MGL
Mahanagar Gas Ltd.
Historical option data for MGL
20 Dec 2024 04:12 PM IST
| MGL 26DEC2024 1220 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.52
Vega: 0.62
Theta: -1.78
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 1215.30 | 19.85 | -31.15 | 31.04 | 199 | 47 | 125 | |||
| 19 Dec | 1259.65 | 51 | 14.50 | 42.19 | 368 | -10 | 79 | |||
| 18 Dec | 1239.55 | 36.5 | -2.50 | 35.14 | 257 | -3 | 86 | |||
| 17 Dec | 1239.70 | 39 | -49.05 | 34.71 | 63 | 7 | 89 | |||
| 16 Dec | 1286.95 | 88.05 | 0.00 | 0.00 | 0 | -1 | 0 | |||
| 13 Dec | 1297.40 | 88.05 | 10.05 | 36.94 | 133 | -1 | 82 | |||
| 12 Dec | 1278.85 | 78 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Dec | 1300.20 | 78 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 10 Dec | 1287.80 | 78 | 0.00 | 0.00 | 0 | -1 | 0 | |||
| 9 Dec | 1279.35 | 78 | -10.20 | 30.64 | 1 | 0 | 84 | |||
| 6 Dec | 1284.45 | 88.2 | -3.80 | 34.39 | 15 | -4 | 84 | |||
| 5 Dec | 1292.90 | 92 | 23.00 | 35.48 | 65 | -27 | 88 | |||
| 4 Dec | 1260.80 | 69 | -13.60 | 33.93 | 62 | 0 | 115 | |||
| 3 Dec | 1278.25 | 82.6 | 26.55 | 34.24 | 633 | -82 | 116 | |||
| 2 Dec | 1236.50 | 56.05 | 10.95 | 33.57 | 2,432 | 63 | 203 | |||
| 29 Nov | 1191.75 | 45.1 | 11.05 | 38.02 | 481 | 36 | 138 | |||
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| 28 Nov | 1179.95 | 34.05 | 2.55 | 34.91 | 251 | 57 | 103 | |||
| 27 Nov | 1178.70 | 31.5 | -0.70 | 33.87 | 33 | 11 | 46 | |||
| 26 Nov | 1176.45 | 32.2 | -3.80 | 34.97 | 17 | 6 | 36 | |||
| 25 Nov | 1187.50 | 36 | 6.85 | 32.48 | 70 | 15 | 31 | |||
| 22 Nov | 1157.50 | 29.15 | 7.15 | 36.19 | 8 | 1 | 17 | |||
| 21 Nov | 1125.35 | 22 | 0.00 | 0.00 | 0 | 11 | 0 | |||
| 20 Nov | 1126.05 | 22 | 0.00 | 35.91 | 12 | 11 | 16 | |||
| 19 Nov | 1126.05 | 22 | -3.00 | 35.91 | 12 | 11 | 16 | |||
| 18 Nov | 1130.00 | 25 | 37.16 | 13 | 6 | 6 | ||||
For Mahanagar Gas Ltd. - strike price 1220 expiring on 26DEC2024
Delta for 1220 CE is 0.52
Historical price for 1220 CE is as follows
On 20 Dec MGL was trading at 1215.30. The strike last trading price was 19.85, which was -31.15 lower than the previous day. The implied volatity was 31.04, the open interest changed by 47 which increased total open position to 125
On 19 Dec MGL was trading at 1259.65. The strike last trading price was 51, which was 14.50 higher than the previous day. The implied volatity was 42.19, the open interest changed by -10 which decreased total open position to 79
On 18 Dec MGL was trading at 1239.55. The strike last trading price was 36.5, which was -2.50 lower than the previous day. The implied volatity was 35.14, the open interest changed by -3 which decreased total open position to 86
On 17 Dec MGL was trading at 1239.70. The strike last trading price was 39, which was -49.05 lower than the previous day. The implied volatity was 34.71, the open interest changed by 7 which increased total open position to 89
On 16 Dec MGL was trading at 1286.95. The strike last trading price was 88.05, 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 13 Dec MGL was trading at 1297.40. The strike last trading price was 88.05, which was 10.05 higher than the previous day. The implied volatity was 36.94, the open interest changed by -1 which decreased total open position to 82
On 12 Dec MGL was trading at 1278.85. The strike last trading price was 78, 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 11 Dec MGL was trading at 1300.20. The strike last trading price was 78, 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 10 Dec MGL was trading at 1287.80. The strike last trading price was 78, 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 9 Dec MGL was trading at 1279.35. The strike last trading price was 78, which was -10.20 lower than the previous day. The implied volatity was 30.64, the open interest changed by 0 which decreased total open position to 84
On 6 Dec MGL was trading at 1284.45. The strike last trading price was 88.2, which was -3.80 lower than the previous day. The implied volatity was 34.39, the open interest changed by -4 which decreased total open position to 84
On 5 Dec MGL was trading at 1292.90. The strike last trading price was 92, which was 23.00 higher than the previous day. The implied volatity was 35.48, the open interest changed by -27 which decreased total open position to 88
On 4 Dec MGL was trading at 1260.80. The strike last trading price was 69, which was -13.60 lower than the previous day. The implied volatity was 33.93, the open interest changed by 0 which decreased total open position to 115
On 3 Dec MGL was trading at 1278.25. The strike last trading price was 82.6, which was 26.55 higher than the previous day. The implied volatity was 34.24, the open interest changed by -82 which decreased total open position to 116
On 2 Dec MGL was trading at 1236.50. The strike last trading price was 56.05, which was 10.95 higher than the previous day. The implied volatity was 33.57, the open interest changed by 63 which increased total open position to 203
On 29 Nov MGL was trading at 1191.75. The strike last trading price was 45.1, which was 11.05 higher than the previous day. The implied volatity was 38.02, the open interest changed by 36 which increased total open position to 138
On 28 Nov MGL was trading at 1179.95. The strike last trading price was 34.05, which was 2.55 higher than the previous day. The implied volatity was 34.91, the open interest changed by 57 which increased total open position to 103
On 27 Nov MGL was trading at 1178.70. The strike last trading price was 31.5, which was -0.70 lower than the previous day. The implied volatity was 33.87, the open interest changed by 11 which increased total open position to 46
On 26 Nov MGL was trading at 1176.45. The strike last trading price was 32.2, which was -3.80 lower than the previous day. The implied volatity was 34.97, the open interest changed by 6 which increased total open position to 36
On 25 Nov MGL was trading at 1187.50. The strike last trading price was 36, which was 6.85 higher than the previous day. The implied volatity was 32.48, the open interest changed by 15 which increased total open position to 31
On 22 Nov MGL was trading at 1157.50. The strike last trading price was 29.15, which was 7.15 higher than the previous day. The implied volatity was 36.19, the open interest changed by 1 which increased total open position to 17
On 21 Nov MGL was trading at 1125.35. The strike last trading price was 22, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 11 which increased total open position to 0
On 20 Nov MGL was trading at 1126.05. The strike last trading price was 22, which was 0.00 lower than the previous day. The implied volatity was 35.91, the open interest changed by 11 which increased total open position to 16
On 19 Nov MGL was trading at 1126.05. The strike last trading price was 22, which was -3.00 lower than the previous day. The implied volatity was 35.91, the open interest changed by 11 which increased total open position to 16
On 18 Nov MGL was trading at 1130.00. The strike last trading price was 25, which was lower than the previous day. The implied volatity was 37.16, the open interest changed by 6 which increased total open position to 6
| MGL 26DEC2024 1220 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.48
Vega: 0.62
Theta: -1.69
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 1215.30 | 21.85 | 13.60 | 35.86 | 583 | 11 | 163 |
| 19 Dec | 1259.65 | 8.25 | -7.10 | 32.17 | 764 | -29 | 153 |
| 18 Dec | 1239.55 | 15.35 | -1.10 | 32.99 | 682 | 19 | 183 |
| 17 Dec | 1239.70 | 16.45 | 8.40 | 33.68 | 334 | -29 | 163 |
| 16 Dec | 1286.95 | 8.05 | 2.10 | 37.97 | 196 | 3 | 203 |
| 13 Dec | 1297.40 | 5.95 | -3.55 | 32.35 | 657 | -14 | 201 |
| 12 Dec | 1278.85 | 9.5 | 1.50 | 32.60 | 145 | -20 | 215 |
| 11 Dec | 1300.20 | 8 | -2.95 | 35.33 | 163 | 15 | 237 |
| 10 Dec | 1287.80 | 10.95 | -2.65 | 35.41 | 208 | 16 | 224 |
| 9 Dec | 1279.35 | 13.6 | 0.20 | 35.91 | 112 | -17 | 208 |
| 6 Dec | 1284.45 | 13.4 | -1.70 | 34.46 | 202 | 44 | 223 |
| 5 Dec | 1292.90 | 15.1 | -10.20 | 36.13 | 549 | 19 | 175 |
| 4 Dec | 1260.80 | 25.3 | 6.30 | 37.23 | 228 | 0 | 160 |
| 3 Dec | 1278.25 | 19 | -15.30 | 35.31 | 678 | 33 | 164 |
| 2 Dec | 1236.50 | 34.3 | -18.05 | 36.69 | 624 | 73 | 132 |
| 29 Nov | 1191.75 | 52.35 | -7.70 | 36.24 | 190 | 12 | 59 |
| 28 Nov | 1179.95 | 60.05 | -6.10 | 34.38 | 89 | 27 | 47 |
| 27 Nov | 1178.70 | 66.15 | 0.80 | 35.94 | 3 | 0 | 19 |
| 26 Nov | 1176.45 | 65.35 | 6.40 | 33.54 | 3 | 0 | 18 |
| 25 Nov | 1187.50 | 58.95 | 39.45 | 34.65 | 27 | 17 | 17 |
| 22 Nov | 1157.50 | 19.5 | 0.00 | - | 0 | 0 | 0 |
| 21 Nov | 1125.35 | 19.5 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 1126.05 | 19.5 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 1126.05 | 19.5 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 1130.00 | 19.5 | - | 0 | 0 | 0 | |
For Mahanagar Gas Ltd. - strike price 1220 expiring on 26DEC2024
Delta for 1220 PE is -0.48
Historical price for 1220 PE is as follows
On 20 Dec MGL was trading at 1215.30. The strike last trading price was 21.85, which was 13.60 higher than the previous day. The implied volatity was 35.86, the open interest changed by 11 which increased total open position to 163
On 19 Dec MGL was trading at 1259.65. The strike last trading price was 8.25, which was -7.10 lower than the previous day. The implied volatity was 32.17, the open interest changed by -29 which decreased total open position to 153
On 18 Dec MGL was trading at 1239.55. The strike last trading price was 15.35, which was -1.10 lower than the previous day. The implied volatity was 32.99, the open interest changed by 19 which increased total open position to 183
On 17 Dec MGL was trading at 1239.70. The strike last trading price was 16.45, which was 8.40 higher than the previous day. The implied volatity was 33.68, the open interest changed by -29 which decreased total open position to 163
On 16 Dec MGL was trading at 1286.95. The strike last trading price was 8.05, which was 2.10 higher than the previous day. The implied volatity was 37.97, the open interest changed by 3 which increased total open position to 203
On 13 Dec MGL was trading at 1297.40. The strike last trading price was 5.95, which was -3.55 lower than the previous day. The implied volatity was 32.35, the open interest changed by -14 which decreased total open position to 201
On 12 Dec MGL was trading at 1278.85. The strike last trading price was 9.5, which was 1.50 higher than the previous day. The implied volatity was 32.60, the open interest changed by -20 which decreased total open position to 215
On 11 Dec MGL was trading at 1300.20. The strike last trading price was 8, which was -2.95 lower than the previous day. The implied volatity was 35.33, the open interest changed by 15 which increased total open position to 237
On 10 Dec MGL was trading at 1287.80. The strike last trading price was 10.95, which was -2.65 lower than the previous day. The implied volatity was 35.41, the open interest changed by 16 which increased total open position to 224
On 9 Dec MGL was trading at 1279.35. The strike last trading price was 13.6, which was 0.20 higher than the previous day. The implied volatity was 35.91, the open interest changed by -17 which decreased total open position to 208
On 6 Dec MGL was trading at 1284.45. The strike last trading price was 13.4, which was -1.70 lower than the previous day. The implied volatity was 34.46, the open interest changed by 44 which increased total open position to 223
On 5 Dec MGL was trading at 1292.90. The strike last trading price was 15.1, which was -10.20 lower than the previous day. The implied volatity was 36.13, the open interest changed by 19 which increased total open position to 175
On 4 Dec MGL was trading at 1260.80. The strike last trading price was 25.3, which was 6.30 higher than the previous day. The implied volatity was 37.23, the open interest changed by 0 which decreased total open position to 160
On 3 Dec MGL was trading at 1278.25. The strike last trading price was 19, which was -15.30 lower than the previous day. The implied volatity was 35.31, the open interest changed by 33 which increased total open position to 164
On 2 Dec MGL was trading at 1236.50. The strike last trading price was 34.3, which was -18.05 lower than the previous day. The implied volatity was 36.69, the open interest changed by 73 which increased total open position to 132
On 29 Nov MGL was trading at 1191.75. The strike last trading price was 52.35, which was -7.70 lower than the previous day. The implied volatity was 36.24, the open interest changed by 12 which increased total open position to 59
On 28 Nov MGL was trading at 1179.95. The strike last trading price was 60.05, which was -6.10 lower than the previous day. The implied volatity was 34.38, the open interest changed by 27 which increased total open position to 47
On 27 Nov MGL was trading at 1178.70. The strike last trading price was 66.15, which was 0.80 higher than the previous day. The implied volatity was 35.94, the open interest changed by 0 which decreased total open position to 19
On 26 Nov MGL was trading at 1176.45. The strike last trading price was 65.35, which was 6.40 higher than the previous day. The implied volatity was 33.54, the open interest changed by 0 which decreased total open position to 18
On 25 Nov MGL was trading at 1187.50. The strike last trading price was 58.95, which was 39.45 higher than the previous day. The implied volatity was 34.65, the open interest changed by 17 which increased total open position to 17
On 22 Nov MGL was trading at 1157.50. The strike last trading price was 19.5, 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 19.5, 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 19.5, 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 19.5, 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 19.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
