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

1312.65 -17.00 (-1.28%)

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Historical option data for MGL

14 Nov 2024 04:12 PM IST
MGL 28NOV2024 1480 CE
Delta: 0.06
Vega: 0.31
Theta: -0.42
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
14 Nov 1312.65 2.4 -0.90 35.93 382 44 322
13 Nov 1329.65 3.3 -3.10 34.55 336 140 278
12 Nov 1370.20 6.4 -7.15 32.01 203 30 139
11 Nov 1401.50 13.55 -8.75 31.89 69 13 109
8 Nov 1421.65 22.3 -6.00 32.98 178 13 96
7 Nov 1437.65 28.3 2.25 32.05 135 8 84
6 Nov 1434.70 26.05 9.05 29.01 136 -3 75
5 Nov 1379.55 17 -4.10 34.42 40 2 77
4 Nov 1387.80 21.1 -21.05 36.03 58 7 76
1 Nov 1446.05 42.15 0.65 32.69 2 1 70
31 Oct 1441.60 41.5 -2.70 - 50 5 69
30 Oct 1441.90 44.2 2.20 - 33 4 64
29 Oct 1425.95 42 -1.80 - 49 22 60
28 Oct 1415.70 43.8 -11.20 - 55 34 38
25 Oct 1497.25 55 -55.00 - 2 0 4
24 Oct 1542.95 110 -47.30 - 2 1 3
23 Oct 1579.55 157.3 -69.70 - 1 0 1
22 Oct 1531.85 227 0.00 - 0 1 0
21 Oct 1566.55 227 -132.20 - 1 0 0
18 Oct 1582.25 359.2 - 0 0 0


For Mahanagar Gas Ltd. - strike price 1480 expiring on 28NOV2024

Delta for 1480 CE is 0.06

Historical price for 1480 CE is as follows

On 14 Nov MGL was trading at 1312.65. The strike last trading price was 2.4, which was -0.90 lower than the previous day. The implied volatity was 35.93, the open interest changed by 44 which increased total open position to 322


On 13 Nov MGL was trading at 1329.65. The strike last trading price was 3.3, which was -3.10 lower than the previous day. The implied volatity was 34.55, the open interest changed by 140 which increased total open position to 278


On 12 Nov MGL was trading at 1370.20. The strike last trading price was 6.4, which was -7.15 lower than the previous day. The implied volatity was 32.01, the open interest changed by 30 which increased total open position to 139


On 11 Nov MGL was trading at 1401.50. The strike last trading price was 13.55, which was -8.75 lower than the previous day. The implied volatity was 31.89, the open interest changed by 13 which increased total open position to 109


On 8 Nov MGL was trading at 1421.65. The strike last trading price was 22.3, which was -6.00 lower than the previous day. The implied volatity was 32.98, the open interest changed by 13 which increased total open position to 96


On 7 Nov MGL was trading at 1437.65. The strike last trading price was 28.3, which was 2.25 higher than the previous day. The implied volatity was 32.05, the open interest changed by 8 which increased total open position to 84


On 6 Nov MGL was trading at 1434.70. The strike last trading price was 26.05, which was 9.05 higher than the previous day. The implied volatity was 29.01, the open interest changed by -3 which decreased total open position to 75


On 5 Nov MGL was trading at 1379.55. The strike last trading price was 17, which was -4.10 lower than the previous day. The implied volatity was 34.42, the open interest changed by 2 which increased total open position to 77


On 4 Nov MGL was trading at 1387.80. The strike last trading price was 21.1, which was -21.05 lower than the previous day. The implied volatity was 36.03, the open interest changed by 7 which increased total open position to 76


On 1 Nov MGL was trading at 1446.05. The strike last trading price was 42.15, which was 0.65 higher than the previous day. The implied volatity was 32.69, the open interest changed by 1 which increased total open position to 70


On 31 Oct MGL was trading at 1441.60. The strike last trading price was 41.5, which was -2.70 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 44.2, which was 2.20 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 42, which was -1.80 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 43.8, which was -11.20 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 55, which was -55.00 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 110, which was -47.30 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 157.3, which was -69.70 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 227, 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 227, which was -132.20 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 359.2, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


MGL 28NOV2024 1480 PE
Delta: -0.81
Vega: 0.70
Theta: -1.19
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
14 Nov 1312.65 170.6 42.80 60.70 2 1 22
13 Nov 1329.65 127.8 21.10 - 1 0 22
12 Nov 1370.20 106.7 23.80 20.67 2 -1 23
11 Nov 1401.50 82.9 5.25 29.44 1 0 23
8 Nov 1421.65 77.65 20.45 33.34 18 9 24
7 Nov 1437.65 57.2 -10.00 25.44 11 -1 15
6 Nov 1434.70 67.2 -42.85 33.40 19 3 16
5 Nov 1379.55 110.05 3.50 38.26 2 -1 13
4 Nov 1387.80 106.55 33.55 37.73 2 -1 14
1 Nov 1446.05 73 3.45 39.55 1 0 16
31 Oct 1441.60 69.55 0.00 - 4 2 18
30 Oct 1441.90 69.55 -15.40 - 6 -4 16
29 Oct 1425.95 84.95 -10.05 - 1 0 19
28 Oct 1415.70 95 22.55 - 12 4 19
25 Oct 1497.25 72.45 37.25 - 1 0 15
24 Oct 1542.95 35.2 0.00 - 0 0 0
23 Oct 1579.55 35.2 3.95 - 1 0 15
22 Oct 1531.85 31.25 0.00 - 0 0 0
21 Oct 1566.55 31.25 2.45 - 1 0 15
18 Oct 1582.25 28.8 - 28 13 13


For Mahanagar Gas Ltd. - strike price 1480 expiring on 28NOV2024

Delta for 1480 PE is -0.81

Historical price for 1480 PE is as follows

On 14 Nov MGL was trading at 1312.65. The strike last trading price was 170.6, which was 42.80 higher than the previous day. The implied volatity was 60.70, the open interest changed by 1 which increased total open position to 22


On 13 Nov MGL was trading at 1329.65. The strike last trading price was 127.8, which was 21.10 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 22


On 12 Nov MGL was trading at 1370.20. The strike last trading price was 106.7, which was 23.80 higher than the previous day. The implied volatity was 20.67, the open interest changed by -1 which decreased total open position to 23


On 11 Nov MGL was trading at 1401.50. The strike last trading price was 82.9, which was 5.25 higher than the previous day. The implied volatity was 29.44, the open interest changed by 0 which decreased total open position to 23


On 8 Nov MGL was trading at 1421.65. The strike last trading price was 77.65, which was 20.45 higher than the previous day. The implied volatity was 33.34, the open interest changed by 9 which increased total open position to 24


On 7 Nov MGL was trading at 1437.65. The strike last trading price was 57.2, which was -10.00 lower than the previous day. The implied volatity was 25.44, the open interest changed by -1 which decreased total open position to 15


On 6 Nov MGL was trading at 1434.70. The strike last trading price was 67.2, which was -42.85 lower than the previous day. The implied volatity was 33.40, the open interest changed by 3 which increased total open position to 16


On 5 Nov MGL was trading at 1379.55. The strike last trading price was 110.05, which was 3.50 higher than the previous day. The implied volatity was 38.26, the open interest changed by -1 which decreased total open position to 13


On 4 Nov MGL was trading at 1387.80. The strike last trading price was 106.55, which was 33.55 higher than the previous day. The implied volatity was 37.73, the open interest changed by -1 which decreased total open position to 14


On 1 Nov MGL was trading at 1446.05. The strike last trading price was 73, which was 3.45 higher than the previous day. The implied volatity was 39.55, the open interest changed by 0 which decreased total open position to 16


On 31 Oct MGL was trading at 1441.60. The strike last trading price was 69.55, 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 69.55, which was -15.40 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 84.95, which was -10.05 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 95, which was 22.55 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 72.45, which was 37.25 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 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 35.2, which was 3.95 higher 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 31.25, 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 31.25, which was 2.45 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 28.8, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to