NATGASMINI
Natural Gas Mini
Historical option data for NATGASMINI
12 Dec 2025 11:58 PM IST
| NATGASMINI 23-DEC-2025 410 CE | ||||||||||||||||
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Delta: 0.27
Vega: 0.22
Theta: -0.71
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 12 Dec | 376.50 | 7.55 | -0.2 | 72.74 | 13,237 | -96 | 3,262 | |||||||||
| 11 Dec | 381.40 | 9.3 | 0.5 | 71.04 | 25,936 | 2,089 | 3,358 | |||||||||
| 10 Dec | 417.40 | 22.65 | -2.4 | 59.60 | 33,707 | 983 | 1,269 | |||||||||
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| 9 Dec | 420.00 | 24.05 | -2 | 57.01 | 1,357 | 53 | 286 | |||||||||
| 8 Dec | 446.00 | 44 | -0.95 | 61.27 | 146 | -66 | 233 | |||||||||
| 5 Dec | 486.00 | 85.05 | 0.25 | 86.80 | 170 | -43 | 299 | |||||||||
| 4 Dec | 451.00 | 47.5 | 0.45 | 53.12 | 200 | -98 | 342 | |||||||||
| 3 Dec | 449.70 | 49.1 | 7.1 | 60.40 | 185 | -20 | 440 | |||||||||
| 2 Dec | 437.50 | 40.9 | 1.7 | 61.17 | 663 | -117 | 460 | |||||||||
| 1 Dec | 436.80 | 40.95 | 4.95 | 60.65 | 1,217 | -83 | 577 | |||||||||
| 28 Nov | 426.30 | 34.8 | 6.65 | 58.23 | 7,142 | -602 | 660 | |||||||||
| 27 Nov | 413.20 | 28.35 | 1.8 | 60.76 | 12,458 | 274 | 1,301 | |||||||||
| 26 Nov | 408.30 | 26 | 2.35 | 60.39 | 13,617 | -384 | 1,033 | |||||||||
| 25 Nov | 398.00 | 22.75 | -10.45 | 63.31 | 9,034 | 1,256 | 1,699 | |||||||||
| 24 Nov | 403.40 | 33.05 | -8.7 | 63.08 | 5,768 | 165 | 556 | |||||||||
| 21 Nov | 414.10 | 42.1 | 7.05 | 64.35 | 3,143 | 192 | 414 | |||||||||
| 20 Nov | 402.80 | 36.2 | -1.95 | 62.61 | 708 | 24 | 225 | |||||||||
| 19 Nov | 404.30 | 40 | 10.8 | 65.49 | 641 | 130 | 209 | |||||||||
| 18 Nov | 382.40 | 28.1 | -8.95 | 61.85 | 261 | 73 | 89 | |||||||||
| 17 Nov | 392.40 | 35.75 | -8.35 | 66.28 | 17 | 1 | 16 | |||||||||
| 14 Nov | 400.10 | 43.7 | -1.3 | 71.83 | 2 | 14 | 14 | |||||||||
| 13 Nov | 414.00 | 45 | 4.05 | 58.74 | 1 | 3 | 0 | |||||||||
| 12 Nov | 396.80 | 43.7 | 11.1 | 73.23 | 8 | 3 | 13 | |||||||||
| 11 Nov | 399.40 | 38.1 | 22.85 | 61.66 | 14 | 10 | 10 | |||||||||
| 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 | |||||||||
| 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 | |||||||||
For Natural Gas Mini - strike price 410 expiring on 23DEC2025
Delta for 410 CE is 0.27
Historical price for 410 CE is as follows
On 12 Dec NATGASMINI was trading at 376.50. The strike last trading price was 7.55, which was -0.2 lower than the previous day. The implied volatity was 72.74, the open interest changed by -96 which decreased total open position to 3262
On 11 Dec NATGASMINI was trading at 381.40. The strike last trading price was 9.3, which was 0.5 higher than the previous day. The implied volatity was 71.04, the open interest changed by 2089 which increased total open position to 3358
On 10 Dec NATGASMINI was trading at 417.40. The strike last trading price was 22.65, which was -2.4 lower than the previous day. The implied volatity was 59.60, the open interest changed by 983 which increased total open position to 1269
On 9 Dec NATGASMINI was trading at 420.00. The strike last trading price was 24.05, which was -2 lower than the previous day. The implied volatity was 57.01, the open interest changed by 53 which increased total open position to 286
On 8 Dec NATGASMINI was trading at 446.00. The strike last trading price was 44, which was -0.95 lower than the previous day. The implied volatity was 61.27, the open interest changed by -66 which decreased total open position to 233
On 5 Dec NATGASMINI was trading at 486.00. The strike last trading price was 85.05, which was 0.25 higher than the previous day. The implied volatity was 86.80, the open interest changed by -43 which decreased total open position to 299
On 4 Dec NATGASMINI was trading at 451.00. The strike last trading price was 47.5, which was 0.45 higher than the previous day. The implied volatity was 53.12, the open interest changed by -98 which decreased total open position to 342
On 3 Dec NATGASMINI was trading at 449.70. The strike last trading price was 49.1, which was 7.1 higher than the previous day. The implied volatity was 60.40, the open interest changed by -20 which decreased total open position to 440
On 2 Dec NATGASMINI was trading at 437.50. The strike last trading price was 40.9, which was 1.7 higher than the previous day. The implied volatity was 61.17, the open interest changed by -117 which decreased total open position to 460
On 1 Dec NATGASMINI was trading at 436.80. The strike last trading price was 40.95, which was 4.95 higher than the previous day. The implied volatity was 60.65, the open interest changed by -83 which decreased total open position to 577
On 28 Nov NATGASMINI was trading at 426.30. The strike last trading price was 34.8, which was 6.65 higher than the previous day. The implied volatity was 58.23, the open interest changed by -602 which decreased total open position to 660
On 27 Nov NATGASMINI was trading at 413.20. The strike last trading price was 28.35, which was 1.8 higher than the previous day. The implied volatity was 60.76, the open interest changed by 274 which increased total open position to 1301
On 26 Nov NATGASMINI was trading at 408.30. The strike last trading price was 26, which was 2.35 higher than the previous day. The implied volatity was 60.39, the open interest changed by -384 which decreased total open position to 1033
On 25 Nov NATGASMINI was trading at 398.00. The strike last trading price was 22.75, which was -10.45 lower than the previous day. The implied volatity was 63.31, the open interest changed by 1256 which increased total open position to 1699
On 24 Nov NATGASMINI was trading at 403.40. The strike last trading price was 33.05, which was -8.7 lower than the previous day. The implied volatity was 63.08, the open interest changed by 165 which increased total open position to 556
On 21 Nov NATGASMINI was trading at 414.10. The strike last trading price was 42.1, which was 7.05 higher than the previous day. The implied volatity was 64.35, the open interest changed by 192 which increased total open position to 414
On 20 Nov NATGASMINI was trading at 402.80. The strike last trading price was 36.2, which was -1.95 lower than the previous day. The implied volatity was 62.61, the open interest changed by 24 which increased total open position to 225
On 19 Nov NATGASMINI was trading at 404.30. The strike last trading price was 40, which was 10.8 higher than the previous day. The implied volatity was 65.49, the open interest changed by 130 which increased total open position to 209
On 18 Nov NATGASMINI was trading at 382.40. The strike last trading price was 28.1, which was -8.95 lower than the previous day. The implied volatity was 61.85, the open interest changed by 73 which increased total open position to 89
On 17 Nov NATGASMINI was trading at 392.40. The strike last trading price was 35.75, which was -8.35 lower than the previous day. The implied volatity was 66.28, the open interest changed by 1 which increased total open position to 16
On 14 Nov NATGASMINI was trading at 400.10. The strike last trading price was 43.7, which was -1.3 lower than the previous day. The implied volatity was 71.83, the open interest changed by 14 which increased total open position to 14
On 13 Nov NATGASMINI was trading at 414.00. The strike last trading price was 45, which was 4.05 higher than the previous day. The implied volatity was 58.74, the open interest changed by 3 which increased total open position to 0
On 12 Nov NATGASMINI was trading at 396.80. The strike last trading price was 43.7, which was 11.1 higher than the previous day. The implied volatity was 73.23, the open interest changed by 3 which increased total open position to 13
On 11 Nov NATGASMINI was trading at 399.40. The strike last trading price was 38.1, which was 22.85 higher than the previous day. The implied volatity was 61.66, the open interest changed by 10 which increased total open position to 10
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 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
| NATGASMINI 23DEC2025 410 PE | |||||||
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Delta: -0.76
Vega: 0.21
Theta: -0.59
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 12 Dec | 376.50 | 39.2 | -2.15 | 64.06 | 573 | -362 | 707 |
| 11 Dec | 381.40 | 37.85 | 0.8 | 70.84 | 27,288 | -926 | 1,069 |
| 10 Dec | 417.40 | 15.15 | 0.8 | 59.28 | 42,178 | 475 | 1,995 |
| 9 Dec | 420.00 | 14.55 | 0.45 | 58.57 | 13,142 | -216 | 1,520 |
| 8 Dec | 446.00 | 7.4 | 0.2 | 59.09 | 6,560 | -594 | 1,736 |
| 5 Dec | 486.00 | 3.3 | 0 | 62.13 | 4,324 | 524 | 2,330 |
| 4 Dec | 451.00 | 8.2 | -0.4 | 58.82 | 5,047 | -265 | 1,806 |
| 3 Dec | 449.70 | 9.45 | -3.45 | 60.25 | 4,127 | 21 | 2,071 |
| 2 Dec | 437.50 | 13.35 | -2.45 | 60.50 | 8,961 | 92 | 2,050 |
| 1 Dec | 436.80 | 14.6 | -5.2 | 62.09 | 7,339 | -3 | 1,958 |
| 28 Nov | 426.30 | 19.05 | -6.05 | 60.71 | 9,257 | 704 | 1,961 |
| 27 Nov | 413.20 | 25.05 | -3.2 | 60.54 | 10,611 | 552 | 1,267 |
| 26 Nov | 408.30 | 27.95 | -6.15 | 60.73 | 7,970 | 309 | 734 |
| 25 Nov | 398.00 | 34.8 | 8.75 | 63.42 | 5,127 | -72 | 450 |
| 24 Nov | 403.40 | 26.25 | 2.8 | 63.51 | 6,879 | 131 | 637 |
| 21 Nov | 414.10 | 23.55 | -3.95 | 64.38 | 4,673 | 377 | 644 |
| 20 Nov | 402.80 | 26.7 | 0.35 | 62.61 | 883 | 164 | 271 |
| 19 Nov | 404.30 | 26.5 | -9.55 | 63.89 | 316 | 26 | 110 |
| 18 Nov | 382.40 | 34.65 | 4.95 | 62.35 | 108 | 71 | 83 |
| 17 Nov | 392.40 | 29.95 | -1.75 | 60.84 | 25 | 8 | 12 |
| 14 Nov | 400.10 | 31.9 | 20.95 | 67.17 | 3 | 3 | 3 |
| 13 Nov | 414.00 | 10 | 0 | - | 4 | 4 | 0 |
| 12 Nov | 396.80 | 10 | 0 | - | 4 | 4 | 0 |
| 11 Nov | 399.40 | 10 | 0 | - | 4 | 4 | 0 |
| 10 Nov | 381.30 | 10 | 0 | - | 4 | 4 | 0 |
| 7 Nov | 386.70 | 10 | 0 | - | 4 | 4 | 0 |
| 6 Nov | 378.40 | 10 | 0 | - | 4 | 4 | 0 |
| 5 Nov | 377.00 | 10 | 0 | - | 4 | 4 | 0 |
| 4 Nov | 387.10 | 10 | 0 | - | 4 | 4 | 0 |
| 30 Oct | 348.20 | 10 | 0 | - | 4 | 4 | 0 |
| 29 Oct | 340.50 | 10 | 0 | - | 4 | 4 | 0 |
| 28 Oct | 298.50 | 10 | 0 | - | 4 | 4 | 0 |
| 24 Oct | 282.50 | 7.3 | -29.9 | - | 8 | 4 | 4 |
For Natural Gas Mini - strike price 410 expiring on 23DEC2025
Delta for 410 PE is -0.76
Historical price for 410 PE is as follows
On 12 Dec NATGASMINI was trading at 376.50. The strike last trading price was 39.2, which was -2.15 lower than the previous day. The implied volatity was 64.06, the open interest changed by -362 which decreased total open position to 707
On 11 Dec NATGASMINI was trading at 381.40. The strike last trading price was 37.85, which was 0.8 higher than the previous day. The implied volatity was 70.84, the open interest changed by -926 which decreased total open position to 1069
On 10 Dec NATGASMINI was trading at 417.40. The strike last trading price was 15.15, which was 0.8 higher than the previous day. The implied volatity was 59.28, the open interest changed by 475 which increased total open position to 1995
On 9 Dec NATGASMINI was trading at 420.00. The strike last trading price was 14.55, which was 0.45 higher than the previous day. The implied volatity was 58.57, the open interest changed by -216 which decreased total open position to 1520
On 8 Dec NATGASMINI was trading at 446.00. The strike last trading price was 7.4, which was 0.2 higher than the previous day. The implied volatity was 59.09, the open interest changed by -594 which decreased total open position to 1736
On 5 Dec NATGASMINI was trading at 486.00. The strike last trading price was 3.3, which was 0 lower than the previous day. The implied volatity was 62.13, the open interest changed by 524 which increased total open position to 2330
On 4 Dec NATGASMINI was trading at 451.00. The strike last trading price was 8.2, which was -0.4 lower than the previous day. The implied volatity was 58.82, the open interest changed by -265 which decreased total open position to 1806
On 3 Dec NATGASMINI was trading at 449.70. The strike last trading price was 9.45, which was -3.45 lower than the previous day. The implied volatity was 60.25, the open interest changed by 21 which increased total open position to 2071
On 2 Dec NATGASMINI was trading at 437.50. The strike last trading price was 13.35, which was -2.45 lower than the previous day. The implied volatity was 60.50, the open interest changed by 92 which increased total open position to 2050
On 1 Dec NATGASMINI was trading at 436.80. The strike last trading price was 14.6, which was -5.2 lower than the previous day. The implied volatity was 62.09, the open interest changed by -3 which decreased total open position to 1958
On 28 Nov NATGASMINI was trading at 426.30. The strike last trading price was 19.05, which was -6.05 lower than the previous day. The implied volatity was 60.71, the open interest changed by 704 which increased total open position to 1961
On 27 Nov NATGASMINI was trading at 413.20. The strike last trading price was 25.05, which was -3.2 lower than the previous day. The implied volatity was 60.54, the open interest changed by 552 which increased total open position to 1267
On 26 Nov NATGASMINI was trading at 408.30. The strike last trading price was 27.95, which was -6.15 lower than the previous day. The implied volatity was 60.73, the open interest changed by 309 which increased total open position to 734
On 25 Nov NATGASMINI was trading at 398.00. The strike last trading price was 34.8, which was 8.75 higher than the previous day. The implied volatity was 63.42, the open interest changed by -72 which decreased total open position to 450
On 24 Nov NATGASMINI was trading at 403.40. The strike last trading price was 26.25, which was 2.8 higher than the previous day. The implied volatity was 63.51, the open interest changed by 131 which increased total open position to 637
On 21 Nov NATGASMINI was trading at 414.10. The strike last trading price was 23.55, which was -3.95 lower than the previous day. The implied volatity was 64.38, the open interest changed by 377 which increased total open position to 644
On 20 Nov NATGASMINI was trading at 402.80. The strike last trading price was 26.7, which was 0.35 higher than the previous day. The implied volatity was 62.61, the open interest changed by 164 which increased total open position to 271
On 19 Nov NATGASMINI was trading at 404.30. The strike last trading price was 26.5, which was -9.55 lower than the previous day. The implied volatity was 63.89, the open interest changed by 26 which increased total open position to 110
On 18 Nov NATGASMINI was trading at 382.40. The strike last trading price was 34.65, which was 4.95 higher than the previous day. The implied volatity was 62.35, the open interest changed by 71 which increased total open position to 83
On 17 Nov NATGASMINI was trading at 392.40. The strike last trading price was 29.95, which was -1.75 lower than the previous day. The implied volatity was 60.84, the open interest changed by 8 which increased total open position to 12
On 14 Nov NATGASMINI was trading at 400.10. The strike last trading price was 31.9, which was 20.95 higher than the previous day. The implied volatity was 67.17, the open interest changed by 3 which increased total open position to 3
On 13 Nov NATGASMINI was trading at 414.00. The strike last trading price was 10, 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 12 Nov NATGASMINI was trading at 396.80. The strike last trading price was 10, 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 11 Nov NATGASMINI was trading at 399.40. The strike last trading price was 10, 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 10 Nov NATGASMINI was trading at 381.30. The strike last trading price was 10, 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 7 Nov NATGASMINI was trading at 386.70. The strike last trading price was 10, 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 6 Nov NATGASMINI was trading at 378.40. The strike last trading price was 10, 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 5 Nov NATGASMINI was trading at 377.00. The strike last trading price was 10, 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 4 Nov NATGASMINI was trading at 387.10. The strike last trading price was 10, 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 30 Oct NATGASMINI was trading at 348.20. The strike last trading price was 10, 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 29 Oct NATGASMINI was trading at 340.50. The strike last trading price was 10, 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 28 Oct NATGASMINI was trading at 298.50. The strike last trading price was 10, 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 24 Oct NATGASMINI was trading at 282.50. The strike last trading price was 7.3, which was -29.9 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 4































































































































































































































