NATGASMINI
Natural Gas Mini
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































































































































































































































