NATGASMINI
Natural Gas Mini
Historical option data for NATGASMINI
10 Dec 2025 07:13 PM IST
| NATGASMINI 23-DEC-2025 460 CE | ||||||||||||||||
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Delta: 0.18
Vega: 0.21
Theta: -0.52
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
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| 10 Dec | 405.50 | 5 | -3.7 | 67.96 | 4,228 | -403 | 3,201 | |||||||||
| 9 Dec | 420.00 | 7.9 | -0.8 | 64.88 | 14,964 | 449 | 3,604 | |||||||||
| 8 Dec | 446.00 | 17.45 | -1.25 | 64.52 | 31,286 | 2,199 | 3,155 | |||||||||
| 5 Dec | 486.00 | 40 | -3.45 | 59.03 | 20,399 | -28 | 956 | |||||||||
| 4 Dec | 451.00 | 19.75 | 0.85 | 57.54 | 11,917 | -220 | 984 | |||||||||
| 3 Dec | 449.70 | 21.15 | 3.1 | 60.97 | 7,800 | 179 | 1,204 | |||||||||
| 2 Dec | 437.50 | 17.2 | 0.5 | 62.73 | 9,852 | 211 | 1,025 | |||||||||
| 1 Dec | 436.80 | 17.5 | 1.85 | 62.40 | 4,595 | 5 | 814 | |||||||||
| 28 Nov | 426.30 | 15.2 | 3.4 | 62.04 | 2,019 | 130 | 809 | |||||||||
| 27 Nov | 413.20 | 11.95 | 0.4 | 63.66 | 666 | -13 | 679 | |||||||||
| 26 Nov | 408.30 | 11.6 | 1 | 65.32 | 1,021 | 109 | 691 | |||||||||
| 25 Nov | 398.00 | 10.2 | -6.1 | 67.68 | 1,177 | 162 | 583 | |||||||||
| 24 Nov | 403.40 | 16.1 | -5.4 | 67.34 | 775 | 9 | 424 | |||||||||
| 21 Nov | 414.10 | 21.75 | 3.25 | 67.04 | 1,042 | 81 | 413 | |||||||||
| 20 Nov | 402.80 | 18.95 | -2.25 | 67.39 | 470 | 90 | 330 | |||||||||
| 19 Nov | 404.30 | 21.5 | 6.5 | 69.17 | 367 | 104 | 246 | |||||||||
| 18 Nov | 382.40 | 14.45 | -2.85 | 67.17 | 452 | 10 | 126 | |||||||||
| 17 Nov | 392.40 | 15.5 | -2.55 | 61.81 | 147 | 98 | 116 | |||||||||
| 14 Nov | 400.10 | 18.65 | -4.2 | 61.58 | 2 | 2 | 18 | |||||||||
| 13 Nov | 414.00 | 27 | 6.45 | 66.74 | 8 | 2 | 16 | |||||||||
| 12 Nov | 396.80 | 21.1 | 2.1 | 66.64 | 9 | 6 | 14 | |||||||||
| 11 Nov | 399.40 | 21 | 17.95 | 64.97 | 10 | 8 | 8 | |||||||||
| 7 Nov | 386.70 | 18.5 | 14.55 | 65.61 | 4 | 3 | 3 | |||||||||
| 5 Nov | 377.00 | 1.85 | 0.05 | 28.89 | 1 | 1 | 2 | |||||||||
For Natural Gas Mini - strike price 460 expiring on 23DEC2025
Delta for 460 CE is 0.18
Historical price for 460 CE is as follows
On 10 Dec NATGASMINI was trading at 405.50. The strike last trading price was 5, which was -3.7 lower than the previous day. The implied volatity was 67.96, the open interest changed by -403 which decreased total open position to 3201
On 9 Dec NATGASMINI was trading at 420.00. The strike last trading price was 7.9, which was -0.8 lower than the previous day. The implied volatity was 64.88, the open interest changed by 449 which increased total open position to 3604
On 8 Dec NATGASMINI was trading at 446.00. The strike last trading price was 17.45, which was -1.25 lower than the previous day. The implied volatity was 64.52, the open interest changed by 2199 which increased total open position to 3155
On 5 Dec NATGASMINI was trading at 486.00. The strike last trading price was 40, which was -3.45 lower than the previous day. The implied volatity was 59.03, the open interest changed by -28 which decreased total open position to 956
On 4 Dec NATGASMINI was trading at 451.00. The strike last trading price was 19.75, which was 0.85 higher than the previous day. The implied volatity was 57.54, the open interest changed by -220 which decreased total open position to 984
On 3 Dec NATGASMINI was trading at 449.70. The strike last trading price was 21.15, which was 3.1 higher than the previous day. The implied volatity was 60.97, the open interest changed by 179 which increased total open position to 1204
On 2 Dec NATGASMINI was trading at 437.50. The strike last trading price was 17.2, which was 0.5 higher than the previous day. The implied volatity was 62.73, the open interest changed by 211 which increased total open position to 1025
On 1 Dec NATGASMINI was trading at 436.80. The strike last trading price was 17.5, which was 1.85 higher than the previous day. The implied volatity was 62.40, the open interest changed by 5 which increased total open position to 814
On 28 Nov NATGASMINI was trading at 426.30. The strike last trading price was 15.2, which was 3.4 higher than the previous day. The implied volatity was 62.04, the open interest changed by 130 which increased total open position to 809
On 27 Nov NATGASMINI was trading at 413.20. The strike last trading price was 11.95, which was 0.4 higher than the previous day. The implied volatity was 63.66, the open interest changed by -13 which decreased total open position to 679
On 26 Nov NATGASMINI was trading at 408.30. The strike last trading price was 11.6, which was 1 higher than the previous day. The implied volatity was 65.32, the open interest changed by 109 which increased total open position to 691
On 25 Nov NATGASMINI was trading at 398.00. The strike last trading price was 10.2, which was -6.1 lower than the previous day. The implied volatity was 67.68, the open interest changed by 162 which increased total open position to 583
On 24 Nov NATGASMINI was trading at 403.40. The strike last trading price was 16.1, which was -5.4 lower than the previous day. The implied volatity was 67.34, the open interest changed by 9 which increased total open position to 424
On 21 Nov NATGASMINI was trading at 414.10. The strike last trading price was 21.75, which was 3.25 higher than the previous day. The implied volatity was 67.04, the open interest changed by 81 which increased total open position to 413
On 20 Nov NATGASMINI was trading at 402.80. The strike last trading price was 18.95, which was -2.25 lower than the previous day. The implied volatity was 67.39, the open interest changed by 90 which increased total open position to 330
On 19 Nov NATGASMINI was trading at 404.30. The strike last trading price was 21.5, which was 6.5 higher than the previous day. The implied volatity was 69.17, the open interest changed by 104 which increased total open position to 246
On 18 Nov NATGASMINI was trading at 382.40. The strike last trading price was 14.45, which was -2.85 lower than the previous day. The implied volatity was 67.17, the open interest changed by 10 which increased total open position to 126
On 17 Nov NATGASMINI was trading at 392.40. The strike last trading price was 15.5, which was -2.55 lower than the previous day. The implied volatity was 61.81, the open interest changed by 98 which increased total open position to 116
On 14 Nov NATGASMINI was trading at 400.10. The strike last trading price was 18.65, which was -4.2 lower than the previous day. The implied volatity was 61.58, the open interest changed by 2 which increased total open position to 18
On 13 Nov NATGASMINI was trading at 414.00. The strike last trading price was 27, which was 6.45 higher than the previous day. The implied volatity was 66.74, the open interest changed by 2 which increased total open position to 16
On 12 Nov NATGASMINI was trading at 396.80. The strike last trading price was 21.1, which was 2.1 higher than the previous day. The implied volatity was 66.64, the open interest changed by 6 which increased total open position to 14
On 11 Nov NATGASMINI was trading at 399.40. The strike last trading price was 21, which was 17.95 higher than the previous day. The implied volatity was 64.97, the open interest changed by 8 which increased total open position to 8
On 7 Nov NATGASMINI was trading at 386.70. The strike last trading price was 18.5, which was 14.55 higher than the previous day. The implied volatity was 65.61, the open interest changed by 3 which increased total open position to 3
On 5 Nov NATGASMINI was trading at 377.00. The strike last trading price was 1.85, which was 0.05 higher than the previous day. The implied volatity was 28.89, the open interest changed by 1 which increased total open position to 2
| NATGASMINI 23DEC2025 460 PE | |||||||
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Delta: -0.81
Vega: 0.21
Theta: -0.54
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 10 Dec | 405.50 | 59.65 | 13.2 | 69.16 | 487 | -88 | 526 |
| 9 Dec | 420.00 | 45.3 | -1.15 | 54.75 | 1,246 | -88 | 614 |
| 8 Dec | 446.00 | 30.4 | 0.95 | 61.58 | 30,595 | -1,666 | 702 |
| 5 Dec | 486.00 | 14.25 | -0.4 | 59.67 | 27,794 | 2,197 | 2,368 |
| 4 Dec | 451.00 | 29.4 | -2.8 | 59.12 | 2,947 | -121 | 171 |
| 3 Dec | 449.70 | 31.3 | -7.65 | 60.37 | 1,974 | 234 | 291 |
| 2 Dec | 437.50 | 38.9 | -3.6 | 60.27 | 1,143 | 29 | 57 |
| 1 Dec | 436.80 | 41.65 | -9.85 | 64.92 | 451 | 27 | 28 |
| 28 Nov | 426.30 | 52.7 | 2.55 | 71.19 | 2 | 1 | 1 |
| 27 Nov | 413.20 | 0 | 0 | - | 0 | 0 | 0 |
| 26 Nov | 408.30 | 0 | 0 | - | 0 | 0 | 0 |
| 25 Nov | 398.00 | 0 | 0 | - | 0 | 0 | 0 |
| 24 Nov | 403.40 | 0 | 0 | - | 0 | 0 | 0 |
| 21 Nov | 414.10 | 0 | 0 | - | 0 | 0 | 0 |
| 20 Nov | 402.80 | 0 | 0 | - | 0 | 0 | 0 |
| 19 Nov | 404.30 | 0 | 0 | - | 0 | 0 | 0 |
| 18 Nov | 382.40 | 0 | 0 | - | 0 | 0 | 0 |
| 17 Nov | 392.40 | 0 | 0 | - | 0 | 0 | 0 |
| 14 Nov | 400.10 | 0 | 0 | - | 0 | 0 | 0 |
| 13 Nov | 414.00 | 0 | 0 | - | 0 | 0 | 0 |
| 12 Nov | 396.80 | 0 | 0 | - | 0 | 0 | 0 |
| 11 Nov | 399.40 | 0 | 0 | - | 0 | 0 | 0 |
| 7 Nov | 386.70 | 0 | 0 | - | 0 | 0 | 0 |
| 5 Nov | 377.00 | 0 | 0 | - | 0 | 0 | 0 |
For Natural Gas Mini - strike price 460 expiring on 23DEC2025
Delta for 460 PE is -0.81
Historical price for 460 PE is as follows
On 10 Dec NATGASMINI was trading at 405.50. The strike last trading price was 59.65, which was 13.2 higher than the previous day. The implied volatity was 69.16, the open interest changed by -88 which decreased total open position to 526
On 9 Dec NATGASMINI was trading at 420.00. The strike last trading price was 45.3, which was -1.15 lower than the previous day. The implied volatity was 54.75, the open interest changed by -88 which decreased total open position to 614
On 8 Dec NATGASMINI was trading at 446.00. The strike last trading price was 30.4, which was 0.95 higher than the previous day. The implied volatity was 61.58, the open interest changed by -1666 which decreased total open position to 702
On 5 Dec NATGASMINI was trading at 486.00. The strike last trading price was 14.25, which was -0.4 lower than the previous day. The implied volatity was 59.67, the open interest changed by 2197 which increased total open position to 2368
On 4 Dec NATGASMINI was trading at 451.00. The strike last trading price was 29.4, which was -2.8 lower than the previous day. The implied volatity was 59.12, the open interest changed by -121 which decreased total open position to 171
On 3 Dec NATGASMINI was trading at 449.70. The strike last trading price was 31.3, which was -7.65 lower than the previous day. The implied volatity was 60.37, the open interest changed by 234 which increased total open position to 291
On 2 Dec NATGASMINI was trading at 437.50. The strike last trading price was 38.9, which was -3.6 lower than the previous day. The implied volatity was 60.27, the open interest changed by 29 which increased total open position to 57
On 1 Dec NATGASMINI was trading at 436.80. The strike last trading price was 41.65, which was -9.85 lower than the previous day. The implied volatity was 64.92, the open interest changed by 27 which increased total open position to 28
On 28 Nov NATGASMINI was trading at 426.30. The strike last trading price was 52.7, which was 2.55 higher than the previous day. The implied volatity was 71.19, the open interest changed by 1 which increased total open position to 1
On 27 Nov NATGASMINI was trading at 413.20. 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 26 Nov NATGASMINI was trading at 408.30. 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 25 Nov NATGASMINI was trading at 398.00. 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 24 Nov NATGASMINI was trading at 403.40. 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 21 Nov NATGASMINI was trading at 414.10. 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 20 Nov NATGASMINI was trading at 402.80. 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 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 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 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































































































































































































































