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[--[65.84.65.76]--]
MGL
Mahanagar Gas Ltd.

1277.5 32.80 (2.64%)

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Historical option data for MGL

11 Apr 2025 04:12 PM IST
MGL 24APR2025 1380 CE
Delta: 0.17
Vega: 0.61
Theta: -0.95
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
11 Apr 1277.50 8 -0.5 38.38 346 -3 123
9 Apr 1244.70 8.35 -14.65 44.92 415 -24 127
8 Apr 1308.10 22.8 -5 43.62 365 -2 154
7 Apr 1305.25 27.55 1.9 44.73 346 -22 155
4 Apr 1330.90 28.6 -29.45 33.87 336 30 179
3 Apr 1396.00 59.55 5 33.33 172 -1 148
2 Apr 1387.90 54.35 -2.2 33.64 265 -4 149
1 Apr 1385.80 56.5 -3.5 35.76 327 31 151
28 Mar 1386.95 60 7.4 34.08 257 33 120
27 Mar 1367.35 51.85 9.2 30.58 40 3 87
26 Mar 1348.30 41.75 -13.25 33.33 35 18 84
25 Mar 1365.50 55 -14.1 37.96 65 31 65
24 Mar 1390.10 69.35 12.85 35.17 56 23 35
21 Mar 1380.00 56.5 -1.3 29.13 6 4 11
20 Mar 1369.70 58 -15.05 33.53 10 5 5
19 Mar 1332.50 73.05 0 2.24 0 0 0
18 Mar 1323.90 73.05 0 2.68 0 0 0
17 Mar 1311.55 73.05 0 3.42 0 0 0
11 Mar 1287.90 73.05 0 4.57 0 0 0


For Mahanagar Gas Ltd. - strike price 1380 expiring on 24APR2025

Delta for 1380 CE is 0.17

Historical price for 1380 CE is as follows

On 11 Apr MGL was trading at 1277.50. The strike last trading price was 8, which was -0.5 lower than the previous day. The implied volatity was 38.38, the open interest changed by -3 which decreased total open position to 123


On 9 Apr MGL was trading at 1244.70. The strike last trading price was 8.35, which was -14.65 lower than the previous day. The implied volatity was 44.92, the open interest changed by -24 which decreased total open position to 127


On 8 Apr MGL was trading at 1308.10. The strike last trading price was 22.8, which was -5 lower than the previous day. The implied volatity was 43.62, the open interest changed by -2 which decreased total open position to 154


On 7 Apr MGL was trading at 1305.25. The strike last trading price was 27.55, which was 1.9 higher than the previous day. The implied volatity was 44.73, the open interest changed by -22 which decreased total open position to 155


On 4 Apr MGL was trading at 1330.90. The strike last trading price was 28.6, which was -29.45 lower than the previous day. The implied volatity was 33.87, the open interest changed by 30 which increased total open position to 179


On 3 Apr MGL was trading at 1396.00. The strike last trading price was 59.55, which was 5 higher than the previous day. The implied volatity was 33.33, the open interest changed by -1 which decreased total open position to 148


On 2 Apr MGL was trading at 1387.90. The strike last trading price was 54.35, which was -2.2 lower than the previous day. The implied volatity was 33.64, the open interest changed by -4 which decreased total open position to 149


On 1 Apr MGL was trading at 1385.80. The strike last trading price was 56.5, which was -3.5 lower than the previous day. The implied volatity was 35.76, the open interest changed by 31 which increased total open position to 151


On 28 Mar MGL was trading at 1386.95. The strike last trading price was 60, which was 7.4 higher than the previous day. The implied volatity was 34.08, the open interest changed by 33 which increased total open position to 120


On 27 Mar MGL was trading at 1367.35. The strike last trading price was 51.85, which was 9.2 higher than the previous day. The implied volatity was 30.58, the open interest changed by 3 which increased total open position to 87


On 26 Mar MGL was trading at 1348.30. The strike last trading price was 41.75, which was -13.25 lower than the previous day. The implied volatity was 33.33, the open interest changed by 18 which increased total open position to 84


On 25 Mar MGL was trading at 1365.50. The strike last trading price was 55, which was -14.1 lower than the previous day. The implied volatity was 37.96, the open interest changed by 31 which increased total open position to 65


On 24 Mar MGL was trading at 1390.10. The strike last trading price was 69.35, which was 12.85 higher than the previous day. The implied volatity was 35.17, the open interest changed by 23 which increased total open position to 35


On 21 Mar MGL was trading at 1380.00. The strike last trading price was 56.5, which was -1.3 lower than the previous day. The implied volatity was 29.13, the open interest changed by 4 which increased total open position to 11


On 20 Mar MGL was trading at 1369.70. The strike last trading price was 58, which was -15.05 lower than the previous day. The implied volatity was 33.53, the open interest changed by 5 which increased total open position to 5


On 19 Mar MGL was trading at 1332.50. The strike last trading price was 73.05, which was 0 lower than the previous day. The implied volatity was 2.24, the open interest changed by 0 which decreased total open position to 0


On 18 Mar MGL was trading at 1323.90. The strike last trading price was 73.05, which was 0 lower than the previous day. The implied volatity was 2.68, the open interest changed by 0 which decreased total open position to 0


On 17 Mar MGL was trading at 1311.55. The strike last trading price was 73.05, which was 0 lower than the previous day. The implied volatity was 3.42, the open interest changed by 0 which decreased total open position to 0


On 11 Mar MGL was trading at 1287.90. The strike last trading price was 73.05, which was 0 lower than the previous day. The implied volatity was 4.57, the open interest changed by 0 which decreased total open position to 0


MGL 24APR2025 1380 PE
Delta: -0.75
Vega: 0.77
Theta: -1.31
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
11 Apr 1277.50 115 -16.55 53.95 16 -3 103
9 Apr 1244.70 131.55 44.45 30.32 21 12 105
8 Apr 1308.10 86.4 -11.15 41.26 99 6 86
7 Apr 1305.25 95.85 27.9 53.65 33 9 81
4 Apr 1330.90 63.05 29.05 35.52 244 -59 70
3 Apr 1396.00 33.35 -6.6 34.67 339 13 128
2 Apr 1387.90 40.15 -1.7 35.58 194 36 116
1 Apr 1385.80 41 -3.7 34.46 131 25 79
28 Mar 1386.95 45 -9.95 35.55 158 43 54
27 Mar 1367.35 54.95 -7.3 39.55 4 3 10
26 Mar 1348.30 64 12.2 35.13 10 2 7
25 Mar 1365.50 51.8 3.8 30.37 4 3 5
24 Mar 1390.10 48 -4 36.98 1 0 1
21 Mar 1380.00 52 0 0.00 0 1 0
20 Mar 1369.70 52 -74.7 32.26 1 0 0
19 Mar 1332.50 126.7 0 - 0 0 0
18 Mar 1323.90 126.7 0 - 0 0 0
17 Mar 1311.55 126.7 0 - 0 0 0
11 Mar 1287.90 126.7 0 - 0 0 0


For Mahanagar Gas Ltd. - strike price 1380 expiring on 24APR2025

Delta for 1380 PE is -0.75

Historical price for 1380 PE is as follows

On 11 Apr MGL was trading at 1277.50. The strike last trading price was 115, which was -16.55 lower than the previous day. The implied volatity was 53.95, the open interest changed by -3 which decreased total open position to 103


On 9 Apr MGL was trading at 1244.70. The strike last trading price was 131.55, which was 44.45 higher than the previous day. The implied volatity was 30.32, the open interest changed by 12 which increased total open position to 105


On 8 Apr MGL was trading at 1308.10. The strike last trading price was 86.4, which was -11.15 lower than the previous day. The implied volatity was 41.26, the open interest changed by 6 which increased total open position to 86


On 7 Apr MGL was trading at 1305.25. The strike last trading price was 95.85, which was 27.9 higher than the previous day. The implied volatity was 53.65, the open interest changed by 9 which increased total open position to 81


On 4 Apr MGL was trading at 1330.90. The strike last trading price was 63.05, which was 29.05 higher than the previous day. The implied volatity was 35.52, the open interest changed by -59 which decreased total open position to 70


On 3 Apr MGL was trading at 1396.00. The strike last trading price was 33.35, which was -6.6 lower than the previous day. The implied volatity was 34.67, the open interest changed by 13 which increased total open position to 128


On 2 Apr MGL was trading at 1387.90. The strike last trading price was 40.15, which was -1.7 lower than the previous day. The implied volatity was 35.58, the open interest changed by 36 which increased total open position to 116


On 1 Apr MGL was trading at 1385.80. The strike last trading price was 41, which was -3.7 lower than the previous day. The implied volatity was 34.46, the open interest changed by 25 which increased total open position to 79


On 28 Mar MGL was trading at 1386.95. The strike last trading price was 45, which was -9.95 lower than the previous day. The implied volatity was 35.55, the open interest changed by 43 which increased total open position to 54


On 27 Mar MGL was trading at 1367.35. The strike last trading price was 54.95, which was -7.3 lower than the previous day. The implied volatity was 39.55, the open interest changed by 3 which increased total open position to 10


On 26 Mar MGL was trading at 1348.30. The strike last trading price was 64, which was 12.2 higher than the previous day. The implied volatity was 35.13, the open interest changed by 2 which increased total open position to 7


On 25 Mar MGL was trading at 1365.50. The strike last trading price was 51.8, which was 3.8 higher than the previous day. The implied volatity was 30.37, the open interest changed by 3 which increased total open position to 5


On 24 Mar MGL was trading at 1390.10. The strike last trading price was 48, which was -4 lower than the previous day. The implied volatity was 36.98, the open interest changed by 0 which decreased total open position to 1


On 21 Mar MGL was trading at 1380.00. The strike last trading price was 52, which was 0 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 20 Mar MGL was trading at 1369.70. The strike last trading price was 52, which was -74.7 lower than the previous day. The implied volatity was 32.26, the open interest changed by 0 which decreased total open position to 0


On 19 Mar MGL was trading at 1332.50. The strike last trading price was 126.7, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 18 Mar MGL was trading at 1323.90. The strike last trading price was 126.7, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 17 Mar MGL was trading at 1311.55. The strike last trading price was 126.7, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 11 Mar MGL was trading at 1287.90. The strike last trading price was 126.7, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0