[--[65.84.65.76]--]

NATGASMINI

Natural Gas Mini
414.2 -8.10 (-1.92%)
L: 413.7 H: 415.1

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Historical option data for NATGASMINI

10 Dec 2025 09:03 AM IST
NATGASMINI 23-DEC-2025 430 CE
Delta: 0.41
Vega: 0.31
Theta: -0.72
Gamma: 0.01
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
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
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