MGL
Mahanagar Gas Ltd.
Historical option data for MGL
03 Dec 2024 04:12 PM IST
| MGL 26DEC2024 1160 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.90
Vega: 0.55
Theta: -0.67
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 3 Dec | 1278.25 | 129.25 | 32.85 | 32.44 | 17 | -9 | 50 | |||
| 2 Dec | 1236.50 | 96.4 | 22.80 | 32.99 | 105 | -20 | 64 | |||
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| 29 Nov | 1191.75 | 73.6 | 7.60 | 34.62 | 212 | -2 | 85 | |||
| 28 Nov | 1179.95 | 66 | 3.55 | 37.05 | 124 | 0 | 87 | |||
| 27 Nov | 1178.70 | 62.45 | -1.65 | 35.94 | 53 | 5 | 86 | |||
| 26 Nov | 1176.45 | 64.1 | -4.30 | 38.31 | 17 | -4 | 80 | |||
| 25 Nov | 1187.50 | 68.4 | 15.10 | 33.81 | 178 | 24 | 84 | |||
| 22 Nov | 1157.50 | 53.3 | 10.30 | 36.35 | 295 | 20 | 80 | |||
| 21 Nov | 1125.35 | 43 | 1.05 | 36.00 | 90 | 13 | 60 | |||
| 20 Nov | 1126.05 | 41.95 | 0.00 | 36.29 | 73 | 11 | 46 | |||
| 19 Nov | 1126.05 | 41.95 | -3.85 | 36.29 | 73 | 10 | 46 | |||
| 18 Nov | 1130.00 | 45.8 | 37.61 | 93 | 37 | 37 | ||||
For Mahanagar Gas Ltd. - strike price 1160 expiring on 26DEC2024
Delta for 1160 CE is 0.90
Historical price for 1160 CE is as follows
On 3 Dec MGL was trading at 1278.25. The strike last trading price was 129.25, which was 32.85 higher than the previous day. The implied volatity was 32.44, the open interest changed by -9 which decreased total open position to 50
On 2 Dec MGL was trading at 1236.50. The strike last trading price was 96.4, which was 22.80 higher than the previous day. The implied volatity was 32.99, the open interest changed by -20 which decreased total open position to 64
On 29 Nov MGL was trading at 1191.75. The strike last trading price was 73.6, which was 7.60 higher than the previous day. The implied volatity was 34.62, the open interest changed by -2 which decreased total open position to 85
On 28 Nov MGL was trading at 1179.95. The strike last trading price was 66, which was 3.55 higher than the previous day. The implied volatity was 37.05, the open interest changed by 0 which decreased total open position to 87
On 27 Nov MGL was trading at 1178.70. The strike last trading price was 62.45, which was -1.65 lower than the previous day. The implied volatity was 35.94, the open interest changed by 5 which increased total open position to 86
On 26 Nov MGL was trading at 1176.45. The strike last trading price was 64.1, which was -4.30 lower than the previous day. The implied volatity was 38.31, the open interest changed by -4 which decreased total open position to 80
On 25 Nov MGL was trading at 1187.50. The strike last trading price was 68.4, which was 15.10 higher than the previous day. The implied volatity was 33.81, the open interest changed by 24 which increased total open position to 84
On 22 Nov MGL was trading at 1157.50. The strike last trading price was 53.3, which was 10.30 higher than the previous day. The implied volatity was 36.35, the open interest changed by 20 which increased total open position to 80
On 21 Nov MGL was trading at 1125.35. The strike last trading price was 43, which was 1.05 higher than the previous day. The implied volatity was 36.00, the open interest changed by 13 which increased total open position to 60
On 20 Nov MGL was trading at 1126.05. The strike last trading price was 41.95, which was 0.00 lower than the previous day. The implied volatity was 36.29, the open interest changed by 11 which increased total open position to 46
On 19 Nov MGL was trading at 1126.05. The strike last trading price was 41.95, which was -3.85 lower than the previous day. The implied volatity was 36.29, the open interest changed by 10 which increased total open position to 46
On 18 Nov MGL was trading at 1130.00. The strike last trading price was 45.8, which was lower than the previous day. The implied volatity was 37.61, the open interest changed by 37 which increased total open position to 37
| MGL 26DEC2024 1160 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.12
Vega: 0.66
Theta: -0.48
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 3 Dec | 1278.25 | 7.65 | -6.85 | 36.95 | 789 | 81 | 243 |
| 2 Dec | 1236.50 | 14.5 | -12.15 | 36.66 | 521 | 8 | 163 |
| 29 Nov | 1191.75 | 26.65 | -5.25 | 37.25 | 330 | 49 | 158 |
| 28 Nov | 1179.95 | 31.9 | -2.95 | 36.06 | 254 | 25 | 108 |
| 27 Nov | 1178.70 | 34.85 | -2.30 | 36.35 | 152 | 40 | 83 |
| 26 Nov | 1176.45 | 37.15 | 3.75 | 36.42 | 28 | 5 | 43 |
| 25 Nov | 1187.50 | 33.4 | -13.60 | 37.31 | 86 | 32 | 37 |
| 22 Nov | 1157.50 | 47 | -22.00 | 35.17 | 53 | 26 | 31 |
| 21 Nov | 1125.35 | 69 | 0.00 | 0.00 | 0 | 4 | 0 |
| 20 Nov | 1126.05 | 69 | 0.00 | 39.56 | 5 | 4 | 5 |
| 19 Nov | 1126.05 | 69 | 4.00 | 39.56 | 5 | 4 | 5 |
| 18 Nov | 1130.00 | 65 | 37.31 | 2 | 1 | 1 | |
For Mahanagar Gas Ltd. - strike price 1160 expiring on 26DEC2024
Delta for 1160 PE is -0.12
Historical price for 1160 PE is as follows
On 3 Dec MGL was trading at 1278.25. The strike last trading price was 7.65, which was -6.85 lower than the previous day. The implied volatity was 36.95, the open interest changed by 81 which increased total open position to 243
On 2 Dec MGL was trading at 1236.50. The strike last trading price was 14.5, which was -12.15 lower than the previous day. The implied volatity was 36.66, the open interest changed by 8 which increased total open position to 163
On 29 Nov MGL was trading at 1191.75. The strike last trading price was 26.65, which was -5.25 lower than the previous day. The implied volatity was 37.25, the open interest changed by 49 which increased total open position to 158
On 28 Nov MGL was trading at 1179.95. The strike last trading price was 31.9, which was -2.95 lower than the previous day. The implied volatity was 36.06, the open interest changed by 25 which increased total open position to 108
On 27 Nov MGL was trading at 1178.70. The strike last trading price was 34.85, which was -2.30 lower than the previous day. The implied volatity was 36.35, the open interest changed by 40 which increased total open position to 83
On 26 Nov MGL was trading at 1176.45. The strike last trading price was 37.15, which was 3.75 higher than the previous day. The implied volatity was 36.42, the open interest changed by 5 which increased total open position to 43
On 25 Nov MGL was trading at 1187.50. The strike last trading price was 33.4, which was -13.60 lower than the previous day. The implied volatity was 37.31, the open interest changed by 32 which increased total open position to 37
On 22 Nov MGL was trading at 1157.50. The strike last trading price was 47, which was -22.00 lower than the previous day. The implied volatity was 35.17, the open interest changed by 26 which increased total open position to 31
On 21 Nov MGL was trading at 1125.35. The strike last trading price was 69, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 20 Nov MGL was trading at 1126.05. The strike last trading price was 69, which was 0.00 lower than the previous day. The implied volatity was 39.56, the open interest changed by 4 which increased total open position to 5
On 19 Nov MGL was trading at 1126.05. The strike last trading price was 69, which was 4.00 higher than the previous day. The implied volatity was 39.56, the open interest changed by 4 which increased total open position to 5
On 18 Nov MGL was trading at 1130.00. The strike last trading price was 65, which was lower than the previous day. The implied volatity was 37.31, the open interest changed by 1 which increased total open position to 1
