MGL
Mahanagar Gas Ltd.
Historical option data for MGL
21 Nov 2024 04:12 PM IST
| MGL 28NOV2024 1000 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
|
|
||||||||||
| 21 Nov | 1125.35 | 123.05 | -6.40 | - | 12 | -1 | 8 | |||
| 20 Nov | 1126.05 | 129.45 | 0.00 | 43.35 | 11 | 6 | 9 | |||
| 19 Nov | 1126.05 | 129.45 | -10.25 | 43.35 | 11 | 6 | 9 | |||
| 18 Nov | 1130.00 | 139.7 | 69.00 | 16 | 3 | 3 | ||||
For Mahanagar Gas Ltd. - strike price 1000 expiring on 28NOV2024
Delta for 1000 CE is -
Historical price for 1000 CE is as follows
On 21 Nov MGL was trading at 1125.35. The strike last trading price was 123.05, which was -6.40 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 8
On 20 Nov MGL was trading at 1126.05. The strike last trading price was 129.45, which was 0.00 lower than the previous day. The implied volatity was 43.35, the open interest changed by 6 which increased total open position to 9
On 19 Nov MGL was trading at 1126.05. The strike last trading price was 129.45, which was -10.25 lower than the previous day. The implied volatity was 43.35, the open interest changed by 6 which increased total open position to 9
On 18 Nov MGL was trading at 1130.00. The strike last trading price was 139.7, which was lower than the previous day. The implied volatity was 69.00, the open interest changed by 3 which increased total open position to 3
| MGL 28NOV2024 1000 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.05
Vega: 0.17
Theta: -0.66
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 1125.35 | 2 | -1.00 | 57.39 | 1,611 | -236 | 239 |
| 20 Nov | 1126.05 | 3 | 0.00 | 53.59 | 1,573 | -221 | 473 |
| 19 Nov | 1126.05 | 3 | -2.20 | 53.59 | 1,573 | -223 | 473 |
| 18 Nov | 1130.00 | 5.2 | 59.38 | 3,049 | 673 | 673 | |
For Mahanagar Gas Ltd. - strike price 1000 expiring on 28NOV2024
Delta for 1000 PE is -0.05
Historical price for 1000 PE is as follows
On 21 Nov MGL was trading at 1125.35. The strike last trading price was 2, which was -1.00 lower than the previous day. The implied volatity was 57.39, the open interest changed by -236 which decreased total open position to 239
On 20 Nov MGL was trading at 1126.05. The strike last trading price was 3, which was 0.00 lower than the previous day. The implied volatity was 53.59, the open interest changed by -221 which decreased total open position to 473
On 19 Nov MGL was trading at 1126.05. The strike last trading price was 3, which was -2.20 lower than the previous day. The implied volatity was 53.59, the open interest changed by -223 which decreased total open position to 473
On 18 Nov MGL was trading at 1130.00. The strike last trading price was 5.2, which was lower than the previous day. The implied volatity was 59.38, the open interest changed by 673 which increased total open position to 673
