MGL
Mahanagar Gas Ltd.
Historical option data for MGL
21 Nov 2024 04:12 PM IST
| MGL 28NOV2024 1240 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.09
Vega: 0.25
Theta: -0.85
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 1125.35 | 2.85 | 0.10 | 46.11 | 641 | 10 | 296 | |||
| 20 Nov | 1126.05 | 2.75 | 0.00 | 42.22 | 1,644 | -62 | 287 | |||
| 19 Nov | 1126.05 | 2.75 | -3.60 | 42.22 | 1,644 | -61 | 287 | |||
| 18 Nov | 1130.00 | 6.35 | -102.25 | 49.37 | 2,179 | 320 | 321 | |||
| 14 Nov | 1312.65 | 108.6 | 0.00 | 0.00 | 0 | 1 | 0 | |||
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| 13 Nov | 1329.65 | 108.6 | -632.25 | 41.76 | 1 | 0 | 0 | |||
| 12 Nov | 1370.20 | 740.85 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 1401.50 | 740.85 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 1421.65 | 740.85 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 1437.65 | 740.85 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 1434.70 | 740.85 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 1379.55 | 740.85 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 1387.80 | 740.85 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Nov | 1446.05 | 740.85 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 1441.60 | 740.85 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 1441.90 | 740.85 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 1425.95 | 740.85 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 1415.70 | 740.85 | - | 0 | 0 | 0 | ||||
For Mahanagar Gas Ltd. - strike price 1240 expiring on 28NOV2024
Delta for 1240 CE is 0.09
Historical price for 1240 CE is as follows
On 21 Nov MGL was trading at 1125.35. The strike last trading price was 2.85, which was 0.10 higher than the previous day. The implied volatity was 46.11, the open interest changed by 10 which increased total open position to 296
On 20 Nov MGL was trading at 1126.05. The strike last trading price was 2.75, which was 0.00 lower than the previous day. The implied volatity was 42.22, the open interest changed by -62 which decreased total open position to 287
On 19 Nov MGL was trading at 1126.05. The strike last trading price was 2.75, which was -3.60 lower than the previous day. The implied volatity was 42.22, the open interest changed by -61 which decreased total open position to 287
On 18 Nov MGL was trading at 1130.00. The strike last trading price was 6.35, which was -102.25 lower than the previous day. The implied volatity was 49.37, the open interest changed by 320 which increased total open position to 321
On 14 Nov MGL was trading at 1312.65. The strike last trading price was 108.6, 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 13 Nov MGL was trading at 1329.65. The strike last trading price was 108.6, which was -632.25 lower than the previous day. The implied volatity was 41.76, 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 740.85, 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 740.85, 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 740.85, 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 740.85, 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 740.85, 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 740.85, 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 740.85, 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 740.85, 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 740.85, 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 740.85, 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 740.85, 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 740.85, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| MGL 28NOV2024 1240 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.91
Vega: 0.25
Theta: -0.52
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 1125.35 | 107.8 | -4.50 | 46.22 | 30 | 7 | 71 |
| 20 Nov | 1126.05 | 112.3 | 0.00 | 35.58 | 42 | 6 | 61 |
| 19 Nov | 1126.05 | 112.3 | -1.45 | 35.58 | 42 | 3 | 61 |
| 18 Nov | 1130.00 | 113.75 | 106.40 | 47.25 | 56 | -14 | 58 |
| 14 Nov | 1312.65 | 7.35 | 1.05 | 34.20 | 136 | -4 | 74 |
| 13 Nov | 1329.65 | 6.3 | 2.45 | 34.51 | 141 | -2 | 78 |
| 12 Nov | 1370.20 | 3.85 | 0.60 | 35.85 | 61 | 23 | 81 |
| 11 Nov | 1401.50 | 3.25 | 0.25 | 39.22 | 20 | -1 | 58 |
| 8 Nov | 1421.65 | 3 | 0.15 | 38.03 | 17 | -1 | 58 |
| 7 Nov | 1437.65 | 2.85 | 0.40 | 39.19 | 11 | 0 | 59 |
| 6 Nov | 1434.70 | 2.45 | -4.20 | 37.43 | 70 | 4 | 59 |
| 5 Nov | 1379.55 | 6.65 | -1.55 | 37.54 | 66 | 2 | 55 |
| 4 Nov | 1387.80 | 8.2 | 3.30 | 39.96 | 74 | 43 | 54 |
| 1 Nov | 1446.05 | 4.9 | 0.00 | 0.00 | 0 | 0 | 0 |
| 31 Oct | 1441.60 | 4.9 | -0.10 | - | 1 | 0 | 11 |
| 30 Oct | 1441.90 | 5 | -3.50 | - | 2 | 0 | 11 |
| 29 Oct | 1425.95 | 8.5 | 3.50 | - | 20 | 1 | 11 |
| 28 Oct | 1415.70 | 5 | - | 10 | 0 | 0 | |
For Mahanagar Gas Ltd. - strike price 1240 expiring on 28NOV2024
Delta for 1240 PE is -0.91
Historical price for 1240 PE is as follows
On 21 Nov MGL was trading at 1125.35. The strike last trading price was 107.8, which was -4.50 lower than the previous day. The implied volatity was 46.22, the open interest changed by 7 which increased total open position to 71
On 20 Nov MGL was trading at 1126.05. The strike last trading price was 112.3, which was 0.00 lower than the previous day. The implied volatity was 35.58, the open interest changed by 6 which increased total open position to 61
On 19 Nov MGL was trading at 1126.05. The strike last trading price was 112.3, which was -1.45 lower than the previous day. The implied volatity was 35.58, the open interest changed by 3 which increased total open position to 61
On 18 Nov MGL was trading at 1130.00. The strike last trading price was 113.75, which was 106.40 higher than the previous day. The implied volatity was 47.25, the open interest changed by -14 which decreased total open position to 58
On 14 Nov MGL was trading at 1312.65. The strike last trading price was 7.35, which was 1.05 higher than the previous day. The implied volatity was 34.20, the open interest changed by -4 which decreased total open position to 74
On 13 Nov MGL was trading at 1329.65. The strike last trading price was 6.3, which was 2.45 higher than the previous day. The implied volatity was 34.51, the open interest changed by -2 which decreased total open position to 78
On 12 Nov MGL was trading at 1370.20. The strike last trading price was 3.85, which was 0.60 higher than the previous day. The implied volatity was 35.85, the open interest changed by 23 which increased total open position to 81
On 11 Nov MGL was trading at 1401.50. The strike last trading price was 3.25, which was 0.25 higher than the previous day. The implied volatity was 39.22, the open interest changed by -1 which decreased total open position to 58
On 8 Nov MGL was trading at 1421.65. The strike last trading price was 3, which was 0.15 higher than the previous day. The implied volatity was 38.03, the open interest changed by -1 which decreased total open position to 58
On 7 Nov MGL was trading at 1437.65. The strike last trading price was 2.85, which was 0.40 higher than the previous day. The implied volatity was 39.19, the open interest changed by 0 which decreased total open position to 59
On 6 Nov MGL was trading at 1434.70. The strike last trading price was 2.45, which was -4.20 lower than the previous day. The implied volatity was 37.43, the open interest changed by 4 which increased total open position to 59
On 5 Nov MGL was trading at 1379.55. The strike last trading price was 6.65, which was -1.55 lower than the previous day. The implied volatity was 37.54, the open interest changed by 2 which increased total open position to 55
On 4 Nov MGL was trading at 1387.80. The strike last trading price was 8.2, which was 3.30 higher than the previous day. The implied volatity was 39.96, the open interest changed by 43 which increased total open position to 54
On 1 Nov MGL was trading at 1446.05. The strike last trading price was 4.9, 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 31 Oct MGL was trading at 1441.60. The strike last trading price was 4.9, which was -0.10 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 5, which was -3.50 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 8.5, which was 3.50 higher 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 5, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
