NATGASMINI
Natural Gas Mini
Historical option data for NATGASMINI
11 Dec 2025 12:52 PM IST
| NATGASMINI 23-DEC-2025 420 CE | ||||||||||||||||
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Delta: 0.47
Vega: 0.31
Theta: -0.78
Gamma: 0.01
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| 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 | |||||||||
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| 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 | |||||||
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Delta: -0.53
Vega: 0.31
Theta: -0.77
Gamma: 0.01
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| 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































































































































































































































