MGL
Mahanagar Gas Ltd.
Historical option data for MGL
21 Nov 2024 04:12 PM IST
| MGL 28NOV2024 1080 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.79
Vega: 0.45
Theta: -1.73
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 1125.35 | 63.75 | 6.85 | 46.42 | 297 | 11 | 38 | |||
| 20 Nov | 1126.05 | 56.9 | 0.00 | 37.15 | 120 | 1 | 27 | |||
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| 19 Nov | 1126.05 | 56.9 | -12.30 | 37.15 | 120 | 1 | 27 | |||
| 18 Nov | 1130.00 | 69.2 | 52.47 | 84 | 25 | 25 | ||||
For Mahanagar Gas Ltd. - strike price 1080 expiring on 28NOV2024
Delta for 1080 CE is 0.79
Historical price for 1080 CE is as follows
On 21 Nov MGL was trading at 1125.35. The strike last trading price was 63.75, which was 6.85 higher than the previous day. The implied volatity was 46.42, the open interest changed by 11 which increased total open position to 38
On 20 Nov MGL was trading at 1126.05. The strike last trading price was 56.9, which was 0.00 lower than the previous day. The implied volatity was 37.15, the open interest changed by 1 which increased total open position to 27
On 19 Nov MGL was trading at 1126.05. The strike last trading price was 56.9, which was -12.30 lower than the previous day. The implied volatity was 37.15, the open interest changed by 1 which increased total open position to 27
On 18 Nov MGL was trading at 1130.00. The strike last trading price was 69.2, which was lower than the previous day. The implied volatity was 52.47, the open interest changed by 25 which increased total open position to 25
| MGL 28NOV2024 1080 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.18
Vega: 0.41
Theta: -1.10
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 1125.35 | 6.15 | -3.35 | 39.86 | 1,124 | -59 | 305 |
| 20 Nov | 1126.05 | 9.5 | 0.00 | 39.35 | 1,688 | -156 | 356 |
| 19 Nov | 1126.05 | 9.5 | -5.80 | 39.35 | 1,688 | -164 | 356 |
| 18 Nov | 1130.00 | 15.3 | 48.30 | 2,948 | 515 | 515 | |
For Mahanagar Gas Ltd. - strike price 1080 expiring on 28NOV2024
Delta for 1080 PE is -0.18
Historical price for 1080 PE is as follows
On 21 Nov MGL was trading at 1125.35. The strike last trading price was 6.15, which was -3.35 lower than the previous day. The implied volatity was 39.86, the open interest changed by -59 which decreased total open position to 305
On 20 Nov MGL was trading at 1126.05. The strike last trading price was 9.5, which was 0.00 lower than the previous day. The implied volatity was 39.35, the open interest changed by -156 which decreased total open position to 356
On 19 Nov MGL was trading at 1126.05. The strike last trading price was 9.5, which was -5.80 lower than the previous day. The implied volatity was 39.35, the open interest changed by -164 which decreased total open position to 356
On 18 Nov MGL was trading at 1130.00. The strike last trading price was 15.3, which was lower than the previous day. The implied volatity was 48.30, the open interest changed by 515 which increased total open position to 515
