Call Option Chain of Mahanagar Gas Ltd (MGL) with Implied Volatility & Greeks

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Call Option Chain of Mahanagar Gas Ltd (MGL)

Spot Close : 1348.80 Expiry date : Call Put Show All OHLC Show All Greeks

Mahanagar Gas Ltd Option for Expiry Date 29/05/2025

Strike Price	Close / OHL	Change/ Change %	Open Interest / Change	Contracts/ % Change	Turnover (in Lac)	Implied Volatility / Prev	Interpretation	Signal	PCR OI	PCR Vol	Greeks Delta / All
1260.00	91.00 C- 91.00 O-91.80 H-92.55 L-91.00	-21.60/ -19.18 %	20.40 K/ 800.00	4/ 300.00 %	22.00	34.00 / 5.59	Short Build Up	Bearish	2.67	18.75	0.945 Delta : 0.945 Theta : -0.747 Rho : 0.195 Vega : 0.192 Gamma : 0.0019
1300.00	55.35 C- 55.35 O-51.15 H-62.55 L-50.60	-0.900/ -1.60 %	49.20 K/ -11200.000	82/ 331.58 %	445.00	32.87 / 21.03	Position UnWinding	Bearish	2.85	2.04	0.819 Delta : 0.819 Theta : -1.43 Rho : 0.172 Vega : 0.455 Gamma : 0.0046
1320.00	39.00 C- 39.00 O-48.00 H-48.00 L-36.55	-6.35/ -14.00 %	28.00 K/ -400.000	45/ 15.38 %	245.00	30.65 / 32.45	Position UnWinding	Bearish	1.84	2.49	0.721 Delta : 0.721 Theta : -1.64 Rho : 0.153 Vega : 0.581 Gamma : 0.0063
1340.00	27.15 C- 27.15 O-30.00 H-35.90 L-24.30	-3.90/ -12.56 %	33.60 K/ 7600.00	179/ 32.59 %	980.00	31.97 / 30.67	Short Build Up	Bearish	2.80	2.76	0.578 Delta : 0.578 Theta : -1.93 Rho : 0.124 Vega : 0.677 Gamma : 0.0071
1360.00	16.40 C- 16.40 O-20.85 H-23.80 L-15.30	-4.50/ -21.53 %	188.00 K/ 36000.00	1126/ 84.89 %	6210.00	30.55 / 31.14	Short Build Up	Bearish	0.506	0.256	0.431 Delta : 0.431 Theta : -1.83 Rho : 0.093 Vega : 0.679 Gamma : 0.0074
1380.00	10.00 C- 10.00 O-12.40 H-15.55 L-9.45	-4.25/ -29.82 %	172.40 K/ 800.00	451/ -38.72 %	2511.00	31.38 / 32.83	Short Build Up	Bearish	0.311	0.067	0.297 Delta : 0.297 Theta : -1.63 Rho : 0.064 Vega : 0.599 Gamma : 0.0064
1400.00	6.30 C- 6.30 O-8.00 H-10.55 L-5.90	-3.20/ -33.68 %	432.80 K/ -40400.000	745/ -41.01 %	4195.00	33.16 / 34.26	Position UnWinding	Bearish	0.230	0.051	0.201 Delta : 0.201 Theta : -1.39 Rho : 0.0434 Vega : 0.485 Gamma : 0.0049
1420.00	3.75 C- 3.75 O-5.75 H-7.00 L-3.55	-2.80/ -42.75 %	139.20 K/ 2400.00	405/ -26.09 %	2308.00	34.32 / 36.23	Short Build Up	Bearish	0	0	0.129 Delta : 0.129 Theta : -1.07 Rho : 0.0279 Vega : 0.364 Gamma : 0.0035
1440.00	2.40 C- 2.40 O-4.05 H-4.75 L-2.25	-1.85/ -43.53 %	256.00 K/ 18800.00	552/ -5.32 %	3186.00	36.22 / 37.36	Short Build Up	Bearish	0.152	0.0145	0.085 Delta : 0.085 Theta : -0.833 Rho : 0.0185 Vega : 0.269 Gamma : 0.0025
1460.00	1.70 C- 1.70 O-2.85 H-3.40 L-1.55	-1.35/ -44.26 %	109.60 K/ -5200.000	156/ -61.39 %	912.00	38.79 / 39.52	Position UnWinding	Bearish	0.161	0.0256	0.060 Delta : 0.060 Theta : -0.679 Rho : 0.0130 Vega : 0.206 Gamma : 0.0018
1480.00	1.15 C- 1.15 O-2.30 H-2.30 L-1.00	-1.00/ -46.51 %	74.00 K/ -1600.000	155/ 9.93 %	919.00	40.74 / 41.32	Position UnWinding	Bearish	0.178	0.0194	0.0411 Delta : 0.0411 Theta : -0.526 Rho : 0.0089 Vega : 0.152 Gamma : 0.0012
1500.00	1.00 C- 1.00 O-1.55 H-1.55 L-0.850	-0.800/ -44.44 %	210.00 K/ 7200.00	508/ 2.63 %	3051.00	44.36 / 44.45	Short Build Up	Bearish	0	0	0.0338 Delta : 0.0338 Theta : -0.487 Rho : 0.0073 Vega : 0.130 Gamma : 0.0010
1520.00	0.900 C- 0.900 O-1.20 H-1.45 L-0.800	-0.500/ -35.71 %	101.60 K/ -4400.000	109/ 14.74 %	663.00	48.02 / 46.69	Position UnWinding	Bearish	0	0	0.0288 Delta : 0.0288 Theta : -0.461 Rho : 0.0062 Vega : 0.114 Gamma : 0.0008
1560.00	0.750 C- 0.750 O-1.00 H-1.00 L-0.600	NA	74.00 K/ -8400.000	77/ 40.00 %	481.00	54.99 / 49.73	Position UnWinding	Bearish	0.286	0.0260	0.0218 Delta : 0.0218 Theta : -0.417 Rho : 0.0047 Vega : 0.090 Gamma : 0.0005
1600.00	0.500 C- 0.500 O-0.700 H-0.750 L-0.450	-0.050/ -9.09 %	139.20 K/ -5600.000	30/ -44.44 %	192.00	59.47 / 54.66	Position UnWinding	Bearish	0.0230	0.067	0.0141 Delta : 0.0141 Theta : -0.312 Rho : 0.0031 Vega : 0.062 Gamma : 0.0004

Risk Free rate : 6.25%, Dividend Yield : 2.17 %