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Related Pages for MCX
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MCX
Multi Commodity Exchange
6216.5 -106.50 (-1.68%)

Option Chain for MCX

03 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
0.00 0 0 0 0.00 820.00 0.00 5400 1.05 15.70 38.70 180 17 147 -0.06
- 628 -40 49 - 750.00 -152.40 5500 0.95 21.00 37.37 211 18 544 -0.08
0.00 0 0 0 0.00 658.00 0.00 5600 4.70 29.70 36.64 181 7 181 -0.10
0.87 35 4 9 34.71 593.10 -121.50 5700 6.70 40.20 35.57 282 33 154 -0.14
0.82 2 0 2 35.02 512.55 -97.30 5800 9.50 56.05 35.01 701 7 279 -0.18
0.78 21 5 9 32.16 422.95 -120.80 5900 17.00 79.85 35.11 506 94 260 -0.24
0.72 311 -13 124 31.04 345.35 -96.30 6000 22.85 109.55 35.13 1,321 31 720 -0.30
0.64 278 15 359 31.52 283.15 -88.75 6100 27.80 145.60 35.07 768 11 459 -0.37
0.56 738 110 2,086 32.13 230.00 -76.65 6200 37.20 191.05 35.74 1,198 -17 521 -0.44
0.49 914 225 2,807 32.36 185.00 -69.30 6300 43.70 243.70 35.68 1,412 -49 301 -0.51
0.41 784 62 1,959 32.94 145.00 -59.00 6400 50.45 304.40 36.16 259 33 189 -0.58
0.34 1,294 137 2,411 33.23 112.50 -50.95 6500 67.45 370.80 36.54 115 38 271 -0.64
0.27 685 114 901 32.89 83.00 -42.85 6600 78.35 444.00 37.11 28 2 14 -0.70
0.22 330 54 577 33.14 63.40 -34.30 6700 0.00 554.90 - 0 0 0 -
0.17 396 63 731 33.55 46.90 -28.10 6800 -37.15 624.30 42.60 1 0 10 -0.76
0.14 147 4 427 34.20 35.85 -18.95 6900 0.00 674.10 0.00 0 0 0 0.00
0.11 757 63 1,180 34.71 27.00 -14.75 7000 128.55 784.60 41.25 11 5 57 -0.85
0.00 0 0 0 0.00 0.00 0.00 7100 0.00 0.00 0.00 0 0 0 0.00
0.06 11 11 41 35.31 14.40 -146.80 7200 0.00 1515.70 - 0 0 0 -
0.00 0 0 0 0.00 0.00 0.00 7300 0.00 0.00 0.00 0 0 0 0.00
0.05 148 32 92 39.71 12.95 -0.75 7400 0.00 1025.00 0.00 0 2 0 0.00
7,479 4,107
Note
  1. 10% interest rate is applied while computing implied volatility.
  2. Volume and Open Interest, displayed in Contracts.
  3.        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.