MGL
Mahanagar Gas Ltd.
Historical option data for MGL
21 Nov 2024 04:12 PM IST
| MGL 28NOV2024 1160 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.35
Vega: 0.58
Theta: -1.73
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 1125.35 | 14.1 | 0.45 | 38.94 | 2,216 | 15 | 500 | |||
| 20 Nov | 1126.05 | 13.65 | 0.00 | 36.90 | 3,063 | 32 | 493 | |||
| 19 Nov | 1126.05 | 13.65 | -8.15 | 36.90 | 3,063 | 40 | 493 | |||
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| 18 Nov | 1130.00 | 21.8 | -797.80 | 45.30 | 4,279 | 448 | 448 | |||
| 14 Nov | 1312.65 | 819.6 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 1329.65 | 819.6 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 1421.65 | 819.6 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 1379.55 | 819.6 | - | 0 | 0 | 0 | ||||
For Mahanagar Gas Ltd. - strike price 1160 expiring on 28NOV2024
Delta for 1160 CE is 0.35
Historical price for 1160 CE is as follows
On 21 Nov MGL was trading at 1125.35. The strike last trading price was 14.1, which was 0.45 higher than the previous day. The implied volatity was 38.94, the open interest changed by 15 which increased total open position to 500
On 20 Nov MGL was trading at 1126.05. The strike last trading price was 13.65, which was 0.00 lower than the previous day. The implied volatity was 36.90, the open interest changed by 32 which increased total open position to 493
On 19 Nov MGL was trading at 1126.05. The strike last trading price was 13.65, which was -8.15 lower than the previous day. The implied volatity was 36.90, the open interest changed by 40 which increased total open position to 493
On 18 Nov MGL was trading at 1130.00. The strike last trading price was 21.8, which was -797.80 lower than the previous day. The implied volatity was 45.30, the open interest changed by 448 which increased total open position to 448
On 14 Nov MGL was trading at 1312.65. The strike last trading price was 819.6, 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 819.6, 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 8 Nov MGL was trading at 1421.65. The strike last trading price was 819.6, 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 819.6, 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 1160 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.65
Vega: 0.58
Theta: -1.36
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 1125.35 | 38.6 | -7.90 | 37.95 | 144 | -42 | 83 |
| 20 Nov | 1126.05 | 46.5 | 0.00 | 39.39 | 535 | -62 | 125 |
| 19 Nov | 1126.05 | 46.5 | -3.40 | 39.39 | 535 | -62 | 125 |
| 18 Nov | 1130.00 | 49.9 | 47.95 | 44.77 | 2,899 | 166 | 185 |
| 14 Nov | 1312.65 | 1.95 | -0.45 | 40.63 | 28 | 17 | 20 |
| 13 Nov | 1329.65 | 2.4 | 1.40 | 43.40 | 6 | 3 | 3 |
| 8 Nov | 1421.65 | 1 | -0.80 | 43.17 | 2 | 0 | 1 |
| 5 Nov | 1379.55 | 1.8 | 39.77 | 1 | 0 | 0 | |
For Mahanagar Gas Ltd. - strike price 1160 expiring on 28NOV2024
Delta for 1160 PE is -0.65
Historical price for 1160 PE is as follows
On 21 Nov MGL was trading at 1125.35. The strike last trading price was 38.6, which was -7.90 lower than the previous day. The implied volatity was 37.95, the open interest changed by -42 which decreased total open position to 83
On 20 Nov MGL was trading at 1126.05. The strike last trading price was 46.5, which was 0.00 lower than the previous day. The implied volatity was 39.39, the open interest changed by -62 which decreased total open position to 125
On 19 Nov MGL was trading at 1126.05. The strike last trading price was 46.5, which was -3.40 lower than the previous day. The implied volatity was 39.39, the open interest changed by -62 which decreased total open position to 125
On 18 Nov MGL was trading at 1130.00. The strike last trading price was 49.9, which was 47.95 higher than the previous day. The implied volatity was 44.77, the open interest changed by 166 which increased total open position to 185
On 14 Nov MGL was trading at 1312.65. The strike last trading price was 1.95, which was -0.45 lower than the previous day. The implied volatity was 40.63, the open interest changed by 17 which increased total open position to 20
On 13 Nov MGL was trading at 1329.65. The strike last trading price was 2.4, which was 1.40 higher than the previous day. The implied volatity was 43.40, the open interest changed by 3 which increased total open position to 3
On 8 Nov MGL was trading at 1421.65. The strike last trading price was 1, which was -0.80 lower than the previous day. The implied volatity was 43.17, the open interest changed by 0 which decreased total open position to 1
On 5 Nov MGL was trading at 1379.55. The strike last trading price was 1.8, which was lower than the previous day. The implied volatity was 39.77, the open interest changed by 0 which decreased total open position to 0
