NATGASMINI
Natural Gas Mini
Historical option data for NATGASMINI
16 Dec 2025 11:58 PM IST
| NATGASMINI 23-DEC-2025 365 CE | ||||||||||||||||
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Delta: 0.40
Vega: 0.19
Theta: -0.89
Gamma: 0.01
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| 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 | |||||||||
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| 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 | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.60
Vega: 0.19
Theta: -0.89
Gamma: 0.01
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| 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































































































































































































































