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

1249.45 -25.05 (-1.97%)

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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