MGL
Mahanagar Gas Ltd.
Historical option data for MGL
21 Nov 2024 04:12 PM IST
| MGL 28NOV2024 1180 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.25
Vega: 0.50
Theta: -1.52
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 1125.35 | 9.3 | 0.20 | 40.44 | 1,563 | -8 | 390 | |||
| 20 Nov | 1126.05 | 9.1 | 0.00 | 38.03 | 1,952 | -188 | 399 | |||
| 19 Nov | 1126.05 | 9.1 | -6.40 | 38.03 | 1,952 | -187 | 399 | |||
| 18 Nov | 1130.00 | 15.5 | -396.95 | 45.26 | 3,534 | 605 | 605 | |||
| 14 Nov | 1312.65 | 412.45 | 412.45 | - | 0 | 0 | 0 | |||
| 13 Nov | 1329.65 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 8 Nov | 1421.65 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
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| 5 Nov | 1379.55 | 0 | 0.00 | 0 | 0 | 0 | ||||
For Mahanagar Gas Ltd. - strike price 1180 expiring on 28NOV2024
Delta for 1180 CE is 0.25
Historical price for 1180 CE is as follows
On 21 Nov MGL was trading at 1125.35. The strike last trading price was 9.3, which was 0.20 higher than the previous day. The implied volatity was 40.44, the open interest changed by -8 which decreased total open position to 390
On 20 Nov MGL was trading at 1126.05. The strike last trading price was 9.1, which was 0.00 lower than the previous day. The implied volatity was 38.03, the open interest changed by -188 which decreased total open position to 399
On 19 Nov MGL was trading at 1126.05. The strike last trading price was 9.1, which was -6.40 lower than the previous day. The implied volatity was 38.03, the open interest changed by -187 which decreased total open position to 399
On 18 Nov MGL was trading at 1130.00. The strike last trading price was 15.5, which was -396.95 lower than the previous day. The implied volatity was 45.26, the open interest changed by 605 which increased total open position to 605
On 14 Nov MGL was trading at 1312.65. The strike last trading price was 412.45, which was 412.45 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 8 Nov MGL was trading at 1421.65. 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 1180 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.75
Vega: 0.50
Theta: -1.15
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 1125.35 | 53.9 | -6.60 | 39.56 | 62 | -12 | 44 |
| 20 Nov | 1126.05 | 60.5 | 0.00 | 38.41 | 148 | -11 | 58 |
| 19 Nov | 1126.05 | 60.5 | -2.50 | 38.41 | 148 | -9 | 58 |
| 18 Nov | 1130.00 | 63 | 61.90 | 43.83 | 1,080 | 67 | 67 |
| 14 Nov | 1312.65 | 1.1 | 1.10 | 15.22 | 0 | 0 | 0 |
| 13 Nov | 1329.65 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 8 Nov | 1421.65 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 5 Nov | 1379.55 | 0 | 0.00 | 0 | 0 | 0 | |
For Mahanagar Gas Ltd. - strike price 1180 expiring on 28NOV2024
Delta for 1180 PE is -0.75
Historical price for 1180 PE is as follows
On 21 Nov MGL was trading at 1125.35. The strike last trading price was 53.9, which was -6.60 lower than the previous day. The implied volatity was 39.56, the open interest changed by -12 which decreased total open position to 44
On 20 Nov MGL was trading at 1126.05. The strike last trading price was 60.5, which was 0.00 lower than the previous day. The implied volatity was 38.41, the open interest changed by -11 which decreased total open position to 58
On 19 Nov MGL was trading at 1126.05. The strike last trading price was 60.5, which was -2.50 lower than the previous day. The implied volatity was 38.41, the open interest changed by -9 which decreased total open position to 58
On 18 Nov MGL was trading at 1130.00. The strike last trading price was 63, which was 61.90 higher than the previous day. The implied volatity was 43.83, the open interest changed by 67 which increased total open position to 67
On 14 Nov MGL was trading at 1312.65. The strike last trading price was 1.1, which was 1.10 higher than the previous day. The implied volatity was 15.22, 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 8 Nov MGL was trading at 1421.65. 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
