`
[--[65.84.65.76]--]
MGL
Mahanagar Gas Ltd.

1125.35 -0.70 (-0.06%)

Back to Option Chain


Historical option data for MGL

21 Nov 2024 04:12 PM IST
MGL 28NOV2024 1220 CE
Delta: 0.12
Vega: 0.32
Theta: -1.02
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Nov 1125.35 4 0.05 43.62 973 15 240
20 Nov 1126.05 3.95 0.00 40.42 1,542 -22 226
19 Nov 1126.05 3.95 -4.35 40.42 1,542 -21 226
18 Nov 1130.00 8.3 -544.30 47.50 1,529 245 245
14 Nov 1312.65 552.6 0.00 - 0 0 0
13 Nov 1329.65 552.6 0.00 - 0 0 0
12 Nov 1370.20 552.6 0.00 - 0 0 0
11 Nov 1401.50 552.6 0.00 - 0 0 0
8 Nov 1421.65 552.6 0.00 - 0 0 0
7 Nov 1437.65 552.6 0.00 - 0 0 0
6 Nov 1434.70 552.6 0.00 - 0 0 0
5 Nov 1379.55 552.6 0.00 - 0 0 0
4 Nov 1387.80 552.6 0.00 - 0 0 0
1 Nov 1446.05 552.6 0.00 - 0 0 0
31 Oct 1441.60 552.6 0.00 - 0 0 0
30 Oct 1441.90 552.6 0.00 - 0 0 0
29 Oct 1425.95 552.6 0.00 - 0 0 0
28 Oct 1415.70 552.6 - 0 0 0


For Mahanagar Gas Ltd. - strike price 1220 expiring on 28NOV2024

Delta for 1220 CE is 0.12

Historical price for 1220 CE is as follows

On 21 Nov MGL was trading at 1125.35. The strike last trading price was 4, which was 0.05 higher than the previous day. The implied volatity was 43.62, the open interest changed by 15 which increased total open position to 240


On 20 Nov MGL was trading at 1126.05. The strike last trading price was 3.95, which was 0.00 lower than the previous day. The implied volatity was 40.42, the open interest changed by -22 which decreased total open position to 226


On 19 Nov MGL was trading at 1126.05. The strike last trading price was 3.95, which was -4.35 lower than the previous day. The implied volatity was 40.42, the open interest changed by -21 which decreased total open position to 226


On 18 Nov MGL was trading at 1130.00. The strike last trading price was 8.3, which was -544.30 lower than the previous day. The implied volatity was 47.50, the open interest changed by 245 which increased total open position to 245


On 14 Nov MGL was trading at 1312.65. The strike last trading price was 552.6, 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 13 Nov MGL was trading at 1329.65. The strike last trading price was 552.6, 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 12 Nov MGL was trading at 1370.20. The strike last trading price was 552.6, 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 11 Nov MGL was trading at 1401.50. The strike last trading price was 552.6, 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 8 Nov MGL was trading at 1421.65. The strike last trading price was 552.6, 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 7 Nov MGL was trading at 1437.65. The strike last trading price was 552.6, 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 6 Nov MGL was trading at 1434.70. The strike last trading price was 552.6, 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 5 Nov MGL was trading at 1379.55. The strike last trading price was 552.6, 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 4 Nov MGL was trading at 1387.80. The strike last trading price was 552.6, 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 1 Nov MGL was trading at 1446.05. The strike last trading price was 552.6, 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 31 Oct MGL was trading at 1441.60. The strike last trading price was 552.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 30 Oct MGL was trading at 1441.90. The strike last trading price was 552.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 29 Oct MGL was trading at 1425.95. The strike last trading price was 552.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 28 Oct MGL was trading at 1415.70. The strike last trading price was 552.6, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


MGL 28NOV2024 1220 PE
Delta: -0.89
Vega: 0.30
Theta: -0.62
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Nov 1125.35 88.6 -5.45 42.45 20 11 36
20 Nov 1126.05 94.05 0.00 37.36 14 4 25
19 Nov 1126.05 94.05 0.70 37.36 14 4 25
18 Nov 1130.00 93.35 88.15 40.26 92 -13 17
14 Nov 1312.65 5.2 0.20 35.64 157 22 32
13 Nov 1329.65 5 2.05 36.97 56 -10 10
12 Nov 1370.20 2.95 0.85 37.72 30 15 25
11 Nov 1401.50 2.1 0.00 0.00 0 0 0
8 Nov 1421.65 2.1 0.00 0.00 0 0 0
7 Nov 1437.65 2.1 0.00 0.00 0 4 0
6 Nov 1434.70 2.1 -2.85 39.47 13 5 11
5 Nov 1379.55 4.95 4.60 38.30 12 6 6
4 Nov 1387.80 0.35 0.00 13.47 0 0 0
1 Nov 1446.05 0.35 0.00 17.05 0 0 0
31 Oct 1441.60 0.35 0.00 - 0 0 0
30 Oct 1441.90 0.35 0.00 - 0 0 0
29 Oct 1425.95 0.35 0.00 - 0 0 0
28 Oct 1415.70 0.35 - 0 0 0


For Mahanagar Gas Ltd. - strike price 1220 expiring on 28NOV2024

Delta for 1220 PE is -0.89

Historical price for 1220 PE is as follows

On 21 Nov MGL was trading at 1125.35. The strike last trading price was 88.6, which was -5.45 lower than the previous day. The implied volatity was 42.45, the open interest changed by 11 which increased total open position to 36


On 20 Nov MGL was trading at 1126.05. The strike last trading price was 94.05, which was 0.00 lower than the previous day. The implied volatity was 37.36, the open interest changed by 4 which increased total open position to 25


On 19 Nov MGL was trading at 1126.05. The strike last trading price was 94.05, which was 0.70 higher than the previous day. The implied volatity was 37.36, the open interest changed by 4 which increased total open position to 25


On 18 Nov MGL was trading at 1130.00. The strike last trading price was 93.35, which was 88.15 higher than the previous day. The implied volatity was 40.26, the open interest changed by -13 which decreased total open position to 17


On 14 Nov MGL was trading at 1312.65. The strike last trading price was 5.2, which was 0.20 higher than the previous day. The implied volatity was 35.64, the open interest changed by 22 which increased total open position to 32


On 13 Nov MGL was trading at 1329.65. The strike last trading price was 5, which was 2.05 higher than the previous day. The implied volatity was 36.97, the open interest changed by -10 which decreased total open position to 10


On 12 Nov MGL was trading at 1370.20. The strike last trading price was 2.95, which was 0.85 higher than the previous day. The implied volatity was 37.72, the open interest changed by 15 which increased total open position to 25


On 11 Nov MGL was trading at 1401.50. The strike last trading price was 2.1, 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 2.1, 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 7 Nov MGL was trading at 1437.65. The strike last trading price was 2.1, 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 6 Nov MGL was trading at 1434.70. The strike last trading price was 2.1, which was -2.85 lower than the previous day. The implied volatity was 39.47, the open interest changed by 5 which increased total open position to 11


On 5 Nov MGL was trading at 1379.55. The strike last trading price was 4.95, which was 4.60 higher than the previous day. The implied volatity was 38.30, the open interest changed by 6 which increased total open position to 6


On 4 Nov MGL was trading at 1387.80. The strike last trading price was 0.35, which was 0.00 lower than the previous day. The implied volatity was 13.47, the open interest changed by 0 which decreased total open position to 0


On 1 Nov MGL was trading at 1446.05. The strike last trading price was 0.35, which was 0.00 lower than the previous day. The implied volatity was 17.05, the open interest changed by 0 which decreased total open position to 0


On 31 Oct MGL was trading at 1441.60. The strike last trading price was 0.35, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 30 Oct MGL was trading at 1441.90. The strike last trading price was 0.35, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 29 Oct MGL was trading at 1425.95. The strike last trading price was 0.35, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 28 Oct MGL was trading at 1415.70. The strike last trading price was 0.35, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to