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

1125.35 -0.70 (-0.06%)

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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