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

1215.3 -44.35 (-3.52%)

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Historical option data for MGL

20 Dec 2024 04:12 PM IST
MGL 26DEC2024 1240 CE
Delta: 0.37
Vega: 0.59
Theta: -1.80
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
20 Dec 1215.30 13.3 -24.00 34.16 777 41 337
19 Dec 1259.65 37.3 11.80 40.63 1,973 -34 297
18 Dec 1239.55 25.5 -1.50 35.10 1,828 76 317
17 Dec 1239.70 27 -34.15 33.61 390 48 241
16 Dec 1286.95 61.15 -6.70 35.66 36 13 193
13 Dec 1297.40 67.85 11.35 30.34 200 -22 181
12 Dec 1278.85 56.5 -21.15 29.86 39 -10 205
11 Dec 1300.20 77.65 7.20 33.22 43 -18 215
10 Dec 1287.80 70.45 8.10 34.46 134 -42 233
9 Dec 1279.35 62.35 -8.70 29.84 23 -10 276
6 Dec 1284.45 71.05 -6.65 31.69 241 -21 287
5 Dec 1292.90 77.7 21.60 35.53 548 -58 311
4 Dec 1260.80 56.1 -13.30 33.53 365 16 370
3 Dec 1278.25 69.4 23.60 34.51 2,379 -291 355
2 Dec 1236.50 45.8 13.80 33.98 3,161 409 654
29 Nov 1191.75 32 4.00 34.26 793 37 195
28 Nov 1179.95 28 1.00 35.77 431 74 157
27 Nov 1178.70 27 1.00 35.72 167 33 82
26 Nov 1176.45 26 -3.90 35.34 36 7 49
25 Nov 1187.50 29.9 6.40 33.55 90 23 43
22 Nov 1157.50 23.5 6.15 36.30 34 14 34
21 Nov 1125.35 17.35 0.00 0.00 0 13 0
20 Nov 1126.05 17.35 0.00 35.83 18 13 19
19 Nov 1126.05 17.35 -2.65 35.83 18 12 19
18 Nov 1130.00 20 20.00 37.05 11 6 6
29 Oct 1425.95 0 0.00 - 0 0 0
28 Oct 1415.70 0 - 0 0 0


For Mahanagar Gas Ltd. - strike price 1240 expiring on 26DEC2024

Delta for 1240 CE is 0.37

Historical price for 1240 CE is as follows

On 20 Dec MGL was trading at 1215.30. The strike last trading price was 13.3, which was -24.00 lower than the previous day. The implied volatity was 34.16, the open interest changed by 41 which increased total open position to 337


On 19 Dec MGL was trading at 1259.65. The strike last trading price was 37.3, which was 11.80 higher than the previous day. The implied volatity was 40.63, the open interest changed by -34 which decreased total open position to 297


On 18 Dec MGL was trading at 1239.55. The strike last trading price was 25.5, which was -1.50 lower than the previous day. The implied volatity was 35.10, the open interest changed by 76 which increased total open position to 317


On 17 Dec MGL was trading at 1239.70. The strike last trading price was 27, which was -34.15 lower than the previous day. The implied volatity was 33.61, the open interest changed by 48 which increased total open position to 241


On 16 Dec MGL was trading at 1286.95. The strike last trading price was 61.15, which was -6.70 lower than the previous day. The implied volatity was 35.66, the open interest changed by 13 which increased total open position to 193


On 13 Dec MGL was trading at 1297.40. The strike last trading price was 67.85, which was 11.35 higher than the previous day. The implied volatity was 30.34, the open interest changed by -22 which decreased total open position to 181


On 12 Dec MGL was trading at 1278.85. The strike last trading price was 56.5, which was -21.15 lower than the previous day. The implied volatity was 29.86, the open interest changed by -10 which decreased total open position to 205


On 11 Dec MGL was trading at 1300.20. The strike last trading price was 77.65, which was 7.20 higher than the previous day. The implied volatity was 33.22, the open interest changed by -18 which decreased total open position to 215


On 10 Dec MGL was trading at 1287.80. The strike last trading price was 70.45, which was 8.10 higher than the previous day. The implied volatity was 34.46, the open interest changed by -42 which decreased total open position to 233


On 9 Dec MGL was trading at 1279.35. The strike last trading price was 62.35, which was -8.70 lower than the previous day. The implied volatity was 29.84, the open interest changed by -10 which decreased total open position to 276


On 6 Dec MGL was trading at 1284.45. The strike last trading price was 71.05, which was -6.65 lower than the previous day. The implied volatity was 31.69, the open interest changed by -21 which decreased total open position to 287


On 5 Dec MGL was trading at 1292.90. The strike last trading price was 77.7, which was 21.60 higher than the previous day. The implied volatity was 35.53, the open interest changed by -58 which decreased total open position to 311


On 4 Dec MGL was trading at 1260.80. The strike last trading price was 56.1, which was -13.30 lower than the previous day. The implied volatity was 33.53, the open interest changed by 16 which increased total open position to 370


On 3 Dec MGL was trading at 1278.25. The strike last trading price was 69.4, which was 23.60 higher than the previous day. The implied volatity was 34.51, the open interest changed by -291 which decreased total open position to 355


On 2 Dec MGL was trading at 1236.50. The strike last trading price was 45.8, which was 13.80 higher than the previous day. The implied volatity was 33.98, the open interest changed by 409 which increased total open position to 654


On 29 Nov MGL was trading at 1191.75. The strike last trading price was 32, which was 4.00 higher than the previous day. The implied volatity was 34.26, the open interest changed by 37 which increased total open position to 195


On 28 Nov MGL was trading at 1179.95. The strike last trading price was 28, which was 1.00 higher than the previous day. The implied volatity was 35.77, the open interest changed by 74 which increased total open position to 157


On 27 Nov MGL was trading at 1178.70. The strike last trading price was 27, which was 1.00 higher than the previous day. The implied volatity was 35.72, the open interest changed by 33 which increased total open position to 82


On 26 Nov MGL was trading at 1176.45. The strike last trading price was 26, which was -3.90 lower than the previous day. The implied volatity was 35.34, the open interest changed by 7 which increased total open position to 49


On 25 Nov MGL was trading at 1187.50. The strike last trading price was 29.9, which was 6.40 higher than the previous day. The implied volatity was 33.55, the open interest changed by 23 which increased total open position to 43


On 22 Nov MGL was trading at 1157.50. The strike last trading price was 23.5, which was 6.15 higher than the previous day. The implied volatity was 36.30, the open interest changed by 14 which increased total open position to 34


On 21 Nov MGL was trading at 1125.35. The strike last trading price was 17.35, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 13 which increased total open position to 0


On 20 Nov MGL was trading at 1126.05. The strike last trading price was 17.35, which was 0.00 lower than the previous day. The implied volatity was 35.83, the open interest changed by 13 which increased total open position to 19


On 19 Nov MGL was trading at 1126.05. The strike last trading price was 17.35, which was -2.65 lower than the previous day. The implied volatity was 35.83, the open interest changed by 12 which increased total open position to 19


On 18 Nov MGL was trading at 1130.00. The strike last trading price was 20, which was 20.00 higher than the previous day. The implied volatity was 37.05, the open interest changed by 6 which increased total open position to 6


On 29 Oct MGL was trading at 1425.95. The strike last trading price was 0, 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, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


MGL 26DEC2024 1240 PE
Delta: -0.61
Vega: 0.60
Theta: -1.77
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
20 Dec 1215.30 35.5 21.80 39.60 1,001 -17 230
19 Dec 1259.65 13.7 -9.90 30.70 1,497 -121 249
18 Dec 1239.55 23.6 -2.25 32.11 1,065 -132 371
17 Dec 1239.70 25.85 13.50 34.52 1,070 269 506
16 Dec 1286.95 12.35 1.90 37.43 290 -30 239
13 Dec 1297.40 10.45 -4.35 33.28 855 54 269
12 Dec 1278.85 14.8 2.60 32.74 157 -11 220
11 Dec 1300.20 12.2 -3.60 35.42 173 49 233
10 Dec 1287.80 15.8 -3.00 35.17 156 -23 184
9 Dec 1279.35 18.8 0.35 35.39 57 4 208
6 Dec 1284.45 18.45 -2.00 34.06 264 54 203
5 Dec 1292.90 20.45 -13.10 35.88 613 21 145
4 Dec 1260.80 33.55 8.35 37.68 320 -15 125
3 Dec 1278.25 25.2 -18.10 35.06 1,271 -2 141
2 Dec 1236.50 43.3 -20.95 36.50 630 79 142
29 Nov 1191.75 64.25 -9.20 36.48 152 10 60
28 Nov 1179.95 73.45 -6.90 34.90 69 48 50
27 Nov 1178.70 80.35 0.00 0.00 0 1 0
26 Nov 1176.45 80.35 5.95 34.94 1 0 1
25 Nov 1187.50 74.4 -30.60 37.06 2 0 1
22 Nov 1157.50 105 0.00 0.00 0 0 0
21 Nov 1125.35 105 0.00 0.00 0 0 0
20 Nov 1126.05 105 0.00 0.00 0 0 0
19 Nov 1126.05 105 0.00 0.00 0 1 0
18 Nov 1130.00 105 105.00 25.88 5 2 2
29 Oct 1425.95 0 0.00 - 0 0 0
28 Oct 1415.70 0 - 0 0 0


For Mahanagar Gas Ltd. - strike price 1240 expiring on 26DEC2024

Delta for 1240 PE is -0.61

Historical price for 1240 PE is as follows

On 20 Dec MGL was trading at 1215.30. The strike last trading price was 35.5, which was 21.80 higher than the previous day. The implied volatity was 39.60, the open interest changed by -17 which decreased total open position to 230


On 19 Dec MGL was trading at 1259.65. The strike last trading price was 13.7, which was -9.90 lower than the previous day. The implied volatity was 30.70, the open interest changed by -121 which decreased total open position to 249


On 18 Dec MGL was trading at 1239.55. The strike last trading price was 23.6, which was -2.25 lower than the previous day. The implied volatity was 32.11, the open interest changed by -132 which decreased total open position to 371


On 17 Dec MGL was trading at 1239.70. The strike last trading price was 25.85, which was 13.50 higher than the previous day. The implied volatity was 34.52, the open interest changed by 269 which increased total open position to 506


On 16 Dec MGL was trading at 1286.95. The strike last trading price was 12.35, which was 1.90 higher than the previous day. The implied volatity was 37.43, the open interest changed by -30 which decreased total open position to 239


On 13 Dec MGL was trading at 1297.40. The strike last trading price was 10.45, which was -4.35 lower than the previous day. The implied volatity was 33.28, the open interest changed by 54 which increased total open position to 269


On 12 Dec MGL was trading at 1278.85. The strike last trading price was 14.8, which was 2.60 higher than the previous day. The implied volatity was 32.74, the open interest changed by -11 which decreased total open position to 220


On 11 Dec MGL was trading at 1300.20. The strike last trading price was 12.2, which was -3.60 lower than the previous day. The implied volatity was 35.42, the open interest changed by 49 which increased total open position to 233


On 10 Dec MGL was trading at 1287.80. The strike last trading price was 15.8, which was -3.00 lower than the previous day. The implied volatity was 35.17, the open interest changed by -23 which decreased total open position to 184


On 9 Dec MGL was trading at 1279.35. The strike last trading price was 18.8, which was 0.35 higher than the previous day. The implied volatity was 35.39, the open interest changed by 4 which increased total open position to 208


On 6 Dec MGL was trading at 1284.45. The strike last trading price was 18.45, which was -2.00 lower than the previous day. The implied volatity was 34.06, the open interest changed by 54 which increased total open position to 203


On 5 Dec MGL was trading at 1292.90. The strike last trading price was 20.45, which was -13.10 lower than the previous day. The implied volatity was 35.88, the open interest changed by 21 which increased total open position to 145


On 4 Dec MGL was trading at 1260.80. The strike last trading price was 33.55, which was 8.35 higher than the previous day. The implied volatity was 37.68, the open interest changed by -15 which decreased total open position to 125


On 3 Dec MGL was trading at 1278.25. The strike last trading price was 25.2, which was -18.10 lower than the previous day. The implied volatity was 35.06, the open interest changed by -2 which decreased total open position to 141


On 2 Dec MGL was trading at 1236.50. The strike last trading price was 43.3, which was -20.95 lower than the previous day. The implied volatity was 36.50, the open interest changed by 79 which increased total open position to 142


On 29 Nov MGL was trading at 1191.75. The strike last trading price was 64.25, which was -9.20 lower than the previous day. The implied volatity was 36.48, the open interest changed by 10 which increased total open position to 60


On 28 Nov MGL was trading at 1179.95. The strike last trading price was 73.45, which was -6.90 lower than the previous day. The implied volatity was 34.90, the open interest changed by 48 which increased total open position to 50


On 27 Nov MGL was trading at 1178.70. The strike last trading price was 80.35, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0


On 26 Nov MGL was trading at 1176.45. The strike last trading price was 80.35, which was 5.95 higher than the previous day. The implied volatity was 34.94, the open interest changed by 0 which decreased total open position to 1


On 25 Nov MGL was trading at 1187.50. The strike last trading price was 74.4, which was -30.60 lower than the previous day. The implied volatity was 37.06, the open interest changed by 0 which decreased total open position to 1


On 22 Nov MGL was trading at 1157.50. The strike last trading price was 105, 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 21 Nov MGL was trading at 1125.35. The strike last trading price was 105, 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 20 Nov MGL was trading at 1126.05. The strike last trading price was 105, 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 19 Nov MGL was trading at 1126.05. The strike last trading price was 105, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0


On 18 Nov MGL was trading at 1130.00. The strike last trading price was 105, which was 105.00 higher than the previous day. The implied volatity was 25.88, the open interest changed by 2 which increased total open position to 2


On 29 Oct MGL was trading at 1425.95. The strike last trading price was 0, 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, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to