MGL
Mahanagar Gas Ltd.
Historical option data for MGL
21 Nov 2024 04:12 PM IST
| MGL 28NOV2024 1060 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 1125.35 | 60.65 | -469.90 | - | 1 | 0 | 0 | |||
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| 20 Nov | 1126.05 | 530.55 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 1126.05 | 530.55 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 1130.00 | 530.55 | - | 0 | 0 | 0 | ||||
For Mahanagar Gas Ltd. - strike price 1060 expiring on 28NOV2024
Delta for 1060 CE is -
Historical price for 1060 CE is as follows
On 21 Nov MGL was trading at 1125.35. The strike last trading price was 60.65, which was -469.90 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 20 Nov MGL was trading at 1126.05. The strike last trading price was 530.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 19 Nov MGL was trading at 1126.05. The strike last trading price was 530.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 18 Nov MGL was trading at 1130.00. The strike last trading price was 530.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| MGL 28NOV2024 1060 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.13
Vega: 0.32
Theta: -0.98
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 1125.35 | 4.4 | -2.10 | 44.01 | 1,352 | 4 | 234 |
| 20 Nov | 1126.05 | 6.5 | 0.00 | 41.86 | 776 | -39 | 229 |
| 19 Nov | 1126.05 | 6.5 | -5.15 | 41.86 | 776 | -40 | 229 |
| 18 Nov | 1130.00 | 11.65 | 51.06 | 1,248 | 271 | 271 | |
For Mahanagar Gas Ltd. - strike price 1060 expiring on 28NOV2024
Delta for 1060 PE is -0.13
Historical price for 1060 PE is as follows
On 21 Nov MGL was trading at 1125.35. The strike last trading price was 4.4, which was -2.10 lower than the previous day. The implied volatity was 44.01, the open interest changed by 4 which increased total open position to 234
On 20 Nov MGL was trading at 1126.05. The strike last trading price was 6.5, which was 0.00 lower than the previous day. The implied volatity was 41.86, the open interest changed by -39 which decreased total open position to 229
On 19 Nov MGL was trading at 1126.05. The strike last trading price was 6.5, which was -5.15 lower than the previous day. The implied volatity was 41.86, the open interest changed by -40 which decreased total open position to 229
On 18 Nov MGL was trading at 1130.00. The strike last trading price was 11.65, which was lower than the previous day. The implied volatity was 51.06, the open interest changed by 271 which increased total open position to 271
