MGL
Mahanagar Gas Ltd.
Historical option data for MGL
14 Nov 2024 04:12 PM IST
| MGL 28NOV2024 1400 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.18
Vega: 0.68
Theta: -0.80
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 1312.65 | 7.5 | -4.20 | 30.19 | 631 | 54 | 362 | |||
| 13 Nov | 1329.65 | 11.7 | -12.25 | 30.84 | 665 | 30 | 306 | |||
| 12 Nov | 1370.20 | 23.95 | -18.55 | 30.73 | 550 | 79 | 275 | |||
| 11 Nov | 1401.50 | 42.5 | -13.50 | 31.89 | 210 | 7 | 196 | |||
| 8 Nov | 1421.65 | 56 | -12.65 | 32.44 | 193 | -16 | 189 | |||
| 7 Nov | 1437.65 | 68.65 | 3.15 | 32.91 | 494 | -32 | 205 | |||
| 6 Nov | 1434.70 | 65.5 | 24.05 | 28.50 | 2,396 | -72 | 237 | |||
| 5 Nov | 1379.55 | 41.45 | -8.15 | 33.07 | 1,235 | 158 | 316 | |||
| 4 Nov | 1387.80 | 49.6 | -32.40 | 36.29 | 336 | 93 | 152 | |||
| 1 Nov | 1446.05 | 82 | 0.00 | 30.28 | 3 | 0 | 60 | |||
| 31 Oct | 1441.60 | 82 | -5.30 | - | 42 | -8 | 60 | |||
| 30 Oct | 1441.90 | 87.3 | 9.30 | - | 285 | 26 | 68 | |||
| 29 Oct | 1425.95 | 78 | -2.00 | - | 79 | 33 | 42 | |||
| 28 Oct | 1415.70 | 80 | -343.95 | - | 10 | 8 | 8 | |||
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| 25 Oct | 1497.25 | 423.95 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 1542.95 | 423.95 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 1579.55 | 423.95 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 1531.85 | 423.95 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 1566.55 | 423.95 | 423.95 | - | 0 | 0 | 0 | |||
| 18 Oct | 1582.25 | 0 | - | 0 | 0 | 0 | ||||
For Mahanagar Gas Ltd. - strike price 1400 expiring on 28NOV2024
Delta for 1400 CE is 0.18
Historical price for 1400 CE is as follows
On 14 Nov MGL was trading at 1312.65. The strike last trading price was 7.5, which was -4.20 lower than the previous day. The implied volatity was 30.19, the open interest changed by 54 which increased total open position to 362
On 13 Nov MGL was trading at 1329.65. The strike last trading price was 11.7, which was -12.25 lower than the previous day. The implied volatity was 30.84, the open interest changed by 30 which increased total open position to 306
On 12 Nov MGL was trading at 1370.20. The strike last trading price was 23.95, which was -18.55 lower than the previous day. The implied volatity was 30.73, the open interest changed by 79 which increased total open position to 275
On 11 Nov MGL was trading at 1401.50. The strike last trading price was 42.5, which was -13.50 lower than the previous day. The implied volatity was 31.89, the open interest changed by 7 which increased total open position to 196
On 8 Nov MGL was trading at 1421.65. The strike last trading price was 56, which was -12.65 lower than the previous day. The implied volatity was 32.44, the open interest changed by -16 which decreased total open position to 189
On 7 Nov MGL was trading at 1437.65. The strike last trading price was 68.65, which was 3.15 higher than the previous day. The implied volatity was 32.91, the open interest changed by -32 which decreased total open position to 205
On 6 Nov MGL was trading at 1434.70. The strike last trading price was 65.5, which was 24.05 higher than the previous day. The implied volatity was 28.50, the open interest changed by -72 which decreased total open position to 237
On 5 Nov MGL was trading at 1379.55. The strike last trading price was 41.45, which was -8.15 lower than the previous day. The implied volatity was 33.07, the open interest changed by 158 which increased total open position to 316
On 4 Nov MGL was trading at 1387.80. The strike last trading price was 49.6, which was -32.40 lower than the previous day. The implied volatity was 36.29, the open interest changed by 93 which increased total open position to 152
On 1 Nov MGL was trading at 1446.05. The strike last trading price was 82, which was 0.00 lower than the previous day. The implied volatity was 30.28, the open interest changed by 0 which decreased total open position to 60
On 31 Oct MGL was trading at 1441.60. The strike last trading price was 82, which was -5.30 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 87.3, which was 9.30 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 78, which was -2.00 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 80, which was -343.95 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 423.95, 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 24 Oct MGL was trading at 1542.95. The strike last trading price was 423.95, 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 423.95, 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 22 Oct MGL was trading at 1531.85. The strike last trading price was 423.95, 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 21 Oct MGL was trading at 1566.55. The strike last trading price was 423.95, which was 423.95 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 18 Oct MGL was trading at 1582.25. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| MGL 28NOV2024 1400 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.77
Vega: 0.79
Theta: -0.74
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 1312.65 | 87.85 | 15.85 | 37.03 | 211 | -54 | 360 |
| 13 Nov | 1329.65 | 72 | 20.05 | 29.22 | 319 | -25 | 444 |
| 12 Nov | 1370.20 | 51.95 | 17.90 | 32.55 | 386 | -12 | 477 |
| 11 Nov | 1401.50 | 34.05 | 0.90 | 31.52 | 332 | 13 | 490 |
| 8 Nov | 1421.65 | 33.15 | 8.85 | 33.85 | 420 | -47 | 475 |
| 7 Nov | 1437.65 | 24.3 | -1.10 | 31.10 | 388 | -5 | 522 |
| 6 Nov | 1434.70 | 25.4 | -28.45 | 31.83 | 663 | 71 | 524 |
| 5 Nov | 1379.55 | 53.85 | -1.55 | 35.38 | 666 | -105 | 454 |
| 4 Nov | 1387.80 | 55.4 | 20.50 | 37.61 | 1,212 | 172 | 558 |
| 1 Nov | 1446.05 | 34.9 | 3.90 | 39.04 | 31 | 18 | 385 |
| 31 Oct | 1441.60 | 31 | -3.80 | - | 282 | 58 | 369 |
| 30 Oct | 1441.90 | 34.8 | -8.95 | - | 778 | 86 | 312 |
| 29 Oct | 1425.95 | 43.75 | -9.10 | - | 250 | 52 | 225 |
| 28 Oct | 1415.70 | 52.85 | 7.10 | - | 160 | 44 | 170 |
| 25 Oct | 1497.25 | 45.75 | 23.15 | - | 105 | 22 | 126 |
| 24 Oct | 1542.95 | 22.6 | 6.25 | - | 48 | 1 | 103 |
| 23 Oct | 1579.55 | 16.35 | -8.35 | - | 20 | 1 | 101 |
| 22 Oct | 1531.85 | 24.7 | 8.95 | - | 19 | 6 | 99 |
| 21 Oct | 1566.55 | 15.75 | 2.70 | - | 36 | 13 | 81 |
| 18 Oct | 1582.25 | 13.05 | - | 109 | 64 | 64 | |
For Mahanagar Gas Ltd. - strike price 1400 expiring on 28NOV2024
Delta for 1400 PE is -0.77
Historical price for 1400 PE is as follows
On 14 Nov MGL was trading at 1312.65. The strike last trading price was 87.85, which was 15.85 higher than the previous day. The implied volatity was 37.03, the open interest changed by -54 which decreased total open position to 360
On 13 Nov MGL was trading at 1329.65. The strike last trading price was 72, which was 20.05 higher than the previous day. The implied volatity was 29.22, the open interest changed by -25 which decreased total open position to 444
On 12 Nov MGL was trading at 1370.20. The strike last trading price was 51.95, which was 17.90 higher than the previous day. The implied volatity was 32.55, the open interest changed by -12 which decreased total open position to 477
On 11 Nov MGL was trading at 1401.50. The strike last trading price was 34.05, which was 0.90 higher than the previous day. The implied volatity was 31.52, the open interest changed by 13 which increased total open position to 490
On 8 Nov MGL was trading at 1421.65. The strike last trading price was 33.15, which was 8.85 higher than the previous day. The implied volatity was 33.85, the open interest changed by -47 which decreased total open position to 475
On 7 Nov MGL was trading at 1437.65. The strike last trading price was 24.3, which was -1.10 lower than the previous day. The implied volatity was 31.10, the open interest changed by -5 which decreased total open position to 522
On 6 Nov MGL was trading at 1434.70. The strike last trading price was 25.4, which was -28.45 lower than the previous day. The implied volatity was 31.83, the open interest changed by 71 which increased total open position to 524
On 5 Nov MGL was trading at 1379.55. The strike last trading price was 53.85, which was -1.55 lower than the previous day. The implied volatity was 35.38, the open interest changed by -105 which decreased total open position to 454
On 4 Nov MGL was trading at 1387.80. The strike last trading price was 55.4, which was 20.50 higher than the previous day. The implied volatity was 37.61, the open interest changed by 172 which increased total open position to 558
On 1 Nov MGL was trading at 1446.05. The strike last trading price was 34.9, which was 3.90 higher than the previous day. The implied volatity was 39.04, the open interest changed by 18 which increased total open position to 385
On 31 Oct MGL was trading at 1441.60. The strike last trading price was 31, which was -3.80 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 34.8, which was -8.95 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 43.75, which was -9.10 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 52.85, which was 7.10 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 45.75, which was 23.15 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct MGL was trading at 1542.95. The strike last trading price was 22.6, which was 6.25 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 16.35, which was -8.35 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct MGL was trading at 1531.85. The strike last trading price was 24.7, which was 8.95 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 21 Oct MGL was trading at 1566.55. The strike last trading price was 15.75, which was 2.70 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 18 Oct MGL was trading at 1582.25. The strike last trading price was 13.05, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
