MGL
Mahanagar Gas Ltd.
Historical option data for MGL
14 Nov 2024 04:12 PM IST
| MGL 28NOV2024 1380 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.25
Vega: 0.81
Theta: -0.94
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 1312.65 | 10.75 | -6.10 | 29.32 | 384 | 43 | 189 | |||
| 13 Nov | 1329.65 | 16.85 | -15.75 | 30.78 | 504 | 57 | 146 | |||
| 12 Nov | 1370.20 | 32.6 | -22.40 | 31.05 | 143 | 43 | 89 | |||
| 11 Nov | 1401.50 | 55 | -8.95 | 33.06 | 3 | 0 | 49 | |||
| 8 Nov | 1421.65 | 63.95 | -18.05 | 28.84 | 6 | 1 | 50 | |||
| 7 Nov | 1437.65 | 82 | 3.70 | 33.00 | 11 | 0 | 49 | |||
| 6 Nov | 1434.70 | 78.3 | 27.30 | 27.54 | 344 | -19 | 49 | |||
| 5 Nov | 1379.55 | 51 | -8.05 | 32.99 | 312 | 55 | 70 | |||
| 4 Nov | 1387.80 | 59.05 | -494.05 | 35.94 | 34 | 15 | 15 | |||
| 1 Nov | 1446.05 | 553.1 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 1441.60 | 553.1 | 0.00 | - | 0 | 0 | 0 | |||
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| 30 Oct | 1441.90 | 553.1 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 1425.95 | 553.1 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 1415.70 | 553.1 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 1497.25 | 553.1 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 1579.55 | 553.1 | - | 0 | 0 | 0 | ||||
For Mahanagar Gas Ltd. - strike price 1380 expiring on 28NOV2024
Delta for 1380 CE is 0.25
Historical price for 1380 CE is as follows
On 14 Nov MGL was trading at 1312.65. The strike last trading price was 10.75, which was -6.10 lower than the previous day. The implied volatity was 29.32, the open interest changed by 43 which increased total open position to 189
On 13 Nov MGL was trading at 1329.65. The strike last trading price was 16.85, which was -15.75 lower than the previous day. The implied volatity was 30.78, the open interest changed by 57 which increased total open position to 146
On 12 Nov MGL was trading at 1370.20. The strike last trading price was 32.6, which was -22.40 lower than the previous day. The implied volatity was 31.05, the open interest changed by 43 which increased total open position to 89
On 11 Nov MGL was trading at 1401.50. The strike last trading price was 55, which was -8.95 lower than the previous day. The implied volatity was 33.06, the open interest changed by 0 which decreased total open position to 49
On 8 Nov MGL was trading at 1421.65. The strike last trading price was 63.95, which was -18.05 lower than the previous day. The implied volatity was 28.84, the open interest changed by 1 which increased total open position to 50
On 7 Nov MGL was trading at 1437.65. The strike last trading price was 82, which was 3.70 higher than the previous day. The implied volatity was 33.00, the open interest changed by 0 which decreased total open position to 49
On 6 Nov MGL was trading at 1434.70. The strike last trading price was 78.3, which was 27.30 higher than the previous day. The implied volatity was 27.54, the open interest changed by -19 which decreased total open position to 49
On 5 Nov MGL was trading at 1379.55. The strike last trading price was 51, which was -8.05 lower than the previous day. The implied volatity was 32.99, the open interest changed by 55 which increased total open position to 70
On 4 Nov MGL was trading at 1387.80. The strike last trading price was 59.05, which was -494.05 lower than the previous day. The implied volatity was 35.94, the open interest changed by 15 which increased total open position to 15
On 1 Nov MGL was trading at 1446.05. The strike last trading price was 553.1, 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 553.1, 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 553.1, 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 553.1, 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 553.1, 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 553.1, 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 553.1, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| MGL 28NOV2024 1380 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.73
Vega: 0.86
Theta: -0.73
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 1312.65 | 69.1 | 12.45 | 32.88 | 72 | 12 | 100 |
| 13 Nov | 1329.65 | 56.65 | 16.65 | 28.76 | 198 | -30 | 89 |
| 12 Nov | 1370.20 | 40 | 13.95 | 32.22 | 224 | 7 | 136 |
| 11 Nov | 1401.50 | 26.05 | 0.15 | 32.15 | 39 | 10 | 125 |
| 8 Nov | 1421.65 | 25.9 | 7.60 | 34.32 | 71 | -7 | 116 |
| 7 Nov | 1437.65 | 18.3 | -1.55 | 31.48 | 82 | -11 | 125 |
| 6 Nov | 1434.70 | 19.85 | -23.15 | 32.61 | 127 | -2 | 134 |
| 5 Nov | 1379.55 | 43 | -2.50 | 34.93 | 989 | 70 | 135 |
| 4 Nov | 1387.80 | 45.5 | 20.50 | 37.65 | 129 | 15 | 64 |
| 1 Nov | 1446.05 | 25 | -0.85 | 36.66 | 1 | 0 | 49 |
| 31 Oct | 1441.60 | 25.85 | -1.00 | - | 35 | 9 | 49 |
| 30 Oct | 1441.90 | 26.85 | 24.55 | - | 101 | 40 | 40 |
| 29 Oct | 1425.95 | 2.3 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 1415.70 | 2.3 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 1497.25 | 2.3 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 1579.55 | 2.3 | - | 0 | 0 | 0 | |
For Mahanagar Gas Ltd. - strike price 1380 expiring on 28NOV2024
Delta for 1380 PE is -0.73
Historical price for 1380 PE is as follows
On 14 Nov MGL was trading at 1312.65. The strike last trading price was 69.1, which was 12.45 higher than the previous day. The implied volatity was 32.88, the open interest changed by 12 which increased total open position to 100
On 13 Nov MGL was trading at 1329.65. The strike last trading price was 56.65, which was 16.65 higher than the previous day. The implied volatity was 28.76, the open interest changed by -30 which decreased total open position to 89
On 12 Nov MGL was trading at 1370.20. The strike last trading price was 40, which was 13.95 higher than the previous day. The implied volatity was 32.22, the open interest changed by 7 which increased total open position to 136
On 11 Nov MGL was trading at 1401.50. The strike last trading price was 26.05, which was 0.15 higher than the previous day. The implied volatity was 32.15, the open interest changed by 10 which increased total open position to 125
On 8 Nov MGL was trading at 1421.65. The strike last trading price was 25.9, which was 7.60 higher than the previous day. The implied volatity was 34.32, the open interest changed by -7 which decreased total open position to 116
On 7 Nov MGL was trading at 1437.65. The strike last trading price was 18.3, which was -1.55 lower than the previous day. The implied volatity was 31.48, the open interest changed by -11 which decreased total open position to 125
On 6 Nov MGL was trading at 1434.70. The strike last trading price was 19.85, which was -23.15 lower than the previous day. The implied volatity was 32.61, the open interest changed by -2 which decreased total open position to 134
On 5 Nov MGL was trading at 1379.55. The strike last trading price was 43, which was -2.50 lower than the previous day. The implied volatity was 34.93, the open interest changed by 70 which increased total open position to 135
On 4 Nov MGL was trading at 1387.80. The strike last trading price was 45.5, which was 20.50 higher than the previous day. The implied volatity was 37.65, the open interest changed by 15 which increased total open position to 64
On 1 Nov MGL was trading at 1446.05. The strike last trading price was 25, which was -0.85 lower than the previous day. The implied volatity was 36.66, the open interest changed by 0 which decreased total open position to 49
On 31 Oct MGL was trading at 1441.60. The strike last trading price was 25.85, which was -1.00 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 26.85, which was 24.55 higher 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 2.3, 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 2.3, 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 2.3, 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 2.3, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
