[--[65.84.65.76]--]

NATGASMINI

Natural Gas Mini
486 -2.30 (-0.47%)
L: 451.7 H: 494.7

Back to Option Chain


Historical option data for NATGASMINI

05 Dec 2025 11:59 PM IST
NATGASMINI 23-DEC-2025 465 CE
Delta: 0.65
Vega: 0.40
Theta: -0.65
Gamma: 0.01
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
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
Delta: -0.35
Vega: 0.40
Theta: -0.67
Gamma: 0.01
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