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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 1500 CE
Delta: 0.05
Vega: 0.26
Theta: -0.37
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
14 Nov 1312.65 1.95 -0.65 37.66 380 -2 842
13 Nov 1329.65 2.6 -2.35 36.01 538 -100 843
12 Nov 1370.20 4.95 -5.20 33.32 890 -99 949
11 Nov 1401.50 10.15 -7.05 32.50 693 143 1,048
8 Nov 1421.65 17.2 -4.80 33.20 951 75 904
7 Nov 1437.65 22 1.50 32.14 1,787 126 826
6 Nov 1434.70 20.5 7.15 29.65 1,569 -80 703
5 Nov 1379.55 13.35 -4.45 34.76 1,034 145 776
4 Nov 1387.80 17.8 -17.85 37.12 948 211 633
1 Nov 1446.05 35.65 1.35 33.85 138 18 423
31 Oct 1441.60 34.3 -3.70 - 356 62 407
30 Oct 1441.90 38 2.50 - 805 71 344
29 Oct 1425.95 35.5 -1.45 - 467 45 274
28 Oct 1415.70 36.95 -12.90 - 342 172 228
25 Oct 1497.25 49.85 -54.50 - 83 50 56
24 Oct 1542.95 104.35 -20.65 - 2 1 5
23 Oct 1579.55 125 10.00 - 2 1 4
22 Oct 1531.85 115 0.00 - 0 0 0
21 Oct 1566.55 115 -13.00 - 2 0 3
18 Oct 1582.25 128 - 3 1 1


For Mahanagar Gas Ltd. - strike price 1500 expiring on 28NOV2024

Delta for 1500 CE is 0.05

Historical price for 1500 CE is as follows

On 14 Nov MGL was trading at 1312.65. The strike last trading price was 1.95, which was -0.65 lower than the previous day. The implied volatity was 37.66, the open interest changed by -2 which decreased total open position to 842


On 13 Nov MGL was trading at 1329.65. The strike last trading price was 2.6, which was -2.35 lower than the previous day. The implied volatity was 36.01, the open interest changed by -100 which decreased total open position to 843


On 12 Nov MGL was trading at 1370.20. The strike last trading price was 4.95, which was -5.20 lower than the previous day. The implied volatity was 33.32, the open interest changed by -99 which decreased total open position to 949


On 11 Nov MGL was trading at 1401.50. The strike last trading price was 10.15, which was -7.05 lower than the previous day. The implied volatity was 32.50, the open interest changed by 143 which increased total open position to 1048


On 8 Nov MGL was trading at 1421.65. The strike last trading price was 17.2, which was -4.80 lower than the previous day. The implied volatity was 33.20, the open interest changed by 75 which increased total open position to 904


On 7 Nov MGL was trading at 1437.65. The strike last trading price was 22, which was 1.50 higher than the previous day. The implied volatity was 32.14, the open interest changed by 126 which increased total open position to 826


On 6 Nov MGL was trading at 1434.70. The strike last trading price was 20.5, which was 7.15 higher than the previous day. The implied volatity was 29.65, the open interest changed by -80 which decreased total open position to 703


On 5 Nov MGL was trading at 1379.55. The strike last trading price was 13.35, which was -4.45 lower than the previous day. The implied volatity was 34.76, the open interest changed by 145 which increased total open position to 776


On 4 Nov MGL was trading at 1387.80. The strike last trading price was 17.8, which was -17.85 lower than the previous day. The implied volatity was 37.12, the open interest changed by 211 which increased total open position to 633


On 1 Nov MGL was trading at 1446.05. The strike last trading price was 35.65, which was 1.35 higher than the previous day. The implied volatity was 33.85, the open interest changed by 18 which increased total open position to 423


On 31 Oct MGL was trading at 1441.60. The strike last trading price was 34.3, which was -3.70 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 38, which was 2.50 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 35.5, which was -1.45 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 36.95, which was -12.90 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 49.85, which was -54.50 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 104.35, which was -20.65 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 125, which was 10.00 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 115, 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 115, which was -13.00 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 128, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


MGL 28NOV2024 1500 PE
Delta: -0.97
Vega: 0.19
Theta: 0.17
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
14 Nov 1312.65 176 5.00 33.87 4 -1 160
13 Nov 1329.65 171 59.35 50.75 46 -19 161
12 Nov 1370.20 111.65 9.15 - 1 0 181
11 Nov 1401.50 102.5 15.50 33.48 14 2 181
8 Nov 1421.65 87 10.00 28.44 17 2 179
7 Nov 1437.65 77 -4.65 30.22 34 14 177
6 Nov 1434.70 81.65 -43.35 34.40 17 1 164
5 Nov 1379.55 125 4.70 37.78 23 -3 162
4 Nov 1387.80 120.3 33.30 36.42 48 11 165
1 Nov 1446.05 87 6.00 40.95 5 -1 154
31 Oct 1441.60 81 -4.50 - 55 28 150
30 Oct 1441.90 85.5 -9.25 - 25 15 122
29 Oct 1425.95 94.75 -13.10 - 13 8 107
28 Oct 1415.70 107.85 10.85 - 110 -9 100
25 Oct 1497.25 97 36.35 - 133 2 109
24 Oct 1542.95 60.65 22.65 - 57 11 90
23 Oct 1579.55 38 -21.00 - 53 29 79
22 Oct 1531.85 59 19.00 - 25 14 49
21 Oct 1566.55 40 6.00 - 45 23 36
18 Oct 1582.25 34 - 31 13 13


For Mahanagar Gas Ltd. - strike price 1500 expiring on 28NOV2024

Delta for 1500 PE is -0.97

Historical price for 1500 PE is as follows

On 14 Nov MGL was trading at 1312.65. The strike last trading price was 176, which was 5.00 higher than the previous day. The implied volatity was 33.87, the open interest changed by -1 which decreased total open position to 160


On 13 Nov MGL was trading at 1329.65. The strike last trading price was 171, which was 59.35 higher than the previous day. The implied volatity was 50.75, the open interest changed by -19 which decreased total open position to 161


On 12 Nov MGL was trading at 1370.20. The strike last trading price was 111.65, which was 9.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 181


On 11 Nov MGL was trading at 1401.50. The strike last trading price was 102.5, which was 15.50 higher than the previous day. The implied volatity was 33.48, the open interest changed by 2 which increased total open position to 181


On 8 Nov MGL was trading at 1421.65. The strike last trading price was 87, which was 10.00 higher than the previous day. The implied volatity was 28.44, the open interest changed by 2 which increased total open position to 179


On 7 Nov MGL was trading at 1437.65. The strike last trading price was 77, which was -4.65 lower than the previous day. The implied volatity was 30.22, the open interest changed by 14 which increased total open position to 177


On 6 Nov MGL was trading at 1434.70. The strike last trading price was 81.65, which was -43.35 lower than the previous day. The implied volatity was 34.40, the open interest changed by 1 which increased total open position to 164


On 5 Nov MGL was trading at 1379.55. The strike last trading price was 125, which was 4.70 higher than the previous day. The implied volatity was 37.78, the open interest changed by -3 which decreased total open position to 162


On 4 Nov MGL was trading at 1387.80. The strike last trading price was 120.3, which was 33.30 higher than the previous day. The implied volatity was 36.42, the open interest changed by 11 which increased total open position to 165


On 1 Nov MGL was trading at 1446.05. The strike last trading price was 87, which was 6.00 higher than the previous day. The implied volatity was 40.95, the open interest changed by -1 which decreased total open position to 154


On 31 Oct MGL was trading at 1441.60. The strike last trading price was 81, which was -4.50 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 85.5, which was -9.25 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 94.75, which was -13.10 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 107.85, which was 10.85 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 97, which was 36.35 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 60.65, which was 22.65 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 38, which was -21.00 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 59, which was 19.00 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 40, which was 6.00 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 34, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to