[--[65.84.65.76]--]

NATGASMINI

Natural Gas Mini
412.9 -7.90 (-1.88%)
L: 410.7 H: 417.5

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Historical option data for NATGASMINI

11 Dec 2025 12:52 PM IST
NATGASMINI 23-DEC-2025 420 CE
Delta: 0.47
Vega: 0.31
Theta: -0.78
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
11 Dec 412.70 16.7 -3.35 65.06 4,184 -146 2,269
10 Dec 417.40 17.9 -2.15 60.32 41,332 1,205 2,415
9 Dec 420.00 20.05 -1 60.64 8,566 765 1,210
8 Dec 446.00 35.9 -3.5 57.60 915 -197 445
5 Dec 486.00 71.5 -1.6 65.37 596 -168 642
4 Dec 451.00 39.5 0.6 51.09 909 -154 810
3 Dec 449.70 42.1 6.1 60.09 951 -15 964
2 Dec 437.50 34.8 1.35 61.19 2,497 -56 979
1 Dec 436.80 34.95 4.4 60.79 5,195 -58 1,035
28 Nov 426.30 30.05 6.05 59.76 10,726 -392 1,093
27 Nov 413.20 24 1.25 61.26 6,128 -78 1,492
26 Nov 408.30 22.2 2.05 61.46 6,484 -92 1,568
25 Nov 398.00 19.5 -9.4 64.41 6,391 691 1,813
24 Nov 403.40 28.9 -7.8 64.36 9,685 431 1,384
21 Nov 414.10 37.1 6.1 64.93 7,546 186 1,004
20 Nov 402.80 31.85 -2.3 63.61 4,091 325 843
19 Nov 404.30 35.05 9.65 65.52 935 272 533
18 Nov 382.40 24.65 -5.05 63.06 572 63 244
17 Nov 392.40 28.8 -3.4 61.55 408 86 170
14 Nov 400.10 32.45 -6.85 59.94 117 19 84
13 Nov 414.00 41.25 5.35 62.10 63 22 67
12 Nov 396.80 34 3.4 64.00 34 15 45
11 Nov 399.40 35.5 8.55 64.77 6 3 30
10 Nov 381.30 26 -1.7 60.47 9 7 27
7 Nov 386.70 27.65 6.75 58.50 30 18 20
6 Nov 378.40 20.9 8.25 50.71 2 2 2
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 420 expiring on 23DEC2025

Delta for 420 CE is 0.47

Historical price for 420 CE is as follows

On 11 Dec NATGASMINI was trading at 412.70. The strike last trading price was 16.7, which was -3.35 lower than the previous day. The implied volatity was 65.06, the open interest changed by -146 which decreased total open position to 2269


On 10 Dec NATGASMINI was trading at 417.40. The strike last trading price was 17.9, which was -2.15 lower than the previous day. The implied volatity was 60.32, the open interest changed by 1205 which increased total open position to 2415


On 9 Dec NATGASMINI was trading at 420.00. The strike last trading price was 20.05, which was -1 lower than the previous day. The implied volatity was 60.64, the open interest changed by 765 which increased total open position to 1210


On 8 Dec NATGASMINI was trading at 446.00. The strike last trading price was 35.9, which was -3.5 lower than the previous day. The implied volatity was 57.60, the open interest changed by -197 which decreased total open position to 445


On 5 Dec NATGASMINI was trading at 486.00. The strike last trading price was 71.5, which was -1.6 lower than the previous day. The implied volatity was 65.37, the open interest changed by -168 which decreased total open position to 642


On 4 Dec NATGASMINI was trading at 451.00. The strike last trading price was 39.5, which was 0.6 higher than the previous day. The implied volatity was 51.09, the open interest changed by -154 which decreased total open position to 810


On 3 Dec NATGASMINI was trading at 449.70. The strike last trading price was 42.1, which was 6.1 higher than the previous day. The implied volatity was 60.09, the open interest changed by -15 which decreased total open position to 964


On 2 Dec NATGASMINI was trading at 437.50. The strike last trading price was 34.8, which was 1.35 higher than the previous day. The implied volatity was 61.19, the open interest changed by -56 which decreased total open position to 979


On 1 Dec NATGASMINI was trading at 436.80. The strike last trading price was 34.95, which was 4.4 higher than the previous day. The implied volatity was 60.79, the open interest changed by -58 which decreased total open position to 1035


On 28 Nov NATGASMINI was trading at 426.30. The strike last trading price was 30.05, which was 6.05 higher than the previous day. The implied volatity was 59.76, the open interest changed by -392 which decreased total open position to 1093


On 27 Nov NATGASMINI was trading at 413.20. The strike last trading price was 24, which was 1.25 higher than the previous day. The implied volatity was 61.26, the open interest changed by -78 which decreased total open position to 1492


On 26 Nov NATGASMINI was trading at 408.30. The strike last trading price was 22.2, which was 2.05 higher than the previous day. The implied volatity was 61.46, the open interest changed by -92 which decreased total open position to 1568


On 25 Nov NATGASMINI was trading at 398.00. The strike last trading price was 19.5, which was -9.4 lower than the previous day. The implied volatity was 64.41, the open interest changed by 691 which increased total open position to 1813


On 24 Nov NATGASMINI was trading at 403.40. The strike last trading price was 28.9, which was -7.8 lower than the previous day. The implied volatity was 64.36, the open interest changed by 431 which increased total open position to 1384


On 21 Nov NATGASMINI was trading at 414.10. The strike last trading price was 37.1, which was 6.1 higher than the previous day. The implied volatity was 64.93, the open interest changed by 186 which increased total open position to 1004


On 20 Nov NATGASMINI was trading at 402.80. The strike last trading price was 31.85, which was -2.3 lower than the previous day. The implied volatity was 63.61, the open interest changed by 325 which increased total open position to 843


On 19 Nov NATGASMINI was trading at 404.30. The strike last trading price was 35.05, which was 9.65 higher than the previous day. The implied volatity was 65.52, the open interest changed by 272 which increased total open position to 533


On 18 Nov NATGASMINI was trading at 382.40. The strike last trading price was 24.65, which was -5.05 lower than the previous day. The implied volatity was 63.06, the open interest changed by 63 which increased total open position to 244


On 17 Nov NATGASMINI was trading at 392.40. The strike last trading price was 28.8, which was -3.4 lower than the previous day. The implied volatity was 61.55, the open interest changed by 86 which increased total open position to 170


On 14 Nov NATGASMINI was trading at 400.10. The strike last trading price was 32.45, which was -6.85 lower than the previous day. The implied volatity was 59.94, the open interest changed by 19 which increased total open position to 84


On 13 Nov NATGASMINI was trading at 414.00. The strike last trading price was 41.25, which was 5.35 higher than the previous day. The implied volatity was 62.10, the open interest changed by 22 which increased total open position to 67


On 12 Nov NATGASMINI was trading at 396.80. The strike last trading price was 34, which was 3.4 higher than the previous day. The implied volatity was 64.00, the open interest changed by 15 which increased total open position to 45


On 11 Nov NATGASMINI was trading at 399.40. The strike last trading price was 35.5, which was 8.55 higher than the previous day. The implied volatity was 64.77, the open interest changed by 3 which increased total open position to 30


On 10 Nov NATGASMINI was trading at 381.30. The strike last trading price was 26, which was -1.7 lower than the previous day. The implied volatity was 60.47, the open interest changed by 7 which increased total open position to 27


On 7 Nov NATGASMINI was trading at 386.70. The strike last trading price was 27.65, which was 6.75 higher than the previous day. The implied volatity was 58.50, the open interest changed by 18 which increased total open position to 20


On 6 Nov NATGASMINI was trading at 378.40. The strike last trading price was 20.9, which was 8.25 higher than the previous day. The implied volatity was 50.71, the open interest changed by 2 which increased total open position to 2


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 420 PE
Delta: -0.53
Vega: 0.31
Theta: -0.77
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
11 Dec 412.70 23.75 4.4 64.25 2,457 -164 926
10 Dec 417.40 20.25 0.9 59.53 17,838 -159 1,090
9 Dec 420.00 19.85 0.65 60.03 23,093 -217 1,249
8 Dec 446.00 10.35 0.45 59.05 9,811 -911 1,466
5 Dec 486.00 4.3 -0.1 60.25 6,387 934 2,377
4 Dec 451.00 11.1 -0.95 58.76 6,048 -416 1,443
3 Dec 449.70 12.65 -4.15 60.50 4,701 107 1,858
2 Dec 437.50 17 -3.3 59.93 8,390 123 1,751
1 Dec 436.80 18.55 -6.25 62.02 10,867 -84 1,628
28 Nov 426.30 23.9 -6.8 61.23 7,211 1,141 1,712
27 Nov 413.20 30.6 -3.6 60.81 1,228 64 571
26 Nov 408.30 33.5 -7.05 60.34 1,808 -75 509
25 Nov 398.00 41.1 9.4 63.75 1,468 -149 639
24 Nov 403.40 31.85 3.4 64.25 6,479 100 849
21 Nov 414.10 28.35 -4.7 64.63 6,589 410 872
20 Nov 402.80 32.1 -0.65 63.11 2,521 311 490
19 Nov 404.30 32 -9 64.84 441 99 181
18 Nov 382.40 40.75 5.9 62.66 111 26 85
17 Nov 392.40 35.9 0.8 62.03 133 24 58
14 Nov 400.10 33 -0.45 59.56 33 32 32
13 Nov 414.00 36.75 -3 75.62 1 7 0
12 Nov 396.80 37 3.95 62.91 14 7 11
11 Nov 399.40 33 -3.95 55.83 2 1 4
10 Nov 381.30 38.95 1.95 51.99 3 2 3
7 Nov 386.70 37 5.85 50.23 1 1 1
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 420 expiring on 23DEC2025

Delta for 420 PE is -0.53

Historical price for 420 PE is as follows

On 11 Dec NATGASMINI was trading at 412.70. The strike last trading price was 23.75, which was 4.4 higher than the previous day. The implied volatity was 64.25, the open interest changed by -164 which decreased total open position to 926


On 10 Dec NATGASMINI was trading at 417.40. The strike last trading price was 20.25, which was 0.9 higher than the previous day. The implied volatity was 59.53, the open interest changed by -159 which decreased total open position to 1090


On 9 Dec NATGASMINI was trading at 420.00. The strike last trading price was 19.85, which was 0.65 higher than the previous day. The implied volatity was 60.03, the open interest changed by -217 which decreased total open position to 1249


On 8 Dec NATGASMINI was trading at 446.00. The strike last trading price was 10.35, which was 0.45 higher than the previous day. The implied volatity was 59.05, the open interest changed by -911 which decreased total open position to 1466


On 5 Dec NATGASMINI was trading at 486.00. The strike last trading price was 4.3, which was -0.1 lower than the previous day. The implied volatity was 60.25, the open interest changed by 934 which increased total open position to 2377


On 4 Dec NATGASMINI was trading at 451.00. The strike last trading price was 11.1, which was -0.95 lower than the previous day. The implied volatity was 58.76, the open interest changed by -416 which decreased total open position to 1443


On 3 Dec NATGASMINI was trading at 449.70. The strike last trading price was 12.65, which was -4.15 lower than the previous day. The implied volatity was 60.50, the open interest changed by 107 which increased total open position to 1858


On 2 Dec NATGASMINI was trading at 437.50. The strike last trading price was 17, which was -3.3 lower than the previous day. The implied volatity was 59.93, the open interest changed by 123 which increased total open position to 1751


On 1 Dec NATGASMINI was trading at 436.80. The strike last trading price was 18.55, which was -6.25 lower than the previous day. The implied volatity was 62.02, the open interest changed by -84 which decreased total open position to 1628


On 28 Nov NATGASMINI was trading at 426.30. The strike last trading price was 23.9, which was -6.8 lower than the previous day. The implied volatity was 61.23, the open interest changed by 1141 which increased total open position to 1712


On 27 Nov NATGASMINI was trading at 413.20. The strike last trading price was 30.6, which was -3.6 lower than the previous day. The implied volatity was 60.81, the open interest changed by 64 which increased total open position to 571


On 26 Nov NATGASMINI was trading at 408.30. The strike last trading price was 33.5, which was -7.05 lower than the previous day. The implied volatity was 60.34, the open interest changed by -75 which decreased total open position to 509


On 25 Nov NATGASMINI was trading at 398.00. The strike last trading price was 41.1, which was 9.4 higher than the previous day. The implied volatity was 63.75, the open interest changed by -149 which decreased total open position to 639


On 24 Nov NATGASMINI was trading at 403.40. The strike last trading price was 31.85, which was 3.4 higher than the previous day. The implied volatity was 64.25, the open interest changed by 100 which increased total open position to 849


On 21 Nov NATGASMINI was trading at 414.10. The strike last trading price was 28.35, which was -4.7 lower than the previous day. The implied volatity was 64.63, the open interest changed by 410 which increased total open position to 872


On 20 Nov NATGASMINI was trading at 402.80. The strike last trading price was 32.1, which was -0.65 lower than the previous day. The implied volatity was 63.11, the open interest changed by 311 which increased total open position to 490


On 19 Nov NATGASMINI was trading at 404.30. The strike last trading price was 32, which was -9 lower than the previous day. The implied volatity was 64.84, the open interest changed by 99 which increased total open position to 181


On 18 Nov NATGASMINI was trading at 382.40. The strike last trading price was 40.75, which was 5.9 higher than the previous day. The implied volatity was 62.66, the open interest changed by 26 which increased total open position to 85


On 17 Nov NATGASMINI was trading at 392.40. The strike last trading price was 35.9, which was 0.8 higher than the previous day. The implied volatity was 62.03, the open interest changed by 24 which increased total open position to 58


On 14 Nov NATGASMINI was trading at 400.10. The strike last trading price was 33, which was -0.45 lower than the previous day. The implied volatity was 59.56, the open interest changed by 32 which increased total open position to 32


On 13 Nov NATGASMINI was trading at 414.00. The strike last trading price was 36.75, which was -3 lower than the previous day. The implied volatity was 75.62, the open interest changed by 7 which increased total open position to 0


On 12 Nov NATGASMINI was trading at 396.80. The strike last trading price was 37, which was 3.95 higher than the previous day. The implied volatity was 62.91, the open interest changed by 7 which increased total open position to 11


On 11 Nov NATGASMINI was trading at 399.40. The strike last trading price was 33, which was -3.95 lower than the previous day. The implied volatity was 55.83, the open interest changed by 1 which increased total open position to 4


On 10 Nov NATGASMINI was trading at 381.30. The strike last trading price was 38.95, which was 1.95 higher than the previous day. The implied volatity was 51.99, the open interest changed by 2 which increased total open position to 3


On 7 Nov NATGASMINI was trading at 386.70. The strike last trading price was 37, which was 5.85 higher than the previous day. The implied volatity was 50.23, the open interest changed by 1 which increased total open position to 1


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