MGL
Mahanagar Gas Ltd.
Historical option data for MGL
21 Nov 2024 04:12 PM IST
| MGL 28NOV2024 1100 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.74
Vega: 0.51
Theta: -1.59
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 1125.35 | 44.5 | 2.25 | 37.39 | 1,786 | 57 | 263 | |||
| 20 Nov | 1126.05 | 42.25 | 0.00 | 36.52 | 856 | 45 | 205 | |||
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| 19 Nov | 1126.05 | 42.25 | -10.50 | 36.52 | 856 | 44 | 205 | |||
| 18 Nov | 1130.00 | 52.75 | 47.45 | 552 | 160 | 160 | ||||
For Mahanagar Gas Ltd. - strike price 1100 expiring on 28NOV2024
Delta for 1100 CE is 0.74
Historical price for 1100 CE is as follows
On 21 Nov MGL was trading at 1125.35. The strike last trading price was 44.5, which was 2.25 higher than the previous day. The implied volatity was 37.39, the open interest changed by 57 which increased total open position to 263
On 20 Nov MGL was trading at 1126.05. The strike last trading price was 42.25, which was 0.00 lower than the previous day. The implied volatity was 36.52, the open interest changed by 45 which increased total open position to 205
On 19 Nov MGL was trading at 1126.05. The strike last trading price was 42.25, which was -10.50 lower than the previous day. The implied volatity was 36.52, the open interest changed by 44 which increased total open position to 205
On 18 Nov MGL was trading at 1130.00. The strike last trading price was 52.75, which was lower than the previous day. The implied volatity was 47.45, the open interest changed by 160 which increased total open position to 160
| MGL 28NOV2024 1100 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.27
Vega: 0.52
Theta: -1.30
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 1125.35 | 9.85 | -3.10 | 37.69 | 2,731 | -187 | 1,328 |
| 20 Nov | 1126.05 | 12.95 | 0.00 | 35.42 | 2,813 | 17 | 1,538 |
| 19 Nov | 1126.05 | 12.95 | -7.70 | 35.42 | 2,813 | 40 | 1,538 |
| 18 Nov | 1130.00 | 20.65 | 46.37 | 4,813 | 1,500 | 1,500 | |
For Mahanagar Gas Ltd. - strike price 1100 expiring on 28NOV2024
Delta for 1100 PE is -0.27
Historical price for 1100 PE is as follows
On 21 Nov MGL was trading at 1125.35. The strike last trading price was 9.85, which was -3.10 lower than the previous day. The implied volatity was 37.69, the open interest changed by -187 which decreased total open position to 1328
On 20 Nov MGL was trading at 1126.05. The strike last trading price was 12.95, which was 0.00 lower than the previous day. The implied volatity was 35.42, the open interest changed by 17 which increased total open position to 1538
On 19 Nov MGL was trading at 1126.05. The strike last trading price was 12.95, which was -7.70 lower than the previous day. The implied volatity was 35.42, the open interest changed by 40 which increased total open position to 1538
On 18 Nov MGL was trading at 1130.00. The strike last trading price was 20.65, which was lower than the previous day. The implied volatity was 46.37, the open interest changed by 1500 which increased total open position to 1500
