[--[65.84.65.76]--]

NATGASMINI

Natural Gas Mini
376.5 -4.80 (-1.26%)
L: 369.1 H: 386.3

Back to Option Chain


Historical option data for NATGASMINI

12 Dec 2025 11:58 PM IST
NATGASMINI 23-DEC-2025 390 CE
Delta: 0.41
Vega: 0.26
Theta: -0.78
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 376.50 12.3 -0.3 68.14 23,875 703 1,779
11 Dec 381.40 14.9 0.7 67.11 14,903 841 1,076
10 Dec 417.40 35.25 -2 60.05 1,810 114 235
9 Dec 420.00 37.05 -1.15 57.30 95 22 121
8 Dec 446.00 61.65 -2.1 70.36 45 7 99
5 Dec 486.00 124.8 15.55 - 63 -15 92
4 Dec 451.00 56.85 0.05 - 23 -6 107
3 Dec 449.70 62.95 3.6 53.63 5 -3 113
2 Dec 437.50 55 4.35 60.59 28 -7 116
1 Dec 436.80 53.15 5.75 55.38 115 -11 123
28 Nov 426.30 45.8 7.5 54.90 216 11 134
27 Nov 413.20 38.3 2.2 58.30 570 -7 123
26 Nov 408.30 35.15 3.55 57.56 1,352 -229 130
25 Nov 398.00 30.65 -12.95 60.58 3,660 408 460
24 Nov 403.40 43.35 -10.3 61.08 196 20 88
21 Nov 414.10 53.3 4.15 62.43 182 20 74
20 Nov 402.80 47.1 -2.2 61.83 49 26 55
19 Nov 404.30 50.45 14.85 63.43 143 11 29
18 Nov 382.40 36.4 -10.15 59.11 34 16 18
17 Nov 392.40 46 8.95 65.59 2 2 2
14 Nov 400.10 13.75 0 - 1 1 0
13 Nov 414.00 13.75 0 - 1 1 0
12 Nov 396.80 13.75 0 - 1 1 0
11 Nov 399.40 13.75 0 - 1 1 0
10 Nov 381.30 13.75 0 - 1 1 0
7 Nov 386.70 13.75 0 - 1 1 0
6 Nov 378.40 13.75 0 - 1 1 0
5 Nov 377.00 13.75 0 - 1 1 0
4 Nov 387.10 13.75 0 - 1 1 0
3 Nov 378.80 13.75 0 - 1 1 0
31 Oct 365.20 13.75 0 - 1 1 0
30 Oct 348.20 13.75 0 - 1 1 1
29 Oct 340.50 13.75 0 - 1 1 0
28 Oct 298.50 13.75 -0.65 39.80 1 1 1
24 Oct 282.50 0 0 - 0 0 0
17 Oct 264.10 0 0 - 0 0 0


For Natural Gas Mini - strike price 390 expiring on 23DEC2025

Delta for 390 CE is 0.41

Historical price for 390 CE is as follows

On 12 Dec NATGASMINI was trading at 376.50. The strike last trading price was 12.3, which was -0.3 lower than the previous day. The implied volatity was 68.14, the open interest changed by 703 which increased total open position to 1779


On 11 Dec NATGASMINI was trading at 381.40. The strike last trading price was 14.9, which was 0.7 higher than the previous day. The implied volatity was 67.11, the open interest changed by 841 which increased total open position to 1076


On 10 Dec NATGASMINI was trading at 417.40. The strike last trading price was 35.25, which was -2 lower than the previous day. The implied volatity was 60.05, the open interest changed by 114 which increased total open position to 235


On 9 Dec NATGASMINI was trading at 420.00. The strike last trading price was 37.05, which was -1.15 lower than the previous day. The implied volatity was 57.30, the open interest changed by 22 which increased total open position to 121


On 8 Dec NATGASMINI was trading at 446.00. The strike last trading price was 61.65, which was -2.1 lower than the previous day. The implied volatity was 70.36, the open interest changed by 7 which increased total open position to 99


On 5 Dec NATGASMINI was trading at 486.00. The strike last trading price was 124.8, which was 15.55 higher than the previous day. The implied volatity was -, the open interest changed by -15 which decreased total open position to 92


On 4 Dec NATGASMINI was trading at 451.00. The strike last trading price was 56.85, which was 0.05 higher than the previous day. The implied volatity was -, the open interest changed by -6 which decreased total open position to 107


On 3 Dec NATGASMINI was trading at 449.70. The strike last trading price was 62.95, which was 3.6 higher than the previous day. The implied volatity was 53.63, the open interest changed by -3 which decreased total open position to 113


On 2 Dec NATGASMINI was trading at 437.50. The strike last trading price was 55, which was 4.35 higher than the previous day. The implied volatity was 60.59, the open interest changed by -7 which decreased total open position to 116


On 1 Dec NATGASMINI was trading at 436.80. The strike last trading price was 53.15, which was 5.75 higher than the previous day. The implied volatity was 55.38, the open interest changed by -11 which decreased total open position to 123


On 28 Nov NATGASMINI was trading at 426.30. The strike last trading price was 45.8, which was 7.5 higher than the previous day. The implied volatity was 54.90, the open interest changed by 11 which increased total open position to 134


On 27 Nov NATGASMINI was trading at 413.20. The strike last trading price was 38.3, which was 2.2 higher than the previous day. The implied volatity was 58.30, the open interest changed by -7 which decreased total open position to 123


On 26 Nov NATGASMINI was trading at 408.30. The strike last trading price was 35.15, which was 3.55 higher than the previous day. The implied volatity was 57.56, the open interest changed by -229 which decreased total open position to 130


On 25 Nov NATGASMINI was trading at 398.00. The strike last trading price was 30.65, which was -12.95 lower than the previous day. The implied volatity was 60.58, the open interest changed by 408 which increased total open position to 460


On 24 Nov NATGASMINI was trading at 403.40. The strike last trading price was 43.35, which was -10.3 lower than the previous day. The implied volatity was 61.08, the open interest changed by 20 which increased total open position to 88


On 21 Nov NATGASMINI was trading at 414.10. The strike last trading price was 53.3, which was 4.15 higher than the previous day. The implied volatity was 62.43, the open interest changed by 20 which increased total open position to 74


On 20 Nov NATGASMINI was trading at 402.80. The strike last trading price was 47.1, which was -2.2 lower than the previous day. The implied volatity was 61.83, the open interest changed by 26 which increased total open position to 55


On 19 Nov NATGASMINI was trading at 404.30. The strike last trading price was 50.45, which was 14.85 higher than the previous day. The implied volatity was 63.43, the open interest changed by 11 which increased total open position to 29


On 18 Nov NATGASMINI was trading at 382.40. The strike last trading price was 36.4, which was -10.15 lower than the previous day. The implied volatity was 59.11, the open interest changed by 16 which increased total open position to 18


On 17 Nov NATGASMINI was trading at 392.40. The strike last trading price was 46, which was 8.95 higher than the previous day. The implied volatity was 65.59, the open interest changed by 2 which increased total open position to 2


On 14 Nov NATGASMINI was trading at 400.10. The strike last trading price was 13.75, which was 0 lower 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 13.75, which was 0 lower 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 13.75, which was 0 lower 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 13.75, which was 0 lower 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 13.75, which was 0 lower 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 13.75, which was 0 lower 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 13.75, which was 0 lower 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 13.75, which was 0 lower 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 13.75, which was 0 lower 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 13.75, which was 0 lower 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 13.75, which was 0 lower 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 13.75, 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 29 Oct NATGASMINI was trading at 340.50. The strike last trading price was 13.75, which was 0 lower 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 13.75, which was -0.65 lower than the previous day. The implied volatity was 39.80, 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


NATGASMINI 23DEC2025 390 PE
Delta: -0.59
Vega: 0.26
Theta: -0.78
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 376.50 25.75 -0.65 67.94 12,527 -1,121 528
11 Dec 381.40 22.85 0.05 64.76 29,103 791 1,649
10 Dec 417.40 7.35 0.4 58.09 18,326 26 858
9 Dec 420.00 6.7 0.15 55.93 5,281 -63 832
8 Dec 446.00 3.65 0.3 60.59 1,946 -242 895
5 Dec 486.00 1.7 0.15 64.28 1,421 203 1,137
4 Dec 451.00 4 -0.25 58.52 1,306 -71 934
3 Dec 449.70 5 -2 60.60 1,070 -47 1,005
2 Dec 437.50 7.1 -1.9 59.35 2,666 238 1,052
1 Dec 436.80 8.45 -3.45 62.21 2,721 210 814
28 Nov 426.30 11.5 -3.75 60.42 2,156 5 604
27 Nov 413.20 15.25 -2.35 58.67 2,731 -31 614
26 Nov 408.30 17.35 -4.5 58.52 4,229 16 645
25 Nov 398.00 22.9 6.55 61.16 5,682 275 686
24 Nov 403.40 16.4 1.4 61.20 2,697 10 443
21 Nov 414.10 15 -3.05 62.90 1,829 65 438
20 Nov 402.80 17.05 -0.4 60.60 915 168 357
19 Nov 404.30 17.4 -7.45 62.72 495 128 189
18 Nov 382.40 23.7 4.2 61.02 155 45 61
17 Nov 392.40 20.05 11.65 60.08 23 16 16
14 Nov 400.10 21 0 - 1 1 0
13 Nov 414.00 21 0 - 1 1 0
12 Nov 396.80 21 0 - 1 1 0
11 Nov 399.40 21 0 60.24 1 1 4
10 Nov 381.30 21 4.5 49.22 2 2 3
7 Nov 386.70 16.5 1.75 41.20 1 1 1
6 Nov 378.40 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


For Natural Gas Mini - strike price 390 expiring on 23DEC2025

Delta for 390 PE is -0.59

Historical price for 390 PE is as follows

On 12 Dec NATGASMINI was trading at 376.50. The strike last trading price was 25.75, which was -0.65 lower than the previous day. The implied volatity was 67.94, the open interest changed by -1121 which decreased total open position to 528


On 11 Dec NATGASMINI was trading at 381.40. The strike last trading price was 22.85, which was 0.05 higher than the previous day. The implied volatity was 64.76, the open interest changed by 791 which increased total open position to 1649


On 10 Dec NATGASMINI was trading at 417.40. The strike last trading price was 7.35, which was 0.4 higher than the previous day. The implied volatity was 58.09, the open interest changed by 26 which increased total open position to 858


On 9 Dec NATGASMINI was trading at 420.00. The strike last trading price was 6.7, which was 0.15 higher than the previous day. The implied volatity was 55.93, the open interest changed by -63 which decreased total open position to 832


On 8 Dec NATGASMINI was trading at 446.00. The strike last trading price was 3.65, which was 0.3 higher than the previous day. The implied volatity was 60.59, the open interest changed by -242 which decreased total open position to 895


On 5 Dec NATGASMINI was trading at 486.00. The strike last trading price was 1.7, which was 0.15 higher than the previous day. The implied volatity was 64.28, the open interest changed by 203 which increased total open position to 1137


On 4 Dec NATGASMINI was trading at 451.00. The strike last trading price was 4, which was -0.25 lower than the previous day. The implied volatity was 58.52, the open interest changed by -71 which decreased total open position to 934


On 3 Dec NATGASMINI was trading at 449.70. The strike last trading price was 5, which was -2 lower than the previous day. The implied volatity was 60.60, the open interest changed by -47 which decreased total open position to 1005


On 2 Dec NATGASMINI was trading at 437.50. The strike last trading price was 7.1, which was -1.9 lower than the previous day. The implied volatity was 59.35, the open interest changed by 238 which increased total open position to 1052


On 1 Dec NATGASMINI was trading at 436.80. The strike last trading price was 8.45, which was -3.45 lower than the previous day. The implied volatity was 62.21, the open interest changed by 210 which increased total open position to 814


On 28 Nov NATGASMINI was trading at 426.30. The strike last trading price was 11.5, which was -3.75 lower than the previous day. The implied volatity was 60.42, the open interest changed by 5 which increased total open position to 604


On 27 Nov NATGASMINI was trading at 413.20. The strike last trading price was 15.25, which was -2.35 lower than the previous day. The implied volatity was 58.67, the open interest changed by -31 which decreased total open position to 614


On 26 Nov NATGASMINI was trading at 408.30. The strike last trading price was 17.35, which was -4.5 lower than the previous day. The implied volatity was 58.52, the open interest changed by 16 which increased total open position to 645


On 25 Nov NATGASMINI was trading at 398.00. The strike last trading price was 22.9, which was 6.55 higher than the previous day. The implied volatity was 61.16, the open interest changed by 275 which increased total open position to 686


On 24 Nov NATGASMINI was trading at 403.40. The strike last trading price was 16.4, which was 1.4 higher than the previous day. The implied volatity was 61.20, the open interest changed by 10 which increased total open position to 443


On 21 Nov NATGASMINI was trading at 414.10. The strike last trading price was 15, which was -3.05 lower than the previous day. The implied volatity was 62.90, the open interest changed by 65 which increased total open position to 438


On 20 Nov NATGASMINI was trading at 402.80. The strike last trading price was 17.05, which was -0.4 lower than the previous day. The implied volatity was 60.60, the open interest changed by 168 which increased total open position to 357


On 19 Nov NATGASMINI was trading at 404.30. The strike last trading price was 17.4, which was -7.45 lower than the previous day. The implied volatity was 62.72, the open interest changed by 128 which increased total open position to 189


On 18 Nov NATGASMINI was trading at 382.40. The strike last trading price was 23.7, which was 4.2 higher than the previous day. The implied volatity was 61.02, the open interest changed by 45 which increased total open position to 61


On 17 Nov NATGASMINI was trading at 392.40. The strike last trading price was 20.05, which was 11.65 higher than the previous day. The implied volatity was 60.08, the open interest changed by 16 which increased total open position to 16


On 14 Nov NATGASMINI was trading at 400.10. The strike last trading price was 21, which was 0 lower 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 21, which was 0 lower 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 21, which was 0 lower 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 21, which was 0 lower than the previous day. The implied volatity was 60.24, the open interest changed by 1 which increased total open position to 4


On 10 Nov NATGASMINI was trading at 381.30. The strike last trading price was 21, which was 4.5 higher than the previous day. The implied volatity was 49.22, the open interest changed by 2 which increased total open position to 3


On 7 Nov NATGASMINI was trading at 386.70. The strike last trading price was 16.5, which was 1.75 higher than the previous day. The implied volatity was 41.20, the open interest changed by 1 which increased total open position to 1


On 6 Nov NATGASMINI was trading at 378.40. 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 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