MGL
Mahanagar Gas Ltd.
Historical option data for MGL
21 Nov 2024 04:12 PM IST
| MGL 28NOV2024 1300 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.04
Vega: 0.13
Theta: -0.53
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 1125.35 | 1.3 | 0.40 | 54.46 | 616 | -123 | 638 | |||
| 20 Nov | 1126.05 | 0.9 | 0.00 | 46.60 | 2,826 | -132 | 762 | |||
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| 19 Nov | 1126.05 | 0.9 | -1.75 | 46.60 | 2,826 | -131 | 762 | |||
| 18 Nov | 1130.00 | 2.65 | -39.75 | 53.37 | 4,742 | 862 | 890 | |||
| 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 0.04
Historical price for 1300 CE is as follows
On 21 Nov MGL was trading at 1125.35. The strike last trading price was 1.3, which was 0.40 higher than the previous day. The implied volatity was 54.46, the open interest changed by -123 which decreased total open position to 638
On 20 Nov MGL was trading at 1126.05. The strike last trading price was 0.9, which was 0.00 lower than the previous day. The implied volatity was 46.60, the open interest changed by -132 which decreased total open position to 762
On 19 Nov MGL was trading at 1126.05. The strike last trading price was 0.9, which was -1.75 lower than the previous day. The implied volatity was 46.60, the open interest changed by -131 which decreased total open position to 762
On 18 Nov MGL was trading at 1130.00. The strike last trading price was 2.65, which was -39.75 lower than the previous day. The implied volatity was 53.37, the open interest changed by 862 which increased total open position to 890
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: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 1125.35 | 164 | -6.70 | - | 21 | -8 | 140 |
| 20 Nov | 1126.05 | 170.7 | 0.00 | - | 19 | -12 | 148 |
| 19 Nov | 1126.05 | 170.7 | 2.20 | - | 19 | -12 | 148 |
| 18 Nov | 1130.00 | 168.5 | 146.25 | 38.60 | 351 | -69 | 165 |
| 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 -
Historical price for 1300 PE is as follows
On 21 Nov MGL was trading at 1125.35. The strike last trading price was 164, which was -6.70 lower than the previous day. The implied volatity was -, the open interest changed by -8 which decreased total open position to 140
On 20 Nov MGL was trading at 1126.05. The strike last trading price was 170.7, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -12 which decreased total open position to 148
On 19 Nov MGL was trading at 1126.05. The strike last trading price was 170.7, which was 2.20 higher than the previous day. The implied volatity was -, the open interest changed by -12 which decreased total open position to 148
On 18 Nov MGL was trading at 1130.00. The strike last trading price was 168.5, which was 146.25 higher than the previous day. The implied volatity was 38.60, the open interest changed by -69 which decreased total open position to 165
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
