MCX
Multi Commodity Exchange
6397.4
-288.95 (-4.32%)
Option Chain for MCX
20 Dec 2024 04:11 PM IST
Note:- Click on the strike price to open the historical data.
| Call |
|
Put
Lot Size : 100 |
||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Delta | OI | Change OI | Vol | IV | Ltp | Change | Change | Ltp | IV | Vol | Change OI | OI | Delta | |
| - | 59 | 51 | 55 | - | 1360.05 | 435.05 | 5200 | 0.00 | 3.95 | 0.00 | 0 | -4 | 0 | 0.00 |
| 0.00 | 0 | 0 | 0 | 0.00 | 1344.75 | 0.00 | 5300 | 0.00 | 69.95 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.00 | 0 | 0 | 0 | 0.00 | 820.00 | 0.00 | 5400 | -2.80 | 5.00 | - | 91 | -2 | 104 | - |
| 0.00 | 0 | -5 | 0 | 0.00 | 1150.00 | 0.00 | 5500 | 0.00 | 6.50 | - | 77 | -11 | 379 | - |
| - | 83 | -4 | 5 | - | 830.00 | -620.00 | 5600 | 1.15 | 7.90 | - | 180 | -37 | 138 | - |
| 0.00 | 0 | 0 | 0 | 0.00 | 892.75 | 0.00 | 5700 | 2.80 | 10.80 | 56.95 | 208 | 22 | 138 | -0.05 |
| 0.00 | 0 | 0 | 0 | 0.00 | 704.90 | 0.00 | 5800 | 4.20 | 13.50 | 52.63 | 232 | -2 | 156 | -0.07 |
| 0.96 | 20 | 1 | 7 | 36.07 | 499.35 | -375.65 | 5900 | 8.55 | 18.10 | 48.96 | 833 | -237 | 177 | -0.09 |
| 0.98 | 705 | -192 | 508 | 24.94 | 396.55 | -310.05 | 6000 | 11.20 | 23.95 | 44.87 | 2,680 | -194 | 1,376 | -0.13 |
| 0.91 | 216 | 1 | 29 | 27.79 | 304.55 | -322.40 | 6100 | 16.00 | 31.80 | 40.47 | 1,757 | -99 | 327 | -0.17 |
|
|
||||||||||||||
| 0.81 | 315 | -35 | 112 | 27.64 | 218.55 | -303.50 | 6200 | 28.20 | 47.15 | 37.45 | 3,624 | 142 | 975 | -0.25 |
| 0.67 | 270 | -26 | 160 | 28.39 | 147.45 | -286.10 | 6300 | 46.20 | 70.55 | 34.50 | 2,776 | -79 | 458 | -0.36 |
| 0.50 | 238 | 55 | 832 | 28.68 | 91.45 | -239.45 | 6400 | 78.55 | 114.35 | 34.31 | 4,121 | -304 | 346 | -0.50 |
| 0.33 | 801 | 262 | 2,956 | 28.25 | 50.00 | -188.80 | 6500 | 121.25 | 174.80 | 34.99 | 4,218 | -285 | 846 | -0.63 |
| 0.22 | 1,549 | 701 | 5,766 | 30.41 | 30.00 | -142.00 | 6600 | 169.05 | 250.90 | 37.00 | 2,176 | -178 | 432 | -0.74 |
| 0.15 | 2,136 | 491 | 8,344 | 33.65 | 20.20 | -97.00 | 6700 | 220.75 | 349.50 | 45.28 | 1,215 | -96 | 614 | -0.78 |
| 0.11 | 2,103 | -158 | 6,005 | 37.78 | 15.60 | -70.40 | 6800 | 242.70 | 438.40 | 48.29 | 420 | -167 | 439 | -0.83 |
| 0.07 | 1,283 | 87 | 4,365 | 39.94 | 10.35 | -48.15 | 6900 | 265.90 | 535.70 | 54.18 | 55 | -6 | 390 | -0.86 |
| 0.06 | 3,680 | 129 | 5,798 | 43.37 | 8.15 | -33.85 | 7000 | 270.70 | 620.85 | 51.50 | 111 | -21 | 406 | -0.91 |
| 0.05 | 872 | 58 | 1,940 | 47.49 | 7.20 | -22.40 | 7100 | 0.00 | 384.20 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.04 | 1,478 | -78 | 1,628 | 50.88 | 6.05 | -16.15 | 7200 | 0.00 | 513.00 | 0.00 | 0 | -1 | 0 | 0.00 |
| 0.03 | 532 | 52 | 1,008 | 53.95 | 5.05 | -11.20 | 7300 | 0.00 | 538.55 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.03 | 963 | -110 | 913 | 57.61 | 4.60 | -7.70 | 7400 | 65.30 | 786.30 | - | 4 | 0 | 37 | - |
| - | 636 | -67 | 461 | - | 4.10 | -5.70 | 7500 | 0.00 | 1046.50 | 0.00 | 0 | 0 | 0 | 0.00 |
| - | 262 | -12 | 153 | - | 3.60 | -4.95 | 7600 | 0.00 | 950.00 | 0.00 | 0 | 1 | 0 | 0.00 |
| - | 405 | -38 | 212 | - | 1.65 | -5.60 | 7700 | 0.00 | 1254.35 | - | 0 | 0 | 0 | - |
| - | 290 | 8 | 72 | - | 3.35 | -2.65 | 7800 | 0.00 | 1778.55 | - | 0 | 0 | 0 | - |
| 18,896 | 7,738 | |||||||||||||
Note
- 10% interest rate is applied while computing implied volatility.
- Volume and Open Interest, displayed in Contracts.
- Highlighted options are in-the-money.
What is an Option Chain?
- An option chain, also known as an option matrix, is a listing of all available option contracts, both puts and calls, for a given security.
- It shows all puts, calls, strike ltp, and pricing information for a single underlying asset within a given maturity period.
How is it Useful?
- The option chain matrix is most useful for the next trading day.
- Trading volume, or the number of contracts that change hands in a given day, indicates how much liquidity there might be for any given option.
- Open interest measures the total number of options outstanding on each strike and maturity, allowing you to gauge the scale of market commitment.
