NATGASMINI
Natural Gas Mini
Historical option data for NATGASMINI
12 Dec 2025 11:58 PM IST
| NATGASMINI 23-DEC-2025 395 CE | ||||||||||||||||
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Delta: 0.37
Vega: 0.25
Theta: -0.77
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 12 Dec | 376.50 | 11 | -0.25 | 69.78 | 14,311 | -324 | 1,066 | |||||||||
| 11 Dec | 381.40 | 13.25 | 0.7 | 68.10 | 14,127 | 1,270 | 1,390 | |||||||||
| 10 Dec | 417.40 | 31.5 | -2.2 | 58.85 | 2,610 | 57 | 120 | |||||||||
| 9 Dec | 420.00 | 34.5 | -2.3 | 60.82 | 70 | 13 | 63 | |||||||||
| 8 Dec | 446.00 | 67 | -3.75 | 105.04 | 13 | 3 | 50 | |||||||||
| 5 Dec | 486.00 | 70 | 2.25 | - | 2 | -2 | 47 | |||||||||
| 4 Dec | 451.00 | 56.35 | -4.5 | 30.78 | 3 | 49 | 49 | |||||||||
| 3 Dec | 449.70 | 64.7 | 13.15 | 75.25 | 7 | -15 | 0 | |||||||||
| 2 Dec | 437.50 | 51.6 | 2.85 | 61.69 | 107 | -15 | 54 | |||||||||
| 1 Dec | 436.80 | 48.6 | 5 | 52.98 | 28 | -11 | 69 | |||||||||
| 28 Nov | 426.30 | 43.65 | 8.1 | 57.79 | 206 | 17 | 80 | |||||||||
| 27 Nov | 413.20 | 35.4 | 2.15 | 58.52 | 441 | -10 | 63 | |||||||||
| 26 Nov | 408.30 | 33.3 | 3.95 | 59.88 | 1,830 | -319 | 74 | |||||||||
| 25 Nov | 398.00 | 28.6 | -12.1 | 61.60 | 4,694 | 612 | 646 | |||||||||
| 24 Nov | 403.40 | 40.65 | -10.5 | 61.81 | 227 | 28 | 44 | |||||||||
| 21 Nov | 414.10 | 49.7 | 5.25 | 61.61 | 131 | 30 | 32 | |||||||||
| 20 Nov | 402.80 | 46 | 3.9 | 65.96 | 13 | 0 | 3 | |||||||||
| 19 Nov | 404.30 | 46.8 | 10.3 | 61.87 | 6 | -3 | 3 | |||||||||
| 18 Nov | 382.40 | 34.95 | -8.75 | 61.74 | 6 | 3 | 6 | |||||||||
| 17 Nov | 392.40 | 35.05 | -19.95 | 49.33 | 11 | 1 | 3 | |||||||||
| 14 Nov | 400.10 | 55 | 0 | 78.71 | 1 | 2 | 2 | |||||||||
| 13 Nov | 414.00 | 55 | 23.05 | 61.04 | 1 | 0 | 0 | |||||||||
| 12 Nov | 396.80 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Nov | 399.40 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
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| 10 Nov | 381.30 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 Nov | 386.70 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 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 395 expiring on 23DEC2025
Delta for 395 CE is 0.37
Historical price for 395 CE is as follows
On 12 Dec NATGASMINI was trading at 376.50. The strike last trading price was 11, which was -0.25 lower than the previous day. The implied volatity was 69.78, the open interest changed by -324 which decreased total open position to 1066
On 11 Dec NATGASMINI was trading at 381.40. The strike last trading price was 13.25, which was 0.7 higher than the previous day. The implied volatity was 68.10, the open interest changed by 1270 which increased total open position to 1390
On 10 Dec NATGASMINI was trading at 417.40. The strike last trading price was 31.5, which was -2.2 lower than the previous day. The implied volatity was 58.85, the open interest changed by 57 which increased total open position to 120
On 9 Dec NATGASMINI was trading at 420.00. The strike last trading price was 34.5, which was -2.3 lower than the previous day. The implied volatity was 60.82, the open interest changed by 13 which increased total open position to 63
On 8 Dec NATGASMINI was trading at 446.00. The strike last trading price was 67, which was -3.75 lower than the previous day. The implied volatity was 105.04, the open interest changed by 3 which increased total open position to 50
On 5 Dec NATGASMINI was trading at 486.00. The strike last trading price was 70, which was 2.25 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 47
On 4 Dec NATGASMINI was trading at 451.00. The strike last trading price was 56.35, which was -4.5 lower than the previous day. The implied volatity was 30.78, the open interest changed by 49 which increased total open position to 49
On 3 Dec NATGASMINI was trading at 449.70. The strike last trading price was 64.7, which was 13.15 higher than the previous day. The implied volatity was 75.25, the open interest changed by -15 which decreased total open position to 0
On 2 Dec NATGASMINI was trading at 437.50. The strike last trading price was 51.6, which was 2.85 higher than the previous day. The implied volatity was 61.69, the open interest changed by -15 which decreased total open position to 54
On 1 Dec NATGASMINI was trading at 436.80. The strike last trading price was 48.6, which was 5 higher than the previous day. The implied volatity was 52.98, the open interest changed by -11 which decreased total open position to 69
On 28 Nov NATGASMINI was trading at 426.30. The strike last trading price was 43.65, which was 8.1 higher than the previous day. The implied volatity was 57.79, the open interest changed by 17 which increased total open position to 80
On 27 Nov NATGASMINI was trading at 413.20. The strike last trading price was 35.4, which was 2.15 higher than the previous day. The implied volatity was 58.52, the open interest changed by -10 which decreased total open position to 63
On 26 Nov NATGASMINI was trading at 408.30. The strike last trading price was 33.3, which was 3.95 higher than the previous day. The implied volatity was 59.88, the open interest changed by -319 which decreased total open position to 74
On 25 Nov NATGASMINI was trading at 398.00. The strike last trading price was 28.6, which was -12.1 lower than the previous day. The implied volatity was 61.60, the open interest changed by 612 which increased total open position to 646
On 24 Nov NATGASMINI was trading at 403.40. The strike last trading price was 40.65, which was -10.5 lower than the previous day. The implied volatity was 61.81, the open interest changed by 28 which increased total open position to 44
On 21 Nov NATGASMINI was trading at 414.10. The strike last trading price was 49.7, which was 5.25 higher than the previous day. The implied volatity was 61.61, the open interest changed by 30 which increased total open position to 32
On 20 Nov NATGASMINI was trading at 402.80. The strike last trading price was 46, which was 3.9 higher than the previous day. The implied volatity was 65.96, the open interest changed by 0 which decreased total open position to 3
On 19 Nov NATGASMINI was trading at 404.30. The strike last trading price was 46.8, which was 10.3 higher than the previous day. The implied volatity was 61.87, the open interest changed by -3 which decreased total open position to 3
On 18 Nov NATGASMINI was trading at 382.40. The strike last trading price was 34.95, which was -8.75 lower than the previous day. The implied volatity was 61.74, the open interest changed by 3 which increased total open position to 6
On 17 Nov NATGASMINI was trading at 392.40. The strike last trading price was 35.05, which was -19.95 lower than the previous day. The implied volatity was 49.33, the open interest changed by 1 which increased total open position to 3
On 14 Nov NATGASMINI was trading at 400.10. The strike last trading price was 55, which was 0 lower than the previous day. The implied volatity was 78.71, the open interest changed by 2 which increased total open position to 2
On 13 Nov NATGASMINI was trading at 414.00. The strike last trading price was 55, which was 23.05 higher than the previous day. The implied volatity was 61.04, 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 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 11 Nov NATGASMINI was trading at 399.40. 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 10 Nov NATGASMINI was trading at 381.30. 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 7 Nov NATGASMINI was trading at 386.70. 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 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
| NATGASMINI 23DEC2025 395 PE | |||||||
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Delta: -0.63
Vega: 0.25
Theta: -0.76
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 12 Dec | 376.50 | 29.3 | -1.2 | 68.98 | 3,795 | -882 | 282 |
| 11 Dec | 381.40 | 25.05 | -0.9 | 61.46 | 24,549 | 630 | 1,164 |
| 10 Dec | 417.40 | 8.4 | -0.05 | 56.27 | 16,484 | 61 | 534 |
| 9 Dec | 420.00 | 8.3 | 0.25 | 56.51 | 4,960 | -231 | 473 |
| 8 Dec | 446.00 | 4.3 | 0.3 | 59.73 | 1,296 | 17 | 704 |
| 5 Dec | 486.00 | 2.15 | 0.2 | - | 832 | -48 | 687 |
| 4 Dec | 451.00 | 4.85 | -0.35 | 58.59 | 1,269 | 34 | 735 |
| 3 Dec | 449.70 | 6 | -2.1 | 60.74 | 688 | 57 | 701 |
| 2 Dec | 437.50 | 8.55 | -2 | 60.04 | 2,024 | 57 | 644 |
| 1 Dec | 436.80 | 9.85 | -3.85 | 62.41 | 1,956 | 127 | 587 |
| 28 Nov | 426.30 | 12.75 | -4.9 | 59.41 | 1,496 | -39 | 460 |
| 27 Nov | 413.20 | 17.6 | -2.45 | 59.49 | 1,382 | 117 | 499 |
| 26 Nov | 408.30 | 19.85 | -5.05 | 59.29 | 2,048 | 3 | 383 |
| 25 Nov | 398.00 | 25.75 | 7.3 | 61.94 | 5,627 | 337 | 478 |
| 24 Nov | 403.40 | 18.7 | 1.8 | 61.85 | 1,614 | 34 | 175 |
| 21 Nov | 414.10 | 17.2 | -2.7 | 63.94 | 1,076 | 17 | 147 |
| 20 Nov | 402.80 | 19.3 | -0.85 | 61.22 | 357 | 44 | 134 |
| 19 Nov | 404.30 | 20.05 | 6.95 | 64.20 | 107 | 90 | 90 |
| 18 Nov | 382.40 | 26.85 | 0 | - | 1 | 1 | 0 |
| 17 Nov | 392.40 | 26.85 | -1.45 | 69.52 | 1 | 1 | 2 |
| 14 Nov | 400.10 | 28.3 | 21.8 | 73.91 | 1 | 1 | 1 |
| 13 Nov | 414.00 | 0 | 0 | - | 0 | 0 | 0 |
| 12 Nov | 396.80 | 0 | 0 | - | 0 | 0 | 0 |
| 11 Nov | 399.40 | 0 | 0 | - | 0 | 0 | 0 |
| 10 Nov | 381.30 | 0 | 0 | - | 0 | 0 | 0 |
| 7 Nov | 386.70 | 0 | 0 | - | 0 | 0 | 0 |
| 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 395 expiring on 23DEC2025
Delta for 395 PE is -0.63
Historical price for 395 PE is as follows
On 12 Dec NATGASMINI was trading at 376.50. The strike last trading price was 29.3, which was -1.2 lower than the previous day. The implied volatity was 68.98, the open interest changed by -882 which decreased total open position to 282
On 11 Dec NATGASMINI was trading at 381.40. The strike last trading price was 25.05, which was -0.9 lower than the previous day. The implied volatity was 61.46, the open interest changed by 630 which increased total open position to 1164
On 10 Dec NATGASMINI was trading at 417.40. The strike last trading price was 8.4, which was -0.05 lower than the previous day. The implied volatity was 56.27, the open interest changed by 61 which increased total open position to 534
On 9 Dec NATGASMINI was trading at 420.00. The strike last trading price was 8.3, which was 0.25 higher than the previous day. The implied volatity was 56.51, the open interest changed by -231 which decreased total open position to 473
On 8 Dec NATGASMINI was trading at 446.00. The strike last trading price was 4.3, which was 0.3 higher than the previous day. The implied volatity was 59.73, the open interest changed by 17 which increased total open position to 704
On 5 Dec NATGASMINI was trading at 486.00. The strike last trading price was 2.15, which was 0.2 higher than the previous day. The implied volatity was -, the open interest changed by -48 which decreased total open position to 687
On 4 Dec NATGASMINI was trading at 451.00. The strike last trading price was 4.85, which was -0.35 lower than the previous day. The implied volatity was 58.59, the open interest changed by 34 which increased total open position to 735
On 3 Dec NATGASMINI was trading at 449.70. The strike last trading price was 6, which was -2.1 lower than the previous day. The implied volatity was 60.74, the open interest changed by 57 which increased total open position to 701
On 2 Dec NATGASMINI was trading at 437.50. The strike last trading price was 8.55, which was -2 lower than the previous day. The implied volatity was 60.04, the open interest changed by 57 which increased total open position to 644
On 1 Dec NATGASMINI was trading at 436.80. The strike last trading price was 9.85, which was -3.85 lower than the previous day. The implied volatity was 62.41, the open interest changed by 127 which increased total open position to 587
On 28 Nov NATGASMINI was trading at 426.30. The strike last trading price was 12.75, which was -4.9 lower than the previous day. The implied volatity was 59.41, the open interest changed by -39 which decreased total open position to 460
On 27 Nov NATGASMINI was trading at 413.20. The strike last trading price was 17.6, which was -2.45 lower than the previous day. The implied volatity was 59.49, the open interest changed by 117 which increased total open position to 499
On 26 Nov NATGASMINI was trading at 408.30. The strike last trading price was 19.85, which was -5.05 lower than the previous day. The implied volatity was 59.29, the open interest changed by 3 which increased total open position to 383
On 25 Nov NATGASMINI was trading at 398.00. The strike last trading price was 25.75, which was 7.3 higher than the previous day. The implied volatity was 61.94, the open interest changed by 337 which increased total open position to 478
On 24 Nov NATGASMINI was trading at 403.40. The strike last trading price was 18.7, which was 1.8 higher than the previous day. The implied volatity was 61.85, the open interest changed by 34 which increased total open position to 175
On 21 Nov NATGASMINI was trading at 414.10. The strike last trading price was 17.2, which was -2.7 lower than the previous day. The implied volatity was 63.94, the open interest changed by 17 which increased total open position to 147
On 20 Nov NATGASMINI was trading at 402.80. The strike last trading price was 19.3, which was -0.85 lower than the previous day. The implied volatity was 61.22, the open interest changed by 44 which increased total open position to 134
On 19 Nov NATGASMINI was trading at 404.30. The strike last trading price was 20.05, which was 6.95 higher than the previous day. The implied volatity was 64.20, the open interest changed by 90 which increased total open position to 90
On 18 Nov NATGASMINI was trading at 382.40. The strike last trading price was 26.85, 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 17 Nov NATGASMINI was trading at 392.40. The strike last trading price was 26.85, which was -1.45 lower than the previous day. The implied volatity was 69.52, the open interest changed by 1 which increased total open position to 2
On 14 Nov NATGASMINI was trading at 400.10. The strike last trading price was 28.3, which was 21.8 higher than the previous day. The implied volatity was 73.91, the open interest changed by 1 which increased total open position to 1
On 13 Nov NATGASMINI was trading at 414.00. 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 12 Nov NATGASMINI was trading at 396.80. 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 11 Nov NATGASMINI was trading at 399.40. 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 10 Nov NATGASMINI was trading at 381.30. 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 7 Nov NATGASMINI was trading at 386.70. 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 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































































































































































































































