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NATGASMINI

Natural Gas Mini
355 -0.90 (-0.25%)
L: 350.9 H: 365.6

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Historical option data for NATGASMINI

16 Dec 2025 11:58 PM IST
NATGASMINI 23-DEC-2025 365 CE
Delta: 0.40
Vega: 0.19
Theta: -0.89
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
16 Dec 355.00 9 -0.9 66.37 24,768 425 1,256
15 Dec 370.70 17.9 -0.1 67.54 16,365 582 831
12 Dec 376.50 23.4 0.3 65.71 2,136 249 249
11 Dec 381.40 125.45 40.95 - 1 3 0
10 Dec 417.40 125.45 40.95 - 1 3 0
9 Dec 420.00 125.45 0 - 1 3 0
8 Dec 446.00 40 0 - 2 3 0
5 Dec 486.00 40 0 - 2 3 0
4 Dec 451.00 40 0 - 2 3 0
3 Dec 449.70 40 0 - 2 3 0
2 Dec 437.50 40 0 - 2 3 0
1 Dec 436.80 40 0 - 2 3 0
28 Nov 426.30 40 0 - 2 3 0
27 Nov 413.20 40 0 - 2 3 0
26 Nov 408.30 40 0 - 2 3 0
25 Nov 398.00 40 0 - 2 3 0
24 Nov 403.40 40 0 - 2 3 0
21 Nov 414.10 40 0 - 2 3 3
20 Nov 402.80 40 0 - 2 3 0
19 Nov 404.30 40 0 - 2 3 0
18 Nov 382.40 40 0 - 2 3 0
17 Nov 392.40 40 0 - 2 3 0
14 Nov 400.10 40 0 - 2 3 0
13 Nov 414.00 40 0 - 2 3 0
12 Nov 396.80 40 0 - 2 3 0
11 Nov 399.40 40 0 - 2 3 0
10 Nov 381.30 40 0 - 2 3 0
7 Nov 386.70 40 0 - 2 3 0
5 Nov 377.00 40 0 - 2 3 0
4 Nov 387.10 40 0 - 2 3 0
3 Nov 378.80 40 7 30.82 2 3 3
31 Oct 365.20 26.45 0 - 1 0 0
30 Oct 348.20 26.45 0 - 1 0 1
29 Oct 340.50 26.45 6.6 45.70 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 365 expiring on 23DEC2025

Delta for 365 CE is 0.40

Historical price for 365 CE is as follows

On 16 Dec NATGASMINI was trading at 355.00. The strike last trading price was 9, which was -0.9 lower than the previous day. The implied volatity was 66.37, the open interest changed by 425 which increased total open position to 1256


On 15 Dec NATGASMINI was trading at 370.70. The strike last trading price was 17.9, which was -0.1 lower than the previous day. The implied volatity was 67.54, the open interest changed by 582 which increased total open position to 831


On 12 Dec NATGASMINI was trading at 376.50. The strike last trading price was 23.4, which was 0.3 higher than the previous day. The implied volatity was 65.71, the open interest changed by 249 which increased total open position to 249


On 11 Dec NATGASMINI was trading at 381.40. The strike last trading price was 125.45, which was 40.95 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0


On 10 Dec NATGASMINI was trading at 417.40. The strike last trading price was 125.45, which was 40.95 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0


On 9 Dec NATGASMINI was trading at 420.00. The strike last trading price was 125.45, 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 8 Dec NATGASMINI was trading at 446.00. The strike last trading price was 40, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0


On 5 Dec NATGASMINI was trading at 486.00. The strike last trading price was 40, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0


On 4 Dec NATGASMINI was trading at 451.00. The strike last trading price was 40, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0


On 3 Dec NATGASMINI was trading at 449.70. The strike last trading price was 40, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0


On 2 Dec NATGASMINI was trading at 437.50. The strike last trading price was 40, 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 1 Dec NATGASMINI was trading at 436.80. The strike last trading price was 40, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0


On 28 Nov NATGASMINI was trading at 426.30. The strike last trading price was 40, 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 27 Nov NATGASMINI was trading at 413.20. The strike last trading price was 40, 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 26 Nov NATGASMINI was trading at 408.30. The strike last trading price was 40, 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 25 Nov NATGASMINI was trading at 398.00. The strike last trading price was 40, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0


On 24 Nov NATGASMINI was trading at 403.40. The strike last trading price was 40, 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 21 Nov NATGASMINI was trading at 414.10. The strike last trading price was 40, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 3


On 20 Nov NATGASMINI was trading at 402.80. The strike last trading price was 40, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0


On 19 Nov NATGASMINI was trading at 404.30. The strike last trading price was 40, 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 18 Nov NATGASMINI was trading at 382.40. The strike last trading price was 40, 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 40, 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 40, 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 40, 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 40, 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 40, 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 40, 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 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 3 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 3 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 3 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 7 higher than the previous day. The implied volatity was 30.82, the open interest changed by 3 which increased total open position to 3


On 31 Oct NATGASMINI was trading at 365.20. The strike last trading price was 26.45, 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 30 Oct NATGASMINI was trading at 348.20. The strike last trading price was 26.45, 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 26.45, which was 6.6 higher than the previous day. The implied volatity was 45.70, 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 365 PE
Delta: -0.60
Vega: 0.19
Theta: -0.89
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
16 Dec 355.00 19 0.25 66.37 21,417 -1,084 521
15 Dec 370.70 11.85 -1.1 65.93 31,041 1,121 1,605
12 Dec 376.50 11.45 -0.55 63.90 17,454 150 484
11 Dec 381.40 9.5 -0.4 60.26 9,562 134 334
10 Dec 417.40 2.5 0.15 59.10 2,780 73 200
9 Dec 420.00 2.4 0 58.11 478 71 127
8 Dec 446.00 1.6 0.3 65.62 139 -9 56
5 Dec 486.00 0.65 -0.25 - 103 -21 65
4 Dec 451.00 1.85 0.1 62.88 49 -24 86
3 Dec 449.70 2.05 -0.7 62.12 156 13 110
2 Dec 437.50 2.75 -1.15 58.98 258 37 97
1 Dec 436.80 3.5 -1.55 61.38 297 -37 60
28 Nov 426.30 4.9 -2.1 58.16 177 22 97
27 Nov 413.20 7.1 -1.1 57.42 199 -11 75
26 Nov 408.30 7.85 -3.1 55.58 281 5 86
25 Nov 398.00 11.35 3.65 57.67 777 57 89
24 Nov 403.40 7.7 -0.2 58.46 153 24 36
21 Nov 414.10 7.15 4.7 60.29 25 13 13
20 Nov 402.80 6.55 0 - 5 5 0
19 Nov 404.30 6.55 0 - 5 5 0
18 Nov 382.40 6.55 0 - 5 5 0
17 Nov 392.40 6.55 0 - 5 5 0
14 Nov 400.10 6.55 0 - 5 5 0
13 Nov 414.00 6.55 0 - 5 5 0
12 Nov 396.80 6.55 0 - 5 5 0
11 Nov 399.40 6.55 1.8 45.86 5 5 5
10 Nov 381.30 0 0 - 0 0 0
7 Nov 386.70 0 0 - 0 0 0
5 Nov 377.00 0 0 - 0 0 0
4 Nov 387.10 0 0 - 0 0 0
3 Nov 378.80 0 0 - 0 0 0
31 Oct 365.20 0 0 - 0 0 0
30 Oct 348.20 0 0 - 0 0 0
29 Oct 340.50 0 0 - 0 0 0
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 365 expiring on 23DEC2025

Delta for 365 PE is -0.60

Historical price for 365 PE is as follows

On 16 Dec NATGASMINI was trading at 355.00. The strike last trading price was 19, which was 0.25 higher than the previous day. The implied volatity was 66.37, the open interest changed by -1084 which decreased total open position to 521


On 15 Dec NATGASMINI was trading at 370.70. The strike last trading price was 11.85, which was -1.1 lower than the previous day. The implied volatity was 65.93, the open interest changed by 1121 which increased total open position to 1605


On 12 Dec NATGASMINI was trading at 376.50. The strike last trading price was 11.45, which was -0.55 lower than the previous day. The implied volatity was 63.90, the open interest changed by 150 which increased total open position to 484


On 11 Dec NATGASMINI was trading at 381.40. The strike last trading price was 9.5, which was -0.4 lower than the previous day. The implied volatity was 60.26, the open interest changed by 134 which increased total open position to 334


On 10 Dec NATGASMINI was trading at 417.40. The strike last trading price was 2.5, which was 0.15 higher than the previous day. The implied volatity was 59.10, the open interest changed by 73 which increased total open position to 200


On 9 Dec NATGASMINI was trading at 420.00. The strike last trading price was 2.4, which was 0 lower than the previous day. The implied volatity was 58.11, the open interest changed by 71 which increased total open position to 127


On 8 Dec NATGASMINI was trading at 446.00. The strike last trading price was 1.6, which was 0.3 higher than the previous day. The implied volatity was 65.62, the open interest changed by -9 which decreased total open position to 56


On 5 Dec NATGASMINI was trading at 486.00. The strike last trading price was 0.65, which was -0.25 lower than the previous day. The implied volatity was -, the open interest changed by -21 which decreased total open position to 65


On 4 Dec NATGASMINI was trading at 451.00. The strike last trading price was 1.85, which was 0.1 higher than the previous day. The implied volatity was 62.88, the open interest changed by -24 which decreased total open position to 86


On 3 Dec NATGASMINI was trading at 449.70. The strike last trading price was 2.05, which was -0.7 lower than the previous day. The implied volatity was 62.12, the open interest changed by 13 which increased total open position to 110


On 2 Dec NATGASMINI was trading at 437.50. The strike last trading price was 2.75, which was -1.15 lower than the previous day. The implied volatity was 58.98, the open interest changed by 37 which increased total open position to 97


On 1 Dec NATGASMINI was trading at 436.80. The strike last trading price was 3.5, which was -1.55 lower than the previous day. The implied volatity was 61.38, the open interest changed by -37 which decreased total open position to 60


On 28 Nov NATGASMINI was trading at 426.30. The strike last trading price was 4.9, which was -2.1 lower than the previous day. The implied volatity was 58.16, the open interest changed by 22 which increased total open position to 97


On 27 Nov NATGASMINI was trading at 413.20. The strike last trading price was 7.1, which was -1.1 lower than the previous day. The implied volatity was 57.42, the open interest changed by -11 which decreased total open position to 75


On 26 Nov NATGASMINI was trading at 408.30. The strike last trading price was 7.85, which was -3.1 lower than the previous day. The implied volatity was 55.58, the open interest changed by 5 which increased total open position to 86


On 25 Nov NATGASMINI was trading at 398.00. The strike last trading price was 11.35, which was 3.65 higher than the previous day. The implied volatity was 57.67, the open interest changed by 57 which increased total open position to 89


On 24 Nov NATGASMINI was trading at 403.40. The strike last trading price was 7.7, which was -0.2 lower than the previous day. The implied volatity was 58.46, the open interest changed by 24 which increased total open position to 36


On 21 Nov NATGASMINI was trading at 414.10. The strike last trading price was 7.15, which was 4.7 higher than the previous day. The implied volatity was 60.29, the open interest changed by 13 which increased total open position to 13


On 20 Nov NATGASMINI was trading at 402.80. The strike last trading price was 6.55, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 0


On 19 Nov NATGASMINI was trading at 404.30. The strike last trading price was 6.55, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 0


On 18 Nov NATGASMINI was trading at 382.40. The strike last trading price was 6.55, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 0


On 17 Nov NATGASMINI was trading at 392.40. The strike last trading price was 6.55, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 0


On 14 Nov NATGASMINI was trading at 400.10. The strike last trading price was 6.55, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 0


On 13 Nov NATGASMINI was trading at 414.00. The strike last trading price was 6.55, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 0


On 12 Nov NATGASMINI was trading at 396.80. The strike last trading price was 6.55, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 0


On 11 Nov NATGASMINI was trading at 399.40. The strike last trading price was 6.55, which was 1.8 higher than the previous day. The implied volatity was 45.86, the open interest changed by 5 which increased total open position to 5


On 10 Nov NATGASMINI was trading at 381.30. 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 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


On 4 Nov NATGASMINI was trading at 387.10. 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 3 Nov NATGASMINI was trading at 378.80. 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 31 Oct NATGASMINI was trading at 365.20. 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 30 Oct NATGASMINI was trading at 348.20. 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 29 Oct NATGASMINI was trading at 340.50. 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 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