MGL
Mahanagar Gas Ltd.
Historical option data for MGL
11 Apr 2025 04:12 PM IST
MGL 24APR2025 1460 CE | ||||||||||
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Delta: 0.06
Vega: 0.30
Theta: -0.53
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
11 Apr | 1277.50 | 2.85 | 0.2 | 43.67 | 53 | 0 | 69 | |||
9 Apr | 1244.70 | 2.7 | -5.25 | 46.80 | 65 | 0 | 70 | |||
8 Apr | 1308.10 | 8.45 | -1.9 | 44.80 | 103 | 19 | 71 | |||
7 Apr | 1305.25 | 10.1 | 1.5 | 44.38 | 67 | -35 | 53 | |||
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4 Apr | 1330.90 | 8.65 | -14.2 | 33.43 | 249 | 16 | 87 | |||
3 Apr | 1396.00 | 24.15 | 2.35 | 33.26 | 130 | 6 | 71 | |||
2 Apr | 1387.90 | 22.4 | -0.95 | 34.02 | 87 | 8 | 67 | |||
1 Apr | 1385.80 | 23.15 | -3.6 | 34.67 | 81 | 23 | 58 | |||
28 Mar | 1386.95 | 27.3 | 4.85 | 34.25 | 100 | 19 | 35 | |||
27 Mar | 1367.35 | 22.1 | 3.1 | 31.41 | 21 | 10 | 16 | |||
26 Mar | 1348.30 | 19 | -28.65 | 34.89 | 8 | 3 | 3 | |||
25 Mar | 1365.50 | 47.65 | 0 | 5.95 | 0 | 0 | 0 | |||
24 Mar | 1390.10 | 47.65 | 0 | 3.50 | 0 | 0 | 0 | |||
21 Mar | 1380.00 | 47.65 | 0 | 4.22 | 0 | 0 | 0 | |||
20 Mar | 1369.70 | 47.65 | 0 | 4.69 | 0 | 0 | 0 | |||
18 Mar | 1323.90 | 47.65 | 0 | 7.26 | 0 | 0 | 0 | |||
11 Mar | 1287.90 | 47.65 | 0 | 8.57 | 0 | 0 | 0 |
For Mahanagar Gas Ltd. - strike price 1460 expiring on 24APR2025
Delta for 1460 CE is 0.06
Historical price for 1460 CE is as follows
On 11 Apr MGL was trading at 1277.50. The strike last trading price was 2.85, which was 0.2 higher than the previous day. The implied volatity was 43.67, the open interest changed by 0 which decreased total open position to 69
On 9 Apr MGL was trading at 1244.70. The strike last trading price was 2.7, which was -5.25 lower than the previous day. The implied volatity was 46.80, the open interest changed by 0 which decreased total open position to 70
On 8 Apr MGL was trading at 1308.10. The strike last trading price was 8.45, which was -1.9 lower than the previous day. The implied volatity was 44.80, the open interest changed by 19 which increased total open position to 71
On 7 Apr MGL was trading at 1305.25. The strike last trading price was 10.1, which was 1.5 higher than the previous day. The implied volatity was 44.38, the open interest changed by -35 which decreased total open position to 53
On 4 Apr MGL was trading at 1330.90. The strike last trading price was 8.65, which was -14.2 lower than the previous day. The implied volatity was 33.43, the open interest changed by 16 which increased total open position to 87
On 3 Apr MGL was trading at 1396.00. The strike last trading price was 24.15, which was 2.35 higher than the previous day. The implied volatity was 33.26, the open interest changed by 6 which increased total open position to 71
On 2 Apr MGL was trading at 1387.90. The strike last trading price was 22.4, which was -0.95 lower than the previous day. The implied volatity was 34.02, the open interest changed by 8 which increased total open position to 67
On 1 Apr MGL was trading at 1385.80. The strike last trading price was 23.15, which was -3.6 lower than the previous day. The implied volatity was 34.67, the open interest changed by 23 which increased total open position to 58
On 28 Mar MGL was trading at 1386.95. The strike last trading price was 27.3, which was 4.85 higher than the previous day. The implied volatity was 34.25, the open interest changed by 19 which increased total open position to 35
On 27 Mar MGL was trading at 1367.35. The strike last trading price was 22.1, which was 3.1 higher than the previous day. The implied volatity was 31.41, the open interest changed by 10 which increased total open position to 16
On 26 Mar MGL was trading at 1348.30. The strike last trading price was 19, which was -28.65 lower than the previous day. The implied volatity was 34.89, the open interest changed by 3 which increased total open position to 3
On 25 Mar MGL was trading at 1365.50. The strike last trading price was 47.65, which was 0 lower than the previous day. The implied volatity was 5.95, the open interest changed by 0 which decreased total open position to 0
On 24 Mar MGL was trading at 1390.10. The strike last trading price was 47.65, which was 0 lower than the previous day. The implied volatity was 3.50, the open interest changed by 0 which decreased total open position to 0
On 21 Mar MGL was trading at 1380.00. The strike last trading price was 47.65, which was 0 lower than the previous day. The implied volatity was 4.22, the open interest changed by 0 which decreased total open position to 0
On 20 Mar MGL was trading at 1369.70. The strike last trading price was 47.65, which was 0 lower than the previous day. The implied volatity was 4.69, 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 47.65, which was 0 lower than the previous day. The implied volatity was 7.26, 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 47.65, which was 0 lower than the previous day. The implied volatity was 8.57, the open interest changed by 0 which decreased total open position to 0
MGL 24APR2025 1460 PE | |||||||
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Delta: -0.73
Vega: 0.80
Theta: -2.64
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
11 Apr | 1277.50 | 210.75 | 4.9 | 96.45 | 4 | 0 | 33 |
9 Apr | 1244.70 | 205.85 | 53.7 | - | 9 | -1 | 32 |
8 Apr | 1308.10 | 151.1 | -18.95 | 39.74 | 8 | 1 | 27 |
7 Apr | 1305.25 | 170.05 | 40.75 | 69.87 | 7 | -4 | 26 |
4 Apr | 1330.90 | 125.1 | 47.2 | 38.78 | 13 | 4 | 30 |
3 Apr | 1396.00 | 78.1 | -9.15 | 35.14 | 20 | 1 | 25 |
2 Apr | 1387.90 | 87.25 | -0.1 | 35.77 | 8 | -2 | 23 |
1 Apr | 1385.80 | 87.35 | -4.6 | 33.38 | 16 | 6 | 24 |
28 Mar | 1386.95 | 91.95 | -23 | 35.99 | 10 | 6 | 18 |
27 Mar | 1367.35 | 114.95 | 6.9 | 48.37 | 8 | 0 | 11 |
26 Mar | 1348.30 | 108.05 | -2 | 22.67 | 4 | 0 | 7 |
25 Mar | 1365.50 | 110.05 | 0.05 | 34.46 | 7 | 0 | 3 |
24 Mar | 1390.10 | 110 | 0 | 0.00 | 0 | 0 | 0 |
21 Mar | 1380.00 | 110 | 0 | 0.00 | 0 | -2 | 0 |
20 Mar | 1369.70 | 110 | -21 | 37.32 | 2 | 0 | 5 |
18 Mar | 1323.90 | 180.4 | 0 | - | 0 | 0 | 0 |
11 Mar | 1287.90 | 180.4 | 0 | - | 0 | 0 | 0 |
For Mahanagar Gas Ltd. - strike price 1460 expiring on 24APR2025
Delta for 1460 PE is -0.73
Historical price for 1460 PE is as follows
On 11 Apr MGL was trading at 1277.50. The strike last trading price was 210.75, which was 4.9 higher than the previous day. The implied volatity was 96.45, the open interest changed by 0 which decreased total open position to 33
On 9 Apr MGL was trading at 1244.70. The strike last trading price was 205.85, which was 53.7 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 32
On 8 Apr MGL was trading at 1308.10. The strike last trading price was 151.1, which was -18.95 lower than the previous day. The implied volatity was 39.74, the open interest changed by 1 which increased total open position to 27
On 7 Apr MGL was trading at 1305.25. The strike last trading price was 170.05, which was 40.75 higher than the previous day. The implied volatity was 69.87, the open interest changed by -4 which decreased total open position to 26
On 4 Apr MGL was trading at 1330.90. The strike last trading price was 125.1, which was 47.2 higher than the previous day. The implied volatity was 38.78, the open interest changed by 4 which increased total open position to 30
On 3 Apr MGL was trading at 1396.00. The strike last trading price was 78.1, which was -9.15 lower than the previous day. The implied volatity was 35.14, the open interest changed by 1 which increased total open position to 25
On 2 Apr MGL was trading at 1387.90. The strike last trading price was 87.25, which was -0.1 lower than the previous day. The implied volatity was 35.77, the open interest changed by -2 which decreased total open position to 23
On 1 Apr MGL was trading at 1385.80. The strike last trading price was 87.35, which was -4.6 lower than the previous day. The implied volatity was 33.38, the open interest changed by 6 which increased total open position to 24
On 28 Mar MGL was trading at 1386.95. The strike last trading price was 91.95, which was -23 lower than the previous day. The implied volatity was 35.99, the open interest changed by 6 which increased total open position to 18
On 27 Mar MGL was trading at 1367.35. The strike last trading price was 114.95, which was 6.9 higher than the previous day. The implied volatity was 48.37, the open interest changed by 0 which decreased total open position to 11
On 26 Mar MGL was trading at 1348.30. The strike last trading price was 108.05, which was -2 lower than the previous day. The implied volatity was 22.67, the open interest changed by 0 which decreased total open position to 7
On 25 Mar MGL was trading at 1365.50. The strike last trading price was 110.05, which was 0.05 higher than the previous day. The implied volatity was 34.46, the open interest changed by 0 which decreased total open position to 3
On 24 Mar MGL was trading at 1390.10. The strike last trading price was 110, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 21 Mar MGL was trading at 1380.00. The strike last trading price was 110, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -2 which decreased total open position to 0
On 20 Mar MGL was trading at 1369.70. The strike last trading price was 110, which was -21 lower than the previous day. The implied volatity was 37.32, the open interest changed by 0 which decreased total open position to 5
On 18 Mar MGL was trading at 1323.90. The strike last trading price was 180.4, 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 180.4, 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