NATGASMINI
Natural Gas Mini
Historical option data for NATGASMINI
10 Dec 2025 09:03 AM IST
| NATGASMINI 23-DEC-2025 430 CE | ||||||||||||||||
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Delta: 0.41
Vega: 0.31
Theta: -0.72
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 10 Dec | 414.30 | 13.9 | -3.15 | 63.49 | 194 | -132 | 2,382 | |||||||||
| 9 Dec | 420.00 | 15.75 | -1.3 | 60.86 | 27,245 | 2,001 | 2,514 | |||||||||
| 8 Dec | 446.00 | 31.3 | -1.5 | 62.80 | 1,959 | -3 | 513 | |||||||||
| 5 Dec | 486.00 | 62.55 | -2.55 | 62.01 | 992 | -237 | 516 | |||||||||
| 4 Dec | 451.00 | 34.65 | 1.25 | 56.12 | 2,038 | -234 | 753 | |||||||||
| 3 Dec | 449.70 | 35.95 | 5.55 | 60.42 | 3,380 | -102 | 987 | |||||||||
| 2 Dec | 437.50 | 29.6 | 1.25 | 61.86 | 7,620 | -128 | 1,089 | |||||||||
| 1 Dec | 436.80 | 29.75 | 3.65 | 61.35 | 31,821 | 229 | 1,217 | |||||||||
| 28 Nov | 426.30 | 25.5 | 5.25 | 60.30 | 9,348 | 129 | 988 | |||||||||
| 27 Nov | 413.20 | 20.3 | 1.05 | 61.95 | 2,495 | 7 | 859 | |||||||||
| 26 Nov | 408.30 | 18.75 | 1.55 | 62.11 | 3,299 | 12 | 850 | |||||||||
| 25 Nov | 398.00 | 16.6 | -8.6 | 65.23 | 3,095 | 111 | 800 | |||||||||
| 24 Nov | 403.40 | 25.35 | -7 | 65.80 | 4,031 | -36 | 729 | |||||||||
| 21 Nov | 414.10 | 32.65 | 5.7 | 65.60 | 6,283 | 338 | 809 | |||||||||
| 20 Nov | 402.80 | 28.5 | -1.55 | 65.59 | 1,526 | 216 | 454 | |||||||||
| 19 Nov | 404.30 | 30.75 | 9 | 65.90 | 363 | 134 | 239 | |||||||||
| 18 Nov | 382.40 | 21.4 | -6.7 | 63.77 | 155 | 80 | 99 | |||||||||
| 17 Nov | 392.40 | 29.4 | -2.05 | 70.15 | 20 | 7 | 19 | |||||||||
| 14 Nov | 400.10 | 28.5 | -7.65 | 60.81 | 9 | 8 | 11 | |||||||||
| 13 Nov | 414.00 | 33.85 | 0.35 | 57.70 | 2 | 1 | 3 | |||||||||
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| 12 Nov | 396.80 | 35 | 19.65 | 73.12 | 5 | 2 | 2 | |||||||||
| 11 Nov | 399.40 | 34.75 | 11.35 | - | 8 | 4 | 0 | |||||||||
| 10 Nov | 381.30 | 34.75 | 11.35 | - | 8 | 4 | 0 | |||||||||
| 7 Nov | 386.70 | 34.75 | 11.35 | - | 8 | 4 | 0 | |||||||||
| 6 Nov | 378.40 | 34.75 | 11.35 | - | 8 | 4 | 0 | |||||||||
| 5 Nov | 377.00 | 34.75 | 21.5 | 81.07 | 8 | 4 | 4 | |||||||||
| 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 430 expiring on 23DEC2025
Delta for 430 CE is 0.41
Historical price for 430 CE is as follows
On 10 Dec NATGASMINI was trading at 414.30. The strike last trading price was 13.9, which was -3.15 lower than the previous day. The implied volatity was 63.49, the open interest changed by -132 which decreased total open position to 2382
On 9 Dec NATGASMINI was trading at 420.00. The strike last trading price was 15.75, which was -1.3 lower than the previous day. The implied volatity was 60.86, the open interest changed by 2001 which increased total open position to 2514
On 8 Dec NATGASMINI was trading at 446.00. The strike last trading price was 31.3, which was -1.5 lower than the previous day. The implied volatity was 62.80, the open interest changed by -3 which decreased total open position to 513
On 5 Dec NATGASMINI was trading at 486.00. The strike last trading price was 62.55, which was -2.55 lower than the previous day. The implied volatity was 62.01, the open interest changed by -237 which decreased total open position to 516
On 4 Dec NATGASMINI was trading at 451.00. The strike last trading price was 34.65, which was 1.25 higher than the previous day. The implied volatity was 56.12, the open interest changed by -234 which decreased total open position to 753
On 3 Dec NATGASMINI was trading at 449.70. The strike last trading price was 35.95, which was 5.55 higher than the previous day. The implied volatity was 60.42, the open interest changed by -102 which decreased total open position to 987
On 2 Dec NATGASMINI was trading at 437.50. The strike last trading price was 29.6, which was 1.25 higher than the previous day. The implied volatity was 61.86, the open interest changed by -128 which decreased total open position to 1089
On 1 Dec NATGASMINI was trading at 436.80. The strike last trading price was 29.75, which was 3.65 higher than the previous day. The implied volatity was 61.35, the open interest changed by 229 which increased total open position to 1217
On 28 Nov NATGASMINI was trading at 426.30. The strike last trading price was 25.5, which was 5.25 higher than the previous day. The implied volatity was 60.30, the open interest changed by 129 which increased total open position to 988
On 27 Nov NATGASMINI was trading at 413.20. The strike last trading price was 20.3, which was 1.05 higher than the previous day. The implied volatity was 61.95, the open interest changed by 7 which increased total open position to 859
On 26 Nov NATGASMINI was trading at 408.30. The strike last trading price was 18.75, which was 1.55 higher than the previous day. The implied volatity was 62.11, the open interest changed by 12 which increased total open position to 850
On 25 Nov NATGASMINI was trading at 398.00. The strike last trading price was 16.6, which was -8.6 lower than the previous day. The implied volatity was 65.23, the open interest changed by 111 which increased total open position to 800
On 24 Nov NATGASMINI was trading at 403.40. The strike last trading price was 25.35, which was -7 lower than the previous day. The implied volatity was 65.80, the open interest changed by -36 which decreased total open position to 729
On 21 Nov NATGASMINI was trading at 414.10. The strike last trading price was 32.65, which was 5.7 higher than the previous day. The implied volatity was 65.60, the open interest changed by 338 which increased total open position to 809
On 20 Nov NATGASMINI was trading at 402.80. The strike last trading price was 28.5, which was -1.55 lower than the previous day. The implied volatity was 65.59, the open interest changed by 216 which increased total open position to 454
On 19 Nov NATGASMINI was trading at 404.30. The strike last trading price was 30.75, which was 9 higher than the previous day. The implied volatity was 65.90, the open interest changed by 134 which increased total open position to 239
On 18 Nov NATGASMINI was trading at 382.40. The strike last trading price was 21.4, which was -6.7 lower than the previous day. The implied volatity was 63.77, the open interest changed by 80 which increased total open position to 99
On 17 Nov NATGASMINI was trading at 392.40. The strike last trading price was 29.4, which was -2.05 lower than the previous day. The implied volatity was 70.15, the open interest changed by 7 which increased total open position to 19
On 14 Nov NATGASMINI was trading at 400.10. The strike last trading price was 28.5, which was -7.65 lower than the previous day. The implied volatity was 60.81, the open interest changed by 8 which increased total open position to 11
On 13 Nov NATGASMINI was trading at 414.00. The strike last trading price was 33.85, which was 0.35 higher than the previous day. The implied volatity was 57.70, the open interest changed by 1 which increased total open position to 3
On 12 Nov NATGASMINI was trading at 396.80. The strike last trading price was 35, which was 19.65 higher than the previous day. The implied volatity was 73.12, 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 34.75, which was 11.35 higher 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 34.75, which was 11.35 higher 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 34.75, which was 11.35 higher 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 34.75, which was 11.35 higher 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 34.75, which was 21.5 higher than the previous day. The implied volatity was 81.07, the open interest changed by 4 which increased total open position to 4
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 430 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.59
Vega: 0.31
Theta: -0.72
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 10 Dec | 414.30 | 29.6 | 4.6 | 63.49 | 155 | -117 | 1,290 |
| 9 Dec | 420.00 | 25.85 | 0.85 | 61.16 | 39,188 | 179 | 1,407 |
| 8 Dec | 446.00 | 14.7 | 1 | 61.04 | 13,286 | -510 | 1,228 |
| 5 Dec | 486.00 | 5.95 | -0.15 | 59.80 | 7,978 | 405 | 1,738 |
| 4 Dec | 451.00 | 14.5 | -1.4 | 58.37 | 6,802 | -557 | 1,333 |
| 3 Dec | 449.70 | 16.4 | -5 | 60.55 | 8,289 | 192 | 1,890 |
| 2 Dec | 437.50 | 21.95 | -3.05 | 61.01 | 12,806 | 209 | 1,698 |
| 1 Dec | 436.80 | 23.1 | -7.1 | 61.94 | 22,878 | 1,017 | 1,489 |
| 28 Nov | 426.30 | 29.6 | -7.25 | 62.10 | 3,329 | 305 | 472 |
| 27 Nov | 413.20 | 36.7 | -4.1 | 61.04 | 342 | -10 | 167 |
| 26 Nov | 408.30 | 40.75 | -6.95 | 62.57 | 542 | -17 | 177 |
| 25 Nov | 398.00 | 49.1 | 11.3 | 66.43 | 483 | 17 | 192 |
| 24 Nov | 403.40 | 37.7 | 3.7 | 64.42 | 1,244 | -5 | 192 |
| 21 Nov | 414.10 | 33.95 | -4.9 | 65.41 | 1,557 | 159 | 247 |
| 20 Nov | 402.80 | 38 | 0.1 | 63.61 | 177 | 47 | 88 |
| 19 Nov | 404.30 | 37.35 | 4.05 | 64.54 | 52 | 41 | 41 |
| 18 Nov | 382.40 | 42 | 15.5 | - | 3 | 5 | 0 |
| 17 Nov | 392.40 | 42 | 15.5 | - | 3 | 5 | 0 |
| 14 Nov | 400.10 | 42 | 15.5 | - | 3 | 5 | 0 |
| 13 Nov | 414.00 | 33.2 | 6.7 | 59.90 | 2 | 4 | 4 |
| 12 Nov | 396.80 | 58 | 0 | - | 3 | 0 | 0 |
| 11 Nov | 399.40 | 58 | 0 | - | 3 | 0 | 0 |
| 10 Nov | 381.30 | 58 | 0 | - | 3 | 0 | 0 |
| 7 Nov | 386.70 | 58 | 0 | - | 3 | 0 | 0 |
| 6 Nov | 378.40 | 58 | 5 | 69.60 | 3 | 0 | 0 |
| 5 Nov | 377.00 | 47 | 38 | 48.49 | 12 | 0 | 3 |
| 4 Nov | 387.10 | 9 | -31.6 | - | 3 | 3 | 3 |
| 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 430 expiring on 23DEC2025
Delta for 430 PE is -0.59
Historical price for 430 PE is as follows
On 10 Dec NATGASMINI was trading at 414.30. The strike last trading price was 29.6, which was 4.6 higher than the previous day. The implied volatity was 63.49, the open interest changed by -117 which decreased total open position to 1290
On 9 Dec NATGASMINI was trading at 420.00. The strike last trading price was 25.85, which was 0.85 higher than the previous day. The implied volatity was 61.16, the open interest changed by 179 which increased total open position to 1407
On 8 Dec NATGASMINI was trading at 446.00. The strike last trading price was 14.7, which was 1 higher than the previous day. The implied volatity was 61.04, the open interest changed by -510 which decreased total open position to 1228
On 5 Dec NATGASMINI was trading at 486.00. The strike last trading price was 5.95, which was -0.15 lower than the previous day. The implied volatity was 59.80, the open interest changed by 405 which increased total open position to 1738
On 4 Dec NATGASMINI was trading at 451.00. The strike last trading price was 14.5, which was -1.4 lower than the previous day. The implied volatity was 58.37, the open interest changed by -557 which decreased total open position to 1333
On 3 Dec NATGASMINI was trading at 449.70. The strike last trading price was 16.4, which was -5 lower than the previous day. The implied volatity was 60.55, the open interest changed by 192 which increased total open position to 1890
On 2 Dec NATGASMINI was trading at 437.50. The strike last trading price was 21.95, which was -3.05 lower than the previous day. The implied volatity was 61.01, the open interest changed by 209 which increased total open position to 1698
On 1 Dec NATGASMINI was trading at 436.80. The strike last trading price was 23.1, which was -7.1 lower than the previous day. The implied volatity was 61.94, the open interest changed by 1017 which increased total open position to 1489
On 28 Nov NATGASMINI was trading at 426.30. The strike last trading price was 29.6, which was -7.25 lower than the previous day. The implied volatity was 62.10, the open interest changed by 305 which increased total open position to 472
On 27 Nov NATGASMINI was trading at 413.20. The strike last trading price was 36.7, which was -4.1 lower than the previous day. The implied volatity was 61.04, the open interest changed by -10 which decreased total open position to 167
On 26 Nov NATGASMINI was trading at 408.30. The strike last trading price was 40.75, which was -6.95 lower than the previous day. The implied volatity was 62.57, the open interest changed by -17 which decreased total open position to 177
On 25 Nov NATGASMINI was trading at 398.00. The strike last trading price was 49.1, which was 11.3 higher than the previous day. The implied volatity was 66.43, the open interest changed by 17 which increased total open position to 192
On 24 Nov NATGASMINI was trading at 403.40. The strike last trading price was 37.7, which was 3.7 higher than the previous day. The implied volatity was 64.42, the open interest changed by -5 which decreased total open position to 192
On 21 Nov NATGASMINI was trading at 414.10. The strike last trading price was 33.95, which was -4.9 lower than the previous day. The implied volatity was 65.41, the open interest changed by 159 which increased total open position to 247
On 20 Nov NATGASMINI was trading at 402.80. The strike last trading price was 38, which was 0.1 higher than the previous day. The implied volatity was 63.61, the open interest changed by 47 which increased total open position to 88
On 19 Nov NATGASMINI was trading at 404.30. The strike last trading price was 37.35, which was 4.05 higher than the previous day. The implied volatity was 64.54, the open interest changed by 41 which increased total open position to 41
On 18 Nov NATGASMINI was trading at 382.40. The strike last trading price was 42, which was 15.5 higher than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 0
On 17 Nov NATGASMINI was trading at 392.40. The strike last trading price was 42, which was 15.5 higher than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 0
On 14 Nov NATGASMINI was trading at 400.10. The strike last trading price was 42, which was 15.5 higher than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 0
On 13 Nov NATGASMINI was trading at 414.00. The strike last trading price was 33.2, which was 6.7 higher than the previous day. The implied volatity was 59.90, the open interest changed by 4 which increased total open position to 4
On 12 Nov NATGASMINI was trading at 396.80. The strike last trading price was 58, 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 11 Nov NATGASMINI was trading at 399.40. The strike last trading price was 58, 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 10 Nov NATGASMINI was trading at 381.30. The strike last trading price was 58, 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 58, 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 58, which was 5 higher than the previous day. The implied volatity was 69.60, 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 47, which was 38 higher than the previous day. The implied volatity was 48.49, the open interest changed by 0 which decreased total open position to 3
On 4 Nov NATGASMINI was trading at 387.10. The strike last trading price was 9, which was -31.6 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 3
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































































































































































































































