NATGASMINI
Natural Gas Mini
Historical option data for NATGASMINI
12 Dec 2025 11:58 PM IST
| NATGASMINI 23-DEC-2025 400 CE | ||||||||||||||||
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Delta: 0.33
Vega: 0.24
Theta: -0.75
Gamma: 0.01
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| 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 | |||||||||
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| 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 | |||||||
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Delta: -0.67
Vega: 0.24
Theta: -0.72
Gamma: 0.01
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| 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































































































































































































































