NATGASMINI
Natural Gas Mini
Historical option data for NATGASMINI
12 Dec 2025 11:58 PM IST
| NATGASMINI 23-DEC-2025 360 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.69
Vega: 0.23
Theta: -0.62
Gamma: 0.01
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 12 Dec | 376.50 | 24.85 | -1.15 | 59.01 | 3,293 | 333 | 346 | |||||||||
| 11 Dec | 381.40 | 29.7 | 0.1 | 62.43 | 140 | 13 | 13 | |||||||||
| 10 Dec | 417.40 | 64.4 | -24.9 | - | 7 | 12 | 0 | |||||||||
| 9 Dec | 420.00 | 64.4 | -2.8 | 74.85 | 7 | 12 | 12 | |||||||||
| 8 Dec | 446.00 | 79.5 | -1.6 | - | 5 | 5 | 0 | |||||||||
| 5 Dec | 486.00 | 79.5 | -1.6 | - | 5 | 5 | 0 | |||||||||
| 4 Dec | 451.00 | 79.5 | -1.6 | - | 5 | 5 | 0 | |||||||||
| 3 Dec | 449.70 | 79.5 | -1.6 | - | 5 | 5 | 0 | |||||||||
|
|
||||||||||||||||
| 2 Dec | 437.50 | 79.5 | 5.7 | 58.22 | 5 | 5 | 5 | |||||||||
| 1 Dec | 436.80 | 58.1 | 2 | - | 3 | -2 | 0 | |||||||||
| 28 Nov | 426.30 | 58.1 | 2 | - | 3 | -2 | 0 | |||||||||
| 27 Nov | 413.20 | 58.1 | -1.85 | 53.29 | 3 | -2 | 9 | |||||||||
| 26 Nov | 408.30 | 56.9 | -14.3 | 62.26 | 5 | 1 | 11 | |||||||||
| 25 Nov | 398.00 | 65.5 | -2.25 | - | 12 | 0 | 0 | |||||||||
| 24 Nov | 403.40 | 65.5 | -2.25 | - | 12 | 0 | 0 | |||||||||
| 21 Nov | 414.10 | 65.5 | -2.25 | - | 12 | 0 | 9 | |||||||||
| 20 Nov | 402.80 | 66.05 | 0.05 | 53.86 | 9 | 7 | 7 | |||||||||
| 19 Nov | 404.30 | 66 | 17.6 | 45.26 | 1 | 3 | 0 | |||||||||
| 18 Nov | 382.40 | 65 | 0 | - | 1 | 3 | 0 | |||||||||
| 17 Nov | 392.40 | 65 | 0 | - | 1 | 3 | 0 | |||||||||
| 14 Nov | 400.10 | 65 | 0 | - | 1 | 3 | 0 | |||||||||
| 13 Nov | 414.00 | 65 | 0 | - | 1 | 3 | 0 | |||||||||
| 12 Nov | 396.80 | 65 | 0 | - | 1 | 3 | 0 | |||||||||
| 11 Nov | 399.40 | 65 | 0 | - | 1 | 3 | 0 | |||||||||
| 10 Nov | 381.30 | 65 | 16.05 | 77.29 | 1 | 3 | 3 | |||||||||
| 7 Nov | 386.70 | 40 | 0 | - | 2 | 1 | 0 | |||||||||
| 5 Nov | 377.00 | 40 | 0 | - | 2 | 1 | 0 | |||||||||
| 4 Nov | 387.10 | 40 | 0 | - | 2 | 1 | 0 | |||||||||
| 3 Nov | 378.80 | 40 | 0 | - | 2 | 1 | 0 | |||||||||
| 31 Oct | 365.20 | 40 | 14.95 | 41.92 | 2 | 1 | 2 | |||||||||
| 30 Oct | 348.20 | 29.5 | 0 | - | 1 | 0 | 1 | |||||||||
| 29 Oct | 340.50 | 29.5 | 7.15 | 46.80 | 1 | 1 | 1 | |||||||||
| 28 Oct | 298.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Oct | 282.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Oct | 259.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Natural Gas Mini - strike price 360 expiring on 23DEC2025
Delta for 360 CE is 0.69
Historical price for 360 CE is as follows
On 12 Dec NATGASMINI was trading at 376.50. The strike last trading price was 24.85, which was -1.15 lower than the previous day. The implied volatity was 59.01, the open interest changed by 333 which increased total open position to 346
On 11 Dec NATGASMINI was trading at 381.40. The strike last trading price was 29.7, which was 0.1 higher than the previous day. The implied volatity was 62.43, the open interest changed by 13 which increased total open position to 13
On 10 Dec NATGASMINI was trading at 417.40. The strike last trading price was 64.4, which was -24.9 lower than the previous day. The implied volatity was -, the open interest changed by 12 which increased total open position to 0
On 9 Dec NATGASMINI was trading at 420.00. The strike last trading price was 64.4, which was -2.8 lower than the previous day. The implied volatity was 74.85, the open interest changed by 12 which increased total open position to 12
On 8 Dec NATGASMINI was trading at 446.00. The strike last trading price was 79.5, which was -1.6 lower than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 0
On 5 Dec NATGASMINI was trading at 486.00. The strike last trading price was 79.5, which was -1.6 lower than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 0
On 4 Dec NATGASMINI was trading at 451.00. The strike last trading price was 79.5, which was -1.6 lower than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 0
On 3 Dec NATGASMINI was trading at 449.70. The strike last trading price was 79.5, which was -1.6 lower than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 0
On 2 Dec NATGASMINI was trading at 437.50. The strike last trading price was 79.5, which was 5.7 higher than the previous day. The implied volatity was 58.22, the open interest changed by 5 which increased total open position to 5
On 1 Dec NATGASMINI was trading at 436.80. The strike last trading price was 58.1, which was 2 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 0
On 28 Nov NATGASMINI was trading at 426.30. The strike last trading price was 58.1, which was 2 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 0
On 27 Nov NATGASMINI was trading at 413.20. The strike last trading price was 58.1, which was -1.85 lower than the previous day. The implied volatity was 53.29, the open interest changed by -2 which decreased total open position to 9
On 26 Nov NATGASMINI was trading at 408.30. The strike last trading price was 56.9, which was -14.3 lower than the previous day. The implied volatity was 62.26, the open interest changed by 1 which increased total open position to 11
On 25 Nov NATGASMINI was trading at 398.00. The strike last trading price was 65.5, which was -2.25 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 65.5, which was -2.25 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 65.5, which was -2.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 20 Nov NATGASMINI was trading at 402.80. The strike last trading price was 66.05, which was 0.05 higher than the previous day. The implied volatity was 53.86, 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 66, which was 17.6 higher than the previous day. The implied volatity was 45.26, the open interest changed by 3 which increased total open position to 0
On 18 Nov NATGASMINI was trading at 382.40. The strike last trading price was 65, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0
On 17 Nov NATGASMINI was trading at 392.40. The strike last trading price was 65, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0
On 14 Nov NATGASMINI was trading at 400.10. The strike last trading price was 65, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0
On 13 Nov NATGASMINI was trading at 414.00. The strike last trading price was 65, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0
On 12 Nov NATGASMINI was trading at 396.80. The strike last trading price was 65, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0
On 11 Nov NATGASMINI was trading at 399.40. The strike last trading price was 65, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0
On 10 Nov NATGASMINI was trading at 381.30. The strike last trading price was 65, which was 16.05 higher than the previous day. The implied volatity was 77.29, the open interest changed by 3 which increased total open position to 3
On 7 Nov NATGASMINI was trading at 386.70. The strike last trading price was 40, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 5 Nov NATGASMINI was trading at 377.00. The strike last trading price was 40, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 4 Nov NATGASMINI was trading at 387.10. The strike last trading price was 40, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 3 Nov NATGASMINI was trading at 378.80. The strike last trading price was 40, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 31 Oct NATGASMINI was trading at 365.20. The strike last trading price was 40, which was 14.95 higher than the previous day. The implied volatity was 41.92, the open interest changed by 1 which increased total open position to 2
On 30 Oct NATGASMINI was trading at 348.20. The strike last trading price was 29.5, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 29 Oct NATGASMINI was trading at 340.50. The strike last trading price was 29.5, which was 7.15 higher than the previous day. The implied volatity was 46.80, the open interest changed by 1 which increased total open position to 1
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
On 16 Oct NATGASMINI was trading at 259.50. 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
| NATGASMINI 23DEC2025 360 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.32
Vega: 0.24
Theta: -0.66
Gamma: 0.01
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 12 Dec | 376.50 | 9.15 | -0.6 | 62.40 | 15,653 | 138 | 619 |
| 11 Dec | 381.40 | 7.85 | -0.25 | 60.53 | 7,352 | 130 | 481 |
| 10 Dec | 417.40 | 2.1 | 0.15 | 60.51 | 2,549 | 53 | 351 |
| 9 Dec | 420.00 | 1.9 | 0.05 | 58.52 | 898 | -43 | 298 |
| 8 Dec | 446.00 | 1 | 0 | 62.68 | 432 | -30 | 341 |
| 5 Dec | 486.00 | 0.6 | -0.9 | - | 385 | 120 | 371 |
| 4 Dec | 451.00 | 1.4 | -0.1 | 62.17 | 193 | -18 | 251 |
| 3 Dec | 449.70 | 1.7 | -0.65 | - | 909 | -5 | 269 |
| 2 Dec | 437.50 | 2.35 | -0.75 | 60.00 | 392 | -24 | 274 |
| 1 Dec | 436.80 | 2.95 | -1.5 | 61.90 | 647 | -66 | 298 |
| 28 Nov | 426.30 | 4.2 | -1.65 | 59.06 | 1,135 | -98 | 364 |
| 27 Nov | 413.20 | 5.7 | -1.1 | 56.31 | 847 | -83 | 463 |
| 26 Nov | 408.30 | 6.75 | -2.25 | 55.92 | 1,648 | 35 | 547 |
| 25 Nov | 398.00 | 9.55 | 3.05 | 56.92 | 2,177 | 152 | 500 |
| 24 Nov | 403.40 | 6.5 | -0.05 | 58.18 | 963 | 43 | 282 |
| 21 Nov | 414.10 | 6.5 | -1.4 | 61.48 | 562 | 2 | 283 |
| 20 Nov | 402.80 | 7.7 | -0.85 | 59.71 | 597 | 72 | 236 |
| 19 Nov | 404.30 | 8.35 | -2.65 | 62.58 | 284 | 35 | 163 |
| 18 Nov | 382.40 | 11.8 | 1.55 | 60.18 | 150 | 60 | 125 |
| 17 Nov | 392.40 | 9.5 | -0.85 | 58.82 | 39 | 17 | 65 |
| 14 Nov | 400.10 | 10.4 | 0.6 | 62.18 | 20 | 12 | 48 |
| 13 Nov | 414.00 | 9.2 | 7 | 64.49 | 6 | 36 | 36 |
| 12 Nov | 396.80 | 12.95 | 0.35 | - | 5 | 0 | 0 |
| 11 Nov | 399.40 | 12.95 | 0.35 | - | 5 | 0 | 0 |
| 10 Nov | 381.30 | 12.95 | -0.75 | 56.34 | 5 | 0 | 34 |
| 7 Nov | 386.70 | 14.65 | -2.7 | 59.61 | 51 | 34 | 34 |
| 5 Nov | 377.00 | 8.55 | -8.7 | - | 2 | -2 | 0 |
| 4 Nov | 387.10 | 8.55 | -10.35 | 46.38 | 2 | -2 | 0 |
| 3 Nov | 378.80 | 17 | -1.85 | 59.10 | 5 | -2 | 5 |
| 31 Oct | 365.20 | 18.8 | 5.95 | 53.86 | 5 | 1 | 7 |
| 30 Oct | 348.20 | 13.8 | -5 | - | 5 | 0 | 6 |
| 29 Oct | 340.50 | 13.8 | 0 | 29.60 | 5 | 4 | 6 |
| 28 Oct | 298.50 | 13.8 | 3.1 | 29.86 | 2 | 2 | 2 |
| 24 Oct | 282.50 | 0 | 0 | - | 0 | 0 | 0 |
| 16 Oct | 259.50 | 0 | 0 | - | 0 | 0 | 0 |
For Natural Gas Mini - strike price 360 expiring on 23DEC2025
Delta for 360 PE is -0.32
Historical price for 360 PE is as follows
On 12 Dec NATGASMINI was trading at 376.50. The strike last trading price was 9.15, which was -0.6 lower than the previous day. The implied volatity was 62.40, the open interest changed by 138 which increased total open position to 619
On 11 Dec NATGASMINI was trading at 381.40. The strike last trading price was 7.85, which was -0.25 lower than the previous day. The implied volatity was 60.53, the open interest changed by 130 which increased total open position to 481
On 10 Dec NATGASMINI was trading at 417.40. The strike last trading price was 2.1, which was 0.15 higher than the previous day. The implied volatity was 60.51, the open interest changed by 53 which increased total open position to 351
On 9 Dec NATGASMINI was trading at 420.00. The strike last trading price was 1.9, which was 0.05 higher than the previous day. The implied volatity was 58.52, the open interest changed by -43 which decreased total open position to 298
On 8 Dec NATGASMINI was trading at 446.00. The strike last trading price was 1, which was 0 lower than the previous day. The implied volatity was 62.68, the open interest changed by -30 which decreased total open position to 341
On 5 Dec NATGASMINI was trading at 486.00. The strike last trading price was 0.6, which was -0.9 lower than the previous day. The implied volatity was -, the open interest changed by 120 which increased total open position to 371
On 4 Dec NATGASMINI was trading at 451.00. The strike last trading price was 1.4, which was -0.1 lower than the previous day. The implied volatity was 62.17, the open interest changed by -18 which decreased total open position to 251
On 3 Dec NATGASMINI was trading at 449.70. The strike last trading price was 1.7, which was -0.65 lower than the previous day. The implied volatity was -, the open interest changed by -5 which decreased total open position to 269
On 2 Dec NATGASMINI was trading at 437.50. The strike last trading price was 2.35, which was -0.75 lower than the previous day. The implied volatity was 60.00, the open interest changed by -24 which decreased total open position to 274
On 1 Dec NATGASMINI was trading at 436.80. The strike last trading price was 2.95, which was -1.5 lower than the previous day. The implied volatity was 61.90, the open interest changed by -66 which decreased total open position to 298
On 28 Nov NATGASMINI was trading at 426.30. The strike last trading price was 4.2, which was -1.65 lower than the previous day. The implied volatity was 59.06, the open interest changed by -98 which decreased total open position to 364
On 27 Nov NATGASMINI was trading at 413.20. The strike last trading price was 5.7, which was -1.1 lower than the previous day. The implied volatity was 56.31, the open interest changed by -83 which decreased total open position to 463
On 26 Nov NATGASMINI was trading at 408.30. The strike last trading price was 6.75, which was -2.25 lower than the previous day. The implied volatity was 55.92, the open interest changed by 35 which increased total open position to 547
On 25 Nov NATGASMINI was trading at 398.00. The strike last trading price was 9.55, which was 3.05 higher than the previous day. The implied volatity was 56.92, the open interest changed by 152 which increased total open position to 500
On 24 Nov NATGASMINI was trading at 403.40. The strike last trading price was 6.5, which was -0.05 lower than the previous day. The implied volatity was 58.18, the open interest changed by 43 which increased total open position to 282
On 21 Nov NATGASMINI was trading at 414.10. The strike last trading price was 6.5, which was -1.4 lower than the previous day. The implied volatity was 61.48, the open interest changed by 2 which increased total open position to 283
On 20 Nov NATGASMINI was trading at 402.80. The strike last trading price was 7.7, which was -0.85 lower than the previous day. The implied volatity was 59.71, the open interest changed by 72 which increased total open position to 236
On 19 Nov NATGASMINI was trading at 404.30. The strike last trading price was 8.35, which was -2.65 lower than the previous day. The implied volatity was 62.58, the open interest changed by 35 which increased total open position to 163
On 18 Nov NATGASMINI was trading at 382.40. The strike last trading price was 11.8, which was 1.55 higher than the previous day. The implied volatity was 60.18, the open interest changed by 60 which increased total open position to 125
On 17 Nov NATGASMINI was trading at 392.40. The strike last trading price was 9.5, which was -0.85 lower than the previous day. The implied volatity was 58.82, the open interest changed by 17 which increased total open position to 65
On 14 Nov NATGASMINI was trading at 400.10. The strike last trading price was 10.4, which was 0.6 higher than the previous day. The implied volatity was 62.18, the open interest changed by 12 which increased total open position to 48
On 13 Nov NATGASMINI was trading at 414.00. The strike last trading price was 9.2, which was 7 higher than the previous day. The implied volatity was 64.49, the open interest changed by 36 which increased total open position to 36
On 12 Nov NATGASMINI was trading at 396.80. The strike last trading price was 12.95, which was 0.35 higher 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 12.95, which was 0.35 higher 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 12.95, which was -0.75 lower than the previous day. The implied volatity was 56.34, the open interest changed by 0 which decreased total open position to 34
On 7 Nov NATGASMINI was trading at 386.70. The strike last trading price was 14.65, which was -2.7 lower than the previous day. The implied volatity was 59.61, the open interest changed by 34 which increased total open position to 34
On 5 Nov NATGASMINI was trading at 377.00. The strike last trading price was 8.55, which was -8.7 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 0
On 4 Nov NATGASMINI was trading at 387.10. The strike last trading price was 8.55, which was -10.35 lower than the previous day. The implied volatity was 46.38, the open interest changed by -2 which decreased total open position to 0
On 3 Nov NATGASMINI was trading at 378.80. The strike last trading price was 17, which was -1.85 lower than the previous day. The implied volatity was 59.10, the open interest changed by -2 which decreased total open position to 5
On 31 Oct NATGASMINI was trading at 365.20. The strike last trading price was 18.8, which was 5.95 higher than the previous day. The implied volatity was 53.86, the open interest changed by 1 which increased total open position to 7
On 30 Oct NATGASMINI was trading at 348.20. The strike last trading price was 13.8, which was -5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 29 Oct NATGASMINI was trading at 340.50. The strike last trading price was 13.8, which was 0 lower than the previous day. The implied volatity was 29.60, the open interest changed by 4 which increased total open position to 6
On 28 Oct NATGASMINI was trading at 298.50. The strike last trading price was 13.8, which was 3.1 higher than the previous day. The implied volatity was 29.86, the open interest changed by 2 which increased total open position to 2
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
On 16 Oct NATGASMINI was trading at 259.50. 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































































































































































































































