[--[65.84.65.76]--]

NATGASMINI

Natural Gas Mini
405.5 -16.80 (-3.98%)
L: 401.8 H: 415.1

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Historical option data for NATGASMINI

10 Dec 2025 07:12 PM IST
NATGASMINI 23-DEC-2025 460 CE
Delta: 0.19
Vega: 0.21
Theta: -0.53
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
10 Dec 405.60 5.05 -3.65 68.02 4,223 -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 0.19

Historical price for 460 CE is as follows

On 10 Dec NATGASMINI was trading at 405.60. The strike last trading price was 5.05, which was -3.65 lower than the previous day. The implied volatity was 68.02, 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
Delta: -0.81
Vega: 0.21
Theta: -0.55
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
10 Dec 405.60 59.65 13.2 69.92 487 -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 405.60. The strike last trading price was 59.65, which was 13.2 higher than the previous day. The implied volatity was 69.92, 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