MGL
Mahanagar Gas Ltd.
Historical option data for MGL
20 Dec 2024 04:12 PM IST
| MGL 26DEC2024 1180 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.66
Vega: 0.57
Theta: -3.56
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 1215.30 | 66.75 | -23.00 | 70.55 | 10 | 5 | 103 | |||
| 19 Dec | 1259.65 | 89.75 | 17.55 | 59.71 | 25 | -5 | 99 | |||
| 18 Dec | 1239.55 | 72.2 | -21.35 | 48.46 | 35 | -6 | 105 | |||
| 17 Dec | 1239.70 | 93.55 | -32.30 | 76.06 | 2 | -1 | 111 | |||
| 16 Dec | 1286.95 | 125.85 | -0.15 | 66.60 | 1 | 0 | 112 | |||
| 13 Dec | 1297.40 | 126 | 19.75 | 45.17 | 5 | -1 | 112 | |||
| 12 Dec | 1278.85 | 106.25 | -21.30 | 29.92 | 3 | 1 | 114 | |||
| 11 Dec | 1300.20 | 127.55 | 9.20 | 26.14 | 10 | 1 | 111 | |||
| 10 Dec | 1287.80 | 118.35 | 0.50 | 32.70 | 11 | -8 | 111 | |||
|
|
||||||||||
| 9 Dec | 1279.35 | 117.85 | 0.00 | 0.00 | 0 | -1 | 0 | |||
| 6 Dec | 1284.45 | 117.85 | -7.95 | 28.90 | 13 | 2 | 122 | |||
| 5 Dec | 1292.90 | 125.8 | 32.40 | 37.95 | 30 | -21 | 120 | |||
| 4 Dec | 1260.80 | 93.4 | -19.50 | 27.84 | 10 | 5 | 146 | |||
| 3 Dec | 1278.25 | 112.9 | 30.55 | 33.65 | 57 | -15 | 141 | |||
| 2 Dec | 1236.50 | 82.35 | 20.35 | 33.98 | 416 | -9 | 157 | |||
| 29 Nov | 1191.75 | 62 | 8.50 | 35.24 | 541 | 8 | 158 | |||
| 28 Nov | 1179.95 | 53.5 | 3.10 | 35.91 | 460 | 59 | 150 | |||
| 27 Nov | 1178.70 | 50.4 | 0.40 | 34.94 | 123 | 24 | 92 | |||
| 26 Nov | 1176.45 | 50 | -6.30 | 35.53 | 68 | 12 | 67 | |||
| 25 Nov | 1187.50 | 56.3 | 11.15 | 33.39 | 158 | 46 | 53 | |||
| 22 Nov | 1157.50 | 45.15 | 8.80 | 37.06 | 38 | 11 | 18 | |||
| 21 Nov | 1125.35 | 36.35 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 20 Nov | 1126.05 | 36.35 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 19 Nov | 1126.05 | 36.35 | 0.00 | 0.00 | 0 | 7 | 0 | |||
| 18 Nov | 1130.00 | 36.35 | 36.42 | 9 | 7 | 7 | ||||
For Mahanagar Gas Ltd. - strike price 1180 expiring on 26DEC2024
Delta for 1180 CE is 0.66
Historical price for 1180 CE is as follows
On 20 Dec MGL was trading at 1215.30. The strike last trading price was 66.75, which was -23.00 lower than the previous day. The implied volatity was 70.55, the open interest changed by 5 which increased total open position to 103
On 19 Dec MGL was trading at 1259.65. The strike last trading price was 89.75, which was 17.55 higher than the previous day. The implied volatity was 59.71, the open interest changed by -5 which decreased total open position to 99
On 18 Dec MGL was trading at 1239.55. The strike last trading price was 72.2, which was -21.35 lower than the previous day. The implied volatity was 48.46, the open interest changed by -6 which decreased total open position to 105
On 17 Dec MGL was trading at 1239.70. The strike last trading price was 93.55, which was -32.30 lower than the previous day. The implied volatity was 76.06, the open interest changed by -1 which decreased total open position to 111
On 16 Dec MGL was trading at 1286.95. The strike last trading price was 125.85, which was -0.15 lower than the previous day. The implied volatity was 66.60, the open interest changed by 0 which decreased total open position to 112
On 13 Dec MGL was trading at 1297.40. The strike last trading price was 126, which was 19.75 higher than the previous day. The implied volatity was 45.17, the open interest changed by -1 which decreased total open position to 112
On 12 Dec MGL was trading at 1278.85. The strike last trading price was 106.25, which was -21.30 lower than the previous day. The implied volatity was 29.92, the open interest changed by 1 which increased total open position to 114
On 11 Dec MGL was trading at 1300.20. The strike last trading price was 127.55, which was 9.20 higher than the previous day. The implied volatity was 26.14, the open interest changed by 1 which increased total open position to 111
On 10 Dec MGL was trading at 1287.80. The strike last trading price was 118.35, which was 0.50 higher than the previous day. The implied volatity was 32.70, the open interest changed by -8 which decreased total open position to 111
On 9 Dec MGL was trading at 1279.35. The strike last trading price was 117.85, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 6 Dec MGL was trading at 1284.45. The strike last trading price was 117.85, which was -7.95 lower than the previous day. The implied volatity was 28.90, the open interest changed by 2 which increased total open position to 122
On 5 Dec MGL was trading at 1292.90. The strike last trading price was 125.8, which was 32.40 higher than the previous day. The implied volatity was 37.95, the open interest changed by -21 which decreased total open position to 120
On 4 Dec MGL was trading at 1260.80. The strike last trading price was 93.4, which was -19.50 lower than the previous day. The implied volatity was 27.84, the open interest changed by 5 which increased total open position to 146
On 3 Dec MGL was trading at 1278.25. The strike last trading price was 112.9, which was 30.55 higher than the previous day. The implied volatity was 33.65, the open interest changed by -15 which decreased total open position to 141
On 2 Dec MGL was trading at 1236.50. The strike last trading price was 82.35, which was 20.35 higher than the previous day. The implied volatity was 33.98, the open interest changed by -9 which decreased total open position to 157
On 29 Nov MGL was trading at 1191.75. The strike last trading price was 62, which was 8.50 higher than the previous day. The implied volatity was 35.24, the open interest changed by 8 which increased total open position to 158
On 28 Nov MGL was trading at 1179.95. The strike last trading price was 53.5, which was 3.10 higher than the previous day. The implied volatity was 35.91, the open interest changed by 59 which increased total open position to 150
On 27 Nov MGL was trading at 1178.70. The strike last trading price was 50.4, which was 0.40 higher than the previous day. The implied volatity was 34.94, the open interest changed by 24 which increased total open position to 92
On 26 Nov MGL was trading at 1176.45. The strike last trading price was 50, which was -6.30 lower than the previous day. The implied volatity was 35.53, the open interest changed by 12 which increased total open position to 67
On 25 Nov MGL was trading at 1187.50. The strike last trading price was 56.3, which was 11.15 higher than the previous day. The implied volatity was 33.39, the open interest changed by 46 which increased total open position to 53
On 22 Nov MGL was trading at 1157.50. The strike last trading price was 45.15, which was 8.80 higher than the previous day. The implied volatity was 37.06, the open interest changed by 11 which increased total open position to 18
On 21 Nov MGL was trading at 1125.35. The strike last trading price was 36.35, 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 20 Nov MGL was trading at 1126.05. The strike last trading price was 36.35, 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 19 Nov MGL was trading at 1126.05. The strike last trading price was 36.35, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 7 which increased total open position to 0
On 18 Nov MGL was trading at 1130.00. The strike last trading price was 36.35, which was lower than the previous day. The implied volatity was 36.42, the open interest changed by 7 which increased total open position to 7
| MGL 26DEC2024 1180 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.20
Vega: 0.44
Theta: -1.11
Gamma: 0.01
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 1215.30 | 5.75 | 3.15 | 32.40 | 634 | 76 | 486 |
| 19 Dec | 1259.65 | 2.6 | -2.55 | 34.82 | 473 | -14 | 411 |
| 18 Dec | 1239.55 | 5.15 | -0.80 | 33.78 | 531 | -79 | 432 |
| 17 Dec | 1239.70 | 5.95 | 2.65 | 34.26 | 494 | 61 | 518 |
| 16 Dec | 1286.95 | 3.3 | 0.55 | 39.86 | 183 | 22 | 451 |
| 13 Dec | 1297.40 | 2.75 | -1.10 | 35.46 | 710 | -4 | 429 |
| 12 Dec | 1278.85 | 3.85 | 0.10 | 33.77 | 328 | 38 | 432 |
| 11 Dec | 1300.20 | 3.75 | -1.25 | 37.24 | 354 | 36 | 398 |
| 10 Dec | 1287.80 | 5 | -1.55 | 36.42 | 314 | -7 | 361 |
| 9 Dec | 1279.35 | 6.55 | 0.10 | 36.83 | 351 | 5 | 365 |
| 6 Dec | 1284.45 | 6.45 | -1.45 | 35.07 | 376 | 33 | 360 |
| 5 Dec | 1292.90 | 7.9 | -6.15 | 37.02 | 477 | 90 | 322 |
| 4 Dec | 1260.80 | 14.05 | 3.75 | 37.59 | 195 | 20 | 233 |
| 3 Dec | 1278.25 | 10.3 | -9.45 | 36.09 | 578 | -5 | 219 |
| 2 Dec | 1236.50 | 19.75 | -13.85 | 36.59 | 466 | 32 | 224 |
| 29 Nov | 1191.75 | 33.6 | -5.30 | 36.64 | 455 | 61 | 192 |
| 28 Nov | 1179.95 | 38.9 | -4.60 | 34.69 | 371 | 99 | 130 |
| 27 Nov | 1178.70 | 43.5 | -2.30 | 35.99 | 47 | 21 | 31 |
| 26 Nov | 1176.45 | 45.8 | 32.50 | 35.87 | 12 | 5 | 5 |
| 25 Nov | 1187.50 | 13.3 | 0.00 | 1.77 | 0 | 0 | 0 |
| 22 Nov | 1157.50 | 13.3 | 0.00 | - | 0 | 0 | 0 |
| 21 Nov | 1125.35 | 13.3 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 1126.05 | 13.3 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 1126.05 | 13.3 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 1130.00 | 13.3 | - | 0 | 0 | 0 | |
For Mahanagar Gas Ltd. - strike price 1180 expiring on 26DEC2024
Delta for 1180 PE is -0.20
Historical price for 1180 PE is as follows
On 20 Dec MGL was trading at 1215.30. The strike last trading price was 5.75, which was 3.15 higher than the previous day. The implied volatity was 32.40, the open interest changed by 76 which increased total open position to 486
On 19 Dec MGL was trading at 1259.65. The strike last trading price was 2.6, which was -2.55 lower than the previous day. The implied volatity was 34.82, the open interest changed by -14 which decreased total open position to 411
On 18 Dec MGL was trading at 1239.55. The strike last trading price was 5.15, which was -0.80 lower than the previous day. The implied volatity was 33.78, the open interest changed by -79 which decreased total open position to 432
On 17 Dec MGL was trading at 1239.70. The strike last trading price was 5.95, which was 2.65 higher than the previous day. The implied volatity was 34.26, the open interest changed by 61 which increased total open position to 518
On 16 Dec MGL was trading at 1286.95. The strike last trading price was 3.3, which was 0.55 higher than the previous day. The implied volatity was 39.86, the open interest changed by 22 which increased total open position to 451
On 13 Dec MGL was trading at 1297.40. The strike last trading price was 2.75, which was -1.10 lower than the previous day. The implied volatity was 35.46, the open interest changed by -4 which decreased total open position to 429
On 12 Dec MGL was trading at 1278.85. The strike last trading price was 3.85, which was 0.10 higher than the previous day. The implied volatity was 33.77, the open interest changed by 38 which increased total open position to 432
On 11 Dec MGL was trading at 1300.20. The strike last trading price was 3.75, which was -1.25 lower than the previous day. The implied volatity was 37.24, the open interest changed by 36 which increased total open position to 398
On 10 Dec MGL was trading at 1287.80. The strike last trading price was 5, which was -1.55 lower than the previous day. The implied volatity was 36.42, the open interest changed by -7 which decreased total open position to 361
On 9 Dec MGL was trading at 1279.35. The strike last trading price was 6.55, which was 0.10 higher than the previous day. The implied volatity was 36.83, the open interest changed by 5 which increased total open position to 365
On 6 Dec MGL was trading at 1284.45. The strike last trading price was 6.45, which was -1.45 lower than the previous day. The implied volatity was 35.07, the open interest changed by 33 which increased total open position to 360
On 5 Dec MGL was trading at 1292.90. The strike last trading price was 7.9, which was -6.15 lower than the previous day. The implied volatity was 37.02, the open interest changed by 90 which increased total open position to 322
On 4 Dec MGL was trading at 1260.80. The strike last trading price was 14.05, which was 3.75 higher than the previous day. The implied volatity was 37.59, the open interest changed by 20 which increased total open position to 233
On 3 Dec MGL was trading at 1278.25. The strike last trading price was 10.3, which was -9.45 lower than the previous day. The implied volatity was 36.09, the open interest changed by -5 which decreased total open position to 219
On 2 Dec MGL was trading at 1236.50. The strike last trading price was 19.75, which was -13.85 lower than the previous day. The implied volatity was 36.59, the open interest changed by 32 which increased total open position to 224
On 29 Nov MGL was trading at 1191.75. The strike last trading price was 33.6, which was -5.30 lower than the previous day. The implied volatity was 36.64, the open interest changed by 61 which increased total open position to 192
On 28 Nov MGL was trading at 1179.95. The strike last trading price was 38.9, which was -4.60 lower than the previous day. The implied volatity was 34.69, the open interest changed by 99 which increased total open position to 130
On 27 Nov MGL was trading at 1178.70. The strike last trading price was 43.5, which was -2.30 lower than the previous day. The implied volatity was 35.99, the open interest changed by 21 which increased total open position to 31
On 26 Nov MGL was trading at 1176.45. The strike last trading price was 45.8, which was 32.50 higher than the previous day. The implied volatity was 35.87, the open interest changed by 5 which increased total open position to 5
On 25 Nov MGL was trading at 1187.50. The strike last trading price was 13.3, which was 0.00 lower than the previous day. The implied volatity was 1.77, the open interest changed by 0 which decreased total open position to 0
On 22 Nov MGL was trading at 1157.50. The strike last trading price was 13.3, 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 21 Nov MGL was trading at 1125.35. The strike last trading price was 13.3, 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 20 Nov MGL was trading at 1126.05. The strike last trading price was 13.3, 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 19 Nov MGL was trading at 1126.05. The strike last trading price was 13.3, 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 18 Nov MGL was trading at 1130.00. The strike last trading price was 13.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
