[--[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 405 CE
Delta: 0.30
Vega: 0.23
Theta: -0.73
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 376.50 8.45 -0.3 71.29 10,502 -756 1,727
11 Dec 381.40 10.4 0.55 69.81 21,015 1,975 2,483
10 Dec 417.40 24.3 -3.5 55.75 18,177 259 508
9 Dec 420.00 26.85 -2.7 56.62 899 151 249
8 Dec 446.00 51.05 0 73.59 62 -3 98
5 Dec 486.00 90 5.65 90.65 64 -6 101
4 Dec 451.00 46.55 0.7 28.16 62 -2 107
3 Dec 449.70 52.3 7.3 58.88 165 -29 109
2 Dec 437.50 43.5 1.55 59.22 296 15 138
1 Dec 436.80 43.65 4.6 59.10 405 -79 123
28 Nov 426.30 37.2 6.7 56.89 2,532 -468 202
27 Nov 413.20 30.35 1.65 59.59 6,336 -148 673
26 Nov 408.30 28.65 3.15 61.05 10,669 -707 823
25 Nov 398.00 24.8 -10.65 63.28 8,334 1,340 1,745
24 Nov 403.40 35.35 -8.9 62.47 4,941 266 529
21 Nov 414.10 44.5 6.95 63.56 9,744 339 417
20 Nov 402.80 39.4 -2.15 63.81 376 57 91
19 Nov 404.30 42.9 14.9 65.97 87 5 34
18 Nov 382.40 29.05 5.05 59.53 47 29 29
17 Nov 392.40 31.05 -5.4 - 2 2 0
14 Nov 400.10 31.05 -16.95 43.07 2 2 0
13 Nov 414.00 48 22.2 59.30 1 2 0
12 Nov 396.80 30 0 - 2 2 0
11 Nov 399.40 30 0 - 2 2 0
10 Nov 381.30 30 0 - 2 2 0
7 Nov 386.70 30 0 - 2 2 0
6 Nov 378.40 30 0 - 2 2 0
5 Nov 377.00 30 0 - 2 2 0
4 Nov 387.10 30 0 - 2 2 0
3 Nov 378.80 30 16.5 54.80 2 2 2
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 405 expiring on 23DEC2025

Delta for 405 CE is 0.30

Historical price for 405 CE is as follows

On 12 Dec NATGASMINI was trading at 376.50. The strike last trading price was 8.45, which was -0.3 lower than the previous day. The implied volatity was 71.29, the open interest changed by -756 which decreased total open position to 1727


On 11 Dec NATGASMINI was trading at 381.40. The strike last trading price was 10.4, which was 0.55 higher than the previous day. The implied volatity was 69.81, the open interest changed by 1975 which increased total open position to 2483


On 10 Dec NATGASMINI was trading at 417.40. The strike last trading price was 24.3, which was -3.5 lower than the previous day. The implied volatity was 55.75, the open interest changed by 259 which increased total open position to 508


On 9 Dec NATGASMINI was trading at 420.00. The strike last trading price was 26.85, which was -2.7 lower than the previous day. The implied volatity was 56.62, the open interest changed by 151 which increased total open position to 249


On 8 Dec NATGASMINI was trading at 446.00. The strike last trading price was 51.05, which was 0 lower than the previous day. The implied volatity was 73.59, the open interest changed by -3 which decreased total open position to 98


On 5 Dec NATGASMINI was trading at 486.00. The strike last trading price was 90, which was 5.65 higher than the previous day. The implied volatity was 90.65, the open interest changed by -6 which decreased total open position to 101


On 4 Dec NATGASMINI was trading at 451.00. The strike last trading price was 46.55, which was 0.7 higher than the previous day. The implied volatity was 28.16, the open interest changed by -2 which decreased total open position to 107


On 3 Dec NATGASMINI was trading at 449.70. The strike last trading price was 52.3, which was 7.3 higher than the previous day. The implied volatity was 58.88, the open interest changed by -29 which decreased total open position to 109


On 2 Dec NATGASMINI was trading at 437.50. The strike last trading price was 43.5, which was 1.55 higher than the previous day. The implied volatity was 59.22, the open interest changed by 15 which increased total open position to 138


On 1 Dec NATGASMINI was trading at 436.80. The strike last trading price was 43.65, which was 4.6 higher than the previous day. The implied volatity was 59.10, the open interest changed by -79 which decreased total open position to 123


On 28 Nov NATGASMINI was trading at 426.30. The strike last trading price was 37.2, which was 6.7 higher than the previous day. The implied volatity was 56.89, the open interest changed by -468 which decreased total open position to 202


On 27 Nov NATGASMINI was trading at 413.20. The strike last trading price was 30.35, which was 1.65 higher than the previous day. The implied volatity was 59.59, the open interest changed by -148 which decreased total open position to 673


On 26 Nov NATGASMINI was trading at 408.30. The strike last trading price was 28.65, which was 3.15 higher than the previous day. The implied volatity was 61.05, the open interest changed by -707 which decreased total open position to 823


On 25 Nov NATGASMINI was trading at 398.00. The strike last trading price was 24.8, which was -10.65 lower than the previous day. The implied volatity was 63.28, the open interest changed by 1340 which increased total open position to 1745


On 24 Nov NATGASMINI was trading at 403.40. The strike last trading price was 35.35, which was -8.9 lower than the previous day. The implied volatity was 62.47, the open interest changed by 266 which increased total open position to 529


On 21 Nov NATGASMINI was trading at 414.10. The strike last trading price was 44.5, which was 6.95 higher than the previous day. The implied volatity was 63.56, the open interest changed by 339 which increased total open position to 417


On 20 Nov NATGASMINI was trading at 402.80. The strike last trading price was 39.4, which was -2.15 lower than the previous day. The implied volatity was 63.81, the open interest changed by 57 which increased total open position to 91


On 19 Nov NATGASMINI was trading at 404.30. The strike last trading price was 42.9, which was 14.9 higher than the previous day. The implied volatity was 65.97, the open interest changed by 5 which increased total open position to 34


On 18 Nov NATGASMINI was trading at 382.40. The strike last trading price was 29.05, which was 5.05 higher than the previous day. The implied volatity was 59.53, the open interest changed by 29 which increased total open position to 29


On 17 Nov NATGASMINI was trading at 392.40. The strike last trading price was 31.05, which was -5.4 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0


On 14 Nov NATGASMINI was trading at 400.10. The strike last trading price was 31.05, which was -16.95 lower than the previous day. The implied volatity was 43.07, the open interest changed by 2 which increased total open position to 0


On 13 Nov NATGASMINI was trading at 414.00. The strike last trading price was 48, which was 22.2 higher than the previous day. The implied volatity was 59.30, the open interest changed by 2 which increased total open position to 0


On 12 Nov NATGASMINI was trading at 396.80. The strike last trading price was 30, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0


On 11 Nov NATGASMINI was trading at 399.40. The strike last trading price was 30, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0


On 10 Nov NATGASMINI was trading at 381.30. The strike last trading price was 30, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0


On 7 Nov NATGASMINI was trading at 386.70. The strike last trading price was 30, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0


On 6 Nov NATGASMINI was trading at 378.40. The strike last trading price was 30, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0


On 5 Nov NATGASMINI was trading at 377.00. The strike last trading price was 30, which was 0 lower than the previous day. The implied volatity was -, 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 30, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0


On 3 Nov NATGASMINI was trading at 378.80. The strike last trading price was 30, which was 16.5 higher than the previous day. The implied volatity was 54.80, the open interest changed by 2 which increased total open position to 2


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 405 PE
Delta: -0.69
Vega: 0.23
Theta: -0.79
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 376.50 37.95 -1.05 75.60 665 -355 229
11 Dec 381.40 32.25 -0.95 62.91 22,401 -315 584
10 Dec 417.40 12.9 0.8 59.08 27,451 394 899
9 Dec 420.00 12.4 0.6 58.40 7,316 -301 505
8 Dec 446.00 6.2 0.15 59.20 2,733 -492 806
5 Dec 486.00 2.85 0 62.89 2,125 544 1,298
4 Dec 451.00 6.8 -0.9 58.24 1,609 -212 754
3 Dec 449.70 8.15 -3 60.36 1,578 243 966
2 Dec 437.50 11.65 -2.2 60.51 4,100 -113 723
1 Dec 436.80 12.9 -4.75 62.27 3,538 15 836
28 Nov 426.30 17.35 -5.05 61.64 3,052 34 821
27 Nov 413.20 22.1 -3.45 59.48 6,185 230 800
26 Nov 408.30 24.9 -6.2 59.81 6,821 199 573
25 Nov 398.00 31.7 8.2 63.05 6,206 149 446
24 Nov 403.40 23.5 2.4 62.80 3,569 42 423
21 Nov 414.10 21.1 -3.75 63.85 3,287 275 429
20 Nov 402.80 24.05 -1.6 62.06 570 164 203
19 Nov 404.30 23.85 -3.85 63.38 77 26 39
18 Nov 382.40 27.8 5.85 54.02 5 13 13
17 Nov 392.40 21.95 -8.65 50.13 1 8 0
14 Nov 400.10 30.6 21.3 69.29 8 8 8
13 Nov 414.00 22.05 -6.95 - 4 2 0
12 Nov 396.80 35.95 22.2 75.29 2 2 2
11 Nov 399.40 62 -3 - 12 4 0
10 Nov 381.30 62 -3 - 12 4 0
7 Nov 386.70 62 -3 - 12 4 0
6 Nov 378.40 62 -3 - 12 4 0
5 Nov 377.00 62 -3 - 12 4 0
4 Nov 387.10 62 -3 - 12 4 0
3 Nov 378.80 62 -3 - 12 4 0
30 Oct 348.20 62 -3 - 12 4 0
29 Oct 340.50 62 -3 - 12 4 0
28 Oct 298.50 62 -3 - 12 4 0
24 Oct 282.50 62 -3 - 12 4 0
17 Oct 264.10 62 6.35 48.73 12 4 4


For Natural Gas Mini - strike price 405 expiring on 23DEC2025

Delta for 405 PE is -0.69

Historical price for 405 PE is as follows

On 12 Dec NATGASMINI was trading at 376.50. The strike last trading price was 37.95, which was -1.05 lower than the previous day. The implied volatity was 75.60, the open interest changed by -355 which decreased total open position to 229


On 11 Dec NATGASMINI was trading at 381.40. The strike last trading price was 32.25, which was -0.95 lower than the previous day. The implied volatity was 62.91, the open interest changed by -315 which decreased total open position to 584


On 10 Dec NATGASMINI was trading at 417.40. The strike last trading price was 12.9, which was 0.8 higher than the previous day. The implied volatity was 59.08, the open interest changed by 394 which increased total open position to 899


On 9 Dec NATGASMINI was trading at 420.00. The strike last trading price was 12.4, which was 0.6 higher than the previous day. The implied volatity was 58.40, the open interest changed by -301 which decreased total open position to 505


On 8 Dec NATGASMINI was trading at 446.00. The strike last trading price was 6.2, which was 0.15 higher than the previous day. The implied volatity was 59.20, the open interest changed by -492 which decreased total open position to 806


On 5 Dec NATGASMINI was trading at 486.00. The strike last trading price was 2.85, which was 0 lower than the previous day. The implied volatity was 62.89, the open interest changed by 544 which increased total open position to 1298


On 4 Dec NATGASMINI was trading at 451.00. The strike last trading price was 6.8, which was -0.9 lower than the previous day. The implied volatity was 58.24, the open interest changed by -212 which decreased total open position to 754


On 3 Dec NATGASMINI was trading at 449.70. The strike last trading price was 8.15, which was -3 lower than the previous day. The implied volatity was 60.36, the open interest changed by 243 which increased total open position to 966


On 2 Dec NATGASMINI was trading at 437.50. The strike last trading price was 11.65, which was -2.2 lower than the previous day. The implied volatity was 60.51, the open interest changed by -113 which decreased total open position to 723


On 1 Dec NATGASMINI was trading at 436.80. The strike last trading price was 12.9, which was -4.75 lower than the previous day. The implied volatity was 62.27, the open interest changed by 15 which increased total open position to 836


On 28 Nov NATGASMINI was trading at 426.30. The strike last trading price was 17.35, which was -5.05 lower than the previous day. The implied volatity was 61.64, the open interest changed by 34 which increased total open position to 821


On 27 Nov NATGASMINI was trading at 413.20. The strike last trading price was 22.1, which was -3.45 lower than the previous day. The implied volatity was 59.48, the open interest changed by 230 which increased total open position to 800


On 26 Nov NATGASMINI was trading at 408.30. The strike last trading price was 24.9, which was -6.2 lower than the previous day. The implied volatity was 59.81, the open interest changed by 199 which increased total open position to 573


On 25 Nov NATGASMINI was trading at 398.00. The strike last trading price was 31.7, which was 8.2 higher than the previous day. The implied volatity was 63.05, the open interest changed by 149 which increased total open position to 446


On 24 Nov NATGASMINI was trading at 403.40. The strike last trading price was 23.5, which was 2.4 higher than the previous day. The implied volatity was 62.80, the open interest changed by 42 which increased total open position to 423


On 21 Nov NATGASMINI was trading at 414.10. The strike last trading price was 21.1, which was -3.75 lower than the previous day. The implied volatity was 63.85, the open interest changed by 275 which increased total open position to 429


On 20 Nov NATGASMINI was trading at 402.80. The strike last trading price was 24.05, which was -1.6 lower than the previous day. The implied volatity was 62.06, the open interest changed by 164 which increased total open position to 203


On 19 Nov NATGASMINI was trading at 404.30. The strike last trading price was 23.85, which was -3.85 lower than the previous day. The implied volatity was 63.38, the open interest changed by 26 which increased total open position to 39


On 18 Nov NATGASMINI was trading at 382.40. The strike last trading price was 27.8, which was 5.85 higher than the previous day. The implied volatity was 54.02, the open interest changed by 13 which increased total open position to 13


On 17 Nov NATGASMINI was trading at 392.40. The strike last trading price was 21.95, which was -8.65 lower than the previous day. The implied volatity was 50.13, the open interest changed by 8 which increased total open position to 0


On 14 Nov NATGASMINI was trading at 400.10. The strike last trading price was 30.6, which was 21.3 higher than the previous day. The implied volatity was 69.29, the open interest changed by 8 which increased total open position to 8


On 13 Nov NATGASMINI was trading at 414.00. The strike last trading price was 22.05, which was -6.95 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0


On 12 Nov NATGASMINI was trading at 396.80. The strike last trading price was 35.95, which was 22.2 higher than the previous day. The implied volatity was 75.29, the open interest changed by 2 which increased total open position to 2


On 11 Nov NATGASMINI was trading at 399.40. The strike last trading price was 62, which was -3 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 0


On 10 Nov NATGASMINI was trading at 381.30. The strike last trading price was 62, which was -3 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 0


On 7 Nov NATGASMINI was trading at 386.70. The strike last trading price was 62, which was -3 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 0


On 6 Nov NATGASMINI was trading at 378.40. The strike last trading price was 62, which was -3 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 0


On 5 Nov NATGASMINI was trading at 377.00. The strike last trading price was 62, which was -3 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 0


On 4 Nov NATGASMINI was trading at 387.10. The strike last trading price was 62, which was -3 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 62, which was -3 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 0


On 30 Oct NATGASMINI was trading at 348.20. The strike last trading price was 62, which was -3 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 0


On 29 Oct NATGASMINI was trading at 340.50. The strike last trading price was 62, which was -3 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 0


On 28 Oct NATGASMINI was trading at 298.50. The strike last trading price was 62, which was -3 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 0


On 24 Oct NATGASMINI was trading at 282.50. The strike last trading price was 62, which was -3 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 0


On 17 Oct NATGASMINI was trading at 264.10. The strike last trading price was 62, which was 6.35 higher than the previous day. The implied volatity was 48.73, the open interest changed by 4 which increased total open position to 4