MGL
Mahanagar Gas Ltd.
Historical option data for MGL
20 Dec 2024 04:12 PM IST
| MGL 26DEC2024 1240 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.37
Vega: 0.59
Theta: -1.80
Gamma: 0.01
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| 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 | |||
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| 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
|
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| 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
