MGL
Mahanagar Gas Ltd.
Historical option data for MGL
20 Dec 2024 04:12 PM IST
| MGL 26DEC2024 1300 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.13
Vega: 0.33
Theta: -1.18
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 1215.30 | 4.05 | -6.25 | 41.89 | 2,355 | 93 | 1,928 | |||
| 19 Dec | 1259.65 | 10.3 | 2.55 | 37.42 | 4,114 | -356 | 1,839 | |||
| 18 Dec | 1239.55 | 7.75 | -0.55 | 37.68 | 3,408 | 167 | 2,253 | |||
| 17 Dec | 1239.70 | 8.3 | -15.70 | 35.70 | 2,366 | 25 | 2,091 | |||
| 16 Dec | 1286.95 | 24 | -8.00 | 33.60 | 2,354 | 403 | 2,066 | |||
| 13 Dec | 1297.40 | 32 | 7.00 | 32.99 | 2,771 | 75 | 1,659 | |||
| 12 Dec | 1278.85 | 25 | -15.65 | 32.06 | 1,234 | 112 | 1,581 | |||
| 11 Dec | 1300.20 | 40.65 | 5.20 | 35.09 | 1,403 | 60 | 1,479 | |||
| 10 Dec | 1287.80 | 35.45 | 2.50 | 34.89 | 1,885 | -35 | 1,419 | |||
| 9 Dec | 1279.35 | 32.95 | -4.25 | 34.45 | 990 | 77 | 1,458 | |||
| 6 Dec | 1284.45 | 37.2 | -6.00 | 32.79 | 1,676 | 56 | 1,380 | |||
| 5 Dec | 1292.90 | 43.2 | 14.95 | 35.79 | 6,738 | 115 | 1,324 | |||
| 4 Dec | 1260.80 | 28.25 | -8.85 | 33.95 | 1,901 | 237 | 1,200 | |||
| 3 Dec | 1278.25 | 37.1 | 15.00 | 34.29 | 3,732 | 101 | 960 | |||
| 2 Dec | 1236.50 | 22.1 | 6.10 | 33.95 | 2,962 | -56 | 857 | |||
| 29 Nov | 1191.75 | 16 | 2.45 | 35.47 | 1,666 | 438 | 879 | |||
| 28 Nov | 1179.95 | 13.55 | 1.05 | 36.28 | 1,123 | 53 | 440 | |||
| 27 Nov | 1178.70 | 12.5 | 0.30 | 35.56 | 668 | 14 | 387 | |||
| 26 Nov | 1176.45 | 12.2 | -2.80 | 35.41 | 358 | 114 | 373 | |||
| 25 Nov | 1187.50 | 15 | 3.35 | 34.48 | 408 | 7 | 260 | |||
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| 22 Nov | 1157.50 | 11.65 | 1.90 | 36.56 | 399 | -30 | 223 | |||
| 21 Nov | 1125.35 | 9.75 | 0.90 | 37.76 | 213 | 48 | 253 | |||
| 20 Nov | 1126.05 | 8.85 | 0.00 | 36.71 | 211 | 21 | 208 | |||
| 19 Nov | 1126.05 | 8.85 | -2.15 | 36.71 | 211 | 24 | 208 | |||
| 18 Nov | 1130.00 | 11 | -183.05 | 38.28 | 506 | 184 | 184 | |||
| 14 Nov | 1312.65 | 194.05 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 1370.20 | 194.05 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 1379.55 | 194.05 | - | 0 | 0 | 0 | ||||
For Mahanagar Gas Ltd. - strike price 1300 expiring on 26DEC2024
Delta for 1300 CE is 0.13
Historical price for 1300 CE is as follows
On 20 Dec MGL was trading at 1215.30. The strike last trading price was 4.05, which was -6.25 lower than the previous day. The implied volatity was 41.89, the open interest changed by 93 which increased total open position to 1928
On 19 Dec MGL was trading at 1259.65. The strike last trading price was 10.3, which was 2.55 higher than the previous day. The implied volatity was 37.42, the open interest changed by -356 which decreased total open position to 1839
On 18 Dec MGL was trading at 1239.55. The strike last trading price was 7.75, which was -0.55 lower than the previous day. The implied volatity was 37.68, the open interest changed by 167 which increased total open position to 2253
On 17 Dec MGL was trading at 1239.70. The strike last trading price was 8.3, which was -15.70 lower than the previous day. The implied volatity was 35.70, the open interest changed by 25 which increased total open position to 2091
On 16 Dec MGL was trading at 1286.95. The strike last trading price was 24, which was -8.00 lower than the previous day. The implied volatity was 33.60, the open interest changed by 403 which increased total open position to 2066
On 13 Dec MGL was trading at 1297.40. The strike last trading price was 32, which was 7.00 higher than the previous day. The implied volatity was 32.99, the open interest changed by 75 which increased total open position to 1659
On 12 Dec MGL was trading at 1278.85. The strike last trading price was 25, which was -15.65 lower than the previous day. The implied volatity was 32.06, the open interest changed by 112 which increased total open position to 1581
On 11 Dec MGL was trading at 1300.20. The strike last trading price was 40.65, which was 5.20 higher than the previous day. The implied volatity was 35.09, the open interest changed by 60 which increased total open position to 1479
On 10 Dec MGL was trading at 1287.80. The strike last trading price was 35.45, which was 2.50 higher than the previous day. The implied volatity was 34.89, the open interest changed by -35 which decreased total open position to 1419
On 9 Dec MGL was trading at 1279.35. The strike last trading price was 32.95, which was -4.25 lower than the previous day. The implied volatity was 34.45, the open interest changed by 77 which increased total open position to 1458
On 6 Dec MGL was trading at 1284.45. The strike last trading price was 37.2, which was -6.00 lower than the previous day. The implied volatity was 32.79, the open interest changed by 56 which increased total open position to 1380
On 5 Dec MGL was trading at 1292.90. The strike last trading price was 43.2, which was 14.95 higher than the previous day. The implied volatity was 35.79, the open interest changed by 115 which increased total open position to 1324
On 4 Dec MGL was trading at 1260.80. The strike last trading price was 28.25, which was -8.85 lower than the previous day. The implied volatity was 33.95, the open interest changed by 237 which increased total open position to 1200
On 3 Dec MGL was trading at 1278.25. The strike last trading price was 37.1, which was 15.00 higher than the previous day. The implied volatity was 34.29, the open interest changed by 101 which increased total open position to 960
On 2 Dec MGL was trading at 1236.50. The strike last trading price was 22.1, which was 6.10 higher than the previous day. The implied volatity was 33.95, the open interest changed by -56 which decreased total open position to 857
On 29 Nov MGL was trading at 1191.75. The strike last trading price was 16, which was 2.45 higher than the previous day. The implied volatity was 35.47, the open interest changed by 438 which increased total open position to 879
On 28 Nov MGL was trading at 1179.95. The strike last trading price was 13.55, which was 1.05 higher than the previous day. The implied volatity was 36.28, the open interest changed by 53 which increased total open position to 440
On 27 Nov MGL was trading at 1178.70. The strike last trading price was 12.5, which was 0.30 higher than the previous day. The implied volatity was 35.56, the open interest changed by 14 which increased total open position to 387
On 26 Nov MGL was trading at 1176.45. The strike last trading price was 12.2, which was -2.80 lower than the previous day. The implied volatity was 35.41, the open interest changed by 114 which increased total open position to 373
On 25 Nov MGL was trading at 1187.50. The strike last trading price was 15, which was 3.35 higher than the previous day. The implied volatity was 34.48, the open interest changed by 7 which increased total open position to 260
On 22 Nov MGL was trading at 1157.50. The strike last trading price was 11.65, which was 1.90 higher than the previous day. The implied volatity was 36.56, the open interest changed by -30 which decreased total open position to 223
On 21 Nov MGL was trading at 1125.35. The strike last trading price was 9.75, which was 0.90 higher than the previous day. The implied volatity was 37.76, the open interest changed by 48 which increased total open position to 253
On 20 Nov MGL was trading at 1126.05. The strike last trading price was 8.85, which was 0.00 lower than the previous day. The implied volatity was 36.71, the open interest changed by 21 which increased total open position to 208
On 19 Nov MGL was trading at 1126.05. The strike last trading price was 8.85, which was -2.15 lower than the previous day. The implied volatity was 36.71, the open interest changed by 24 which increased total open position to 208
On 18 Nov MGL was trading at 1130.00. The strike last trading price was 11, which was -183.05 lower than the previous day. The implied volatity was 38.28, the open interest changed by 184 which increased total open position to 184
On 14 Nov MGL was trading at 1312.65. The strike last trading price was 194.05, 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 12 Nov MGL was trading at 1370.20. The strike last trading price was 194.05, 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 194.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| MGL 26DEC2024 1300 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.84
Vega: 0.39
Theta: -1.26
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 1215.30 | 85.25 | 38.65 | 48.43 | 43 | -13 | 310 |
| 19 Dec | 1259.65 | 46.6 | -20.80 | 24.65 | 497 | -54 | 326 |
| 18 Dec | 1239.55 | 67.4 | 0.85 | 36.70 | 112 | -21 | 382 |
| 17 Dec | 1239.70 | 66.55 | 29.15 | 36.14 | 669 | -246 | 403 |
| 16 Dec | 1286.95 | 37.4 | 5.15 | 37.81 | 783 | 140 | 649 |
| 13 Dec | 1297.40 | 32.25 | -9.65 | 32.91 | 823 | 80 | 512 |
| 12 Dec | 1278.85 | 41.9 | 8.95 | 33.30 | 412 | -54 | 432 |
| 11 Dec | 1300.20 | 32.95 | -7.60 | 34.79 | 431 | -20 | 491 |
| 10 Dec | 1287.80 | 40.55 | -5.45 | 35.48 | 342 | -33 | 513 |
| 9 Dec | 1279.35 | 46 | 1.00 | 36.30 | 265 | 7 | 544 |
| 6 Dec | 1284.45 | 45 | -0.95 | 35.37 | 642 | 91 | 537 |
| 5 Dec | 1292.90 | 45.95 | -18.40 | 36.36 | 778 | 115 | 444 |
| 4 Dec | 1260.80 | 64.35 | 12.00 | 37.21 | 236 | 14 | 329 |
| 3 Dec | 1278.25 | 52.35 | -27.75 | 34.66 | 349 | 88 | 314 |
| 2 Dec | 1236.50 | 80.1 | -27.95 | 37.46 | 63 | 23 | 225 |
| 29 Nov | 1191.75 | 108.05 | -9.50 | 38.41 | 86 | 46 | 201 |
| 28 Nov | 1179.95 | 117.55 | -5.45 | 34.04 | 103 | 57 | 155 |
| 27 Nov | 1178.70 | 123 | -3.05 | 35.28 | 56 | 29 | 87 |
| 26 Nov | 1176.45 | 126.05 | 6.05 | 34.86 | 20 | 17 | 58 |
| 25 Nov | 1187.50 | 120 | -27.95 | 39.70 | 24 | 26 | 37 |
| 22 Nov | 1157.50 | 147.95 | -30.05 | 38.96 | 9 | 3 | 14 |
| 21 Nov | 1125.35 | 178 | 7.00 | 51.64 | 2 | 1 | 11 |
| 20 Nov | 1126.05 | 171 | 0.00 | 38.20 | 2 | 0 | 9 |
| 19 Nov | 1126.05 | 171 | -14.00 | 38.20 | 2 | -1 | 9 |
| 18 Nov | 1130.00 | 185 | 138.10 | 53.62 | 11 | 6 | 9 |
| 14 Nov | 1312.65 | 46.9 | 8.90 | 35.50 | 7 | 2 | 2 |
| 12 Nov | 1370.20 | 38 | 0.00 | 5.00 | 0 | 0 | 0 |
| 5 Nov | 1379.55 | 38 | 5.50 | 0 | 0 | 0 | |
For Mahanagar Gas Ltd. - strike price 1300 expiring on 26DEC2024
Delta for 1300 PE is -0.84
Historical price for 1300 PE is as follows
On 20 Dec MGL was trading at 1215.30. The strike last trading price was 85.25, which was 38.65 higher than the previous day. The implied volatity was 48.43, the open interest changed by -13 which decreased total open position to 310
On 19 Dec MGL was trading at 1259.65. The strike last trading price was 46.6, which was -20.80 lower than the previous day. The implied volatity was 24.65, the open interest changed by -54 which decreased total open position to 326
On 18 Dec MGL was trading at 1239.55. The strike last trading price was 67.4, which was 0.85 higher than the previous day. The implied volatity was 36.70, the open interest changed by -21 which decreased total open position to 382
On 17 Dec MGL was trading at 1239.70. The strike last trading price was 66.55, which was 29.15 higher than the previous day. The implied volatity was 36.14, the open interest changed by -246 which decreased total open position to 403
On 16 Dec MGL was trading at 1286.95. The strike last trading price was 37.4, which was 5.15 higher than the previous day. The implied volatity was 37.81, the open interest changed by 140 which increased total open position to 649
On 13 Dec MGL was trading at 1297.40. The strike last trading price was 32.25, which was -9.65 lower than the previous day. The implied volatity was 32.91, the open interest changed by 80 which increased total open position to 512
On 12 Dec MGL was trading at 1278.85. The strike last trading price was 41.9, which was 8.95 higher than the previous day. The implied volatity was 33.30, the open interest changed by -54 which decreased total open position to 432
On 11 Dec MGL was trading at 1300.20. The strike last trading price was 32.95, which was -7.60 lower than the previous day. The implied volatity was 34.79, the open interest changed by -20 which decreased total open position to 491
On 10 Dec MGL was trading at 1287.80. The strike last trading price was 40.55, which was -5.45 lower than the previous day. The implied volatity was 35.48, the open interest changed by -33 which decreased total open position to 513
On 9 Dec MGL was trading at 1279.35. The strike last trading price was 46, which was 1.00 higher than the previous day. The implied volatity was 36.30, the open interest changed by 7 which increased total open position to 544
On 6 Dec MGL was trading at 1284.45. The strike last trading price was 45, which was -0.95 lower than the previous day. The implied volatity was 35.37, the open interest changed by 91 which increased total open position to 537
On 5 Dec MGL was trading at 1292.90. The strike last trading price was 45.95, which was -18.40 lower than the previous day. The implied volatity was 36.36, the open interest changed by 115 which increased total open position to 444
On 4 Dec MGL was trading at 1260.80. The strike last trading price was 64.35, which was 12.00 higher than the previous day. The implied volatity was 37.21, the open interest changed by 14 which increased total open position to 329
On 3 Dec MGL was trading at 1278.25. The strike last trading price was 52.35, which was -27.75 lower than the previous day. The implied volatity was 34.66, the open interest changed by 88 which increased total open position to 314
On 2 Dec MGL was trading at 1236.50. The strike last trading price was 80.1, which was -27.95 lower than the previous day. The implied volatity was 37.46, the open interest changed by 23 which increased total open position to 225
On 29 Nov MGL was trading at 1191.75. The strike last trading price was 108.05, which was -9.50 lower than the previous day. The implied volatity was 38.41, the open interest changed by 46 which increased total open position to 201
On 28 Nov MGL was trading at 1179.95. The strike last trading price was 117.55, which was -5.45 lower than the previous day. The implied volatity was 34.04, the open interest changed by 57 which increased total open position to 155
On 27 Nov MGL was trading at 1178.70. The strike last trading price was 123, which was -3.05 lower than the previous day. The implied volatity was 35.28, the open interest changed by 29 which increased total open position to 87
On 26 Nov MGL was trading at 1176.45. The strike last trading price was 126.05, which was 6.05 higher than the previous day. The implied volatity was 34.86, the open interest changed by 17 which increased total open position to 58
On 25 Nov MGL was trading at 1187.50. The strike last trading price was 120, which was -27.95 lower than the previous day. The implied volatity was 39.70, the open interest changed by 26 which increased total open position to 37
On 22 Nov MGL was trading at 1157.50. The strike last trading price was 147.95, which was -30.05 lower than the previous day. The implied volatity was 38.96, the open interest changed by 3 which increased total open position to 14
On 21 Nov MGL was trading at 1125.35. The strike last trading price was 178, which was 7.00 higher than the previous day. The implied volatity was 51.64, the open interest changed by 1 which increased total open position to 11
On 20 Nov MGL was trading at 1126.05. The strike last trading price was 171, which was 0.00 lower than the previous day. The implied volatity was 38.20, the open interest changed by 0 which decreased total open position to 9
On 19 Nov MGL was trading at 1126.05. The strike last trading price was 171, which was -14.00 lower than the previous day. The implied volatity was 38.20, the open interest changed by -1 which decreased total open position to 9
On 18 Nov MGL was trading at 1130.00. The strike last trading price was 185, which was 138.10 higher than the previous day. The implied volatity was 53.62, the open interest changed by 6 which increased total open position to 9
On 14 Nov MGL was trading at 1312.65. The strike last trading price was 46.9, which was 8.90 higher than the previous day. The implied volatity was 35.50, the open interest changed by 2 which increased total open position to 2
On 12 Nov MGL was trading at 1370.20. The strike last trading price was 38, which was 0.00 lower than the previous day. The implied volatity was 5.00, 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 38, which was lower than the previous day. The implied volatity was 5.50, the open interest changed by 0 which decreased total open position to 0
