MGL
Mahanagar Gas Ltd.
Historical option data for MGL
21 Nov 2024 04:12 PM IST
| MGL 28NOV2024 1260 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.06
Vega: 0.20
Theta: -0.71
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 1125.35 | 2.1 | 0.30 | 48.71 | 735 | -67 | 340 | |||
| 20 Nov | 1126.05 | 1.8 | 0.00 | 43.31 | 1,041 | -39 | 414 | |||
|
|
||||||||||
| 19 Nov | 1126.05 | 1.8 | -2.80 | 43.31 | 1,041 | -32 | 414 | |||
| 18 Nov | 1130.00 | 4.6 | -70.50 | 50.35 | 2,722 | 429 | 444 | |||
| 14 Nov | 1312.65 | 75.1 | -7.90 | 33.56 | 2 | 0 | 15 | |||
| 13 Nov | 1329.65 | 83 | -460.75 | 27.63 | 15 | 10 | 10 | |||
| 12 Nov | 1370.20 | 543.75 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 1401.50 | 543.75 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 1421.65 | 543.75 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 1437.65 | 543.75 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 1434.70 | 543.75 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 1379.55 | 543.75 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 1387.80 | 543.75 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Nov | 1446.05 | 543.75 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 1441.60 | 543.75 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 1441.90 | 543.75 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 1425.95 | 543.75 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 1415.70 | 543.75 | - | 0 | 0 | 0 | ||||
For Mahanagar Gas Ltd. - strike price 1260 expiring on 28NOV2024
Delta for 1260 CE is 0.06
Historical price for 1260 CE is as follows
On 21 Nov MGL was trading at 1125.35. The strike last trading price was 2.1, which was 0.30 higher than the previous day. The implied volatity was 48.71, the open interest changed by -67 which decreased total open position to 340
On 20 Nov MGL was trading at 1126.05. The strike last trading price was 1.8, which was 0.00 lower than the previous day. The implied volatity was 43.31, the open interest changed by -39 which decreased total open position to 414
On 19 Nov MGL was trading at 1126.05. The strike last trading price was 1.8, which was -2.80 lower than the previous day. The implied volatity was 43.31, the open interest changed by -32 which decreased total open position to 414
On 18 Nov MGL was trading at 1130.00. The strike last trading price was 4.6, which was -70.50 lower than the previous day. The implied volatity was 50.35, the open interest changed by 429 which increased total open position to 444
On 14 Nov MGL was trading at 1312.65. The strike last trading price was 75.1, which was -7.90 lower than the previous day. The implied volatity was 33.56, the open interest changed by 0 which decreased total open position to 15
On 13 Nov MGL was trading at 1329.65. The strike last trading price was 83, which was -460.75 lower than the previous day. The implied volatity was 27.63, the open interest changed by 10 which increased total open position to 10
On 12 Nov MGL was trading at 1370.20. The strike last trading price was 543.75, 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 543.75, 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 543.75, 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 543.75, 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 543.75, 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 543.75, 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 543.75, 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 543.75, 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 543.75, 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 543.75, 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 543.75, 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 543.75, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| MGL 28NOV2024 1260 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.93
Vega: 0.21
Theta: -0.42
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 1125.35 | 127.2 | -4.90 | 49.76 | 3 | -1 | 70 |
| 20 Nov | 1126.05 | 132.1 | 0.00 | 39.37 | 8 | -5 | 72 |
| 19 Nov | 1126.05 | 132.1 | 1.10 | 39.37 | 8 | -4 | 72 |
| 18 Nov | 1130.00 | 131 | 120.10 | 44.47 | 207 | -23 | 76 |
| 14 Nov | 1312.65 | 10.9 | 2.45 | 33.53 | 194 | 14 | 101 |
| 13 Nov | 1329.65 | 8.45 | 2.70 | 32.63 | 110 | -6 | 77 |
| 12 Nov | 1370.20 | 5.75 | 1.55 | 35.29 | 93 | 18 | 84 |
| 11 Nov | 1401.50 | 4.2 | -0.35 | 37.56 | 27 | -6 | 66 |
| 8 Nov | 1421.65 | 4.55 | 1.50 | 38.06 | 80 | 23 | 72 |
| 7 Nov | 1437.65 | 3.05 | -0.40 | 36.35 | 111 | 7 | 49 |
| 6 Nov | 1434.70 | 3.45 | -5.25 | 36.82 | 99 | -4 | 42 |
| 5 Nov | 1379.55 | 8.7 | -1.90 | 36.58 | 133 | -11 | 47 |
| 4 Nov | 1387.80 | 10.6 | 5.35 | 39.03 | 153 | 46 | 58 |
| 1 Nov | 1446.05 | 5.25 | 0.00 | 0.00 | 0 | 12 | 0 |
| 31 Oct | 1441.60 | 5.25 | 4.65 | - | 13 | 1 | 1 |
| 30 Oct | 1441.90 | 0.6 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 1425.95 | 0.6 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 1415.70 | 0.6 | - | 0 | 0 | 0 | |
For Mahanagar Gas Ltd. - strike price 1260 expiring on 28NOV2024
Delta for 1260 PE is -0.93
Historical price for 1260 PE is as follows
On 21 Nov MGL was trading at 1125.35. The strike last trading price was 127.2, which was -4.90 lower than the previous day. The implied volatity was 49.76, the open interest changed by -1 which decreased total open position to 70
On 20 Nov MGL was trading at 1126.05. The strike last trading price was 132.1, which was 0.00 lower than the previous day. The implied volatity was 39.37, the open interest changed by -5 which decreased total open position to 72
On 19 Nov MGL was trading at 1126.05. The strike last trading price was 132.1, which was 1.10 higher than the previous day. The implied volatity was 39.37, the open interest changed by -4 which decreased total open position to 72
On 18 Nov MGL was trading at 1130.00. The strike last trading price was 131, which was 120.10 higher than the previous day. The implied volatity was 44.47, the open interest changed by -23 which decreased total open position to 76
On 14 Nov MGL was trading at 1312.65. The strike last trading price was 10.9, which was 2.45 higher than the previous day. The implied volatity was 33.53, the open interest changed by 14 which increased total open position to 101
On 13 Nov MGL was trading at 1329.65. The strike last trading price was 8.45, which was 2.70 higher than the previous day. The implied volatity was 32.63, the open interest changed by -6 which decreased total open position to 77
On 12 Nov MGL was trading at 1370.20. The strike last trading price was 5.75, which was 1.55 higher than the previous day. The implied volatity was 35.29, the open interest changed by 18 which increased total open position to 84
On 11 Nov MGL was trading at 1401.50. The strike last trading price was 4.2, which was -0.35 lower than the previous day. The implied volatity was 37.56, the open interest changed by -6 which decreased total open position to 66
On 8 Nov MGL was trading at 1421.65. The strike last trading price was 4.55, which was 1.50 higher than the previous day. The implied volatity was 38.06, the open interest changed by 23 which increased total open position to 72
On 7 Nov MGL was trading at 1437.65. The strike last trading price was 3.05, which was -0.40 lower than the previous day. The implied volatity was 36.35, the open interest changed by 7 which increased total open position to 49
On 6 Nov MGL was trading at 1434.70. The strike last trading price was 3.45, which was -5.25 lower than the previous day. The implied volatity was 36.82, the open interest changed by -4 which decreased total open position to 42
On 5 Nov MGL was trading at 1379.55. The strike last trading price was 8.7, which was -1.90 lower than the previous day. The implied volatity was 36.58, the open interest changed by -11 which decreased total open position to 47
On 4 Nov MGL was trading at 1387.80. The strike last trading price was 10.6, which was 5.35 higher than the previous day. The implied volatity was 39.03, the open interest changed by 46 which increased total open position to 58
On 1 Nov MGL was trading at 1446.05. The strike last trading price was 5.25, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 12 which increased total open position to 0
On 31 Oct MGL was trading at 1441.60. The strike last trading price was 5.25, which was 4.65 higher 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 0.6, 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 0.6, 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 0.6, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
