NATGASMINI
Natural Gas Mini
Historical option data for NATGASMINI
05 Dec 2025 11:59 PM IST
| NATGASMINI 23-DEC-2025 465 CE | ||||||||||||||||
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Delta: 0.65
Vega: 0.40
Theta: -0.65
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 5 Dec | 486.00 | 37.1 | -2.6 | 59.55 | 12,287 | -113 | 130 | |||||||||
| 4 Dec | 451.00 | 17.55 | 0.8 | 57.03 | 4,827 | -17 | 243 | |||||||||
| 3 Dec | 449.70 | 20.15 | 3.8 | 63.29 | 2,649 | -16 | 272 | |||||||||
| 2 Dec | 437.50 | 15.55 | 0.25 | 62.70 | 3,533 | 69 | 288 | |||||||||
| 1 Dec | 436.80 | 15.7 | 1.35 | 62.01 | 1,747 | 63 | 219 | |||||||||
| 28 Nov | 426.30 | 13.7 | 2.9 | 62.39 | 696 | 60 | 156 | |||||||||
| 27 Nov | 413.20 | 11 | 0.55 | 64.17 | 137 | 25 | 96 | |||||||||
| 26 Nov | 408.30 | 10.25 | 0.55 | 64.56 | 492 | 44 | 71 | |||||||||
| 25 Nov | 398.00 | 9.05 | -6.1 | 67.03 | 37 | -7 | 27 | |||||||||
| 24 Nov | 403.40 | 15.5 | -4.2 | 69.02 | 119 | 5 | 34 | |||||||||
| 21 Nov | 414.10 | 20.1 | 2.1 | 66.88 | 78 | 22 | 29 | |||||||||
| 20 Nov | 402.80 | 18.45 | 12.75 | 68.65 | 15 | 7 | 7 | |||||||||
| 19 Nov | 404.30 | 12.15 | -1.35 | - | 4 | 4 | 0 | |||||||||
| 18 Nov | 382.40 | 12.15 | 8 | 64.16 | 4 | 4 | 4 | |||||||||
| 17 Nov | 392.40 | 12.05 | 0 | - | 1 | 2 | 0 | |||||||||
| 14 Nov | 400.10 | 12.05 | 0 | - | 1 | 2 | 0 | |||||||||
| 12 Nov | 396.80 | 12.05 | 6.3 | 51.42 | 1 | 2 | 2 | |||||||||
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| 5 Nov | 377.00 | 3.6 | -1.55 | 36.66 | 2 | 2 | 2 | |||||||||
For Natural Gas Mini - strike price 465 expiring on 23DEC2025
Delta for 465 CE is 0.65
Historical price for 465 CE is as follows
On 5 Dec NATGASMINI was trading at 486.00. The strike last trading price was 37.1, which was -2.6 lower than the previous day. The implied volatity was 59.55, the open interest changed by -113 which decreased total open position to 130
On 4 Dec NATGASMINI was trading at 451.00. The strike last trading price was 17.55, which was 0.8 higher than the previous day. The implied volatity was 57.03, the open interest changed by -17 which decreased total open position to 243
On 3 Dec NATGASMINI was trading at 449.70. The strike last trading price was 20.15, which was 3.8 higher than the previous day. The implied volatity was 63.29, the open interest changed by -16 which decreased total open position to 272
On 2 Dec NATGASMINI was trading at 437.50. The strike last trading price was 15.55, which was 0.25 higher than the previous day. The implied volatity was 62.70, the open interest changed by 69 which increased total open position to 288
On 1 Dec NATGASMINI was trading at 436.80. The strike last trading price was 15.7, which was 1.35 higher than the previous day. The implied volatity was 62.01, the open interest changed by 63 which increased total open position to 219
On 28 Nov NATGASMINI was trading at 426.30. The strike last trading price was 13.7, which was 2.9 higher than the previous day. The implied volatity was 62.39, the open interest changed by 60 which increased total open position to 156
On 27 Nov NATGASMINI was trading at 413.20. The strike last trading price was 11, which was 0.55 higher than the previous day. The implied volatity was 64.17, the open interest changed by 25 which increased total open position to 96
On 26 Nov NATGASMINI was trading at 408.30. The strike last trading price was 10.25, which was 0.55 higher than the previous day. The implied volatity was 64.56, the open interest changed by 44 which increased total open position to 71
On 25 Nov NATGASMINI was trading at 398.00. The strike last trading price was 9.05, which was -6.1 lower than the previous day. The implied volatity was 67.03, the open interest changed by -7 which decreased total open position to 27
On 24 Nov NATGASMINI was trading at 403.40. The strike last trading price was 15.5, which was -4.2 lower than the previous day. The implied volatity was 69.02, the open interest changed by 5 which increased total open position to 34
On 21 Nov NATGASMINI was trading at 414.10. The strike last trading price was 20.1, which was 2.1 higher than the previous day. The implied volatity was 66.88, the open interest changed by 22 which increased total open position to 29
On 20 Nov NATGASMINI was trading at 402.80. The strike last trading price was 18.45, which was 12.75 higher than the previous day. The implied volatity was 68.65, the open interest changed by 7 which increased total open position to 7
On 19 Nov NATGASMINI was trading at 404.30. The strike last trading price was 12.15, which was -1.35 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 0
On 18 Nov NATGASMINI was trading at 382.40. The strike last trading price was 12.15, which was 8 higher than the previous day. The implied volatity was 64.16, the open interest changed by 4 which increased total open position to 4
On 17 Nov NATGASMINI was trading at 392.40. The strike last trading price was 12.05, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0
On 14 Nov NATGASMINI was trading at 400.10. The strike last trading price was 12.05, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0
On 12 Nov NATGASMINI was trading at 396.80. The strike last trading price was 12.05, which was 6.3 higher than the previous day. The implied volatity was 51.42, the open interest changed by 2 which increased total open position to 2
On 5 Nov NATGASMINI was trading at 377.00. The strike last trading price was 3.6, which was -1.55 lower than the previous day. The implied volatity was 36.66, the open interest changed by 2 which increased total open position to 2
| NATGASMINI 23DEC2025 465 PE | |||||||
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Delta: -0.35
Vega: 0.40
Theta: -0.67
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 5 Dec | 486.00 | 16.65 | 0.1 | 60.92 | 10,777 | 823 | 829 |
| 4 Dec | 451.00 | 32.65 | -3.05 | 59.73 | 678 | -24 | 6 |
| 3 Dec | 449.70 | 35.05 | 2.5 | 62.10 | 108 | 30 | 30 |
| 2 Dec | 437.50 | 46 | -0.9 | - | 9 | 0 | 0 |
| 1 Dec | 436.80 | 46 | -8 | 67.08 | 9 | 0 | 2 |
| 28 Nov | 426.30 | 54 | -0.5 | 65.84 | 1 | 2 | 2 |
| 27 Nov | 413.20 | 66.6 | 2.55 | - | 2 | 1 | 0 |
| 26 Nov | 408.30 | 66.6 | 2.55 | - | 2 | 1 | 0 |
| 25 Nov | 398.00 | 66.6 | 2.55 | - | 2 | 1 | 0 |
| 24 Nov | 403.40 | 66.6 | 23.6 | 75.93 | 2 | 1 | 0 |
| 21 Nov | 414.10 | 78 | 4.65 | - | 3 | 1 | 1 |
| 20 Nov | 402.80 | 78 | 4.65 | - | 3 | 1 | 0 |
| 19 Nov | 404.30 | 78 | 4.65 | - | 3 | 1 | 0 |
| 18 Nov | 382.40 | 78 | 24.3 | 74.79 | 3 | 1 | 1 |
| 17 Nov | 392.40 | 0 | 0 | - | 0 | 0 | 0 |
| 14 Nov | 400.10 | 0 | 0 | - | 0 | 0 | 0 |
| 12 Nov | 396.80 | 0 | 0 | - | 0 | 0 | 0 |
| 5 Nov | 377.00 | 0 | 0 | - | 0 | 0 | 0 |
For Natural Gas Mini - strike price 465 expiring on 23DEC2025
Delta for 465 PE is -0.35
Historical price for 465 PE is as follows
On 5 Dec NATGASMINI was trading at 486.00. The strike last trading price was 16.65, which was 0.1 higher than the previous day. The implied volatity was 60.92, the open interest changed by 823 which increased total open position to 829
On 4 Dec NATGASMINI was trading at 451.00. The strike last trading price was 32.65, which was -3.05 lower than the previous day. The implied volatity was 59.73, the open interest changed by -24 which decreased total open position to 6
On 3 Dec NATGASMINI was trading at 449.70. The strike last trading price was 35.05, which was 2.5 higher than the previous day. The implied volatity was 62.10, the open interest changed by 30 which increased total open position to 30
On 2 Dec NATGASMINI was trading at 437.50. The strike last trading price was 46, which was -0.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 1 Dec NATGASMINI was trading at 436.80. The strike last trading price was 46, which was -8 lower than the previous day. The implied volatity was 67.08, the open interest changed by 0 which decreased total open position to 2
On 28 Nov NATGASMINI was trading at 426.30. The strike last trading price was 54, which was -0.5 lower than the previous day. The implied volatity was 65.84, the open interest changed by 2 which increased total open position to 2
On 27 Nov NATGASMINI was trading at 413.20. The strike last trading price was 66.6, which was 2.55 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 26 Nov NATGASMINI was trading at 408.30. The strike last trading price was 66.6, which was 2.55 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 25 Nov NATGASMINI was trading at 398.00. The strike last trading price was 66.6, which was 2.55 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 24 Nov NATGASMINI was trading at 403.40. The strike last trading price was 66.6, which was 23.6 higher than the previous day. The implied volatity was 75.93, the open interest changed by 1 which increased total open position to 0
On 21 Nov NATGASMINI was trading at 414.10. The strike last trading price was 78, which was 4.65 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1
On 20 Nov NATGASMINI was trading at 402.80. The strike last trading price was 78, which was 4.65 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 19 Nov NATGASMINI was trading at 404.30. The strike last trading price was 78, which was 4.65 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 18 Nov NATGASMINI was trading at 382.40. The strike last trading price was 78, which was 24.3 higher than the previous day. The implied volatity was 74.79, 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 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 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































































































































































































































