.15 -1.7 60.50 347 -32 243
2 Dec 437.50 5.8 -1.8 58.59 1,237 -1 275
1 Dec 436.80 7.4 -2.95 62.74 859 6 276
28 Nov 426.30 9.7 -3.55 59.52 911 45 270
27 Nov 413.20 12.7 -2.8 56.85 835 71 226
26 Nov 408.30 15.3 -3.95 58.44 1,147 -5 157
25 Nov 398.00 20.4 6.2 60.82 1,637 80 159
24 Nov 403.40 14.25 1.1 60.43 760 31 83
21 Nov 414.10 13.15 -1.75 62.38 643 15 51
20 Nov 402.80 14.1 -2.3 58.00 189 19 37
19 Nov 404.30 16.45 -3.85 64.60 31 13 18
18 Nov 382.40 20.55 13.7 59.14 11 5 5
17 Nov 392.40 69.95 18 - 6 1 0
14 Nov 400.10 69.95 18 - 6 1 0
13 Nov 414.00 69.95 18 - 6 1 0
12 Nov 396.80 69.95 18 - 6 1 0
11 Nov 399.40 69.95 18 - 6 1 0
10 Nov 381.30 69.95 18 - 6 1 0
7 Nov 386.70 69.95 18 - 6 1 0
6 Nov 378.40 69.95 18 - 6 1 0
5 Nov 377.00 69.95 18 - 6 1 0
4 Nov 387.10 69.95 18 - 6 1 0
3 Nov 378.80 69.95 18 - 6 1 0
31 Oct 365.20 69.95 18 - 6 1 0
30 Oct 348.20 69.95 18 - 6 1 1
29 Oct 340.50 69.95 18 - 6 1 0
28 Oct 298.50 69.95 18 - 6 1 1
24 Oct 282.50 69.95 18 - 6 0 0
17 Oct 264.10 69.95 18 - 6 0 1
16 Oct 259.50 69.95 21.7 80.26 6 -4 1
15 Oct 263.90 6 -25.8 - 10 5 5


For Natural Gas Mini - strike price 385 expiring on 23DEC2025

Delta for 385 PE is -0.55

Historical price for 385 PE is as follows

On 12 Dec NATGASMINI was trading at 376.50. The strike last trading price was 22.1, which was -0.95 lower than the previous day. The implied volatity was 65.81, the open interest changed by -257 which decreased total open position to 325


On 11 Dec NATGASMINI was trading at 381.40. The strike last trading price was 19.85, which was 0.1 higher than the previous day. The implied volatity was 64.33, the open interest changed by 128 which increased total open position to 582


On 10 Dec NATGASMINI was trading at 417.40. The strike last trading price was 5.95, which was 0.35 higher than the previous day. The implied volatity was 57.85, the open interest changed by 125 which increased total open position to 454


On 9 Dec NATGASMINI was trading at 420.00. The strike last trading price was 5.4, which was 0.1 higher than the previous day. The implied volatity was 55.72, the open interest changed by 39 which increased total open position to 329


On 8 Dec NATGASMINI was trading at 446.00. The strike last trading price was 2.4, which was -0.3 lower than the previous day. The implied volatity was 57.19, the open interest changed by -27 which decreased total open position to 290


On 5 Dec NATGASMINI was trading at 486.00. The strike last trading price was 1.3, which was -0.1 lower than the previous day. The implied volatity was -, the open interest changed by 141 which increased total open position to 317


On 4 Dec NATGASMINI was trading at 451.00. The strike last trading price was 3.2, which was -0.25 lower than the previous day. The implied volatity was 58.10, the open interest changed by -67 which decreased total open position to 176


On 3 Dec NATGASMINI was trading at 449.70. The strike last trading price was 4.15, which was -1.7 lower than the previous day. The implied volatity was 60.50, the open interest changed by -32 which decreased total open position to 243


On 2 Dec NATGASMINI was trading at 437.50. The strike last trading price was 5.8, which was -1.8 lower than the previous day. The implied volatity was 58.59, the open interest changed by -1 which decreased total open position to 275


On 1 Dec NATGASMINI was trading at 436.80. The strike last trading price was 7.4, which was -2.95 lower than the previous day. The implied volatity was 62.74, the open interest changed by 6 which increased total open position to 276


On 28 Nov NATGASMINI was trading at 426.30. The strike last trading price was 9.7, which was -3.55 lower than the previous day. The implied volatity was 59.52, the open interest changed by 45 which increased total open position to 270


On 27 Nov NATGASMINI was trading at 413.20. The strike last trading price was 12.7, which was -2.8 lower than the previous day. The implied volatity was 56.85, the open interest changed by 71 which increased total open position to 226


On 26 Nov NATGASMINI was trading at 408.30. The strike last trading price was 15.3, which was -3.95 lower than the previous day. The implied volatity was 58.44, the open interest changed by -5 which decreased total open position to 157


On 25 Nov NATGASMINI was trading at 398.00. The strike last trading price was 20.4, which was 6.2 higher than the previous day. The implied volatity was 60.82, the open interest changed by 80 which increased total open position to 159


On 24 Nov NATGASMINI was trading at 403.40. The strike last trading price was 14.25, which was 1.1 higher than the previous day. The implied volatity was 60.43, the open interest changed by 31 which increased total open position to 83


On 21 Nov NATGASMINI was trading at 414.10. The strike last trading price was 13.15, which was -1.75 lower than the previous day. The implied volatity was 62.38, the open interest changed by 15 which increased total open position to 51


On 20 Nov NATGASMINI was trading at 402.80. The strike last trading price was 14.1, which was -2.3 lower than the previous day. The implied volatity was 58.00, the open interest changed by 19 which increased total open position to 37


On 19 Nov NATGASMINI was trading at 404.30. The strike last trading price was 16.45, which was -3.85 lower than the previous day. The implied volatity was 64.60, the open interest changed by 13 which increased total open position to 18


On 18 Nov NATGASMINI was trading at 382.40. The strike last trading price was 20.55, which was 13.7 higher than the previous day. The implied volatity was 59.14, the open interest changed by 5 which increased total open position to 5


On 17 Nov NATGASMINI was trading at 392.40. The strike last trading price was 69.95, which was 18 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 14 Nov NATGASMINI was trading at 400.10. The strike last trading price was 69.95, which was 18 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 13 Nov NATGASMINI was trading at 414.00. The strike last trading price was 69.95, which was 18 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 12 Nov NATGASMINI was trading at 396.80. The strike last trading price was 69.95, which was 18 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 11 Nov NATGASMINI was trading at 399.40. The strike last trading price was 69.95, which was 18 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 10 Nov NATGASMINI was trading at 381.30. The strike last trading price was 69.95, which was 18 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 7 Nov NATGASMINI was trading at 386.70. The strike last trading price was 69.95, which was 18 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 6 Nov NATGASMINI was trading at 378.40. The strike last trading price was 69.95, which was 18 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 5 Nov NATGASMINI was trading at 377.00. The strike last trading price was 69.95, which was 18 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 4 Nov NATGASMINI was trading at 387.10. The strike last trading price was 69.95, which was 18 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 3 Nov NATGASMINI was trading at 378.80. The strike last trading price was 69.95, which was 18 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 31 Oct NATGASMINI was trading at 365.20. The strike last trading price was 69.95, which was 18 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 30 Oct NATGASMINI was trading at 348.20. The strike last trading price was 69.95, which was 18 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1


On 29 Oct NATGASMINI was trading at 340.50. The strike last trading price was 69.95, which was 18 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 28 Oct NATGASMINI was trading at 298.50. The strike last trading price was 69.95, which was 18 higher 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 69.95, which was 18 higher 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 69.95, which was 18 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 16 Oct NATGASMINI was trading at 259.50. The strike last trading price was 69.95, which was 21.7 higher than the previous day. The implied volatity was 80.26, the open interest changed by -4 which decreased total open position to 1


On 15 Oct NATGASMINI was trading at 263.90. The strike last trading price was 6, which was -25.8 lower than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 5