[--[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 400 CE
Delta: 0.33
Vega: 0.24
Theta: -0.75
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 376.50 9.55 -0.3 70.14 26,577 -27 4,133
11 Dec 381.40 11.6 0.5 68.42 31,698 3,518 4,160
10 Dec 417.40 28 -3.05 57.95 16,131 220 642
9 Dec 420.00 29.7 -2.25 55.64 872 117 422
8 Dec 446.00 51 -3.65 58.66 381 -136 305
5 Dec 486.00 87 -3.2 52.08 762 -169 441
4 Dec 451.00 55.8 1.95 54.60 433 -8 610
3 Dec 449.70 56.15 7.85 58.93 372 20 618
2 Dec 437.50 47.4 1.7 60.51 620 -82 598
1 Dec 436.80 47.75 6.1 61.03 644 -9 680
28 Nov 426.30 41.2 8.2 59.11 2,020 -294 689
27 Nov 413.20 32.75 1.8 58.96 4,206 17 986
26 Nov 408.30 30.25 2.8 58.98 10,144 -625 977
25 Nov 398.00 26.5 -11.45 62.15 9,822 1,576 2,124
24 Nov 403.40 37.75 -9.1 61.75 3,945 34 626
21 Nov 414.10 47.3 7.65 63.20 2,587 54 612
20 Nov 402.80 41.95 -1.6 63.42 1,550 153 540
19 Nov 404.30 44.55 10.7 63.62 1,031 65 409
18 Nov 382.40 32.65 -6.4 61.85 946 215 392
17 Nov 392.40 37.55 -5.15 59.63 146 32 177
14 Nov 400.10 42.95 -9.25 60.91 163 -16 148
13 Nov 414.00 53.7 8.85 64.56 76 27 160
12 Nov 396.80 44 -1.4 64.31 49 15 133
11 Nov 399.40 43.05 7.75 61.33 114 86 119
10 Nov 381.30 35.8 0.25 62.90 21 10 33
7 Nov 386.70 33 -1.9 52.43 9 -2 23
6 Nov 378.40 32.6 -0.25 57.45 12 25 25
5 Nov 377.00 31 -4.85 54.17 2 2 0
4 Nov 387.10 37.1 4.2 54.66 6 2 24
3 Nov 378.80 32 7 54.41 16 13 22
31 Oct 365.20 26 7.4 53.28 7 6 9
30 Oct 348.20 19.9 -0.1 54.04 3 3 3
29 Oct 340.50 20 -19.95 57.88 1 1 0
28 Oct 298.50 39.95 29 92.09 2 1 1
24 Oct 282.50 20 -2.35 51.52 1 3 0
23 Oct 295.50 25 12 52.25 3 3 3
17 Oct 264.10 0 0 - 0 0 0


For Natural Gas Mini - strike price 400 expiring on 23DEC2025

Delta for 400 CE is 0.33

Historical price for 400 CE is as follows

On 12 Dec NATGASMINI was trading at 376.50. The strike last trading price was 9.55, which was -0.3 lower than the previous day. The implied volatity was 70.14, the open interest changed by -27 which decreased total open position to 4133


On 11 Dec NATGASMINI was trading at 381.40. The strike last trading price was 11.6, which was 0.5 higher than the previous day. The implied volatity was 68.42, the open interest changed by 3518 which increased total open position to 4160


On 10 Dec NATGASMINI was trading at 417.40. The strike last trading price was 28, which was -3.05 lower than the previous day. The implied volatity was 57.95, the open interest changed by 220 which increased total open position to 642


On 9 Dec NATGASMINI was trading at 420.00. The strike last trading price was 29.7, which was -2.25 lower than the previous day. The implied volatity was 55.64, the open interest changed by 117 which increased total open position to 422


On 8 Dec NATGASMINI was trading at 446.00. The strike last trading price was 51, which was -3.65 lower than the previous day. The implied volatity was 58.66, the open interest changed by -136 which decreased total open position to 305


On 5 Dec NATGASMINI was trading at 486.00. The strike last trading price was 87, which was -3.2 lower than the previous day. The implied volatity was 52.08, the open interest changed by -169 which decreased total open position to 441


On 4 Dec NATGASMINI was trading at 451.00. The strike last trading price was 55.8, which was 1.95 higher than the previous day. The implied volatity was 54.60, the open interest changed by -8 which decreased total open position to 610


On 3 Dec NATGASMINI was trading at 449.70. The strike last trading price was 56.15, which was 7.85 higher than the previous day. The implied volatity was 58.93, the open interest changed by 20 which increased total open position to 618


On 2 Dec NATGASMINI was trading at 437.50. The strike last trading price was 47.4, which was 1.7 higher than the previous day. The implied volatity was 60.51, the open interest changed by -82 which decreased total open position to 598


On 1 Dec NATGASMINI was trading at 436.80. The strike last trading price was 47.75, which was 6.1 higher than the previous day. The implied volatity was 61.03, the open interest changed by -9 which decreased total open position to 680


On 28 Nov NATGASMINI was trading at 426.30. The strike last trading price was 41.2, which was 8.2 higher than the previous day. The implied volatity was 59.11, the open interest changed by -294 which decreased total open position to 689


On 27 Nov NATGASMINI was trading at 413.20. The strike last trading price was 32.75, which was 1.8 higher than the previous day. The implied volatity was 58.96, the open interest changed by 17 which increased total open position to 986


On 26 Nov NATGASMINI was trading at 408.30. The strike last trading price was 30.25, which was 2.8 higher than the previous day. The implied volatity was 58.98, the open interest changed by -625 which decreased total open position to 977


On 25 Nov NATGASMINI was trading at 398.00. The strike last trading price was 26.5, which was -11.45 lower than the previous day. The implied volatity was 62.15, the open interest changed by 1576 which increased total open position to 2124


On 24 Nov NATGASMINI was trading at 403.40. The strike last trading price was 37.75, which was -9.1 lower than the previous day. The implied volatity was 61.75, the open interest changed by 34 which increased total open position to 626


On 21 Nov NATGASMINI was trading at 414.10. The strike last trading price was 47.3, which was 7.65 higher than the previous day. The implied volatity was 63.20, the open interest changed by 54 which increased total open position to 612


On 20 Nov NATGASMINI was trading at 402.80. The strike last trading price was 41.95, which was -1.6 lower than the previous day. The implied volatity was 63.42, the open interest changed by 153 which increased total open position to 540


On 19 Nov NATGASMINI was trading at 404.30. The strike last trading price was 44.55, which was 10.7 higher than the previous day. The implied volatity was 63.62, the open interest changed by 65 which increased total open position to 409


On 18 Nov NATGASMINI was trading at 382.40. The strike last trading price was 32.65, which was -6.4 lower than the previous day. The implied volatity was 61.85, the open interest changed by 215 which increased total open position to 392


On 17 Nov NATGASMINI was trading at 392.40. The strike last trading price was 37.55, which was -5.15 lower than the previous day. The implied volatity was 59.63, the open interest changed by 32 which increased total open position to 177


On 14 Nov NATGASMINI was trading at 400.10. The strike last trading price was 42.95, which was -9.25 lower than the previous day. The implied volatity was 60.91, the open interest changed by -16 which decreased total open position to 148


On 13 Nov NATGASMINI was trading at 414.00. The strike last trading price was 53.7, which was 8.85 higher than the previous day. The implied volatity was 64.56, the open interest changed by 27 which increased total open position to 160


On 12 Nov NATGASMINI was trading at 396.80. The strike last trading price was 44, which was -1.4 lower than the previous day. The implied volatity was 64.31, the open interest changed by 15 which increased total open position to 133


On 11 Nov NATGASMINI was trading at 399.40. The strike last trading price was 43.05, which was 7.75 higher than the previous day. The implied volatity was 61.33, the open interest changed by 86 which increased total open position to 119


On 10 Nov NATGASMINI was trading at 381.30. The strike last trading price was 35.8, which was 0.25 higher than the previous day. The implied volatity was 62.90, the open interest changed by 10 which increased total open position to 33


On 7 Nov NATGASMINI was trading at 386.70. The strike last trading price was 33, which was -1.9 lower than the previous day. The implied volatity was 52.43, the open interest changed by -2 which decreased total open position to 23


On 6 Nov NATGASMINI was trading at 378.40. The strike last trading price was 32.6, which was -0.25 lower than the previous day. The implied volatity was 57.45, the open interest changed by 25 which increased total open position to 25


On 5 Nov NATGASMINI was trading at 377.00. The strike last trading price was 31, which was -4.85 lower than the previous day. The implied volatity was 54.17, the open interest changed by 2 which increased total open position to 0


On 4 Nov NATGASMINI was trading at 387.10. The strike last trading price was 37.1, which was 4.2 higher than the previous day. The implied volatity was 54.66, the open interest changed by 2 which increased total open position to 24


On 3 Nov NATGASMINI was trading at 378.80. The strike last trading price was 32, which was 7 higher than the previous day. The implied volatity was 54.41, the open interest changed by 13 which increased total open position to 22


On 31 Oct NATGASMINI was trading at 365.20. The strike last trading price was 26, which was 7.4 higher than the previous day. The implied volatity was 53.28, the open interest changed by 6 which increased total open position to 9


On 30 Oct NATGASMINI was trading at 348.20. The strike last trading price was 19.9, which was -0.1 lower than the previous day. The implied volatity was 54.04, the open interest changed by 3 which increased total open position to 3


On 29 Oct NATGASMINI was trading at 340.50. The strike last trading price was 20, which was -19.95 lower than the previous day. The implied volatity was 57.88, 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 39.95, which was 29 higher than the previous day. The implied volatity was 92.09, 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 20, which was -2.35 lower than the previous day. The implied volatity was 51.52, the open interest changed by 3 which increased total open position to 0


On 23 Oct NATGASMINI was trading at 295.50. The strike last trading price was 25, which was 12 higher than the previous day. The implied volatity was 52.25, the open interest changed by 3 which increased total open position to 3


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 400 PE
Delta: -0.67
Vega: 0.24
Theta: -0.72
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 376.50 32.55 -0.55 68.05 4,650 -626 1,085
11 Dec 381.40 29 -0.65 63.87 42,864 -239 1,711
10 Dec 417.40 10.75 0.55 58.47 38,982 67 1,950
9 Dec 420.00 10.1 0.35 57.00 17,737 -893 1,883
8 Dec 446.00 5.3 0.3 59.97 8,085 -1,410 2,776
5 Dec 486.00 2.4 -0.05 63.28 7,029 1,344 4,186
4 Dec 451.00 5.8 -0.5 58.55 5,586 -150 2,842
3 Dec 449.70 6.9 -2.7 60.18 4,194 387 2,990
2 Dec 437.50 9.9 -2.25 59.91 8,419 245 2,603
1 Dec 436.80 11.3 -4.3 62.32 9,356 437 2,358
28 Nov 426.30 15 -4.9 60.63 5,553 412 1,921
27 Nov 413.20 19.75 -2.85 59.43 7,171 189 1,513
26 Nov 408.30 22.35 -5.25 59.67 10,485 48 1,339
25 Nov 398.00 28.5 7.65 62.15 11,597 344 1,364
24 Nov 403.40 20.95 2.05 62.19 7,573 90 1,027
21 Nov 414.10 18.95 -3.45 63.60 5,956 27 953
20 Nov 402.80 21.6 -0.55 61.63 3,964 382 978
19 Nov 404.30 21.9 -6.6 63.73 1,345 120 605
18 Nov 382.40 29 4.85 61.95 939 215 493
17 Nov 392.40 24.55 1.3 60.23 369 56 283
14 Nov 400.10 23.5 1.9 60.26 262 59 237
13 Nov 414.00 22 -3.25 64.95 141 34 164
12 Nov 396.80 26.1 0.65 61.54 60 8 130
11 Nov 399.40 24.5 -6.45 58.27 102 57 123
10 Nov 381.30 29.2 -1.15 55.23 49 18 66
7 Nov 386.70 29.25 -10.6 56.21 77 46 46
6 Nov 378.40 39.85 8.45 69.11 2 7 0
5 Nov 377.00 31.4 14.25 53.65 2 6 6
4 Nov 387.10 37 0 - 1 4 0
3 Nov 378.80 37 9.15 62.40 1 4 4
31 Oct 365.20 41.6 0 - 2 3 0
30 Oct 348.20 41.6 0.05 42.33 2 3 3
29 Oct 340.50 31.75 0 - 1 1 0
28 Oct 298.50 31.75 0 - 1 1 1
24 Oct 282.50 0 0 - 0 0 0
23 Oct 295.50 0 0 - 0 0 0
17 Oct 264.10 0 0 - 0 0 0


For Natural Gas Mini - strike price 400 expiring on 23DEC2025

Delta for 400 PE is -0.67

Historical price for 400 PE is as follows

On 12 Dec NATGASMINI was trading at 376.50. The strike last trading price was 32.55, which was -0.55 lower than the previous day. The implied volatity was 68.05, the open interest changed by -626 which decreased total open position to 1085


On 11 Dec NATGASMINI was trading at 381.40. The strike last trading price was 29, which was -0.65 lower than the previous day. The implied volatity was 63.87, the open interest changed by -239 which decreased total open position to 1711


On 10 Dec NATGASMINI was trading at 417.40. The strike last trading price was 10.75, which was 0.55 higher than the previous day. The implied volatity was 58.47, the open interest changed by 67 which increased total open position to 1950


On 9 Dec NATGASMINI was trading at 420.00. The strike last trading price was 10.1, which was 0.35 higher than the previous day. The implied volatity was 57.00, the open interest changed by -893 which decreased total open position to 1883


On 8 Dec NATGASMINI was trading at 446.00. The strike last trading price was 5.3, which was 0.3 higher than the previous day. The implied volatity was 59.97, the open interest changed by -1410 which decreased total open position to 2776


On 5 Dec NATGASMINI was trading at 486.00. The strike last trading price was 2.4, which was -0.05 lower than the previous day. The implied volatity was 63.28, the open interest changed by 1344 which increased total open position to 4186


On 4 Dec NATGASMINI was trading at 451.00. The strike last trading price was 5.8, which was -0.5 lower than the previous day. The implied volatity was 58.55, the open interest changed by -150 which decreased total open position to 2842


On 3 Dec NATGASMINI was trading at 449.70. The strike last trading price was 6.9, which was -2.7 lower than the previous day. The implied volatity was 60.18, the open interest changed by 387 which increased total open position to 2990


On 2 Dec NATGASMINI was trading at 437.50. The strike last trading price was 9.9, which was -2.25 lower than the previous day. The implied volatity was 59.91, the open interest changed by 245 which increased total open position to 2603


On 1 Dec NATGASMINI was trading at 436.80. The strike last trading price was 11.3, which was -4.3 lower than the previous day. The implied volatity was 62.32, the open interest changed by 437 which increased total open position to 2358


On 28 Nov NATGASMINI was trading at 426.30. The strike last trading price was 15, which was -4.9 lower than the previous day. The implied volatity was 60.63, the open interest changed by 412 which increased total open position to 1921


On 27 Nov NATGASMINI was trading at 413.20. The strike last trading price was 19.75, which was -2.85 lower than the previous day. The implied volatity was 59.43, the open interest changed by 189 which increased total open position to 1513


On 26 Nov NATGASMINI was trading at 408.30. The strike last trading price was 22.35, which was -5.25 lower than the previous day. The implied volatity was 59.67, the open interest changed by 48 which increased total open position to 1339


On 25 Nov NATGASMINI was trading at 398.00. The strike last trading price was 28.5, which was 7.65 higher than the previous day. The implied volatity was 62.15, the open interest changed by 344 which increased total open position to 1364


On 24 Nov NATGASMINI was trading at 403.40. The strike last trading price was 20.95, which was 2.05 higher than the previous day. The implied volatity was 62.19, the open interest changed by 90 which increased total open position to 1027


On 21 Nov NATGASMINI was trading at 414.10. The strike last trading price was 18.95, which was -3.45 lower than the previous day. The implied volatity was 63.60, the open interest changed by 27 which increased total open position to 953


On 20 Nov NATGASMINI was trading at 402.80. The strike last trading price was 21.6, which was -0.55 lower than the previous day. The implied volatity was 61.63, the open interest changed by 382 which increased total open position to 978


On 19 Nov NATGASMINI was trading at 404.30. The strike last trading price was 21.9, which was -6.6 lower than the previous day. The implied volatity was 63.73, the open interest changed by 120 which increased total open position to 605


On 18 Nov NATGASMINI was trading at 382.40. The strike last trading price was 29, which was 4.85 higher than the previous day. The implied volatity was 61.95, the open interest changed by 215 which increased total open position to 493


On 17 Nov NATGASMINI was trading at 392.40. The strike last trading price was 24.55, which was 1.3 higher than the previous day. The implied volatity was 60.23, the open interest changed by 56 which increased total open position to 283


On 14 Nov NATGASMINI was trading at 400.10. The strike last trading price was 23.5, which was 1.9 higher than the previous day. The implied volatity was 60.26, the open interest changed by 59 which increased total open position to 237


On 13 Nov NATGASMINI was trading at 414.00. The strike last trading price was 22, which was -3.25 lower than the previous day. The implied volatity was 64.95, the open interest changed by 34 which increased total open position to 164


On 12 Nov NATGASMINI was trading at 396.80. The strike last trading price was 26.1, which was 0.65 higher than the previous day. The implied volatity was 61.54, the open interest changed by 8 which increased total open position to 130


On 11 Nov NATGASMINI was trading at 399.40. The strike last trading price was 24.5, which was -6.45 lower than the previous day. The implied volatity was 58.27, the open interest changed by 57 which increased total open position to 123


On 10 Nov NATGASMINI was trading at 381.30. The strike last trading price was 29.2, which was -1.15 lower than the previous day. The implied volatity was 55.23, the open interest changed by 18 which increased total open position to 66


On 7 Nov NATGASMINI was trading at 386.70. The strike last trading price was 29.25, which was -10.6 lower than the previous day. The implied volatity was 56.21, the open interest changed by 46 which increased total open position to 46


On 6 Nov NATGASMINI was trading at 378.40. The strike last trading price was 39.85, which was 8.45 higher than the previous day. The implied volatity was 69.11, the open interest changed by 7 which increased total open position to 0


On 5 Nov NATGASMINI was trading at 377.00. The strike last trading price was 31.4, which was 14.25 higher than the previous day. The implied volatity was 53.65, the open interest changed by 6 which increased total open position to 6


On 4 Nov NATGASMINI was trading at 387.10. The strike last trading price was 37, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 0


On 3 Nov NATGASMINI was trading at 378.80. The strike last trading price was 37, which was 9.15 higher than the previous day. The implied volatity was 62.40, the open interest changed by 4 which increased total open position to 4


On 31 Oct NATGASMINI was trading at 365.20. The strike last trading price was 41.6, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0


On 30 Oct NATGASMINI was trading at 348.20. The strike last trading price was 41.6, which was 0.05 higher than the previous day. The implied volatity was 42.33, the open interest changed by 3 which increased total open position to 3


On 29 Oct NATGASMINI was trading at 340.50. The strike last trading price was 31.75, 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 31.75, 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 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 23 Oct NATGASMINI was trading at 295.50. 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