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

1312.65 -17.00 (-1.28%)

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Historical option data for MGL

14 Nov 2024 04:12 PM IST
MGL 28NOV2024 1300 CE
Delta: 0.64
Vega: 0.96
Theta: -1.19
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
14 Nov 1312.65 42.4 -13.50 28.01 74 -8 29
13 Nov 1329.65 55.9 -64.35 31.62 70 12 37
12 Nov 1370.20 120.25 0.00 0.00 0 0 0
11 Nov 1401.50 120.25 -18.25 42.03 1 0 25
8 Nov 1421.65 138.5 -23.60 44.17 2 0 24
7 Nov 1437.65 162.1 22.10 53.47 2 0 23
6 Nov 1434.70 140 38.00 - 33 11 24
5 Nov 1379.55 102 -16.45 31.81 16 9 13
4 Nov 1387.80 118.45 -13.55 42.99 4 1 2
1 Nov 1446.05 132 0.00 0.00 0 0 0
31 Oct 1441.60 132 0.00 - 0 0 0
30 Oct 1441.90 132 0.00 - 0 1 0
29 Oct 1425.95 132 -407.55 - 1 0 0
28 Oct 1415.70 539.55 - 0 0 0


For Mahanagar Gas Ltd. - strike price 1300 expiring on 28NOV2024

Delta for 1300 CE is 0.64

Historical price for 1300 CE is as follows

On 14 Nov MGL was trading at 1312.65. The strike last trading price was 42.4, which was -13.50 lower than the previous day. The implied volatity was 28.01, the open interest changed by -8 which decreased total open position to 29


On 13 Nov MGL was trading at 1329.65. The strike last trading price was 55.9, which was -64.35 lower than the previous day. The implied volatity was 31.62, the open interest changed by 12 which increased total open position to 37


On 12 Nov MGL was trading at 1370.20. The strike last trading price was 120.25, 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 11 Nov MGL was trading at 1401.50. The strike last trading price was 120.25, which was -18.25 lower than the previous day. The implied volatity was 42.03, the open interest changed by 0 which decreased total open position to 25


On 8 Nov MGL was trading at 1421.65. The strike last trading price was 138.5, which was -23.60 lower than the previous day. The implied volatity was 44.17, the open interest changed by 0 which decreased total open position to 24


On 7 Nov MGL was trading at 1437.65. The strike last trading price was 162.1, which was 22.10 higher than the previous day. The implied volatity was 53.47, the open interest changed by 0 which decreased total open position to 23


On 6 Nov MGL was trading at 1434.70. The strike last trading price was 140, which was 38.00 higher than the previous day. The implied volatity was -, the open interest changed by 11 which increased total open position to 24


On 5 Nov MGL was trading at 1379.55. The strike last trading price was 102, which was -16.45 lower than the previous day. The implied volatity was 31.81, the open interest changed by 9 which increased total open position to 13


On 4 Nov MGL was trading at 1387.80. The strike last trading price was 118.45, which was -13.55 lower than the previous day. The implied volatity was 42.99, the open interest changed by 1 which increased total open position to 2


On 1 Nov MGL was trading at 1446.05. The strike last trading price was 132, 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 132, 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 132, 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 132, which was -407.55 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 539.55, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


MGL 28NOV2024 1300 PE
Delta: -0.37
Vega: 0.98
Theta: -0.99
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
14 Nov 1312.65 22.25 5.15 32.31 561 -2 234
13 Nov 1329.65 17.1 5.15 30.71 278 30 237
12 Nov 1370.20 11.95 4.35 34.12 106 4 210
11 Nov 1401.50 7.6 0.85 35.01 98 2 205
8 Nov 1421.65 6.75 1.15 34.13 255 2 205
7 Nov 1437.65 5.6 -0.20 34.45 227 3 203
6 Nov 1434.70 5.8 -9.90 34.35 357 -6 200
5 Nov 1379.55 15.7 -2.25 35.78 592 24 206
4 Nov 1387.80 17.95 8.80 38.29 406 79 181
1 Nov 1446.05 9.15 0.50 37.92 41 5 73
31 Oct 1441.60 8.65 -1.55 - 78 4 69
30 Oct 1441.90 10.2 -4.30 - 204 12 63
29 Oct 1425.95 14.5 13.20 - 110 51 51
28 Oct 1415.70 1.3 - 0 0 0


For Mahanagar Gas Ltd. - strike price 1300 expiring on 28NOV2024

Delta for 1300 PE is -0.37

Historical price for 1300 PE is as follows

On 14 Nov MGL was trading at 1312.65. The strike last trading price was 22.25, which was 5.15 higher than the previous day. The implied volatity was 32.31, the open interest changed by -2 which decreased total open position to 234


On 13 Nov MGL was trading at 1329.65. The strike last trading price was 17.1, which was 5.15 higher than the previous day. The implied volatity was 30.71, the open interest changed by 30 which increased total open position to 237


On 12 Nov MGL was trading at 1370.20. The strike last trading price was 11.95, which was 4.35 higher than the previous day. The implied volatity was 34.12, the open interest changed by 4 which increased total open position to 210


On 11 Nov MGL was trading at 1401.50. The strike last trading price was 7.6, which was 0.85 higher than the previous day. The implied volatity was 35.01, the open interest changed by 2 which increased total open position to 205


On 8 Nov MGL was trading at 1421.65. The strike last trading price was 6.75, which was 1.15 higher than the previous day. The implied volatity was 34.13, the open interest changed by 2 which increased total open position to 205


On 7 Nov MGL was trading at 1437.65. The strike last trading price was 5.6, which was -0.20 lower than the previous day. The implied volatity was 34.45, the open interest changed by 3 which increased total open position to 203


On 6 Nov MGL was trading at 1434.70. The strike last trading price was 5.8, which was -9.90 lower than the previous day. The implied volatity was 34.35, the open interest changed by -6 which decreased total open position to 200


On 5 Nov MGL was trading at 1379.55. The strike last trading price was 15.7, which was -2.25 lower than the previous day. The implied volatity was 35.78, the open interest changed by 24 which increased total open position to 206


On 4 Nov MGL was trading at 1387.80. The strike last trading price was 17.95, which was 8.80 higher than the previous day. The implied volatity was 38.29, the open interest changed by 79 which increased total open position to 181


On 1 Nov MGL was trading at 1446.05. The strike last trading price was 9.15, which was 0.50 higher than the previous day. The implied volatity was 37.92, the open interest changed by 5 which increased total open position to 73


On 31 Oct MGL was trading at 1441.60. The strike last trading price was 8.65, which was -1.55 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 10.2, which was -4.30 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 14.5, which was 13.20 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 1.3, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to