MGL
Mahanagar Gas Ltd.
Historical option data for MGL
07 Jan 2025 02:52 PM IST
MGL 30JAN2025 1220 CE | ||||||||||
---|---|---|---|---|---|---|---|---|---|---|
Delta: 0.63
Vega: 1.18
Theta: -1.13
Gamma: 0.00
|
||||||||||
Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
7 Jan | 1243.80 | 61.95 | -23.90 | 36.40 | 128 | 6 | 72 | |||
6 Jan | 1274.50 | 85.85 | -32.75 | 38.01 | 7 | 3 | 67 | |||
3 Jan | 1312.85 | 118.6 | 15.60 | 40.36 | 2 | 0 | 62 | |||
2 Jan | 1296.10 | 103 | 20.15 | 38.11 | 5 | 2 | 63 | |||
1 Jan | 1282.25 | 82.85 | -12.15 | 25.14 | 5 | -1 | 0 | |||
31 Dec | 1284.40 | 95 | 18.35 | 35.86 | 78 | 27 | 63 | |||
30 Dec | 1257.75 | 76.65 | 19.65 | 32.96 | 66 | 8 | 36 | |||
27 Dec | 1238.30 | 57 | -7.80 | 29.04 | 71 | 20 | 28 | |||
26 Dec | 1238.95 | 64.8 | -6.50 | 32.16 | 4 | 1 | 8 | |||
24 Dec | 1248.55 | 71.3 | 12.05 | 31.58 | 11 | 3 | 8 | |||
23 Dec | 1225.60 | 59.25 | -25.25 | 33.02 | 9 | 5 | 5 | |||
20 Dec | 1215.30 | 84.5 | 0.00 | - | 0 | 0 | 0 | |||
19 Dec | 1259.65 | 84.5 | 0.00 | - | 0 | 0 | 0 | |||
18 Dec | 1239.55 | 84.5 | 0.00 | - | 0 | 0 | 0 | |||
17 Dec | 1239.70 | 84.5 | 0.00 | - | 0 | 0 | 0 | |||
16 Dec | 1286.95 | 84.5 | 0.00 | - | 0 | 0 | 0 | |||
13 Dec | 1297.40 | 84.5 | 0.00 | - | 0 | 0 | 0 | |||
12 Dec | 1278.85 | 84.5 | 0.00 | - | 0 | 0 | 0 | |||
11 Dec | 1300.20 | 84.5 | 0.00 | - | 0 | 0 | 0 | |||
10 Dec | 1287.80 | 84.5 | 0.00 | - | 0 | 0 | 0 | |||
9 Dec | 1279.35 | 84.5 | 0.00 | - | 0 | 0 | 0 | |||
6 Dec | 1284.45 | 84.5 | 0.00 | - | 0 | 0 | 0 | |||
5 Dec | 1292.90 | 84.5 | 0.00 | - | 0 | 0 | 0 | |||
|
||||||||||
4 Dec | 1260.80 | 84.5 | 0.00 | - | 0 | 0 | 0 | |||
3 Dec | 1278.25 | 84.5 | 0.00 | - | 0 | 0 | 0 | |||
2 Dec | 1236.50 | 84.5 | 0.00 | - | 0 | 0 | 0 | |||
29 Nov | 1191.75 | 84.5 | 0.04 | 0 | 0 | 0 |
For Mahanagar Gas Ltd. - strike price 1220 expiring on 30JAN2025
Delta for 1220 CE is 0.63
Historical price for 1220 CE is as follows
On 7 Jan MGL was trading at 1243.80. The strike last trading price was 61.95, which was -23.90 lower than the previous day. The implied volatity was 36.40, the open interest changed by 6 which increased total open position to 72
On 6 Jan MGL was trading at 1274.50. The strike last trading price was 85.85, which was -32.75 lower than the previous day. The implied volatity was 38.01, the open interest changed by 3 which increased total open position to 67
On 3 Jan MGL was trading at 1312.85. The strike last trading price was 118.6, which was 15.60 higher than the previous day. The implied volatity was 40.36, the open interest changed by 0 which decreased total open position to 62
On 2 Jan MGL was trading at 1296.10. The strike last trading price was 103, which was 20.15 higher than the previous day. The implied volatity was 38.11, the open interest changed by 2 which increased total open position to 63
On 1 Jan MGL was trading at 1282.25. The strike last trading price was 82.85, which was -12.15 lower than the previous day. The implied volatity was 25.14, the open interest changed by -1 which decreased total open position to 0
On 31 Dec MGL was trading at 1284.40. The strike last trading price was 95, which was 18.35 higher than the previous day. The implied volatity was 35.86, the open interest changed by 27 which increased total open position to 63
On 30 Dec MGL was trading at 1257.75. The strike last trading price was 76.65, which was 19.65 higher than the previous day. The implied volatity was 32.96, the open interest changed by 8 which increased total open position to 36
On 27 Dec MGL was trading at 1238.30. The strike last trading price was 57, which was -7.80 lower than the previous day. The implied volatity was 29.04, the open interest changed by 20 which increased total open position to 28
On 26 Dec MGL was trading at 1238.95. The strike last trading price was 64.8, which was -6.50 lower than the previous day. The implied volatity was 32.16, the open interest changed by 1 which increased total open position to 8
On 24 Dec MGL was trading at 1248.55. The strike last trading price was 71.3, which was 12.05 higher than the previous day. The implied volatity was 31.58, the open interest changed by 3 which increased total open position to 8
On 23 Dec MGL was trading at 1225.60. The strike last trading price was 59.25, which was -25.25 lower than the previous day. The implied volatity was 33.02, the open interest changed by 5 which increased total open position to 5
On 20 Dec MGL was trading at 1215.30. The strike last trading price was 84.5, 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 Dec MGL was trading at 1259.65. The strike last trading price was 84.5, 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 Dec MGL was trading at 1239.55. The strike last trading price was 84.5, 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 17 Dec MGL was trading at 1239.70. The strike last trading price was 84.5, 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 16 Dec MGL was trading at 1286.95. The strike last trading price was 84.5, 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 13 Dec MGL was trading at 1297.40. The strike last trading price was 84.5, 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 12 Dec MGL was trading at 1278.85. The strike last trading price was 84.5, 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 11 Dec MGL was trading at 1300.20. The strike last trading price was 84.5, 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 10 Dec MGL was trading at 1287.80. The strike last trading price was 84.5, 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 9 Dec MGL was trading at 1279.35. The strike last trading price was 84.5, 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 6 Dec MGL was trading at 1284.45. The strike last trading price was 84.5, 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 5 Dec MGL was trading at 1292.90. The strike last trading price was 84.5, 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 4 Dec MGL was trading at 1260.80. The strike last trading price was 84.5, 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 3 Dec MGL was trading at 1278.25. The strike last trading price was 84.5, 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 2 Dec MGL was trading at 1236.50. The strike last trading price was 84.5, 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 29 Nov MGL was trading at 1191.75. The strike last trading price was 84.5, which was lower than the previous day. The implied volatity was 0.04, the open interest changed by 0 which decreased total open position to 0
MGL 30JAN2025 1220 PE | |||||||
---|---|---|---|---|---|---|---|
Delta: -0.37
Vega: 1.18
Theta: -0.80
Gamma: 0.00
|
|||||||
Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
7 Jan | 1243.80 | 30.8 | 8.15 | 36.25 | 579 | 59 | 219 |
6 Jan | 1274.50 | 22.65 | 9.50 | 37.37 | 289 | -54 | 162 |
3 Jan | 1312.85 | 13.15 | -0.70 | 34.46 | 420 | 25 | 216 |
2 Jan | 1296.10 | 13.85 | -4.95 | 30.95 | 161 | 27 | 193 |
1 Jan | 1282.25 | 18.8 | -3.20 | 33.08 | 133 | 7 | 165 |
31 Dec | 1284.40 | 22 | -8.65 | 35.10 | 462 | 13 | 158 |
30 Dec | 1257.75 | 30.65 | -4.45 | 36.23 | 419 | 61 | 144 |
27 Dec | 1238.30 | 35.1 | 0.40 | 31.39 | 257 | 36 | 83 |
26 Dec | 1238.95 | 34.7 | -2.50 | 31.82 | 34 | 4 | 47 |
24 Dec | 1248.55 | 37.2 | -5.95 | 35.04 | 56 | 29 | 42 |
23 Dec | 1225.60 | 43.15 | -3.85 | 32.07 | 3 | 1 | 12 |
20 Dec | 1215.30 | 47 | 14.50 | 32.75 | 10 | 0 | 13 |
19 Dec | 1259.65 | 32.5 | -9.05 | 32.04 | 8 | 4 | 13 |
18 Dec | 1239.55 | 41.55 | 1.50 | 33.39 | 2 | 1 | 8 |
17 Dec | 1239.70 | 40.05 | -69.25 | 32.60 | 9 | 7 | 7 |
16 Dec | 1286.95 | 109.3 | 0.00 | 5.13 | 0 | 0 | 0 |
13 Dec | 1297.40 | 109.3 | 0.00 | 5.31 | 0 | 0 | 0 |
12 Dec | 1278.85 | 109.3 | 0.00 | 4.56 | 0 | 0 | 0 |
11 Dec | 1300.20 | 109.3 | 0.00 | 5.86 | 0 | 0 | 0 |
10 Dec | 1287.80 | 109.3 | 0.00 | 5.12 | 0 | 0 | 0 |
9 Dec | 1279.35 | 109.3 | 0.00 | 4.73 | 0 | 0 | 0 |
6 Dec | 1284.45 | 109.3 | 0.00 | 4.93 | 0 | 0 | 0 |
5 Dec | 1292.90 | 109.3 | 0.00 | 5.03 | 0 | 0 | 0 |
4 Dec | 1260.80 | 109.3 | 0.00 | 3.40 | 0 | 0 | 0 |
3 Dec | 1278.25 | 109.3 | 0.00 | 4.30 | 0 | 0 | 0 |
2 Dec | 1236.50 | 109.3 | 0.00 | 2.12 | 0 | 0 | 0 |
29 Nov | 1191.75 | 109.3 | - | 0 | 0 | 0 |
For Mahanagar Gas Ltd. - strike price 1220 expiring on 30JAN2025
Delta for 1220 PE is -0.37
Historical price for 1220 PE is as follows
On 7 Jan MGL was trading at 1243.80. The strike last trading price was 30.8, which was 8.15 higher than the previous day. The implied volatity was 36.25, the open interest changed by 59 which increased total open position to 219
On 6 Jan MGL was trading at 1274.50. The strike last trading price was 22.65, which was 9.50 higher than the previous day. The implied volatity was 37.37, the open interest changed by -54 which decreased total open position to 162
On 3 Jan MGL was trading at 1312.85. The strike last trading price was 13.15, which was -0.70 lower than the previous day. The implied volatity was 34.46, the open interest changed by 25 which increased total open position to 216
On 2 Jan MGL was trading at 1296.10. The strike last trading price was 13.85, which was -4.95 lower than the previous day. The implied volatity was 30.95, the open interest changed by 27 which increased total open position to 193
On 1 Jan MGL was trading at 1282.25. The strike last trading price was 18.8, which was -3.20 lower than the previous day. The implied volatity was 33.08, the open interest changed by 7 which increased total open position to 165
On 31 Dec MGL was trading at 1284.40. The strike last trading price was 22, which was -8.65 lower than the previous day. The implied volatity was 35.10, the open interest changed by 13 which increased total open position to 158
On 30 Dec MGL was trading at 1257.75. The strike last trading price was 30.65, which was -4.45 lower than the previous day. The implied volatity was 36.23, the open interest changed by 61 which increased total open position to 144
On 27 Dec MGL was trading at 1238.30. The strike last trading price was 35.1, which was 0.40 higher than the previous day. The implied volatity was 31.39, the open interest changed by 36 which increased total open position to 83
On 26 Dec MGL was trading at 1238.95. The strike last trading price was 34.7, which was -2.50 lower than the previous day. The implied volatity was 31.82, the open interest changed by 4 which increased total open position to 47
On 24 Dec MGL was trading at 1248.55. The strike last trading price was 37.2, which was -5.95 lower than the previous day. The implied volatity was 35.04, the open interest changed by 29 which increased total open position to 42
On 23 Dec MGL was trading at 1225.60. The strike last trading price was 43.15, which was -3.85 lower than the previous day. The implied volatity was 32.07, the open interest changed by 1 which increased total open position to 12
On 20 Dec MGL was trading at 1215.30. The strike last trading price was 47, which was 14.50 higher than the previous day. The implied volatity was 32.75, the open interest changed by 0 which decreased total open position to 13
On 19 Dec MGL was trading at 1259.65. The strike last trading price was 32.5, which was -9.05 lower than the previous day. The implied volatity was 32.04, the open interest changed by 4 which increased total open position to 13
On 18 Dec MGL was trading at 1239.55. The strike last trading price was 41.55, which was 1.50 higher than the previous day. The implied volatity was 33.39, the open interest changed by 1 which increased total open position to 8
On 17 Dec MGL was trading at 1239.70. The strike last trading price was 40.05, which was -69.25 lower than the previous day. The implied volatity was 32.60, the open interest changed by 7 which increased total open position to 7
On 16 Dec MGL was trading at 1286.95. The strike last trading price was 109.3, which was 0.00 lower than the previous day. The implied volatity was 5.13, 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 109.3, which was 0.00 lower than the previous day. The implied volatity was 5.31, 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 109.3, which was 0.00 lower than the previous day. The implied volatity was 4.56, 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 109.3, which was 0.00 lower than the previous day. The implied volatity was 5.86, 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 109.3, which was 0.00 lower than the previous day. The implied volatity was 5.12, the open interest changed by 0 which decreased total open position to 0
On 9 Dec MGL was trading at 1279.35. The strike last trading price was 109.3, which was 0.00 lower than the previous day. The implied volatity was 4.73, the open interest changed by 0 which decreased total open position to 0
On 6 Dec MGL was trading at 1284.45. The strike last trading price was 109.3, which was 0.00 lower than the previous day. The implied volatity was 4.93, the open interest changed by 0 which decreased total open position to 0
On 5 Dec MGL was trading at 1292.90. The strike last trading price was 109.3, which was 0.00 lower than the previous day. The implied volatity was 5.03, the open interest changed by 0 which decreased total open position to 0
On 4 Dec MGL was trading at 1260.80. The strike last trading price was 109.3, which was 0.00 lower than the previous day. The implied volatity was 3.40, the open interest changed by 0 which decreased total open position to 0
On 3 Dec MGL was trading at 1278.25. The strike last trading price was 109.3, which was 0.00 lower than the previous day. The implied volatity was 4.30, the open interest changed by 0 which decreased total open position to 0
On 2 Dec MGL was trading at 1236.50. The strike last trading price was 109.3, which was 0.00 lower than the previous day. The implied volatity was 2.12, the open interest changed by 0 which decreased total open position to 0
On 29 Nov MGL was trading at 1191.75. The strike last trading price was 109.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0