MGL
Mahanagar Gas Ltd.
Historical option data for MGL
21 Nov 2024 04:12 PM IST
| MGL 28NOV2024 980 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 1125.35 | 148.45 | -375.10 | - | 3 | 2 | 2 | |||
| 20 Nov | 1126.05 | 523.55 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 1126.05 | 523.55 | 0.00 | - | 0 | 0 | 0 | |||
|
|
||||||||||
| 18 Nov | 1130.00 | 523.55 | - | 0 | 0 | 0 | ||||
For Mahanagar Gas Ltd. - strike price 980 expiring on 28NOV2024
Delta for 980 CE is -
Historical price for 980 CE is as follows
On 21 Nov MGL was trading at 1125.35. The strike last trading price was 148.45, which was -375.10 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 2
On 20 Nov MGL was trading at 1126.05. The strike last trading price was 523.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 19 Nov MGL was trading at 1126.05. The strike last trading price was 523.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 18 Nov MGL was trading at 1130.00. The strike last trading price was 523.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| MGL 28NOV2024 980 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.04
Vega: 0.12
Theta: -0.51
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 1125.35 | 1.35 | -1.15 | 59.93 | 165 | 18 | 49 |
| 20 Nov | 1126.05 | 2.5 | 0.00 | 58.06 | 158 | -6 | 38 |
| 19 Nov | 1126.05 | 2.5 | -1.15 | 58.06 | 158 | 1 | 38 |
| 18 Nov | 1130.00 | 3.65 | 60.84 | 125 | 38 | 38 | |
For Mahanagar Gas Ltd. - strike price 980 expiring on 28NOV2024
Delta for 980 PE is -0.04
Historical price for 980 PE is as follows
On 21 Nov MGL was trading at 1125.35. The strike last trading price was 1.35, which was -1.15 lower than the previous day. The implied volatity was 59.93, the open interest changed by 18 which increased total open position to 49
On 20 Nov MGL was trading at 1126.05. The strike last trading price was 2.5, which was 0.00 lower than the previous day. The implied volatity was 58.06, the open interest changed by -6 which decreased total open position to 38
On 19 Nov MGL was trading at 1126.05. The strike last trading price was 2.5, which was -1.15 lower than the previous day. The implied volatity was 58.06, the open interest changed by 1 which increased total open position to 38
On 18 Nov MGL was trading at 1130.00. The strike last trading price was 3.65, which was lower than the previous day. The implied volatity was 60.84, the open interest changed by 38 which increased total open position to 38
