NATGASMINI

Natural Gas Mini

454.9 +7.30 (1.63%)

L: 451.7 H: 460.3

Back to Option Chain

Historical option data for NATGASMINI
05 Dec 2025 02:50 PM IST

Strike Price

Expiry

Ltp Ltp OI Open Interest (OI) OI Chg Change Open Interest Volume Volume IV IV

Call
Put

Per Lot

NATGASMINI 23-DEC-2025 440 CE
Delta: 0.63 Vega: 0.39 Theta: -0.61 Gamma: 0.01
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
5 Dec	455.40	32 ₹ 8,000	4.4 1100.00	58.64	1,684 4,21,000	-131 -32,750	757 1,89,250
4 Dec	451.00	28.9 ₹ 7,225	1.3 325.00	56.38	9,855 24,63,750	-119 -29,750	888 2,22,000
3 Dec	449.70	30.25 ₹ 7,562.5	4.45 1112.50	60.27	12,771 31,92,750	-657 -1,64,250	1,007 2,51,750
2 Dec	437.50	24.85 ₹ 6,212.5	0.65 162.50	62.08	27,586 68,96,500	290 72,500	1,664 4,16,000
1 Dec	436.80	25.2 ₹ 6,300	2.9 725.00	61.96	19,202 48,00,500	689 1,72,250	1,374 3,43,500

28 Nov	426.30	21.25 ₹ 5,312.5	4.3 1075.00	60.22	3,244 8,11,000	175 43,750	685 1,71,250
27 Nov	413.20	17 ₹ 4,250	0.7 175.00	62.36	1,509 3,77,250	73 18,250	511 1,27,750
26 Nov	408.30	15.8 ₹ 3,950	0.95 237.50	62.78	3,680 9,20,000	124 31,000	440 1,10,000
25 Nov	398.00	14.15 ₹ 3,537.5	-7.55 -1887.50	66.13	1,928 4,82,000	32 8,000	374 93,500
24 Nov	403.40	21.65 ₹ 5,412.5	-6.75 -1687.50	65.90	2,088 5,22,000	-78 -19,500	379 94,750
21 Nov	414.10	28.55 ₹ 7,137.5	4.55 1137.50	66.12	1,952 4,88,000	203 50,750	518 1,29,500
20 Nov	402.80	24.7 ₹ 6,175	-2.35 -587.50	65.77	575 1,43,750	81 20,250	320 80,000
19 Nov	404.30	27.35 ₹ 6,837.5	8.15 2037.50	67.15	490 1,22,500	120 30,000	241 60,250
18 Nov	382.40	18.9 ₹ 4,725	-5.65 -1412.50	65.19	233 58,250	87 21,750	110 27,500
17 Nov	392.40	22.95 ₹ 5,737.5	-4.15 -1037.50	64.78	25 6,250	10 2,500	23 5,750
14 Nov	400.10	25.3 ₹ 6,325	-5.3 -1325.00	61.88	21 5,250	1 250	13 3,250
13 Nov	414.00	31 ₹ 7,750	3.5 875.00	60.27	11 2,750	7 1,750	12 3,000
12 Nov	396.80	27 ₹ 6,750	4.75 1187.50	65.59	3 750	3 750	5 1,250
11 Nov	399.40	22.3 ₹ 5,575	16.1 4025.00	55.62	2 500	2 500	2 500
10 Nov	381.30	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
7 Nov	386.70	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
6 Nov	378.40	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
5 Nov	377.00	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
4 Nov	387.10	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
30 Oct	348.20	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
29 Oct	340.50	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
28 Oct	298.50	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
24 Oct	282.50	0 ₹ 0	0 0.00	-	0 0	0 0	0 0

For Natural Gas Mini - strike price 440 expiring on 23DEC2025

Delta for 440 CE is 0.63

Historical price for 440 CE is as follows

On 5 Dec NATGASMINI was trading at 455.40. The strike last trading price was 32, which was 4.4 higher than the previous day. The implied volatity was 58.64, the open interest changed by -131 which decreased total open position to 757

On 4 Dec NATGASMINI was trading at 451.00. The strike last trading price was 28.9, which was 1.3 higher than the previous day. The implied volatity was 56.38, the open interest changed by -119 which decreased total open position to 888

On 3 Dec NATGASMINI was trading at 449.70. The strike last trading price was 30.25, which was 4.45 higher than the previous day. The implied volatity was 60.27, the open interest changed by -657 which decreased total open position to 1007

On 2 Dec NATGASMINI was trading at 437.50. The strike last trading price was 24.85, which was 0.65 higher than the previous day. The implied volatity was 62.08, the open interest changed by 290 which increased total open position to 1664

On 1 Dec NATGASMINI was trading at 436.80. The strike last trading price was 25.2, which was 2.9 higher than the previous day. The implied volatity was 61.96, the open interest changed by 689 which increased total open position to 1374

On 28 Nov NATGASMINI was trading at 426.30. The strike last trading price was 21.25, which was 4.3 higher than the previous day. The implied volatity was 60.22, the open interest changed by 175 which increased total open position to 685

On 27 Nov NATGASMINI was trading at 413.20. The strike last trading price was 17, which was 0.7 higher than the previous day. The implied volatity was 62.36, the open interest changed by 73 which increased total open position to 511

On 26 Nov NATGASMINI was trading at 408.30. The strike last trading price was 15.8, which was 0.95 higher than the previous day. The implied volatity was 62.78, the open interest changed by 124 which increased total open position to 440

On 25 Nov NATGASMINI was trading at 398.00. The strike last trading price was 14.15, which was -7.55 lower than the previous day. The implied volatity was 66.13, the open interest changed by 32 which increased total open position to 374

On 24 Nov NATGASMINI was trading at 403.40. The strike last trading price was 21.65, which was -6.75 lower than the previous day. The implied volatity was 65.90, the open interest changed by -78 which decreased total open position to 379

On 21 Nov NATGASMINI was trading at 414.10. The strike last trading price was 28.55, which was 4.55 higher than the previous day. The implied volatity was 66.12, the open interest changed by 203 which increased total open position to 518

On 20 Nov NATGASMINI was trading at 402.80. The strike last trading price was 24.7, which was -2.35 lower than the previous day. The implied volatity was 65.77, the open interest changed by 81 which increased total open position to 320

On 19 Nov NATGASMINI was trading at 404.30. The strike last trading price was 27.35, which was 8.15 higher than the previous day. The implied volatity was 67.15, the open interest changed by 120 which increased total open position to 241

On 18 Nov NATGASMINI was trading at 382.40. The strike last trading price was 18.9, which was -5.65 lower than the previous day. The implied volatity was 65.19, the open interest changed by 87 which increased total open position to 110

On 17 Nov NATGASMINI was trading at 392.40. The strike last trading price was 22.95, which was -4.15 lower than the previous day. The implied volatity was 64.78, the open interest changed by 10 which increased total open position to 23

On 14 Nov NATGASMINI was trading at 400.10. The strike last trading price was 25.3, which was -5.3 lower than the previous day. The implied volatity was 61.88, the open interest changed by 1 which increased total open position to 13

On 13 Nov NATGASMINI was trading at 414.00. The strike last trading price was 31, which was 3.5 higher than the previous day. The implied volatity was 60.27, the open interest changed by 7 which increased total open position to 12

On 12 Nov NATGASMINI was trading at 396.80. The strike last trading price was 27, which was 4.75 higher than the previous day. The implied volatity was 65.59, the open interest changed by 3 which increased total open position to 5

On 11 Nov NATGASMINI was trading at 399.40. The strike last trading price was 22.3, which was 16.1 higher than the previous day. The implied volatity was 55.62, the open interest changed by 2 which increased total open position to 2

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 440 PE
Delta: -0.37 Vega: 0.39 Theta: -0.60 Gamma: 0.01
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
5 Dec	455.40	16.25 ₹ 4,062.5	-4.4 -1100.00	57.23	1,974 4,93,500	-94 -23,500	1,649 4,12,250
4 Dec	451.00	18.7 ₹ 4,675	-1.95 -487.50	58.38	17,690 44,22,500	-1,108 -2,77,000	1,743 4,35,750
3 Dec	449.70	20.8 ₹ 5,200	-5.9 -1475.00	60.64	14,340 35,85,000	911 2,27,750	2,851 7,12,750
2 Dec	437.50	27 ₹ 6,750	-3.7 -925.00	60.77	32,376 80,94,000	1,666 4,16,500	1,940 4,85,000
1 Dec	436.80	28.5 ₹ 7,125	-7.75 -1937.50	62.42	4,352 10,88,000	170 42,500	274 68,500
28 Nov	426.30	36 ₹ 9,000	-9.85 -2462.50	63.46	729 1,82,250	46 11,500	104 26,000
27 Nov	413.20	43.65 ₹ 10,912.5	-3.5 -875.00	62.01	45 11,250	-20 -5,000	58 14,500
26 Nov	408.30	47.55 ₹ 11,887.5	-8.6 -2150.00	62.66	73 18,250	0 0	78 19,500
25 Nov	398.00	55.85 ₹ 13,962.5	11.35 2837.50	65.38	150 37,500	8 2,000	73 18,250
24 Nov	403.40	44.55 ₹ 11,137.5	4.7 1175.00	65.68	242 60,500	20 5,000	70 17,500
21 Nov	414.10	39.85 ₹ 9,962.5	-5.3 -1325.00	65.83	338 84,500	82 20,500	91 22,750
20 Nov	402.80	44.05 ₹ 11,012.5	-0.05 -12.50	63.47	11 2,750	4 1,000	9 2,250
19 Nov	404.30	44.4 ₹ 11,100	2.65 662.50	66.66	5 1,250	3 750	5 1,250
18 Nov	382.40	31.9 ₹ 7,975	-2.15 -537.50	-	1 250	1 250	1 250
17 Nov	392.40	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
14 Nov	400.10	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
13 Nov	414.00	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
12 Nov	396.80	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
11 Nov	399.40	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
10 Nov	381.30	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
7 Nov	386.70	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
6 Nov	378.40	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
5 Nov	377.00	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
4 Nov	387.10	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
30 Oct	348.20	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
29 Oct	340.50	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
28 Oct	298.50	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
24 Oct	282.50	0 ₹ 0	0 0.00	-	0 0	0 0	0 0

For Natural Gas Mini - strike price 440 expiring on 23DEC2025

Delta for 440 PE is -0.37

Historical price for 440 PE is as follows

On 5 Dec NATGASMINI was trading at 455.40. The strike last trading price was 16.25, which was -4.4 lower than the previous day. The implied volatity was 57.23, the open interest changed by -94 which decreased total open position to 1649

On 4 Dec NATGASMINI was trading at 451.00. The strike last trading price was 18.7, which was -1.95 lower than the previous day. The implied volatity was 58.38, the open interest changed by -1108 which decreased total open position to 1743

On 3 Dec NATGASMINI was trading at 449.70. The strike last trading price was 20.8, which was -5.9 lower than the previous day. The implied volatity was 60.64, the open interest changed by 911 which increased total open position to 2851

On 2 Dec NATGASMINI was trading at 437.50. The strike last trading price was 27, which was -3.7 lower than the previous day. The implied volatity was 60.77, the open interest changed by 1666 which increased total open position to 1940

On 1 Dec NATGASMINI was trading at 436.80. The strike last trading price was 28.5, which was -7.75 lower than the previous day. The implied volatity was 62.42, the open interest changed by 170 which increased total open position to 274

On 28 Nov NATGASMINI was trading at 426.30. The strike last trading price was 36, which was -9.85 lower than the previous day. The implied volatity was 63.46, the open interest changed by 46 which increased total open position to 104

On 27 Nov NATGASMINI was trading at 413.20. The strike last trading price was 43.65, which was -3.5 lower than the previous day. The implied volatity was 62.01, the open interest changed by -20 which decreased total open position to 58

On 26 Nov NATGASMINI was trading at 408.30. The strike last trading price was 47.55, which was -8.6 lower than the previous day. The implied volatity was 62.66, the open interest changed by 0 which decreased total open position to 78

On 25 Nov NATGASMINI was trading at 398.00. The strike last trading price was 55.85, which was 11.35 higher than the previous day. The implied volatity was 65.38, the open interest changed by 8 which increased total open position to 73

On 24 Nov NATGASMINI was trading at 403.40. The strike last trading price was 44.55, which was 4.7 higher than the previous day. The implied volatity was 65.68, the open interest changed by 20 which increased total open position to 70

On 21 Nov NATGASMINI was trading at 414.10. The strike last trading price was 39.85, which was -5.3 lower than the previous day. The implied volatity was 65.83, the open interest changed by 82 which increased total open position to 91

On 20 Nov NATGASMINI was trading at 402.80. The strike last trading price was 44.05, which was -0.05 lower than the previous day. The implied volatity was 63.47, the open interest changed by 4 which increased total open position to 9

On 19 Nov NATGASMINI was trading at 404.30. The strike last trading price was 44.4, which was 2.65 higher than the previous day. The implied volatity was 66.66, the open interest changed by 3 which increased total open position to 5

On 18 Nov NATGASMINI was trading at 382.40. The strike last trading price was 31.9, which was -2.15 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1

On 17 Nov NATGASMINI was trading at 392.40. 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 14 Nov NATGASMINI was trading at 400.10. 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 13 Nov NATGASMINI was trading at 414.00. 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 12 Nov NATGASMINI was trading at 396.80. 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 11 Nov NATGASMINI was trading at 399.40. 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

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