[--[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 410 CE
Delta: 0.27
Vega: 0.22
Theta: -0.71
Gamma: 0.01
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
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
Delta: -0.76
Vega: 0.21
Theta: -0.59
Gamma: 0.01
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