NATGASMINI

Natural Gas Mini

434.4 -14.60 (-3.25%)

L: 433.3 H: 442.9

Back to Option Chain

Historical option data for NATGASMINI
09 Dec 2025 12:10 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 450 CE
Delta: 0.42 Vega: 0.34 Theta: -0.75 Gamma: 0.01
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
9 Dec	434.30	15.85 ₹ 3,962.5	-6.85 -1712.50	64.54	3,624 9,06,000	81 20,250	2,499 6,24,750
8 Dec	446.00	21 ₹ 5,250	-1.7 -425.00	62.89	25,380 63,45,000	1,129 2,82,250	2,418 6,04,500
5 Dec	486.00	46 ₹ 11,500	-3.95 -987.50	57.09	13,392 33,48,000	-1,189 -2,97,250	1,289 3,22,250
4 Dec	451.00	23.5 ₹ 5,875	0.25 62.50	55.78	34,849 87,12,250	283 70,750	2,478 6,19,500
3 Dec	449.70	25.1 ₹ 6,275	3.5 875.00	59.93	33,203 83,00,750	-515 -1,28,750	2,193 5,48,250
2 Dec	437.50	20.85 ₹ 5,212.5	0.65 162.50	62.66	24,209 60,52,250	1,427 3,56,750	2,708 6,77,000
1 Dec	436.80	20.95 ₹ 5,237.5	2.1 525.00	61.89	9,466 23,66,500	-3 -750	1,281 3,20,250
28 Nov	426.30	18.15 ₹ 4,537.5	4 1000.00	61.51	3,515 8,78,750	250 62,500	1,284 3,21,000
27 Nov	413.20	14.35 ₹ 3,587.5	0.65 162.50	63.21	1,578 3,94,500	47 11,750	1,035 2,58,750
26 Nov	408.30	13.45 ₹ 3,362.5	1 250.00	63.87	2,856 7,14,000	226 56,500	986 2,46,500
25 Nov	398.00	12 ₹ 3,000	-6.75 -1687.50	66.87	2,431 6,07,750	-165 -41,250	735 1,83,750
24 Nov	403.40	18.6 ₹ 4,650	-6.15 -1537.50	66.45	2,936 7,34,000	-79 -19,750	909 2,27,250
21 Nov	414.10	24.9 ₹ 6,225	4.15 1037.50	66.44	2,390 5,97,500	277 69,250	1,013 2,53,250
20 Nov	402.80	21.15 ₹ 5,287.5	-2.9 -725.00	65.58	829 2,07,250	206 51,500	741 1,85,250
19 Nov	404.30	24.4 ₹ 6,100	7.3 1825.00	68.47	546 1,36,500	203 50,750	535 1,33,750

18 Nov	382.40	16.6 ₹ 4,150	-3.25 -812.50	66.44	411 1,02,750	179 44,750	320 80,000
17 Nov	392.40	19.55 ₹ 4,887.5	-2.25 -562.50	64.40	107 26,750	14 3,500	136 34,000
14 Nov	400.10	21.65 ₹ 5,412.5	-10 -2500.00	61.68	66 16,500	-125 -31,250	120 30,000
13 Nov	414.00	28.45 ₹ 7,112.5	3.85 962.50	63.11	46 11,500	19 4,750	244 61,000
12 Nov	396.80	24.05 ₹ 6,012.5	-0.6 -150.00	66.44	58 14,500	9 2,250	225 56,250
11 Nov	399.40	24.05 ₹ 6,012.5	2.3 575.00	65.42	233 58,250	193 48,250	214 53,500
10 Nov	381.30	17.1 ₹ 4,275	-2.6 -650.00	61.70	13 3,250	4 1,000	21 5,250
7 Nov	386.70	20 ₹ 5,000	2.75 687.50	63.40	5 1,250	3 750	17 4,250
6 Nov	378.40	18 ₹ 4,500	1.55 387.50	62.21	2 500	2 500	14 3,500
5 Nov	377.00	16 ₹ 4,000	3.7 925.00	58.27	4 1,000	4 1,000	12 3,000
4 Nov	387.10	16 ₹ 4,000	10.3 2575.00	51.63	3 750	7 1,750	7 1,750
30 Oct	348.20	4.65 ₹ 1,162.5	0 0.00	-	3 750	0 0	4 1,000
29 Oct	340.50	4.65 ₹ 1,162.5	3.25 812.50	46.54	3 750	3 750	4 1,000
28 Oct	298.50	3 ₹ 750	0 0.00	-	1 250	1 250	1 250
24 Oct	282.50	3 ₹ 750	0.5 125.00	36.88	1 250	1 250	1 250

For Natural Gas Mini - strike price 450 expiring on 23DEC2025

Delta for 450 CE is 0.42

Historical price for 450 CE is as follows

On 9 Dec NATGASMINI was trading at 434.30. The strike last trading price was 15.85, which was -6.85 lower than the previous day. The implied volatity was 64.54, the open interest changed by 81 which increased total open position to 2499

On 8 Dec NATGASMINI was trading at 446.00. The strike last trading price was 21, which was -1.7 lower than the previous day. The implied volatity was 62.89, the open interest changed by 1129 which increased total open position to 2418

On 5 Dec NATGASMINI was trading at 486.00. The strike last trading price was 46, which was -3.95 lower than the previous day. The implied volatity was 57.09, the open interest changed by -1189 which decreased total open position to 1289

On 4 Dec NATGASMINI was trading at 451.00. The strike last trading price was 23.5, which was 0.25 higher than the previous day. The implied volatity was 55.78, the open interest changed by 283 which increased total open position to 2478

On 3 Dec NATGASMINI was trading at 449.70. The strike last trading price was 25.1, which was 3.5 higher than the previous day. The implied volatity was 59.93, the open interest changed by -515 which decreased total open position to 2193

On 2 Dec NATGASMINI was trading at 437.50. The strike last trading price was 20.85, which was 0.65 higher than the previous day. The implied volatity was 62.66, the open interest changed by 1427 which increased total open position to 2708

On 1 Dec NATGASMINI was trading at 436.80. The strike last trading price was 20.95, which was 2.1 higher than the previous day. The implied volatity was 61.89, the open interest changed by -3 which decreased total open position to 1281

On 28 Nov NATGASMINI was trading at 426.30. The strike last trading price was 18.15, which was 4 higher than the previous day. The implied volatity was 61.51, the open interest changed by 250 which increased total open position to 1284

On 27 Nov NATGASMINI was trading at 413.20. The strike last trading price was 14.35, which was 0.65 higher than the previous day. The implied volatity was 63.21, the open interest changed by 47 which increased total open position to 1035

On 26 Nov NATGASMINI was trading at 408.30. The strike last trading price was 13.45, which was 1 higher than the previous day. The implied volatity was 63.87, the open interest changed by 226 which increased total open position to 986

On 25 Nov NATGASMINI was trading at 398.00. The strike last trading price was 12, which was -6.75 lower than the previous day. The implied volatity was 66.87, the open interest changed by -165 which decreased total open position to 735

On 24 Nov NATGASMINI was trading at 403.40. The strike last trading price was 18.6, which was -6.15 lower than the previous day. The implied volatity was 66.45, the open interest changed by -79 which decreased total open position to 909

On 21 Nov NATGASMINI was trading at 414.10. The strike last trading price was 24.9, which was 4.15 higher than the previous day. The implied volatity was 66.44, the open interest changed by 277 which increased total open position to 1013

On 20 Nov NATGASMINI was trading at 402.80. The strike last trading price was 21.15, which was -2.9 lower than the previous day. The implied volatity was 65.58, the open interest changed by 206 which increased total open position to 741

On 19 Nov NATGASMINI was trading at 404.30. The strike last trading price was 24.4, which was 7.3 higher than the previous day. The implied volatity was 68.47, the open interest changed by 203 which increased total open position to 535

On 18 Nov NATGASMINI was trading at 382.40. The strike last trading price was 16.6, which was -3.25 lower than the previous day. The implied volatity was 66.44, the open interest changed by 179 which increased total open position to 320

On 17 Nov NATGASMINI was trading at 392.40. The strike last trading price was 19.55, which was -2.25 lower than the previous day. The implied volatity was 64.40, the open interest changed by 14 which increased total open position to 136

On 14 Nov NATGASMINI was trading at 400.10. The strike last trading price was 21.65, which was -10 lower than the previous day. The implied volatity was 61.68, the open interest changed by -125 which decreased total open position to 120

On 13 Nov NATGASMINI was trading at 414.00. The strike last trading price was 28.45, which was 3.85 higher than the previous day. The implied volatity was 63.11, the open interest changed by 19 which increased total open position to 244

On 12 Nov NATGASMINI was trading at 396.80. The strike last trading price was 24.05, which was -0.6 lower than the previous day. The implied volatity was 66.44, the open interest changed by 9 which increased total open position to 225

On 11 Nov NATGASMINI was trading at 399.40. The strike last trading price was 24.05, which was 2.3 higher than the previous day. The implied volatity was 65.42, the open interest changed by 193 which increased total open position to 214

On 10 Nov NATGASMINI was trading at 381.30. The strike last trading price was 17.1, which was -2.6 lower than the previous day. The implied volatity was 61.70, the open interest changed by 4 which increased total open position to 21

On 7 Nov NATGASMINI was trading at 386.70. The strike last trading price was 20, which was 2.75 higher than the previous day. The implied volatity was 63.40, the open interest changed by 3 which increased total open position to 17

On 6 Nov NATGASMINI was trading at 378.40. The strike last trading price was 18, which was 1.55 higher than the previous day. The implied volatity was 62.21, the open interest changed by 2 which increased total open position to 14

On 5 Nov NATGASMINI was trading at 377.00. The strike last trading price was 16, which was 3.7 higher than the previous day. The implied volatity was 58.27, the open interest changed by 4 which increased total open position to 12

On 4 Nov NATGASMINI was trading at 387.10. The strike last trading price was 16, which was 10.3 higher than the previous day. The implied volatity was 51.63, the open interest changed by 7 which increased total open position to 7

On 30 Oct NATGASMINI was trading at 348.20. The strike last trading price was 4.65, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4

On 29 Oct NATGASMINI was trading at 340.50. The strike last trading price was 4.65, which was 3.25 higher than the previous day. The implied volatity was 46.54, the open interest changed by 3 which increased total open position to 4

On 28 Oct NATGASMINI was trading at 298.50. The strike last trading price was 3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1

On 24 Oct NATGASMINI was trading at 282.50. The strike last trading price was 3, which was 0.5 higher than the previous day. The implied volatity was 36.88, the open interest changed by 1 which increased total open position to 1

NATGASMINI 23DEC2025 450 PE
Delta: -0.58 Vega: 0.34 Theta: -0.74 Gamma: 0.01
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
9 Dec	434.30	31.3 ₹ 7,825	7.7 1925.00	63.81	1,609 4,02,250	-234 -58,500	933 2,33,250
8 Dec	446.00	24.15 ₹ 6,037.5	0.55 137.50	60.55	41,424 1,03,56,000	-1,628 -4,07,000	1,167 2,91,750
5 Dec	486.00	11.2 ₹ 2,800	-0.05 -12.50	60.51	25,164 62,91,000	1,442 3,60,500	2,795 6,98,750
4 Dec	451.00	23.95 ₹ 5,987.5	-1.8 -450.00	59.31	24,326 60,81,500	-2,038 -5,09,500	1,353 3,38,250
3 Dec	449.70	25.9 ₹ 6,475	-6.65 -1662.50	60.88	21,749 54,37,250	2,935 7,33,750	3,391 8,47,750
2 Dec	437.50	32.5 ₹ 8,125	-4.3 -1075.00	60.15	7,155 17,88,750	325 81,250	456 1,14,000
1 Dec	436.80	34 ₹ 8,500	-8.5 -2125.00	61.78	1,094 2,73,500	84 21,000	131 32,750
28 Nov	426.30	43.15 ₹ 10,787.5	1.35 337.50	65.64	434 1,08,500	47 11,750	47 11,750
27 Nov	413.20	63 ₹ 15,750	0.3 75.00	-	23 5,750	13 3,250	0 0
26 Nov	408.30	63 ₹ 15,750	0.3 75.00	-	23 5,750	13 3,250	0 0
25 Nov	398.00	63.45 ₹ 15,862.5	11.15 2787.50	65.40	17 4,250	13 3,250	29 7,250
24 Nov	403.40	52.95 ₹ 13,237.5	6.65 1662.50	69.44	99 24,750	5 1,250	18 4,500
21 Nov	414.10	46.1 ₹ 11,525	-4.15 -1037.50	66.05	110 27,500	16 4,000	17 4,250
20 Nov	402.80	48.5 ₹ 12,125	11 2750.00	59.10	5 1,250	1 250	1 250
19 Nov	404.30	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
18 Nov	382.40	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
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 450 expiring on 23DEC2025

Delta for 450 PE is -0.58

Historical price for 450 PE is as follows

On 9 Dec NATGASMINI was trading at 434.30. The strike last trading price was 31.3, which was 7.7 higher than the previous day. The implied volatity was 63.81, the open interest changed by -234 which decreased total open position to 933

On 8 Dec NATGASMINI was trading at 446.00. The strike last trading price was 24.15, which was 0.55 higher than the previous day. The implied volatity was 60.55, the open interest changed by -1628 which decreased total open position to 1167

On 5 Dec NATGASMINI was trading at 486.00. The strike last trading price was 11.2, which was -0.05 lower than the previous day. The implied volatity was 60.51, the open interest changed by 1442 which increased total open position to 2795

On 4 Dec NATGASMINI was trading at 451.00. The strike last trading price was 23.95, which was -1.8 lower than the previous day. The implied volatity was 59.31, the open interest changed by -2038 which decreased total open position to 1353

On 3 Dec NATGASMINI was trading at 449.70. The strike last trading price was 25.9, which was -6.65 lower than the previous day. The implied volatity was 60.88, the open interest changed by 2935 which increased total open position to 3391

On 2 Dec NATGASMINI was trading at 437.50. The strike last trading price was 32.5, which was -4.3 lower than the previous day. The implied volatity was 60.15, the open interest changed by 325 which increased total open position to 456

On 1 Dec NATGASMINI was trading at 436.80. The strike last trading price was 34, which was -8.5 lower than the previous day. The implied volatity was 61.78, the open interest changed by 84 which increased total open position to 131

On 28 Nov NATGASMINI was trading at 426.30. The strike last trading price was 43.15, which was 1.35 higher than the previous day. The implied volatity was 65.64, the open interest changed by 47 which increased total open position to 47

On 27 Nov NATGASMINI was trading at 413.20. The strike last trading price was 63, which was 0.3 higher than the previous day. The implied volatity was -, the open interest changed by 13 which increased total open position to 0

On 26 Nov NATGASMINI was trading at 408.30. The strike last trading price was 63, which was 0.3 higher than the previous day. The implied volatity was -, the open interest changed by 13 which increased total open position to 0

On 25 Nov NATGASMINI was trading at 398.00. The strike last trading price was 63.45, which was 11.15 higher than the previous day. The implied volatity was 65.40, the open interest changed by 13 which increased total open position to 29

On 24 Nov NATGASMINI was trading at 403.40. The strike last trading price was 52.95, which was 6.65 higher than the previous day. The implied volatity was 69.44, the open interest changed by 5 which increased total open position to 18

On 21 Nov NATGASMINI was trading at 414.10. The strike last trading price was 46.1, which was -4.15 lower than the previous day. The implied volatity was 66.05, the open interest changed by 16 which increased total open position to 17

On 20 Nov NATGASMINI was trading at 402.80. The strike last trading price was 48.5, which was 11 higher than the previous day. The implied volatity was 59.10, the open interest changed by 1 which increased total open position to 1

On 19 Nov NATGASMINI was trading at 404.30. 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 18 Nov NATGASMINI was trading at 382.40. 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 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

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

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