MGL
Mahanagar Gas Ltd.
Historical option data for MGL
14 Nov 2024 04:12 PM IST
| MGL 28NOV2024 1440 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.10
Vega: 0.45
Theta: -0.56
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 1312.65 | 3.85 | -1.85 | 32.47 | 520 | 11 | 339 | |||
| 13 Nov | 1329.65 | 5.7 | -6.70 | 31.87 | 428 | 56 | 326 | |||
| 12 Nov | 1370.20 | 12.4 | -12.95 | 30.93 | 296 | -3 | 267 | |||
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| 11 Nov | 1401.50 | 25.35 | -11.60 | 32.15 | 213 | -9 | 268 | |||
| 8 Nov | 1421.65 | 36.95 | -8.10 | 33.16 | 677 | 48 | 276 | |||
| 7 Nov | 1437.65 | 45.05 | 2.05 | 32.01 | 1,098 | 3 | 230 | |||
| 6 Nov | 1434.70 | 43 | 16.15 | 28.98 | 740 | 44 | 226 | |||
| 5 Nov | 1379.55 | 26.85 | -6.55 | 33.63 | 303 | 15 | 190 | |||
| 4 Nov | 1387.80 | 33.4 | -26.60 | 36.35 | 191 | 45 | 175 | |||
| 1 Nov | 1446.05 | 60 | 0.00 | 31.87 | 14 | 1 | 131 | |||
| 31 Oct | 1441.60 | 60 | -4.30 | - | 145 | 34 | 132 | |||
| 30 Oct | 1441.90 | 64.3 | 5.95 | - | 430 | 12 | 98 | |||
| 29 Oct | 1425.95 | 58.35 | -0.65 | - | 247 | 11 | 87 | |||
| 28 Oct | 1415.70 | 59 | -331.95 | - | 133 | 75 | 75 | |||
| 25 Oct | 1497.25 | 390.95 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 1542.95 | 390.95 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 1579.55 | 390.95 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 1531.85 | 390.95 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 1566.55 | 390.95 | 390.95 | - | 0 | 0 | 0 | |||
| 18 Oct | 1582.25 | 0 | - | 0 | 0 | 0 | ||||
For Mahanagar Gas Ltd. - strike price 1440 expiring on 28NOV2024
Delta for 1440 CE is 0.10
Historical price for 1440 CE is as follows
On 14 Nov MGL was trading at 1312.65. The strike last trading price was 3.85, which was -1.85 lower than the previous day. The implied volatity was 32.47, the open interest changed by 11 which increased total open position to 339
On 13 Nov MGL was trading at 1329.65. The strike last trading price was 5.7, which was -6.70 lower than the previous day. The implied volatity was 31.87, the open interest changed by 56 which increased total open position to 326
On 12 Nov MGL was trading at 1370.20. The strike last trading price was 12.4, which was -12.95 lower than the previous day. The implied volatity was 30.93, the open interest changed by -3 which decreased total open position to 267
On 11 Nov MGL was trading at 1401.50. The strike last trading price was 25.35, which was -11.60 lower than the previous day. The implied volatity was 32.15, the open interest changed by -9 which decreased total open position to 268
On 8 Nov MGL was trading at 1421.65. The strike last trading price was 36.95, which was -8.10 lower than the previous day. The implied volatity was 33.16, the open interest changed by 48 which increased total open position to 276
On 7 Nov MGL was trading at 1437.65. The strike last trading price was 45.05, which was 2.05 higher than the previous day. The implied volatity was 32.01, the open interest changed by 3 which increased total open position to 230
On 6 Nov MGL was trading at 1434.70. The strike last trading price was 43, which was 16.15 higher than the previous day. The implied volatity was 28.98, the open interest changed by 44 which increased total open position to 226
On 5 Nov MGL was trading at 1379.55. The strike last trading price was 26.85, which was -6.55 lower than the previous day. The implied volatity was 33.63, the open interest changed by 15 which increased total open position to 190
On 4 Nov MGL was trading at 1387.80. The strike last trading price was 33.4, which was -26.60 lower than the previous day. The implied volatity was 36.35, the open interest changed by 45 which increased total open position to 175
On 1 Nov MGL was trading at 1446.05. The strike last trading price was 60, which was 0.00 lower than the previous day. The implied volatity was 31.87, the open interest changed by 1 which increased total open position to 131
On 31 Oct MGL was trading at 1441.60. The strike last trading price was 60, which was -4.30 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 64.3, which was 5.95 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 58.35, which was -0.65 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 59, which was -331.95 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 390.95, 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 390.95, 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 390.95, 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 390.95, 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 390.95, which was 390.95 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 1440 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.84
Vega: 0.63
Theta: -0.59
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 1312.65 | 123.85 | 9.85 | 41.36 | 24 | 1 | 199 |
| 13 Nov | 1329.65 | 114 | 36.10 | 41.80 | 48 | -10 | 198 |
| 12 Nov | 1370.20 | 77.9 | 20.45 | 30.59 | 57 | 0 | 209 |
| 11 Nov | 1401.50 | 57.45 | 5.20 | 32.40 | 24 | 2 | 209 |
| 8 Nov | 1421.65 | 52.25 | 12.00 | 33.29 | 160 | 24 | 207 |
| 7 Nov | 1437.65 | 40.25 | -3.25 | 30.20 | 140 | 21 | 183 |
| 6 Nov | 1434.70 | 43.5 | -33.95 | 32.58 | 118 | 9 | 161 |
| 5 Nov | 1379.55 | 77.45 | -0.05 | 34.90 | 26 | 2 | 152 |
| 4 Nov | 1387.80 | 77.5 | 24.50 | 36.67 | 38 | 3 | 151 |
| 1 Nov | 1446.05 | 53 | 5.25 | 39.09 | 4 | 1 | 148 |
| 31 Oct | 1441.60 | 47.75 | -2.30 | - | 98 | 81 | 148 |
| 30 Oct | 1441.90 | 50.05 | -11.80 | - | 83 | 25 | 66 |
| 29 Oct | 1425.95 | 61.85 | -11.40 | - | 10 | 2 | 37 |
| 28 Oct | 1415.70 | 73.25 | 29.65 | - | 27 | -1 | 36 |
| 25 Oct | 1497.25 | 43.6 | 8.40 | - | 11 | -3 | 37 |
| 24 Oct | 1542.95 | 35.2 | 1.20 | - | 8 | 1 | 41 |
| 23 Oct | 1579.55 | 34 | 0.00 | - | 0 | -1 | 0 |
| 22 Oct | 1531.85 | 34 | 13.50 | - | 14 | -1 | 40 |
| 21 Oct | 1566.55 | 20.5 | -24.50 | - | 25 | 6 | 41 |
| 18 Oct | 1582.25 | 45 | - | 41 | 37 | 37 | |
For Mahanagar Gas Ltd. - strike price 1440 expiring on 28NOV2024
Delta for 1440 PE is -0.84
Historical price for 1440 PE is as follows
On 14 Nov MGL was trading at 1312.65. The strike last trading price was 123.85, which was 9.85 higher than the previous day. The implied volatity was 41.36, the open interest changed by 1 which increased total open position to 199
On 13 Nov MGL was trading at 1329.65. The strike last trading price was 114, which was 36.10 higher than the previous day. The implied volatity was 41.80, the open interest changed by -10 which decreased total open position to 198
On 12 Nov MGL was trading at 1370.20. The strike last trading price was 77.9, which was 20.45 higher than the previous day. The implied volatity was 30.59, the open interest changed by 0 which decreased total open position to 209
On 11 Nov MGL was trading at 1401.50. The strike last trading price was 57.45, which was 5.20 higher than the previous day. The implied volatity was 32.40, the open interest changed by 2 which increased total open position to 209
On 8 Nov MGL was trading at 1421.65. The strike last trading price was 52.25, which was 12.00 higher than the previous day. The implied volatity was 33.29, the open interest changed by 24 which increased total open position to 207
On 7 Nov MGL was trading at 1437.65. The strike last trading price was 40.25, which was -3.25 lower than the previous day. The implied volatity was 30.20, the open interest changed by 21 which increased total open position to 183
On 6 Nov MGL was trading at 1434.70. The strike last trading price was 43.5, which was -33.95 lower than the previous day. The implied volatity was 32.58, the open interest changed by 9 which increased total open position to 161
On 5 Nov MGL was trading at 1379.55. The strike last trading price was 77.45, which was -0.05 lower than the previous day. The implied volatity was 34.90, the open interest changed by 2 which increased total open position to 152
On 4 Nov MGL was trading at 1387.80. The strike last trading price was 77.5, which was 24.50 higher than the previous day. The implied volatity was 36.67, the open interest changed by 3 which increased total open position to 151
On 1 Nov MGL was trading at 1446.05. The strike last trading price was 53, which was 5.25 higher than the previous day. The implied volatity was 39.09, the open interest changed by 1 which increased total open position to 148
On 31 Oct MGL was trading at 1441.60. The strike last trading price was 47.75, which was -2.30 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 50.05, which was -11.80 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 61.85, which was -11.40 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 73.25, which was 29.65 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 43.6, which was 8.40 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 35.2, which was 1.20 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 34, 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 34, which was 13.50 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 20.5, which was -24.50 lower 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 45, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
