MGL
Mahanagar Gas Ltd.
Historical option data for MGL
14 Nov 2024 04:12 PM IST
| MGL 28NOV2024 1320 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.53
Vega: 1.03
Theta: -1.26
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 1312.65 | 32.3 | -8.95 | 29.20 | 559 | 140 | 152 | |||
| 13 Nov | 1329.65 | 41.25 | -37.15 | 29.36 | 17 | 9 | 12 | |||
| 12 Nov | 1370.20 | 78.4 | -414.95 | 41.75 | 4 | 3 | 3 | |||
| 11 Nov | 1401.50 | 493.35 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 1421.65 | 493.35 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 1437.65 | 493.35 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 1434.70 | 493.35 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 1379.55 | 493.35 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 1387.80 | 493.35 | 0.00 | - | 0 | 0 | 0 | |||
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| 1 Nov | 1446.05 | 493.35 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 1441.60 | 493.35 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 1441.90 | 493.35 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 1425.95 | 493.35 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 1415.70 | 493.35 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 1497.25 | 493.35 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 1579.55 | 493.35 | - | 0 | 0 | 0 | ||||
For Mahanagar Gas Ltd. - strike price 1320 expiring on 28NOV2024
Delta for 1320 CE is 0.53
Historical price for 1320 CE is as follows
On 14 Nov MGL was trading at 1312.65. The strike last trading price was 32.3, which was -8.95 lower than the previous day. The implied volatity was 29.20, the open interest changed by 140 which increased total open position to 152
On 13 Nov MGL was trading at 1329.65. The strike last trading price was 41.25, which was -37.15 lower than the previous day. The implied volatity was 29.36, the open interest changed by 9 which increased total open position to 12
On 12 Nov MGL was trading at 1370.20. The strike last trading price was 78.4, which was -414.95 lower than the previous day. The implied volatity was 41.75, the open interest changed by 3 which increased total open position to 3
On 11 Nov MGL was trading at 1401.50. The strike last trading price was 493.35, 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 493.35, 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 493.35, 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 493.35, 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 493.35, 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 493.35, 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 493.35, 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 493.35, 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 493.35, 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 493.35, 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 493.35, 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 25 Oct MGL was trading at 1497.25. The strike last trading price was 493.35, 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 23 Oct MGL was trading at 1579.55. The strike last trading price was 493.35, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| MGL 28NOV2024 1320 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.47
Vega: 1.03
Theta: -1.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 1312.65 | 30.95 | 6.00 | 32.17 | 408 | 86 | 140 |
| 13 Nov | 1329.65 | 24.95 | 9.45 | 31.00 | 90 | 2 | 54 |
| 12 Nov | 1370.20 | 15.5 | 5.05 | 32.31 | 43 | 1 | 52 |
| 11 Nov | 1401.50 | 10.45 | -0.15 | 34.10 | 24 | 1 | 50 |
| 8 Nov | 1421.65 | 10.6 | 3.50 | 35.04 | 22 | 1 | 48 |
| 7 Nov | 1437.65 | 7.1 | -0.95 | 32.91 | 138 | -32 | 47 |
| 6 Nov | 1434.70 | 8.05 | -12.35 | 33.84 | 96 | -11 | 73 |
| 5 Nov | 1379.55 | 20.4 | -2.75 | 35.24 | 120 | 27 | 85 |
| 4 Nov | 1387.80 | 23.15 | 11.25 | 38.07 | 80 | 10 | 58 |
| 1 Nov | 1446.05 | 11.9 | 0.40 | 37.49 | 4 | -1 | 51 |
| 31 Oct | 1441.60 | 11.5 | -2.05 | - | 25 | 0 | 52 |
| 30 Oct | 1441.90 | 13.55 | -5.70 | - | 28 | 2 | 52 |
| 29 Oct | 1425.95 | 19.25 | -4.00 | - | 39 | 3 | 50 |
| 28 Oct | 1415.70 | 23.25 | 0.55 | - | 88 | 40 | 44 |
| 25 Oct | 1497.25 | 22.7 | 17.10 | - | 17 | 3 | 4 |
| 23 Oct | 1579.55 | 5.6 | - | 4 | 2 | 2 | |
For Mahanagar Gas Ltd. - strike price 1320 expiring on 28NOV2024
Delta for 1320 PE is -0.47
Historical price for 1320 PE is as follows
On 14 Nov MGL was trading at 1312.65. The strike last trading price was 30.95, which was 6.00 higher than the previous day. The implied volatity was 32.17, the open interest changed by 86 which increased total open position to 140
On 13 Nov MGL was trading at 1329.65. The strike last trading price was 24.95, which was 9.45 higher than the previous day. The implied volatity was 31.00, the open interest changed by 2 which increased total open position to 54
On 12 Nov MGL was trading at 1370.20. The strike last trading price was 15.5, which was 5.05 higher than the previous day. The implied volatity was 32.31, the open interest changed by 1 which increased total open position to 52
On 11 Nov MGL was trading at 1401.50. The strike last trading price was 10.45, which was -0.15 lower than the previous day. The implied volatity was 34.10, the open interest changed by 1 which increased total open position to 50
On 8 Nov MGL was trading at 1421.65. The strike last trading price was 10.6, which was 3.50 higher than the previous day. The implied volatity was 35.04, the open interest changed by 1 which increased total open position to 48
On 7 Nov MGL was trading at 1437.65. The strike last trading price was 7.1, which was -0.95 lower than the previous day. The implied volatity was 32.91, the open interest changed by -32 which decreased total open position to 47
On 6 Nov MGL was trading at 1434.70. The strike last trading price was 8.05, which was -12.35 lower than the previous day. The implied volatity was 33.84, the open interest changed by -11 which decreased total open position to 73
On 5 Nov MGL was trading at 1379.55. The strike last trading price was 20.4, which was -2.75 lower than the previous day. The implied volatity was 35.24, the open interest changed by 27 which increased total open position to 85
On 4 Nov MGL was trading at 1387.80. The strike last trading price was 23.15, which was 11.25 higher than the previous day. The implied volatity was 38.07, the open interest changed by 10 which increased total open position to 58
On 1 Nov MGL was trading at 1446.05. The strike last trading price was 11.9, which was 0.40 higher than the previous day. The implied volatity was 37.49, the open interest changed by -1 which decreased total open position to 51
On 31 Oct MGL was trading at 1441.60. The strike last trading price was 11.5, which was -2.05 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 13.55, which was -5.70 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 19.25, which was -4.00 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 23.25, which was 0.55 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct MGL was trading at 1497.25. The strike last trading price was 22.7, which was 17.10 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct MGL was trading at 1579.55. The strike last trading price was 5.6, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
