MGL
Mahanagar Gas Ltd.
Historical option data for MGL
21 Nov 2024 04:12 PM IST
| MGL 28NOV2024 1140 CE | ||||||||||
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Delta: 0.48
Vega: 0.62
Theta: -1.83
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 1125.35 | 21.2 | 0.95 | 37.74 | 3,542 | 346 | 939 | |||
| 20 Nov | 1126.05 | 20.25 | 0.00 | 35.98 | 3,590 | 105 | 589 | |||
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| 19 Nov | 1126.05 | 20.25 | -10.20 | 35.98 | 3,590 | 101 | 589 | |||
| 18 Nov | 1130.00 | 30.45 | -421.15 | 46.20 | 3,363 | 475 | 475 | |||
| 14 Nov | 1312.65 | 451.6 | 451.60 | - | 0 | 0 | 0 | |||
| 13 Nov | 1329.65 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Nov | 1379.55 | 0 | 0.00 | 0 | 0 | 0 | ||||
For Mahanagar Gas Ltd. - strike price 1140 expiring on 28NOV2024
Delta for 1140 CE is 0.48
Historical price for 1140 CE is as follows
On 21 Nov MGL was trading at 1125.35. The strike last trading price was 21.2, which was 0.95 higher than the previous day. The implied volatity was 37.74, the open interest changed by 346 which increased total open position to 939
On 20 Nov MGL was trading at 1126.05. The strike last trading price was 20.25, which was 0.00 lower than the previous day. The implied volatity was 35.98, the open interest changed by 105 which increased total open position to 589
On 19 Nov MGL was trading at 1126.05. The strike last trading price was 20.25, which was -10.20 lower than the previous day. The implied volatity was 35.98, the open interest changed by 101 which increased total open position to 589
On 18 Nov MGL was trading at 1130.00. The strike last trading price was 30.45, which was -421.15 lower than the previous day. The implied volatity was 46.20, the open interest changed by 475 which increased total open position to 475
On 14 Nov MGL was trading at 1312.65. The strike last trading price was 451.6, which was 451.60 higher 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 0, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 0, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
| MGL 28NOV2024 1140 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.53
Vega: 0.62
Theta: -1.46
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 1125.35 | 25.55 | -6.25 | 36.52 | 748 | -8 | 303 |
| 20 Nov | 1126.05 | 31.8 | 0.00 | 36.35 | 1,157 | 62 | 317 |
| 19 Nov | 1126.05 | 31.8 | -5.55 | 36.35 | 1,157 | 68 | 317 |
| 18 Nov | 1130.00 | 37.35 | 36.80 | 44.01 | 3,036 | 251 | 251 |
| 14 Nov | 1312.65 | 0.55 | 0.55 | 19.31 | 0 | 0 | 0 |
| 13 Nov | 1329.65 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 5 Nov | 1379.55 | 0 | 0.00 | 0 | 0 | 0 | |
For Mahanagar Gas Ltd. - strike price 1140 expiring on 28NOV2024
Delta for 1140 PE is -0.53
Historical price for 1140 PE is as follows
On 21 Nov MGL was trading at 1125.35. The strike last trading price was 25.55, which was -6.25 lower than the previous day. The implied volatity was 36.52, the open interest changed by -8 which decreased total open position to 303
On 20 Nov MGL was trading at 1126.05. The strike last trading price was 31.8, which was 0.00 lower than the previous day. The implied volatity was 36.35, the open interest changed by 62 which increased total open position to 317
On 19 Nov MGL was trading at 1126.05. The strike last trading price was 31.8, which was -5.55 lower than the previous day. The implied volatity was 36.35, the open interest changed by 68 which increased total open position to 317
On 18 Nov MGL was trading at 1130.00. The strike last trading price was 37.35, which was 36.80 higher than the previous day. The implied volatity was 44.01, the open interest changed by 251 which increased total open position to 251
On 14 Nov MGL was trading at 1312.65. The strike last trading price was 0.55, which was 0.55 higher than the previous day. The implied volatity was 19.31, 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 0, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 0, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
