MGL
Mahanagar Gas Ltd.
Historical option data for MGL
14 Nov 2024 04:12 PM IST
| MGL 28NOV2024 1340 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.43
Vega: 1.01
Theta: -1.20
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 1312.65 | 22.9 | -9.10 | 28.96 | 550 | 88 | 125 | |||
| 13 Nov | 1329.65 | 32 | -79.05 | 30.55 | 72 | 19 | 36 | |||
| 12 Nov | 1370.20 | 111.05 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Nov | 1401.50 | 111.05 | 0.00 | 0.00 | 0 | 4 | 0 | |||
| 8 Nov | 1421.65 | 111.05 | -1.30 | 46.49 | 4 | 0 | 13 | |||
| 7 Nov | 1437.65 | 112.35 | 4.65 | 33.25 | 2 | 0 | 14 | |||
| 6 Nov | 1434.70 | 107.7 | 33.70 | 23.73 | 20 | 8 | 14 | |||
| 5 Nov | 1379.55 | 74 | -426.90 | 32.62 | 26 | 7 | 7 | |||
| 4 Nov | 1387.80 | 500.9 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Nov | 1446.05 | 500.9 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 1441.60 | 500.9 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 1441.90 | 500.9 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 1425.95 | 500.9 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 1415.70 | 500.9 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 1497.25 | 500.9 | 0.00 | - | 0 | 0 | 0 | |||
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| 23 Oct | 1579.55 | 500.9 | - | 0 | 0 | 0 | ||||
For Mahanagar Gas Ltd. - strike price 1340 expiring on 28NOV2024
Delta for 1340 CE is 0.43
Historical price for 1340 CE is as follows
On 14 Nov MGL was trading at 1312.65. The strike last trading price was 22.9, which was -9.10 lower than the previous day. The implied volatity was 28.96, the open interest changed by 88 which increased total open position to 125
On 13 Nov MGL was trading at 1329.65. The strike last trading price was 32, which was -79.05 lower than the previous day. The implied volatity was 30.55, the open interest changed by 19 which increased total open position to 36
On 12 Nov MGL was trading at 1370.20. The strike last trading price was 111.05, 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 111.05, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 8 Nov MGL was trading at 1421.65. The strike last trading price was 111.05, which was -1.30 lower than the previous day. The implied volatity was 46.49, the open interest changed by 0 which decreased total open position to 13
On 7 Nov MGL was trading at 1437.65. The strike last trading price was 112.35, which was 4.65 higher than the previous day. The implied volatity was 33.25, the open interest changed by 0 which decreased total open position to 14
On 6 Nov MGL was trading at 1434.70. The strike last trading price was 107.7, which was 33.70 higher than the previous day. The implied volatity was 23.73, the open interest changed by 8 which increased total open position to 14
On 5 Nov MGL was trading at 1379.55. The strike last trading price was 74, which was -426.90 lower than the previous day. The implied volatity was 32.62, the open interest changed by 7 which increased total open position to 7
On 4 Nov MGL was trading at 1387.80. The strike last trading price was 500.9, 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 500.9, 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 500.9, 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 500.9, 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 500.9, 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 500.9, 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 500.9, 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 500.9, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| MGL 28NOV2024 1340 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.56
Vega: 1.02
Theta: -1.01
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 1312.65 | 43.15 | 10.30 | 33.61 | 345 | 19 | 155 |
| 13 Nov | 1329.65 | 32.85 | 10.35 | 29.57 | 416 | 46 | 136 |
| 12 Nov | 1370.20 | 22.5 | 8.40 | 32.75 | 45 | 22 | 91 |
| 11 Nov | 1401.50 | 14.1 | 0.05 | 33.09 | 40 | -6 | 71 |
| 8 Nov | 1421.65 | 14.05 | 4.00 | 34.23 | 94 | 9 | 77 |
| 7 Nov | 1437.65 | 10.05 | -1.00 | 32.59 | 95 | -12 | 68 |
| 6 Nov | 1434.70 | 11.05 | -15.50 | 33.41 | 93 | 28 | 80 |
| 5 Nov | 1379.55 | 26.55 | -2.45 | 35.02 | 204 | 32 | 53 |
| 4 Nov | 1387.80 | 29 | 10.40 | 37.55 | 39 | 15 | 16 |
| 1 Nov | 1446.05 | 18.6 | 0.00 | 0.00 | 0 | 1 | 0 |
| 31 Oct | 1441.60 | 18.6 | 16.35 | - | 1 | 0 | 0 |
| 30 Oct | 1441.90 | 2.25 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 1425.95 | 2.25 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 1415.70 | 2.25 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 1497.25 | 2.25 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 1579.55 | 2.25 | - | 0 | 0 | 0 | |
For Mahanagar Gas Ltd. - strike price 1340 expiring on 28NOV2024
Delta for 1340 PE is -0.56
Historical price for 1340 PE is as follows
On 14 Nov MGL was trading at 1312.65. The strike last trading price was 43.15, which was 10.30 higher than the previous day. The implied volatity was 33.61, the open interest changed by 19 which increased total open position to 155
On 13 Nov MGL was trading at 1329.65. The strike last trading price was 32.85, which was 10.35 higher than the previous day. The implied volatity was 29.57, the open interest changed by 46 which increased total open position to 136
On 12 Nov MGL was trading at 1370.20. The strike last trading price was 22.5, which was 8.40 higher than the previous day. The implied volatity was 32.75, the open interest changed by 22 which increased total open position to 91
On 11 Nov MGL was trading at 1401.50. The strike last trading price was 14.1, which was 0.05 higher than the previous day. The implied volatity was 33.09, the open interest changed by -6 which decreased total open position to 71
On 8 Nov MGL was trading at 1421.65. The strike last trading price was 14.05, which was 4.00 higher than the previous day. The implied volatity was 34.23, the open interest changed by 9 which increased total open position to 77
On 7 Nov MGL was trading at 1437.65. The strike last trading price was 10.05, which was -1.00 lower than the previous day. The implied volatity was 32.59, the open interest changed by -12 which decreased total open position to 68
On 6 Nov MGL was trading at 1434.70. The strike last trading price was 11.05, which was -15.50 lower than the previous day. The implied volatity was 33.41, the open interest changed by 28 which increased total open position to 80
On 5 Nov MGL was trading at 1379.55. The strike last trading price was 26.55, which was -2.45 lower than the previous day. The implied volatity was 35.02, the open interest changed by 32 which increased total open position to 53
On 4 Nov MGL was trading at 1387.80. The strike last trading price was 29, which was 10.40 higher than the previous day. The implied volatity was 37.55, the open interest changed by 15 which increased total open position to 16
On 1 Nov MGL was trading at 1446.05. The strike last trading price was 18.6, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 31 Oct MGL was trading at 1441.60. The strike last trading price was 18.6, which was 16.35 higher 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 2.25, 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 2.25, 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 2.25, 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 2.25, 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 2.25, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
