MGL
Mahanagar Gas Ltd.
Historical option data for MGL
20 Dec 2024 04:12 PM IST
| MGL 26DEC2024 1260 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.25
Vega: 0.50
Theta: -1.57
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 1215.30 | 8.3 | -15.90 | 35.74 | 2,294 | 244 | 730 | |||
| 19 Dec | 1259.65 | 24.2 | 6.90 | 36.95 | 4,690 | -250 | 486 | |||
| 18 Dec | 1239.55 | 17.3 | -0.90 | 35.56 | 2,181 | 242 | 733 | |||
| 17 Dec | 1239.70 | 18.2 | -26.75 | 33.60 | 1,191 | 116 | 487 | |||
| 16 Dec | 1286.95 | 44.95 | -9.05 | 32.57 | 270 | 29 | 370 | |||
| 13 Dec | 1297.40 | 54 | 9.15 | 31.47 | 1,449 | -89 | 340 | |||
| 12 Dec | 1278.85 | 44.85 | -19.60 | 31.61 | 462 | 42 | 430 | |||
| 11 Dec | 1300.20 | 64.45 | 7.90 | 34.85 | 363 | -5 | 388 | |||
| 10 Dec | 1287.80 | 56.55 | 2.65 | 34.03 | 652 | -11 | 393 | |||
| 9 Dec | 1279.35 | 53.9 | -4.10 | 34.58 | 353 | -14 | 405 | |||
| 6 Dec | 1284.45 | 58 | -7.25 | 31.95 | 446 | -69 | 419 | |||
| 5 Dec | 1292.90 | 65.25 | 19.60 | 36.03 | 1,813 | -41 | 497 | |||
| 4 Dec | 1260.80 | 45.65 | -11.50 | 33.95 | 992 | 111 | 533 | |||
| 3 Dec | 1278.25 | 57.15 | 20.75 | 34.39 | 3,237 | 159 | 422 | |||
| 2 Dec | 1236.50 | 36.4 | 10.90 | 33.88 | 1,488 | 125 | 265 | |||
| 29 Nov | 1191.75 | 25.5 | 3.95 | 34.59 | 576 | 52 | 141 | |||
| 28 Nov | 1179.95 | 21.55 | 0.60 | 35.38 | 343 | 23 | 86 | |||
| 27 Nov | 1178.70 | 20.95 | 1.75 | 35.48 | 136 | 19 | 63 | |||
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| 26 Nov | 1176.45 | 19.2 | -5.80 | 34.28 | 94 | -11 | 44 | |||
| 25 Nov | 1187.50 | 25 | 6.50 | 34.70 | 101 | 49 | 54 | |||
| 22 Nov | 1157.50 | 18.5 | 5.70 | 36.15 | 17 | 13 | 18 | |||
| 21 Nov | 1125.35 | 12.8 | -2.50 | 34.73 | 5 | 3 | 4 | |||
| 20 Nov | 1126.05 | 15.3 | 0.00 | 37.46 | 1 | 1 | 0 | |||
| 19 Nov | 1126.05 | 15.3 | -207.95 | 37.46 | 1 | 0 | 0 | |||
| 18 Nov | 1130.00 | 223.25 | 8.16 | 0 | 0 | 0 | ||||
For Mahanagar Gas Ltd. - strike price 1260 expiring on 26DEC2024
Delta for 1260 CE is 0.25
Historical price for 1260 CE is as follows
On 20 Dec MGL was trading at 1215.30. The strike last trading price was 8.3, which was -15.90 lower than the previous day. The implied volatity was 35.74, the open interest changed by 244 which increased total open position to 730
On 19 Dec MGL was trading at 1259.65. The strike last trading price was 24.2, which was 6.90 higher than the previous day. The implied volatity was 36.95, the open interest changed by -250 which decreased total open position to 486
On 18 Dec MGL was trading at 1239.55. The strike last trading price was 17.3, which was -0.90 lower than the previous day. The implied volatity was 35.56, the open interest changed by 242 which increased total open position to 733
On 17 Dec MGL was trading at 1239.70. The strike last trading price was 18.2, which was -26.75 lower than the previous day. The implied volatity was 33.60, the open interest changed by 116 which increased total open position to 487
On 16 Dec MGL was trading at 1286.95. The strike last trading price was 44.95, which was -9.05 lower than the previous day. The implied volatity was 32.57, the open interest changed by 29 which increased total open position to 370
On 13 Dec MGL was trading at 1297.40. The strike last trading price was 54, which was 9.15 higher than the previous day. The implied volatity was 31.47, the open interest changed by -89 which decreased total open position to 340
On 12 Dec MGL was trading at 1278.85. The strike last trading price was 44.85, which was -19.60 lower than the previous day. The implied volatity was 31.61, the open interest changed by 42 which increased total open position to 430
On 11 Dec MGL was trading at 1300.20. The strike last trading price was 64.45, which was 7.90 higher than the previous day. The implied volatity was 34.85, the open interest changed by -5 which decreased total open position to 388
On 10 Dec MGL was trading at 1287.80. The strike last trading price was 56.55, which was 2.65 higher than the previous day. The implied volatity was 34.03, the open interest changed by -11 which decreased total open position to 393
On 9 Dec MGL was trading at 1279.35. The strike last trading price was 53.9, which was -4.10 lower than the previous day. The implied volatity was 34.58, the open interest changed by -14 which decreased total open position to 405
On 6 Dec MGL was trading at 1284.45. The strike last trading price was 58, which was -7.25 lower than the previous day. The implied volatity was 31.95, the open interest changed by -69 which decreased total open position to 419
On 5 Dec MGL was trading at 1292.90. The strike last trading price was 65.25, which was 19.60 higher than the previous day. The implied volatity was 36.03, the open interest changed by -41 which decreased total open position to 497
On 4 Dec MGL was trading at 1260.80. The strike last trading price was 45.65, which was -11.50 lower than the previous day. The implied volatity was 33.95, the open interest changed by 111 which increased total open position to 533
On 3 Dec MGL was trading at 1278.25. The strike last trading price was 57.15, which was 20.75 higher than the previous day. The implied volatity was 34.39, the open interest changed by 159 which increased total open position to 422
On 2 Dec MGL was trading at 1236.50. The strike last trading price was 36.4, which was 10.90 higher than the previous day. The implied volatity was 33.88, the open interest changed by 125 which increased total open position to 265
On 29 Nov MGL was trading at 1191.75. The strike last trading price was 25.5, which was 3.95 higher than the previous day. The implied volatity was 34.59, the open interest changed by 52 which increased total open position to 141
On 28 Nov MGL was trading at 1179.95. The strike last trading price was 21.55, which was 0.60 higher than the previous day. The implied volatity was 35.38, the open interest changed by 23 which increased total open position to 86
On 27 Nov MGL was trading at 1178.70. The strike last trading price was 20.95, which was 1.75 higher than the previous day. The implied volatity was 35.48, the open interest changed by 19 which increased total open position to 63
On 26 Nov MGL was trading at 1176.45. The strike last trading price was 19.2, which was -5.80 lower than the previous day. The implied volatity was 34.28, the open interest changed by -11 which decreased total open position to 44
On 25 Nov MGL was trading at 1187.50. The strike last trading price was 25, which was 6.50 higher than the previous day. The implied volatity was 34.70, the open interest changed by 49 which increased total open position to 54
On 22 Nov MGL was trading at 1157.50. The strike last trading price was 18.5, which was 5.70 higher than the previous day. The implied volatity was 36.15, the open interest changed by 13 which increased total open position to 18
On 21 Nov MGL was trading at 1125.35. The strike last trading price was 12.8, which was -2.50 lower than the previous day. The implied volatity was 34.73, the open interest changed by 3 which increased total open position to 4
On 20 Nov MGL was trading at 1126.05. The strike last trading price was 15.3, which was 0.00 lower than the previous day. The implied volatity was 37.46, the open interest changed by 1 which increased total open position to 0
On 19 Nov MGL was trading at 1126.05. The strike last trading price was 15.3, which was -207.95 lower than the previous day. The implied volatity was 37.46, the open interest changed by 0 which decreased total open position to 0
On 18 Nov MGL was trading at 1130.00. The strike last trading price was 223.25, which was lower than the previous day. The implied volatity was 8.16, the open interest changed by 0 which decreased total open position to 0
| MGL 26DEC2024 1260 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.72
Vega: 0.53
Theta: -1.56
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 1215.30 | 50 | 27.05 | 41.11 | 619 | -17 | 326 |
| 19 Dec | 1259.65 | 22.95 | -12.55 | 30.91 | 1,209 | -43 | 346 |
| 18 Dec | 1239.55 | 35.5 | -1.60 | 32.64 | 433 | -37 | 390 |
| 17 Dec | 1239.70 | 37.1 | 18.20 | 34.67 | 1,505 | 28 | 425 |
| 16 Dec | 1286.95 | 18.9 | 3.95 | 37.74 | 332 | 10 | 396 |
| 13 Dec | 1297.40 | 14.95 | -6.80 | 32.04 | 1,570 | -18 | 385 |
| 12 Dec | 1278.85 | 21.75 | 4.35 | 32.74 | 329 | 49 | 403 |
| 11 Dec | 1300.20 | 17.4 | -4.95 | 35.04 | 290 | -12 | 353 |
| 10 Dec | 1287.80 | 22.35 | -4.00 | 35.21 | 553 | 19 | 366 |
| 9 Dec | 1279.35 | 26.35 | 0.60 | 35.79 | 326 | 23 | 346 |
| 6 Dec | 1284.45 | 25.75 | -1.50 | 34.50 | 382 | 9 | 322 |
| 5 Dec | 1292.90 | 27.25 | -15.40 | 35.79 | 1,106 | 35 | 319 |
| 4 Dec | 1260.80 | 42.65 | 9.95 | 37.67 | 667 | 29 | 284 |
| 3 Dec | 1278.25 | 32.7 | -22.55 | 34.81 | 1,075 | 219 | 256 |
| 2 Dec | 1236.50 | 55.25 | -30.40 | 37.57 | 79 | 18 | 36 |
| 29 Nov | 1191.75 | 85.65 | -0.75 | 43.41 | 8 | 3 | 17 |
| 28 Nov | 1179.95 | 86.4 | -9.10 | 34.05 | 7 | 6 | 13 |
| 27 Nov | 1178.70 | 95.5 | 4.65 | 37.87 | 3 | 2 | 6 |
| 26 Nov | 1176.45 | 90.85 | 63.15 | 31.56 | 5 | 2 | 2 |
| 25 Nov | 1187.50 | 27.7 | 0.00 | - | 0 | 0 | 0 |
| 22 Nov | 1157.50 | 27.7 | 0.00 | - | 0 | 0 | 0 |
| 21 Nov | 1125.35 | 27.7 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 1126.05 | 27.7 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 1126.05 | 27.7 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 1130.00 | 27.7 | - | 0 | 0 | 0 | |
For Mahanagar Gas Ltd. - strike price 1260 expiring on 26DEC2024
Delta for 1260 PE is -0.72
Historical price for 1260 PE is as follows
On 20 Dec MGL was trading at 1215.30. The strike last trading price was 50, which was 27.05 higher than the previous day. The implied volatity was 41.11, the open interest changed by -17 which decreased total open position to 326
On 19 Dec MGL was trading at 1259.65. The strike last trading price was 22.95, which was -12.55 lower than the previous day. The implied volatity was 30.91, the open interest changed by -43 which decreased total open position to 346
On 18 Dec MGL was trading at 1239.55. The strike last trading price was 35.5, which was -1.60 lower than the previous day. The implied volatity was 32.64, the open interest changed by -37 which decreased total open position to 390
On 17 Dec MGL was trading at 1239.70. The strike last trading price was 37.1, which was 18.20 higher than the previous day. The implied volatity was 34.67, the open interest changed by 28 which increased total open position to 425
On 16 Dec MGL was trading at 1286.95. The strike last trading price was 18.9, which was 3.95 higher than the previous day. The implied volatity was 37.74, the open interest changed by 10 which increased total open position to 396
On 13 Dec MGL was trading at 1297.40. The strike last trading price was 14.95, which was -6.80 lower than the previous day. The implied volatity was 32.04, the open interest changed by -18 which decreased total open position to 385
On 12 Dec MGL was trading at 1278.85. The strike last trading price was 21.75, which was 4.35 higher than the previous day. The implied volatity was 32.74, the open interest changed by 49 which increased total open position to 403
On 11 Dec MGL was trading at 1300.20. The strike last trading price was 17.4, which was -4.95 lower than the previous day. The implied volatity was 35.04, the open interest changed by -12 which decreased total open position to 353
On 10 Dec MGL was trading at 1287.80. The strike last trading price was 22.35, which was -4.00 lower than the previous day. The implied volatity was 35.21, the open interest changed by 19 which increased total open position to 366
On 9 Dec MGL was trading at 1279.35. The strike last trading price was 26.35, which was 0.60 higher than the previous day. The implied volatity was 35.79, the open interest changed by 23 which increased total open position to 346
On 6 Dec MGL was trading at 1284.45. The strike last trading price was 25.75, which was -1.50 lower than the previous day. The implied volatity was 34.50, the open interest changed by 9 which increased total open position to 322
On 5 Dec MGL was trading at 1292.90. The strike last trading price was 27.25, which was -15.40 lower than the previous day. The implied volatity was 35.79, the open interest changed by 35 which increased total open position to 319
On 4 Dec MGL was trading at 1260.80. The strike last trading price was 42.65, which was 9.95 higher than the previous day. The implied volatity was 37.67, the open interest changed by 29 which increased total open position to 284
On 3 Dec MGL was trading at 1278.25. The strike last trading price was 32.7, which was -22.55 lower than the previous day. The implied volatity was 34.81, the open interest changed by 219 which increased total open position to 256
On 2 Dec MGL was trading at 1236.50. The strike last trading price was 55.25, which was -30.40 lower than the previous day. The implied volatity was 37.57, the open interest changed by 18 which increased total open position to 36
On 29 Nov MGL was trading at 1191.75. The strike last trading price was 85.65, which was -0.75 lower than the previous day. The implied volatity was 43.41, the open interest changed by 3 which increased total open position to 17
On 28 Nov MGL was trading at 1179.95. The strike last trading price was 86.4, which was -9.10 lower than the previous day. The implied volatity was 34.05, the open interest changed by 6 which increased total open position to 13
On 27 Nov MGL was trading at 1178.70. The strike last trading price was 95.5, which was 4.65 higher than the previous day. The implied volatity was 37.87, the open interest changed by 2 which increased total open position to 6
On 26 Nov MGL was trading at 1176.45. The strike last trading price was 90.85, which was 63.15 higher than the previous day. The implied volatity was 31.56, the open interest changed by 2 which increased total open position to 2
On 25 Nov MGL was trading at 1187.50. The strike last trading price was 27.7, 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 22 Nov MGL was trading at 1157.50. The strike last trading price was 27.7, 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 21 Nov MGL was trading at 1125.35. The strike last trading price was 27.7, 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 20 Nov MGL was trading at 1126.05. The strike last trading price was 27.7, 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 19 Nov MGL was trading at 1126.05. The strike last trading price was 27.7, 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 18 Nov MGL was trading at 1130.00. The strike last trading price was 27.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
