MGL
Mahanagar Gas Ltd.
Historical option data for MGL
20 Dec 2024 04:12 PM IST
| MGL 26DEC2024 1160 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.95
Vega: 0.15
Theta: -0.61
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 1215.30 | 61.65 | -32.35 | 24.12 | 24 | -1 | 47 | |||
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| 19 Dec | 1259.65 | 94 | 2.00 | - | 5 | 0 | 47 | |||
| 18 Dec | 1239.55 | 92 | -11.75 | 57.12 | 10 | 3 | 46 | |||
| 17 Dec | 1239.70 | 103.75 | -21.25 | 71.03 | 5 | 0 | 44 | |||
| 16 Dec | 1286.95 | 125 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Dec | 1297.40 | 125 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Dec | 1278.85 | 125 | -8.30 | 30.01 | 1 | 0 | 44 | |||
| 11 Dec | 1300.20 | 133.3 | -11.70 | - | 2 | 1 | 44 | |||
| 10 Dec | 1287.80 | 145 | -3.00 | 50.88 | 1 | 0 | 44 | |||
| 9 Dec | 1279.35 | 148 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 6 Dec | 1284.45 | 148 | 4.25 | 50.31 | 22 | 1 | 44 | |||
| 5 Dec | 1292.90 | 143.75 | 27.85 | 39.37 | 14 | -6 | 43 | |||
| 4 Dec | 1260.80 | 115.9 | -13.35 | 36.17 | 14 | -1 | 49 | |||
| 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 | |||
| 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 0.95
Historical price for 1160 CE is as follows
On 20 Dec MGL was trading at 1215.30. The strike last trading price was 61.65, which was -32.35 lower than the previous day. The implied volatity was 24.12, the open interest changed by -1 which decreased total open position to 47
On 19 Dec MGL was trading at 1259.65. The strike last trading price was 94, which was 2.00 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 47
On 18 Dec MGL was trading at 1239.55. The strike last trading price was 92, which was -11.75 lower than the previous day. The implied volatity was 57.12, the open interest changed by 3 which increased total open position to 46
On 17 Dec MGL was trading at 1239.70. The strike last trading price was 103.75, which was -21.25 lower than the previous day. The implied volatity was 71.03, the open interest changed by 0 which decreased total open position to 44
On 16 Dec MGL was trading at 1286.95. The strike last trading price was 125, 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 13 Dec MGL was trading at 1297.40. The strike last trading price was 125, 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 12 Dec MGL was trading at 1278.85. The strike last trading price was 125, which was -8.30 lower than the previous day. The implied volatity was 30.01, the open interest changed by 0 which decreased total open position to 44
On 11 Dec MGL was trading at 1300.20. The strike last trading price was 133.3, which was -11.70 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 44
On 10 Dec MGL was trading at 1287.80. The strike last trading price was 145, which was -3.00 lower than the previous day. The implied volatity was 50.88, the open interest changed by 0 which decreased total open position to 44
On 9 Dec MGL was trading at 1279.35. The strike last trading price was 148, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 6 Dec MGL was trading at 1284.45. The strike last trading price was 148, which was 4.25 higher than the previous day. The implied volatity was 50.31, the open interest changed by 1 which increased total open position to 44
On 5 Dec MGL was trading at 1292.90. The strike last trading price was 143.75, which was 27.85 higher than the previous day. The implied volatity was 39.37, the open interest changed by -6 which decreased total open position to 43
On 4 Dec MGL was trading at 1260.80. The strike last trading price was 115.9, which was -13.35 lower than the previous day. The implied volatity was 36.17, the open interest changed by -1 which decreased total open position to 49
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: 0.32
Theta: -0.89
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 1215.30 | 3.4 | 1.65 | 35.12 | 699 | -98 | 164 |
| 19 Dec | 1259.65 | 1.75 | -1.70 | 38.02 | 655 | 8 | 262 |
| 18 Dec | 1239.55 | 3.45 | -0.25 | 36.62 | 630 | -73 | 256 |
| 17 Dec | 1239.70 | 3.7 | 1.15 | 35.87 | 492 | 16 | 329 |
| 16 Dec | 1286.95 | 2.55 | 0.55 | 42.89 | 191 | 39 | 316 |
| 13 Dec | 1297.40 | 2 | -0.50 | 37.57 | 324 | -65 | 279 |
| 12 Dec | 1278.85 | 2.5 | -0.25 | 34.91 | 322 | -81 | 345 |
| 11 Dec | 1300.20 | 2.75 | -0.65 | 38.98 | 304 | 92 | 429 |
| 10 Dec | 1287.80 | 3.4 | -1.25 | 37.35 | 267 | 8 | 323 |
| 9 Dec | 1279.35 | 4.65 | 0.35 | 37.92 | 243 | 2 | 315 |
| 6 Dec | 1284.45 | 4.3 | -1.40 | 35.40 | 451 | 69 | 312 |
| 5 Dec | 1292.90 | 5.7 | -4.95 | 37.77 | 472 | -2 | 242 |
| 4 Dec | 1260.80 | 10.65 | 3.00 | 38.50 | 305 | -1 | 242 |
| 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 20 Dec MGL was trading at 1215.30. The strike last trading price was 3.4, which was 1.65 higher than the previous day. The implied volatity was 35.12, the open interest changed by -98 which decreased total open position to 164
On 19 Dec MGL was trading at 1259.65. The strike last trading price was 1.75, which was -1.70 lower than the previous day. The implied volatity was 38.02, the open interest changed by 8 which increased total open position to 262
On 18 Dec MGL was trading at 1239.55. The strike last trading price was 3.45, which was -0.25 lower than the previous day. The implied volatity was 36.62, the open interest changed by -73 which decreased total open position to 256
On 17 Dec MGL was trading at 1239.70. The strike last trading price was 3.7, which was 1.15 higher than the previous day. The implied volatity was 35.87, the open interest changed by 16 which increased total open position to 329
On 16 Dec MGL was trading at 1286.95. The strike last trading price was 2.55, which was 0.55 higher than the previous day. The implied volatity was 42.89, the open interest changed by 39 which increased total open position to 316
On 13 Dec MGL was trading at 1297.40. The strike last trading price was 2, which was -0.50 lower than the previous day. The implied volatity was 37.57, the open interest changed by -65 which decreased total open position to 279
On 12 Dec MGL was trading at 1278.85. The strike last trading price was 2.5, which was -0.25 lower than the previous day. The implied volatity was 34.91, the open interest changed by -81 which decreased total open position to 345
On 11 Dec MGL was trading at 1300.20. The strike last trading price was 2.75, which was -0.65 lower than the previous day. The implied volatity was 38.98, the open interest changed by 92 which increased total open position to 429
On 10 Dec MGL was trading at 1287.80. The strike last trading price was 3.4, which was -1.25 lower than the previous day. The implied volatity was 37.35, the open interest changed by 8 which increased total open position to 323
On 9 Dec MGL was trading at 1279.35. The strike last trading price was 4.65, which was 0.35 higher than the previous day. The implied volatity was 37.92, the open interest changed by 2 which increased total open position to 315
On 6 Dec MGL was trading at 1284.45. The strike last trading price was 4.3, which was -1.40 lower than the previous day. The implied volatity was 35.40, the open interest changed by 69 which increased total open position to 312
On 5 Dec MGL was trading at 1292.90. The strike last trading price was 5.7, which was -4.95 lower than the previous day. The implied volatity was 37.77, the open interest changed by -2 which decreased total open position to 242
On 4 Dec MGL was trading at 1260.80. The strike last trading price was 10.65, which was 3.00 higher than the previous day. The implied volatity was 38.50, the open interest changed by -1 which decreased total open position to 242
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
