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Related Pages for MCX
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MCX
Multi Commodity Exchange
6166.5 60.15 (0.99%)

Option Chain for MCX

21 Nov 2024 03:51 PM IST

Note:- Click on the strike price to open the historical data.

Call
Put

Lot Size : 200
Delta OI Change OI Vol IV Ltp Change Change Ltp IV Vol Change OI OI Delta
0.00 0 0 0 0.00 1200.00 0.00 4800 0.00 1.50 - 0.5 0 34 -
0.00 0 0 0 0.00 587.10 0.00 4900 0.00 0.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 1050.00 0.00 5000 -2.70 2.80 - 34.5 -13 506 -
0.00 0 0 0 0.00 492.55 0.00 5100 0.00 496.05 0.00 0 0 0 0.00
0.00 0 0 0 0.00 1200.00 0.00 5200 -3.05 4.65 - 3 -2 65 -
0.00 0 0 0 0.00 410.30 0.00 5300 0.00 9.40 0.00 0 -37 0 0.00
0.00 0 0 0 0.00 625.50 0.00 5400 -1.90 8.50 58.90 49.5 -11 136 -0.04
- 155 1 4.5 - 750.00 178.45 5500 -6.00 9.65 53.85 297 -14 933 -0.05
0.95 87 -5 18 46.69 613.80 97.30 5600 -11.20 13.20 50.74 184.5 -64 148 -0.07
0.93 39 2 9.5 43.54 517.75 125.20 5700 -13.65 19.10 48.23 703.5 -41 315 -0.10
0.88 174 -18 36.5 43.27 428.35 113.75 5800 -22.75 27.25 45.49 883.5 -122 598 -0.13
0.82 268 -4 74 41.97 342.55 112.75 5900 -34.00 39.05 42.75 647 17 373 -0.19
0.75 1,345 -102 748.5 38.48 257.35 88.35 6000 -53.45 55.55 39.82 2,077.5 42 1,664 -0.26
0.64 635 -105 1,901 36.60 184.10 59.60 6100 -77.10 85.95 38.95 1,252 101 491 -0.36
0.52 808 0 4,016 35.71 125.10 46.80 6200 -88.40 120.45 36.07 834.5 45 613 -0.48
0.39 1,111 3 2,549 36.06 82.95 32.40 6300 -103.75 176.25 35.87 143.5 5 423 -0.61
0.29 1,097 84 1,716.5 37.48 55.65 19.15 6400 -122.50 249.15 37.40 58 -24 431 -0.72
0.21 2,013 -258 1,326.5 39.39 38.10 13.10 6500 -124.00 336.30 41.27 16 -2 734 -0.78
0.14 1,142 -156 967.5 40.89 25.45 6.45 6600 -130.35 423.45 43.20 19.5 -6 287 -0.84
0.10 1,132 -4 579.5 42.90 17.80 4.30 6700 -98.90 514.95 45.36 14.5 -1 253 -0.88
0.07 1,091 -7 721 44.71 12.40 1.90 6800 -103.55 612.50 49.98 4 -1 191 -0.90
0.06 553 -96 440 47.84 10.05 1.65 6900 0.00 860.45 0.00 0 -1 0 0.00
0.04 2,217 -106 501.5 49.53 7.20 0.20 7000 0.00 915.00 0.00 0 -4 0 0.00
0.04 183 -9 54 54.31 7.30 0.10 7100 0.00 1279.15 0.00 0 0 0 0.00
0.03 443 11 49.5 55.42 5.15 -0.80 7200 0.00 807.85 0.00 0 0 0 0.00
- 285 -9 58.5 - 4.50 0.45 7300 0.00 899.10 0.00 0 0 0 0.00
- 415 -13 49.5 - 4.45 0.45 7400 0.00 983.40 0.00 0 0 0 0.00
- 885 -119 120 - 4.20 -0.60 7500 78.55 1446.95 - 16.5 -10 25 -
- 153 0 7 - 2.00 -0.60 7600 0.00 1769.45 0.00 0 0 0 0.00
- 724 -255 239.5 - 2.45 -0.55 7700 0.00 1502.50 0.00 0 0 0 0.00
16,955 8,220
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.