MGL
Mahanagar Gas Ltd.
Historical option data for MGL
21 Nov 2024 04:12 PM IST
| MGL 28NOV2024 1120 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.61
Vega: 0.60
Theta: -1.83
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 1125.35 | 32 | 1.60 | 38.36 | 1,996 | 10 | 361 | |||
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| 20 Nov | 1126.05 | 30.4 | 0.00 | 36.38 | 2,675 | 52 | 353 | |||
| 19 Nov | 1126.05 | 30.4 | -9.75 | 36.38 | 2,675 | 54 | 353 | |||
| 18 Nov | 1130.00 | 40.15 | -639.95 | 46.06 | 3,408 | 301 | 301 | |||
| 14 Nov | 1312.65 | 680.1 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 1329.65 | 680.1 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 1379.55 | 680.1 | - | 0 | 0 | 0 | ||||
For Mahanagar Gas Ltd. - strike price 1120 expiring on 28NOV2024
Delta for 1120 CE is 0.61
Historical price for 1120 CE is as follows
On 21 Nov MGL was trading at 1125.35. The strike last trading price was 32, which was 1.60 higher than the previous day. The implied volatity was 38.36, the open interest changed by 10 which increased total open position to 361
On 20 Nov MGL was trading at 1126.05. The strike last trading price was 30.4, which was 0.00 lower than the previous day. The implied volatity was 36.38, the open interest changed by 52 which increased total open position to 353
On 19 Nov MGL was trading at 1126.05. The strike last trading price was 30.4, which was -9.75 lower than the previous day. The implied volatity was 36.38, the open interest changed by 54 which increased total open position to 353
On 18 Nov MGL was trading at 1130.00. The strike last trading price was 40.15, which was -639.95 lower than the previous day. The implied volatity was 46.06, the open interest changed by 301 which increased total open position to 301
On 14 Nov MGL was trading at 1312.65. The strike last trading price was 680.1, 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 13 Nov MGL was trading at 1329.65. The strike last trading price was 680.1, 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 5 Nov MGL was trading at 1379.55. The strike last trading price was 680.1, 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 1120 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.39
Vega: 0.60
Theta: -1.49
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 1125.35 | 16.65 | -4.40 | 37.52 | 1,746 | 15 | 589 |
| 20 Nov | 1126.05 | 21.05 | 0.00 | 35.29 | 2,637 | -34 | 573 |
| 19 Nov | 1126.05 | 21.05 | -7.75 | 35.29 | 2,637 | -35 | 573 |
| 18 Nov | 1130.00 | 28.8 | 27.30 | 46.15 | 8,188 | 585 | 600 |
| 14 Nov | 1312.65 | 1.5 | 0.70 | 46.95 | 15 | 5 | 11 |
| 13 Nov | 1329.65 | 0.8 | -0.20 | 42.32 | 4 | 2 | 4 |
| 5 Nov | 1379.55 | 1 | 42.26 | 4 | 2 | 2 | |
For Mahanagar Gas Ltd. - strike price 1120 expiring on 28NOV2024
Delta for 1120 PE is -0.39
Historical price for 1120 PE is as follows
On 21 Nov MGL was trading at 1125.35. The strike last trading price was 16.65, which was -4.40 lower than the previous day. The implied volatity was 37.52, the open interest changed by 15 which increased total open position to 589
On 20 Nov MGL was trading at 1126.05. The strike last trading price was 21.05, which was 0.00 lower than the previous day. The implied volatity was 35.29, the open interest changed by -34 which decreased total open position to 573
On 19 Nov MGL was trading at 1126.05. The strike last trading price was 21.05, which was -7.75 lower than the previous day. The implied volatity was 35.29, the open interest changed by -35 which decreased total open position to 573
On 18 Nov MGL was trading at 1130.00. The strike last trading price was 28.8, which was 27.30 higher than the previous day. The implied volatity was 46.15, the open interest changed by 585 which increased total open position to 600
On 14 Nov MGL was trading at 1312.65. The strike last trading price was 1.5, which was 0.70 higher than the previous day. The implied volatity was 46.95, the open interest changed by 5 which increased total open position to 11
On 13 Nov MGL was trading at 1329.65. The strike last trading price was 0.8, which was -0.20 lower than the previous day. The implied volatity was 42.32, the open interest changed by 2 which increased total open position to 4
On 5 Nov MGL was trading at 1379.55. The strike last trading price was 1, which was lower than the previous day. The implied volatity was 42.26, the open interest changed by 2 which increased total open position to 2
