[--[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 395 CE
Delta: 0.37
Vega: 0.25
Theta: -0.77
Gamma: 0.01
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
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
Delta: -0.63
Vega: 0.25
Theta: -0.76
Gamma: 0.01
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