MGL
Mahanagar Gas Ltd.
Historical option data for MGL
14 Nov 2024 04:12 PM IST
| MGL 28NOV2024 1360 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.33
Vega: 0.94
Theta: -1.09
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 1312.65 | 15.95 | -8.85 | 29.15 | 300 | 27 | 132 | |||
| 13 Nov | 1329.65 | 24.8 | -20.00 | 31.87 | 185 | 30 | 105 | |||
| 12 Nov | 1370.20 | 44.8 | -30.20 | 32.97 | 5 | 1 | 76 | |||
| 11 Nov | 1401.50 | 75 | -8.00 | 39.89 | 1 | 0 | 74 | |||
| 8 Nov | 1421.65 | 83 | -9.45 | 33.56 | 21 | 0 | 74 | |||
| 7 Nov | 1437.65 | 92.45 | 0.00 | 0.00 | 0 | -6 | 0 | |||
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| 6 Nov | 1434.70 | 92.45 | 30.85 | 26.19 | 66 | -4 | 76 | |||
| 5 Nov | 1379.55 | 61.6 | -8.90 | 32.65 | 302 | 63 | 80 | |||
| 4 Nov | 1387.80 | 70.5 | -387.65 | 36.14 | 23 | 12 | 12 | |||
| 1 Nov | 1446.05 | 458.15 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 1441.60 | 458.15 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 1441.90 | 458.15 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 1425.95 | 458.15 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 1415.70 | 458.15 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 1497.25 | 458.15 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 1579.55 | 458.15 | - | 0 | 0 | 0 | ||||
For Mahanagar Gas Ltd. - strike price 1360 expiring on 28NOV2024
Delta for 1360 CE is 0.33
Historical price for 1360 CE is as follows
On 14 Nov MGL was trading at 1312.65. The strike last trading price was 15.95, which was -8.85 lower than the previous day. The implied volatity was 29.15, the open interest changed by 27 which increased total open position to 132
On 13 Nov MGL was trading at 1329.65. The strike last trading price was 24.8, which was -20.00 lower than the previous day. The implied volatity was 31.87, the open interest changed by 30 which increased total open position to 105
On 12 Nov MGL was trading at 1370.20. The strike last trading price was 44.8, which was -30.20 lower than the previous day. The implied volatity was 32.97, the open interest changed by 1 which increased total open position to 76
On 11 Nov MGL was trading at 1401.50. The strike last trading price was 75, which was -8.00 lower than the previous day. The implied volatity was 39.89, the open interest changed by 0 which decreased total open position to 74
On 8 Nov MGL was trading at 1421.65. The strike last trading price was 83, which was -9.45 lower than the previous day. The implied volatity was 33.56, the open interest changed by 0 which decreased total open position to 74
On 7 Nov MGL was trading at 1437.65. The strike last trading price was 92.45, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -6 which decreased total open position to 0
On 6 Nov MGL was trading at 1434.70. The strike last trading price was 92.45, which was 30.85 higher than the previous day. The implied volatity was 26.19, the open interest changed by -4 which decreased total open position to 76
On 5 Nov MGL was trading at 1379.55. The strike last trading price was 61.6, which was -8.90 lower than the previous day. The implied volatity was 32.65, the open interest changed by 63 which increased total open position to 80
On 4 Nov MGL was trading at 1387.80. The strike last trading price was 70.5, which was -387.65 lower than the previous day. The implied volatity was 36.14, the open interest changed by 12 which increased total open position to 12
On 1 Nov MGL was trading at 1446.05. The strike last trading price was 458.15, 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 458.15, 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 458.15, 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 458.15, 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 458.15, 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 458.15, 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 458.15, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| MGL 28NOV2024 1360 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.64
Vega: 0.97
Theta: -0.95
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 1312.65 | 56.65 | 12.15 | 34.66 | 142 | -9 | 173 |
| 13 Nov | 1329.65 | 44.5 | 14.15 | 29.85 | 341 | -16 | 166 |
| 12 Nov | 1370.20 | 30.35 | 10.95 | 32.43 | 173 | 17 | 195 |
| 11 Nov | 1401.50 | 19.4 | 0.60 | 32.64 | 48 | 1 | 178 |
| 8 Nov | 1421.65 | 18.8 | 5.30 | 33.78 | 114 | 13 | 178 |
| 7 Nov | 1437.65 | 13.5 | -0.90 | 31.86 | 282 | 10 | 166 |
| 6 Nov | 1434.70 | 14.4 | -19.50 | 32.48 | 220 | 51 | 156 |
| 5 Nov | 1379.55 | 33.9 | -2.50 | 34.81 | 940 | 50 | 103 |
| 4 Nov | 1387.80 | 36.4 | 17.40 | 37.41 | 126 | 51 | 53 |
| 1 Nov | 1446.05 | 19 | -0.95 | 36.16 | 1 | 0 | 2 |
| 31 Oct | 1441.60 | 19.95 | 4.70 | - | 15 | 7 | 7 |
| 30 Oct | 1441.90 | 15.25 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 1425.95 | 15.25 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 1415.70 | 15.25 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 1497.25 | 15.25 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 1579.55 | 15.25 | - | 0 | 0 | 0 | |
For Mahanagar Gas Ltd. - strike price 1360 expiring on 28NOV2024
Delta for 1360 PE is -0.64
Historical price for 1360 PE is as follows
On 14 Nov MGL was trading at 1312.65. The strike last trading price was 56.65, which was 12.15 higher than the previous day. The implied volatity was 34.66, the open interest changed by -9 which decreased total open position to 173
On 13 Nov MGL was trading at 1329.65. The strike last trading price was 44.5, which was 14.15 higher than the previous day. The implied volatity was 29.85, the open interest changed by -16 which decreased total open position to 166
On 12 Nov MGL was trading at 1370.20. The strike last trading price was 30.35, which was 10.95 higher than the previous day. The implied volatity was 32.43, the open interest changed by 17 which increased total open position to 195
On 11 Nov MGL was trading at 1401.50. The strike last trading price was 19.4, which was 0.60 higher than the previous day. The implied volatity was 32.64, the open interest changed by 1 which increased total open position to 178
On 8 Nov MGL was trading at 1421.65. The strike last trading price was 18.8, which was 5.30 higher than the previous day. The implied volatity was 33.78, the open interest changed by 13 which increased total open position to 178
On 7 Nov MGL was trading at 1437.65. The strike last trading price was 13.5, which was -0.90 lower than the previous day. The implied volatity was 31.86, the open interest changed by 10 which increased total open position to 166
On 6 Nov MGL was trading at 1434.70. The strike last trading price was 14.4, which was -19.50 lower than the previous day. The implied volatity was 32.48, the open interest changed by 51 which increased total open position to 156
On 5 Nov MGL was trading at 1379.55. The strike last trading price was 33.9, which was -2.50 lower than the previous day. The implied volatity was 34.81, the open interest changed by 50 which increased total open position to 103
On 4 Nov MGL was trading at 1387.80. The strike last trading price was 36.4, which was 17.40 higher than the previous day. The implied volatity was 37.41, the open interest changed by 51 which increased total open position to 53
On 1 Nov MGL was trading at 1446.05. The strike last trading price was 19, which was -0.95 lower than the previous day. The implied volatity was 36.16, the open interest changed by 0 which decreased total open position to 2
On 31 Oct MGL was trading at 1441.60. The strike last trading price was 19.95, which was 4.70 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 15.25, 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 15.25, 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 15.25, 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 15.25, 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 15.25, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
