NATGASMINI
Natural Gas Mini
Historical option data for NATGASMINI
12 Dec 2025 11:58 PM IST
| NATGASMINI 23-DEC-2025 390 CE | ||||||||||||||||
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Delta: 0.41
Vega: 0.26
Theta: -0.78
Gamma: 0.01
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| 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 | |||||||||
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| 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 | |||||||
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Delta: -0.59
Vega: 0.26
Theta: -0.78
Gamma: 0.01
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| 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































































































































































































































